N-CSR 1 d45000dncsr.htm N-CSR N-CSR
Table of Contents

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM N-CSR

 

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number:

811-23067

 

 

RiverNorth Specialty Finance Corporation

(Exact name of registrant as specified in charter)

 

 

325 North LaSalle Street, Suite 645, Chicago, Illinois 60654

(Address of principal executive offices) (Zip code)

 

 

Marcus L. Collins, Esq.

RiverNorth Capital Management, LLC

325 North LaSalle Street, Suite 645

Chicago, Illinois 60654

(Name and address of agent for service)

 

 

(312) 832-1440

Registrant’s telephone number, including area code

Date of fiscal year end: June 30, 2020

Date of reporting period: June 30, 2020

 

 

 


Table of Contents

Item 1. Reports to Stockholders.


Table of Contents

OPPORTUNISTIC INVESTMENT STRATEGIES

LOGO

Annual Report

RIVERNORTH SPECIALTY FINANCE CORPORATION

RSF

 

  

Investment Adviser:

RiverNorth Capital Management, LLC

325 N. LaSalle Street, Suite 645

Chicago, IL 60654

www.rivernorth.com

    LOGO  

Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of the Fund’s annual and semi-annual shareholder reports will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on the Fund’s website at https://www.rivernorth.com/closed-end-funds/opp/rsf, and you will be notified by mail each time a report is posted and provided with a website link to access the report.

If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from the Fund electronically anytime by contacting your financial intermediary (such as a broker-dealer or bank).

You may elect to receive all future reports in paper free of charge. If you invest through a financial intermediary, you can contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held in your account.

 


Table of Contents

RiverNorth Specialty Finance Corporation

  Table of Contents
 

 

Shareholder Letter

     2  

Portfolio Update

     4  

Schedule of Investments

     10  

Statement of Assets and Liabilities

     14  

Statement of Operations

     15  

Statements of Changes in Net Assets

     16  

Statement of Cash Flows

     17  

Financial Highlights

     18  

Notes to Financial Statements

     20  

Report of Independent Registered Public Accounting Firm

     31  

Additional Information

     32  

Independent Directors

     69  

Interested Directors and Officers

     72  

 


Table of Contents
RiverNorth Specialty Finance Corporation   Shareholder Letter

    

      

 

Dear Fellow Shareholders,

The economy remains on fragile ground as a result of the damage inflected due to the coronavirus pandemic. The U.S. unemployment rate, which was near the lowest level since the 1960s in February 2020, soared to 14.7% just two months later, the highest level since the Great Depression. While a portion of the net job losses in April have reversed in the prior two months, the U.S. consumer remains stressed in the current environment.

While the economic outlook remains uncertain, we believe there are attractive opportunities to deploy capital across certain assets which may offer a compelling risk-adjusted return profile in the current environment. We recently announced a change to the Fund’s investment strategy, and have been reducing the portfolio’s allocation to unsecured consumer whole loans, which has continued post fiscal year-end. As a result, the Fund now has flexibility to invest in a broader range of credit-oriented assets, and we have been repositioning the strategy into a higher mix of tradeable securities which we believe offer a more favorable risk/reward profile. Notes issued by registered investment companies, for example, now comprise the largest allocation within the portfolio and have significant equity subordination for bondholders as required under the Investment Company Act of 1940, as amended (the “1940 Act”).

While we have been deploying capital in a measured fashion, when evaluating opportunities we are being selective and cautious given the continued level of uncertainty and weak economic backdrop. According to Bloomberg’s Contributor Composite, U.S. real gross domestic product (GDP) is expected to decline by 5.6% year over year during 2020, which would be the largest contraction since an 11.6% decline in 1946 (for reference, GDP declined 2.8% in 2009). Thus, we are largely focusing on downside mitigation and capital preservation while sourcing unique opportunities that we believe offer an attractive return profile.

In addition to notes issued by registered investment companies, we are also deploying capital across credit-oriented closed-end funds, including business development companies, which we believe offer compelling value at current levels. We are focusing on funds managed by what we view to be top-tier managers trading at a meaningful discount to book value and/or funds which we believe offer a potential near-term catalyst to drive the discount narrower, such as a corporate action event. We view the shift in the Fund’s investment strategy as a meaningful positive for shareholders, and look forward to providing further updates as we continue to deploy capital and rotate the portfolio.

We are pleased to provide you with the 2020 Annual Report for RiverNorth Specialty Finance Corporation.

Please visit www.rivernorth.com for additional information.

We thank you for your investment and trust in managing your assets.

Respectfully,

RiverNorth Capital Management, LLC

 

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Table of Contents

RiverNorth Specialty Finance Corporation

  Shareholder Letter

    

      

 

Definitions

Business Development Company – A business development company (BDC) is an organization that invests in small- and medium-sized companies as well as distressed companies. Set up similarly to closed-end investment funds, many BDCs are typically public companies whose shares trade on major stock exchanges, such as the American Stock Exchange (AMEX), Nasdaq, and others.

Closed-End Fund – A closed-end fund is a portfolio of pooled assets that raises a fixed amount of capital through an initial public offering (IPO) and then lists shares for trade on a stock exchange.

Corporate Action – A corporate action is any activity that brings material change to an organization and impacts its stakeholders, including shareholders, both common and preferred, as well as bondholders.

Great Depression – The Great Depression was a severe worldwide economic depression that took place mostly during the 1930s, beginning in the United States.

Investment Company Notes – Investment notes are non-equity securities. Notes typically obligate issuers to repay the creditor the principal loan, in addition to any interest payments, at a

predetermined date.

Risk-Adjusted Return – A risk-adjusted return is a calculation of the profit or potential profit from an investment that takes into account the degree of risk that must be accepted in order to

achieve it.

 

Annual Report | June 30, 2020

    3  


Table of Contents

RiverNorth Specialty Finance Corporation

  Portfolio Update

    

  June 30, 2020 (Unaudited)

 

What is the Fund’s investment strategy?

The investment objective of the RiverNorth Specialty Finance Corporation (“the Fund”) is to seek a high level of current income. The Fund seeks to achieve its investment objective by investing in credit instruments, including a portfolio of securities of specialty finance and other financial companies that the Fund’s adviser, RiverNorth Capital Management, LLC, believes offer attractive opportunities for income. The Fund may invest in income-producing securities of any maturity and credit quality, including below investment grade, and equity securities, including exchange traded funds and registered closed-end funds.

How did RiverNorth Specialty Finance Corporation perform relative to its benchmark during the reporting period?

From July 1, 2019 through June 30, 2020, the Fund delivered a net of fees return (based on net asset value) to investors of -8.43%. The Bloomberg Barclays Capital U.S. Aggregate Bond Index (Agg) posted a return of 8.74%.

 

LOGO

Performance for the Period Ended June 30, 2020

 

      Calendar
Year-to-Date
    1 Year      Since
Inception*
 

RiverNorth Specialty Finance Corporation - NAV

     -8.32     -8.43%        -0.02

RiverNorth Specialty Finance Corporation - Market Price

     -12.91     -16.84%        -3.81 %^ 

Bloomberg Barclays Capital U.S. Aggregate Bond Index

     6.14     8.74%        4.04

 

*

Annualized. RSF inception date: September 22, 2016.

 

^

The Fund began trading on the New York Stock Exchange on June 12, 2019 under the ticker symbol RSF. Formerly the Fund was known as RMPLX and was purchased directly. Market price returns are a blend of the NAV return until June 11th, 2019 combined with the market price return thereafter.

Performance data quoted represents past performance, which is not a guarantee of future results. Current performance may be lower or higher than the performance quoted. The principal value and investment return of an investment will fluctuate so that your shares, when redeemed, may be worth more or less than their original cost. You can obtain performance data current to the most recent month end by calling 844.569.4750. Total return measures net investment income and capital gain or loss from portfolio investments. All performance shown assumes reinvestment of dividends and capital gains distributions. Other fees and expenses are applicable to an investment in this fund.

 

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Table of Contents

RiverNorth Specialty Finance Corporation

  Portfolio Update

    

  June 30, 2020 (Unaudited)

 

What contributing factors were responsible for the Fund’s relative performance during that period?

Over the previous year, investment grade bond prices have generally rallied while credit-oriented assets have experienced spread widening given the economic fallout and uncertainty as a result of the coronavirus pandemic and related lockdowns. Given that the Agg consists solely of domestic investment grade fixed income securities, which have benefited from both Treasury yields falling (i.e. 10 year Treasury note yield was 0.66% as of June 30, 2020 compared to 2.01% a year ago) and Federal Reserve (the “Fed”) support in the secondary market, the Agg generated a significantly more favorable return profile over the past year versus the Fund, which predominately holds higher yielding assets with higher credit risk. While we meaningfully reduced the Fund’s exposure to unsecured consumer loans during the year (which we believe present the highest level of risk in our portfolio), a combination of spread widening and higher expected losses across certain segments within the portfolio resulted in a negative return for the Fund’s investors during the year.

How was RiverNorth Specialty Finance Corporation positioned at the end of June 2020?

In March, we announced a change to the Fund’s investment strategy, effective as of May 22, 2020, to provide more flexibility to invest in a broad range of credit-oriented products outside of marketplace lending assets. Over the previous year, we had also elected to reduce the Fund’s exposure to unsecured consumer loans. As a result, the Fund’s portfolio mix at June 30, 2020 is significantly different compared to a year ago. As of June 30, 2020, the Fund was comprised of 21% business development company notes (notes issued by business development companies, 0% a year ago), 17% small business whole loans (9% a year ago), 17% consumer whole loans (77% a year ago), 12% marketplace lending senior asset-backed securities (ABS) notes (0% a year ago), 6% marketplace lending residual ABS securities (6% a year ago), 5% publicly-traded business development company common stock (0% a year ago), and 22% money market investments (8% a year ago).

RSF Portfolio Allocation (%)

 

6/30/2020

 

LOGO

 

6/30/2019

 

LOGO

Allocations are subject to change.

Source: RiverNorth

As highlighted above, our largest allocation is currently BDC notes. We find the risk-adjusted return profile of these securities to be compelling given the significant amount of required subordination (equity beneath the bonds) mandated by the Investment Company Act of 1940. For these

 

Annual Report | June 30, 2020

    5  


Table of Contents

RiverNorth Specialty Finance Corporation

  Portfolio Update

    

  June 30, 2020 (Unaudited)

 

securities, the underlying issuers must maintain an asset coverage ratio of at least 150%, or at least $1 of equity for every $2 of debt, providing a significant amount of cushion for bondholders. As noted above, the Fund’s unsecured consumer whole loan portfolio shrank meaningfully during the year as a result of both asset sales and natural amortization (all loans are fully amortizing). The credit profile of this portfolio has also increased meaningfully – the weighted average FICO score of the Fund’s underlying consumer borrower was 742 as of June 30, 2020 compared to 716 a year ago. The year over year increase regarding the Fund’s cash position is largely the result of the decision to shrink the consumer portfolio and have capital to redeploy into other assets following the announced change to the Fund’s investment strategy.

Looking back, from our perspective we were fortunate to have entered the March/April timeframe with a meaningfully lower exposure to unsecured consumer loans with a higher than average cash balance. In the latter part of the year, we re-deployed some cash into assets we believe offer a more favorable risk/return profile with more downside mitigation, such as investment company notes as described above, and that has continued post fiscal year-end.

Fund Overview and Outlook:

The economy remains on fragile ground as a result of the disruption inflicted as a result of the coronavirus pandemic. The U.S. unemployment rate, which was near the lowest level since the 1960s in February 2020, soared to 14.7% just two months later, the highest level since the Great Depression. While a portion of the net job losses in April have reversed in the following two months, the U.S. consumer remains stressed in the current environment.

Civilian Unemployment Rate: 1/2009 – 6/2020

 

LOGO

 

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Table of Contents

RiverNorth Specialty Finance Corporation

  Portfolio Update

    

  June 30, 2020 (Unaudited)

 

Change in Employment: 1/2009 – 6/2020

 

LOGO

Source: Bloomberg, Bureau of Economic Analysis, Federal Reserve Bank of Atlanta

Despite uncertainty regarding the economic outlook going forward, we believe there are attractive opportunities across certain assets which we believe offer an attractive risk/return profile. For example, we have continued to increase the Fund’s allocation to bonds issued by registered investment companies. As of June 30, 2020, the weighted average yield across these securities held within the Fund was 7.3% with a weighted average duration of 3 years across 20 securities.

We are also evaluating credit-oriented closed-end funds, including business development companies, which we believe offer compelling value at current levels. We are focusing on funds managed by what we view to be top-tier managers trading at a meaningful discount to book value and/or funds which we believe offer a potential near-term catalyst to drive the discount narrower, such as a corporate action event.

When evaluating potential near-term opportunities to deploy capital, we are being very selective given the continued level of uncertainly and weak economic environment, as noted above. According to Bloomberg’s Contributor Composite, U.S. real Gross Domestic Product (GDP) is expected to decline by 5.6% year over year during 2020, which would be the largest contraction since an 11.6% decline in 1946 (for reference, GDP declined 2.8% in 2009). Thus, we are largely focusing on downside mitigation and capital preservation while sourcing unique opportunities that we believe offer an attractive return profile.

 

Annual Report | June 30, 2020

    7  


Table of Contents

RiverNorth Specialty Finance Corporation

  Portfolio Update

    

  June 30, 2020 (Unaudited)

 

Real GDP Growth Year/Year: 1/2010 – 6/2020

 

LOGO

* 2020 GDP Estimate from Bloomberg

Source: Bloomberg, Bureau of Economic Analysis, Federal Reserve Bank of Atlanta

Definitions

Asset-Backed Securities (ABS) – are investment securities—a bond or note—which is collateralized by a pool of assets, such as loans, leases, credit card debt, royalties, or receivables.

Bloomberg Barclays U.S. Aggregate Bond Index – an unmanaged index of investment-grade fixed rate debt issues with maturities of at least one year. The index cannot be invested in directly and does not reflect fees and expenses.

Business Development Company – A business development company (BDC) is an organization that invests in small- and medium-sized companies as well as distressed companies. Set up similarly to closed-end investment funds, many BDCs are typically public companies whose shares trade on major stock exchanges, such as the American Stock Exchange (AMEX), NASDAQ, and others.

Duration – a measure of the sensitivity of the price of a fixed income investment to a change in interest rates. Duration is expressed as a number of years.

FICO – a type of credit score created by the Fair Isaac Corporation. Lenders use borrowers’ FICO scores along with other details on borrowers’ credit reports to assess and determine whether to extend credit. Small business loans do not have FICO scores. Weighted average FICO is calculated by weighting the FICO score of each loan by its outstanding balance. The measure gives investors an idea of how creditworthy the Fund’s underlying loans are overall. The lower the weighted average FICO score, the less creditworthy, and riskier the portfolio.

Investment Company Notes – Investment notes are non-equity securities. Notes typically obligate issuers to repay the creditor the principal loan, in addition to any interest payments, at a predetermined date.

Marketplace Lending Asset-Backed Debt Securities – A debt tranche within an asset-backed security offering with marketplace lending assets as the underlying collateral in the loan pool.

Marketplace Lending Asset-Backed Residual Securities – The most junior (equity) tranche within an asset-backed security offering with marketplace lending assets as the underlying collateral in the pool.

 

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Table of Contents

RiverNorth Specialty Finance Corporation

  Portfolio Update

    

  June 30, 2020 (Unaudited)

 

Risk-Adjusted Return – A risk-adjusted return is a calculation of the profit or potential profit from an investment that takes into account the degree of risk that must be accepted in order to achieve it.

Weighted Average Duration – Duration is a time measure of a bond’s interest-rate sensitivity, based on the weighted average of the time periods over which a bond’s cash flows accrue to the bondholder. Time periods are weighted by multiplying by the present value of its cash flow divided by the bond’s price.

Weighted Average Yield – The total yield on a bond portfolio divided by the number of bonds contained in it, weighted for the size of each bond so that the yield of large holdings does not drown out the calculation of yields on small holdings.

Yield – the income return on an investment. This refers to the interest or dividends received from a security and is usually expressed annually as a percentage based on the investment’s cost, its current market value or its face value.

See the prospectus for a more detailed description of Fund risks. Investing involves risk. Principal loss is possible. The Fund is classified as non-diversified, which means the Fund may invest a larger percentage of its assets in the securities of a smaller number of issuers than a diversified fund. Investment in securities of a limited number of issuers exposes the Fund to greater market risk and potential losses than if its assets were diversified among the securities of a greater number of issuers. If a borrower is unable to make its payments on a loan, the Fund may be greatly limited in its ability to recover any outstanding principal and interest under such loan, as (among other reasons) the Fund may not have direct recourse against the borrower or may otherwise be limited in its ability to directly enforce its rights under the loan, whether through the borrower or the platform through which such loan was originated, the loan may be unsecured or under-collateralized, and/ or it may be impracticable to commence a legal proceeding against the defaulting borrower. The Alternative Credit Instruments in which the Fund may invest will not typically be guaranteed or insured by any third-party and will not typically be backed by any governmental authority. Prospective borrowers supply a variety of information regarding the purpose of the loan, income, occupation and employment status (as applicable) to the lending platforms. As a general matter, platforms do not verify the majority of this information, which may be incomplete, inaccurate, false or misleading. Prospective borrowers may misrepresent any of the information they provide to the platforms, including their intentions for the use of the loan proceeds. Alternative Credit Instruments are generally not rated by the nationally recognized statistical rating organizations (“NRSROs”). Such unrated instruments may be comparable in quality to securities falling into any of the ratings categories used by such NRSROs. Accordingly, certain of the Fund’s unrated investments could constitute a highly risky and speculative investment, similar to an investment in “junk” bonds. The Alternative Credit Instruments in which the Fund may invest may have varying degrees of credit risk and the Fund will not be restricted by any borrower credit criteria or credit risk limitation. There can be no assurance that payments due on underlying loans, including Alternative Credit, will be made. At any given time, the Fund’s portfolio may be substantially illiquid and subject to increased credit and default risk. The Shares therefore should be purchased only by investors who could afford the loss of the entire amount of their investment. The Fund’s fees and expenses may be considered high and, as a result, such fees and expenses may offset the Fund’s profits. A portion of the investments executed for the Fund may take place in foreign markets. As a result of the foregoing and other risks described in the Prospectus, an investment in the Fund is considered to be highly speculative. The default history for certain Alternative Credit Instruments is limited and future defaults may be higher than historical defaults.

This material is not an offer to sell these securities and is not soliciting an offer to buy these securities in any jurisdiction where the offer or sale is not permitted. These materials are not advice, a recommendation or an offer to enter into any transaction with the Fund or any of its affiliates. There is no guarantee that any of the goals, targets or objectives described in these materials will be achieved.

 

Annual Report | June 30, 2020

    9  


Table of Contents

RiverNorth Specialty Finance Corporation

      

Summary Schedule of Investments

  June 30, 2020

 

     Original
Acquisition
Date
    Principal/
Shares
Amount
    Cost     Market
Value
 

WHOLE LOANS - 47.13%(a)

       

Consumer Loans - 23.50%

       

SoFi - 23.50%

       

36-Month, 8.82%,
2/1/2019 - 6/5/2021(b)

    $ 452,942     $ 452,424     $ 386,064  

48-Month, 9.23%,
2/9/2022 - 10/1/2022(b)

      616,375       614,776       620,979  

60-Month, 9.71%,
12/1/2020 - 7/15/2024(b)

      8,558,941       8,553,567       8,341,414  

72-Month, 10.34%,
2/8/2024 - 7/20/2024(b)

      589,059       587,529       588,983  

84-Month

       

625973, 11.62%, 07/17/2025

    6/28/2018       79,263       79,057       80,905  

560557, 9.99%, 05/18/2025

    6/28/2018       77,009       76,809       78,504  

590790, 9.99%, 04/05/2025

    6/28/2018       76,091       75,893       77,388  

589847, 7.7%, 04/05/2025

    6/28/2018       74,526       74,332       75,568  

578506, 8.2%, 03/13/2025

    6/28/2018       73,695       73,503       74,855  

607560, 8.07%, 04/24/2025

    6/28/2018       72,671       72,482       74,137  

410452, 9.99%, 11/01/2024

    9/15/2017       70,772       70,772       72,158  

Remaining 84-Month, 10.99%, 11/1/2022 - 9/21/2025(b)

      13,404,745       13,398,821       13,205,617  
     

 

 

 

Total 84-Month

        13,921,669       13,739,132  
     

 

 

 

Total Consumer Loans

        24,129,965       23,676,572  
     

 

 

 

Small Business Loans - 23.63%

       

Square - 23.63%(c)

       

18-Month, 6.99%,
4/4/2018 - 9/25/2021(b)(c)

      30,746,557       30,144,543       23,809,861  
     

 

 

 

Total Small Business Loans

        30,144,543       23,809,861  
     

 

 

 

TOTAL WHOLE LOANS

        54,274,508       47,486,433  
     

 

 

 

ASSET-BACKED SECURITIES - 26.31%(a)

 

     

MarketPlace Lending Residual Securities - 8.95%(d)

 

PMIT 2017-2A CERT 09/15/2023, 0.00%

      5,500,098       3,609,826       1,211,287  

PMIT 2017-3A CERT 11/15/2023, 0.00%

      5,500,000       2,864,419       1,260,820  

PMIT 2018-2A CERT 10/15/2024, 5.00%

      7,700,000       3,439,710       1,630,552  

PMIT 2019-1A CERT 04/15/2025, 13.00%

      22,190       1,773,200       1,744,924  

PMIT 2019-4A CERT 04/15/2025, 12.00%

      25,220       3,548,853       3,166,603  
     

 

 

 

Total MarketPlace Lending Residual Securities

 

      15,236,008       9,014,186  
     

 

 

 

 

 

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Table of Contents

RiverNorth Specialty Finance Corporation

      

Summary Schedule of Investments

  June 30, 2020

 

     Principal/
Shares
Amount
    Cost     Market
Value
 

MarketPlace Lending Senior Notes - 17.36%

 

FREEDOM FINANCIAL SERIES 2020-FP1, 2.52%, 03/18/2027

  $ 1,934,309     $ 1,934,198     $ 1,931,603  

LENDINGPOINT ASSET SECURITIZATION 2019-1, 3.154%, 08/15/2025

    598,287       599,823       597,122  

MARLETTE FUNDING TRUST 2018-3A, 3.20%, 09/15/2028

    6,992        7,005       6,988  

MARLETTE FUNDING TRUST 2018-4A, 3.71%, 12/15/2028

    2,132,975       2,150,247       2,153,848  

MARLETTE FUNDING TRUST 2020-1A, 2.24%, 03/15/2030

    1,113,243       1,113,189       1,117,954  

MARLETTE FUNDING TRUST 2019-3A, 2.69%, 09/17/2029

    108,843       109,183       109,552  

MARLETTE FUNDING TRUST 2019-1A, 3.44%, 04/16/2029

    111,784       112,599       112,869  

MARLETTE FUNDING TRUST 2019-4A, 2.39%, 12/15/2029

    68,018       68,055       68,319  

PROSPER MARKETPLACE ISSUANCE TRUST
2019-3A, 3.19%, 09/15/2025

    1,839,173       1,852,872       1,846,744  

PROSPER MARKETPLACE ISSUANCE TRUST
2019-4A, 2.48%, 02/16/2026

    95,624       95,891       95,723  

SOFI CONSUMER LOAN PROGRAM 2016-1 A, 3.26%, 08/25/2025

    459,905       462,807       463,190  

SOFI CONSUMER LOAN PROGRAM 2018-2 A2, 3.35%, 04/26/2027

    326,363       328,026       329,049  

SOFI CONSUMER LOAN PROGRAM 2019-4 A, 2.45%, 08/25/2028

    1,627,522       1,640,068       1,646,141  

SOFI CONSUMER LOAN PROGRAM 2018-4 A, 3.54%, 11/26/2027

    122,461       123,409       123,853  

SOFI CONSUMER LOAN PROGRAM 2020-1 A, 2.02%, 01/25/2029

    1,187,492       1,187,456       1,200,620  

UPSTART SECURITIZATION TRUST 2020-1 A, 2.32%, 04/22/2030

    5,680,623       5,680,617       5,691,980  
   

 

 

 

Total MarketPlace Lending Senior Notes

      17,465,445       17,495,555  
   

 

 

 

TOTAL ASSET-BACKED SECURITIES

      32,701,453       26,509,741  
   

 

 

 

BUSINESS DEVELOPMENT COMPANIES NOTES - 29.66%

 

APOLLO INVT CORP, 5.25%, 03/03/2025

    4,311,929       4,273,748       3,995,690  

BAIN CAPITAL SPECIALTY FIN INC, 8.50%, 06/10/2023

    2,000,000       1,980,952       1,991,000  

BLACKROCK CAP INVT CORP, 5.00%, 06/15/2022

    1,498,000       1,361,860       1,321,461  

BLACKROCK TCP CAPITAL CORP, 4.625%, 03/01/2022

    2,954,000       2,870,501       2,894,989  

BUSINESS DEVELOPMENT CORP, 4.85%, 12/15/2024

    2,200,000       2,215,199       1,950,069  

FS KKR CAPITAL CORP, 4.750%, 05/15/2022

    2,500,000       2,398,503       2,480,581  

 

 

Annual Report | June 30, 2020

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Table of Contents

RiverNorth Specialty Finance Corporation

      

Summary Schedule of Investments

  June 30, 2020

 

     Principal/
Shares
Amount
    Cost     Market
Value
 

FS KKR CAPITAL CORP, 4.125%, 02/01/2025

  $ 2,800,000     $ 2,777,964     $ 2,705,868  

FS KKR CAPITAL CORP II SR GLBL, 4.250%, 02/14/2025

    1,406,000       1,251,485       1,257,280  

HERCULES CAPITAL INC, 4.375%, 02/01/2022

    1,000,000       977,193       976,759  

HERCULES CAPITAL INC, 5.25%, 04/30/2025

    18,313       473,432       456,909  

KCAP FINL INC, 6.125%, 09/30/2022

    112,451       2,660,571       2,710,069  

MONROE CAP CORP, 5.75%, 10/31/2023

    9,936        253,677       226,143  

NEW MTN FIN CORP, 5.750%, 08/15/2023

    4,370,661       4,120,225       4,113,885  

NEW MTN FIN CORP, 5.750%, 10/01/2023

    5,598       131,005       134,352  

OXFORD SQUARE CAP CORP, 6.5%, 03/30/2024

    69,961       1,593,568       1,659,475  

OXFORD SQUARE CAP CORP, 6.25%, 04/30/2026

    601       15,536       13,910  

PENNANTPARK INVT CORP, 5.50%, 10/15/2024

    4,599       117,905       103,478  

THL CREDIT INC, 6.750%, 12/30/2022

    24,272       581,517       593,208  

THL CREDIT INC, 6.125%, 10/30/2023

    6,394       161,324       151,282  

WHITEHORSE FIN INC, 6.50%, 11/30/2025

    5,802       151,852       140,118  
   

 

 

 

TOTAL BUSINESS DEVELOPMENT COMPANIES NOTES

 

    30,368,017       29,876,526  
   

 

 

 

BUSINESS DEVELOPMENT COMPANIES COMMON STOCK - 6.71%

 

GOLUB CAPITAL BDC, INC.

    108,640       1,252,631       1,265,656  

BAIN CAPITAL SPECIALTY FINANCE, INC.

    124,146       1,359,051       1,375,538  

OAKTREE SPECIALTY LENDING CORPORATION

    922,324       4,183,625       4,122,788  
   

 

 

 

TOTAL BUSINESS DEVELOPMENT COMPANIES

      6,795,307       6,763,982  
   

 

 

 

SHORT-TERM INVESTMENTS - 31.52%

     

Money Market Fund

 

Fidelity Institutional Government Portfolio

    31,751,238       31,751,238       31,751,238  
   

 

 

 

(7 Day Yield 0.06%)

     

TOTAL SHORT-TERM INVESTMENTS

      31,751,238       31,751,238  
   

 

 

 
     

TOTAL INVESTMENTS - 141.33%

      155,890,523       142,387,920  
   

 

 

 

LIABILITIES IN EXCESS OF OTHER ASSETS - (41.33%)

 

      41,638,835  
     

 

 

 

TOTAL NET ASSETS - 100.00%

      $ 100,749,085  
     

 

 

 

The Summary Schedule of Investments provides information regarding the 50 largest investments and summarized information regarding other investments at June 30, 2020. For individual investments disclosed, the description includes the unique loan identification number.

 

(a) 

Fair valued by a third party pricing service using unobservable inputs and subject to review by the Adviser pursuant to policies approved by the Board of Directors.

 

 

 

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Summary Schedule of Investments

  June 30, 2020

 

(b) 

Contains past-due loan. A loan is deemed past-due at June 30, 2020, if the loan borrower has not made its required payment as of the most recent due date. Refer to the Past-Due Loans Table for a summary of past-due loans as of June 30, 2020.

 

(c) 

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

 

(d) 

Security is the unrated subordinated (residual) class of asset-backed securities with an estimated yield based on projected future cash flows.

 

 

Past-Due Loans Table  
     Fair Value  

Whole Loans - 6.01%(*)

  

Consumer Loans - 0.26%(*)

  

SoFi - 0.26%(*)

  

36-Month

   $ 8,497  

60-Month

     58,160  

72-Month

     26,199  

84-Month

     171,853  
  

 

 

 

Total SoFi

     264,709  
  

 

 

 

Total Consumer Loans

     264,709  
  

 

 

 

Small Business Loans - 5.75%(*)

  

Square - 5.75%(*)

  

18-Month

     5,796,314  
  

 

 

 

Total Square

     5,796,314  
  

 

 

 

Total Small Business Loans

     5,796,314  
  

 

 

 

Total Whole Loans

   $     6,061,023  
  

 

 

 
(*) 

Calculated as a percentage of net assets.

 

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RiverNorth Specialty Finance Corporation

      

Statement of Assets and Liabilities

  June 30, 2020

 

ASSETS:

  

Investments:

  

At cost

   $     155,890,523  
  

 

 

 

At value

   $ 142,387,920  

Interest income receivable

     653,985  

Dividend receivable

     44,221      

Receivable for principal repayments

     277,417  

Prepaid expenses and other assets

     42,113  

Total Assets

     143,405,656  

LIABILITIES:

  

Payable for fund investments purchased

     1,300,354  

Series A Term Preferred Stock, net of unamortized deferred offering costs (Liquidation Preference $41,400,000)

     40,448,072  

Dividend payable - redeemable preferred stock

     308,210  

Payable for professional fees

     268,227  

Accrued loan service fees

     90,005  

Payable to Investment Adviser, net of waiver

     100,626  

Payable for custodian fees

     17,281  

Payable for administration and fund accounting fees

     52,571  

Other accrued expenses

     71,225  

Total Liabilities

     42,656,571  

Net Assets

   $ 100,749,085  

 

 

NET ASSETS CONSIST OF:

  

Paid-in capital

     133,484,901  

Distributable earnings (loss)

     (32,735,816

Net Assets

   $     100,749,085  

 

 

PRICING OF SHARES:

  

Shares of beneficial interest outstanding (40,000,000 shares
authorized, $0.0001 par value)

     5,774,642  

Net Asset Value Per Share

   $ 17.45  

 

 

See Notes to Financial Statements.

 

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Statement of Operations

  For the year ended June 30, 2020

 

INVESTMENT INCOME:

  

Interest income

   $ 18,101,713  

Dividend income

     192,195  

Total Investment Income

     18,293,908  

OPERATING EXPENSES:

  

Investment Adviser fee

     2,125,688  

Loan service fees

     2,003,668  

Valuation expenses

     391,679      

Professional fees

     360,083  

Accounting and administration fee

     227,590  

Printing expenses

     127,772  

Registration expenses

     111,103  

Transfer agency expenses

     115,987  

Director expenses

     115,143  

Custodian expenses

     92,242  

Compliance expenses

     33,067  

Other expenses

     65,377  

Total operating expenses

     5,769,399  

LEVERAGE EXPENSES:

  

Dividends to redeemable preferred stock

     2,438,998  

Interest expense on credit facility

     107,044  

Amortization of preferred stock and credit facility issuance costs

     339,642  

Total leverage expenses

     2,885,684  

Total expenses before expense reimbursement waiver

     8,655,083  

Expenses reimbursed by Investment Adviser

     (466,167

Net Expenses

     8,188,916  

Net Investment Income

     10,104,992  

REALIZED AND UNREALIZED GAIN/(LOSS):

  

Net realized loss on investments

     (28,260,807

Net change in unrealized appreciation (depreciation) on investments

     7,411,487  

Net realized and unrealized loss on investments

     $    (20,849,320

Net Decrease in Net Assets Resulting from Operations

     $    (10,744,328

 

See Notes to Financial Statements.

 

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RiverNorth Specialty Finance Corporation

      

Statements of Changes in Net Assets

      

 

      For the
Year Ended
June 30, 2020
       For the
Year Ended
June 30, 2019

NET INCREASE/(DECREASE) IN NET ASSETS FROM OPERATIONS:

 

Net investment income

   $ 10,104,992        $ 25,801,499      

Net realized loss on investments

     (28,260,807        (21,983,911

Net change in unrealized appreciation (depreciation) on investments

     7,411,487          (2,594,540

Net increase (decrease) in net assets resulting from operations

     (10,744,328        1,223,048  

DISTRIBUTIONS TO SHAREHOLDERS:

 

Dividends from distributable earnings

              (11,701,341

From tax return of capital

     (15,579,982        (7,396,057

Net decrease in net assets from distributions to shareholders

     (15,579,982        (19,097,398

CAPITAL SHARE TRANSACTIONS:

 

Proceeds from issuance of common shares

              45,902,427  

Reinvestment of distributions

              5,899,471  

Shares redeemed

     (51,212,572        (115,961,875

Net decrease in net assets from capital stock transactions

     (51,212,572        (64,159,977

Net Decrease in Net Assets

     (77,536,882        (82,034,327

NET ASSETS:

 

Beginning of year

     178,285,967          260,320,294  

End of year

   $     100,749,085        $      178,285,967  

 

See Notes to Financial Statements.

 

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Statement of Cash Flows

  For the year ended June 30, 2020

 

CASH FLOWS PROVIDED BY OPERATING ACTIVITIES:

  

Net decrease in net assets resulting from operations

   $ (10,744,328

Adjustments to reconcile the change in net assets from
operations to net cash provided by operating activities:

  

Purchases of long term investments

     (137,651,678

Sales of long term investments

     85,767,653  

Proceeds from principal paydowns and return of capital

     119,268,146  

Net purchases of short-term investments

     (13,561,216

Amortization of preferred share deferred costs

     220,186  

Net amortization of premiums/discounts

     271  

Net realized loss on investments

     28,260,807  

Net change in unrealized appreciation on investments

     (7,411,487

(Increase) decrease in:

  

Interest and other income receivable

     1,079,579  

Dividend receivable

     (44,221

Prepaid expenses and other assets

     119,449  

Receivable for principal paydowns

     537,875  

Increase (decrease) in:

  

Payable for Fund investments purchased

     1,300,354  

Payable to Investment Adviser

     (120,343

Dividend payable for preferred stock

     6,666      

Accrued loan services fees

     (159,950

Other accrued expenses

     385  

Administration, fund accounting and custodian fees payable

     (60,624

Payable for professional fees

     (14,970

Net cash provided by operating activities

     66,792,554  

CASH FLOWS USED IN FINANCING ACTIVITIES:

  

Advances from credit facility

     8,500,000  

Repayments on credit facility

     (8,500,000

Shares redeemed

     (51,212,572

Cash dividends paid to common stockholders

     (15,579,982

Net cash used in financing activities

         (66,792,554

NET CHANGE IN CASH:

      

Cash at beginning of year

      

Cash at end of year

   $  

SUPPLEMENTAL DISCLOSURE OF CASH FLOW AND NON-CASH INFORMATION

 

Cash paid for leverage expense

   $ 2,552,502  

See Notes to Financial Statements.

 

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RiverNorth Specialty Finance Corporation

      

Financial Highlights

      

 

     For the
Year Ended
June 30,
2020
    For the
Year Ended
June 30,
2019
    For the
Year Ended
June 30,
2018
    Period from
September 22,
2016(a)
through
June 30, 2017
 

Net asset value - beginning of period

  $ 21.45     $ 23.29     $ 25.15     $ 25.00  

Income from investment operations:

       

Net investment income(b)

    1.56       2.69       3.12       2.32  

Net unrealized loss on investments

    (3.22     (2.54     (2.46     (0.93

Total income (loss) from investment operations

    (1.66     0.15       0.66       1.39  

Less distributions:

       

From net investment income

          (1.22     (2.52     (1.24

From tax return of capital

    (2.34 )       (0.77            

Total distributions

    (2.34     (1.99     (2.52     (1.24

Net increase (decrease) in net asset value

    (4.00     (1.84     (1.86     0.15  

Net asset value - end of period

  $ 17.45     $ 21.45     $ 23.29     $ 25.15  

 

 

Per common share market value - end of period

  $ 14.85     $ 20.40     $     $  

Total Return based on net asset value(c)

    (8.43 )%      0.66     2.72     5.67 %(d) 

Total Return based on market value(c)

    (16.84 )%      (4.26 )%      2.72 %(i)      5.67 %(i) 

Ratios/Supplemental Data:

       

Net assets, end of period (in thousands)

  $   100,749     $   178,286     $   260,320     $   98,111  

Ratio of expenses to average net assets excluding fee waivers, reimbursements and recoupments

    6.74     5.60     5.06     6.98 %(e) 

Ratio of expenses to average net assets including fee waivers, reimbursements, and recoupments(f)

    6.37     5.65     4.96     2.97 %(e) 

Ratio of net investment income to average net assets excluding fee waivers and reimbursements

    7.50     11.93     12.34     7.86 %(e) 

Ratio of net investment income to average net assets including fee waivers and reimbursements

    7.86     11.99     12.85     11.87 %(e) 

Portfolio turnover rate

    65.8     46.8     61.5     62.8 %(d) 

Preferred stock, end of period (in thousands)

  $ 41,400     $ 41,400     $ 41,400     $  

Average daily market price of outstanding preferred stock

  $ 25.16     $ 25.21     $ 25.23     $  

Facility loan payable (in thousands)

  $     $     $ 35,000     $  

Asset coverage per $1,000 of preferred stock(g)

  $ 3,411     $ 5,306     $ 4,407     $  

Asset coverage per $1,000 of facility loan(h)

  $     $     $ 9,621     $  

See Notes to Financial Statements.

 

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Financial Highlights

 

 

(a) 

Commencement of operations.

 

(b) 

Based on average shares outstanding during the period.

 

(c) 

Total return in the above table represents the rate that the investor would have earned or lost on an investment in the Fund, assuming reinvestment of dividends. Total return is calculated assuming a purchase of shares at the beginning of the period and a sale of shares on the last day of the period at the closing price, excluding brokerage commissions, (market value based total return), or net asset value (net asset value total return). The calculation also assumes reinvestment of distributions at actual prices pursuant to the Fund’s dividend reinvestment plan (market value based total return), or net asset value (net asset value total return). The Fund began trading on the New York Stock Exchange on June 12, 2019 under the ticker symbol RSF. Formerly the Fund was known as RMPLX and was purchased directly. Market price returns are a blend of the NAV return until the June 11th, 2019 combined with the market price return thereafter. The net asset value and market price returns will differ depending upon the level of any discount from or premium to net asset value at which the Fund’s shares traded during the period.

 

(d) 

Not annualized.

 

(e) 

Annualized.

 

(f) 

Ratio includes leverage expenses and loan service fees of 3.80%, 3.26%, 2.65% and 1.02%, respectively, that are outside the expense limit.

 

(g) 

Represents value of total assets less all liabilities and indebtedness not represented by credit facility borrowings and preferred stock at the end of the period divided by credit facility borrowings and preferred stock outstanding at the end of the period.

 

(h) 

Represents value of total assets less all liabilities and indebtedness not represented by credit facility borrowings and preferred stock at the end of the period divided by credit facility borrowings outstanding at the end of the period.

 

(i) 

For periods prior to the Fund’s listing on the New York Stock Exchange, NAV returns are disclosed.

See Notes to Financial Statements.

 

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RiverNorth Specialty Finance Corporation

   

Notes to Financial Statements

  June 30, 2020

 

1. ORGANIZATION

 

RiverNorth Specialty Finance Corporation (the “Fund”) (formerly known as RiverNorth Marketplace Lending Corporation) was organized as a Maryland corporation on June 9, 2015, and is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as a non-diversified closed-end management investment company. The investment adviser to the Fund is RiverNorth Capital Management, LLC (the “Adviser”).

The Fund is operated as an interval fund under Rule 23c-3 of the 1940 Act. As an interval fund, the Fund has adopted a fundamental policy to conduct quarterly repurchase offers for at least 5% and up to 25% of the outstanding shares at NAV, subject to certain conditions. The Fund will not otherwise be required to repurchase or redeem shares at the option of a shareholder. It is possible that a repurchase offer may be oversubscribed, in which case shareholders may only have a portion of their shares repurchased.

Effective as of June 12, 2019, the Fund listed its common shares on the New York Stock Exchange (the “NYSE”) under the ticker symbol “RSF” and has ceased continuously offering shares of its common stock through Quasar Distributors, LLC or the Fund.

The investment objective of the Fund is to seek a high level of current income. Under normal market conditions, the Fund seeks to achieve its investment objective by investing in credit instruments, including a portfolio of securities of specialty finance and other financial companies that the Adviser believes offer attractive opportunities for income.

2. SIGNIFICANT ACCOUNTING POLICIES

 

The following is a summary of significant accounting policies followed by the Fund in preparation of its financial statements. The policies are in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”). The Fund is an investment company and, accordingly, follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board Accounting Standards Codification Topic 946.

Use of Estimates: The preparation of the financial statements in accordance with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the financial statements. The Fund believes that these estimates utilized in preparing the financial statements are reasonable and prudent; however, actual results could differ from these estimates. In the normal course of business, the Fund enters into contracts that contain a variety of representations which provide general indemnifications. The Fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund that have not yet occurred. However, the Fund expects the risk of loss to be remote.

Federal Income Taxes: The Fund intends to elect to be treated as, and to qualify each year for special tax treatment afforded to, a regulated investment company (“RIC”) under Subchapter M of the Internal Revenue Code of 1986, as amended (“IRC”). In order to qualify as a RIC, the Fund must, among other things, satisfy income, asset diversification and distribution requirements. As long as it

 

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RiverNorth Specialty Finance Corporation

   

Notes to Financial Statements

  June 30, 2020

 

so qualifies, the Fund will not be subject to U.S. federal income tax to the extent that it distributes annually its investment company taxable income (which includes ordinary income and the excess of net short-term capital gain over net long-term capital loss) and its “net capital gain” (i.e., the excess of net long-term capital gain over net short-term capital loss). The Fund intends to distribute at least annually substantially all of such income and gain. If the Fund retains any investment company taxable income or net capital gain, it will be subject to U.S. federal income tax on the retained amount at regular corporate tax rates. In addition, if the Fund fails to qualify as a RIC for any taxable year, it will be subject to U.S. federal income tax on all of its income and gains at regular corporate tax rates.

Security Valuation: The Fund’s investments are valued at fair value as further described in Note 3.

Distributions to Shareholders: Distributions to shareholders, which are determined in accordance with income tax regulations, are recorded on the ex-dividend date. The treatment for financial reporting purposes of distributions made to shareholders during the year from net investment income or net realized capital gains may differ from their ultimate treatment for federal income tax purposes. These differences are caused primarily by differences in the timing or character of recognition of certain components of income, expense or realized capital gain for federal income tax purposes. Where such differences are permanent in nature, they are reclassified in the components of the net assets based on their ultimate characterization for federal income tax purposes. Any such reclassification has no effect on net assets, results of operations or net asset values per share of the Fund.

Investment Income: Interest income is recognized on an accrual basis to the extent that such amounts are expected to be collected and include amortization/ accretion of premiums or discounts. Interest income from investments in residual asset-backed securities is recognized on the basis of the estimated effective yield to expected redemptions utilizing assumed cash flows in accordance with ASC Sub-Topic 325-40, Beneficial Interests in Securitized Financial Assets. The Adviser monitors the expected cash flows from its residual asset-backed securities and the effective yield is determined and updated periodically.

Investment Transactions: Investment transactions are recorded on the trade date.

3. SECURITIES VALUATION AND FAIR VALUE MEASUREMENTS

 

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

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

 

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RiverNorth Specialty Finance Corporation

   

Notes to Financial Statements

  June 30, 2020

 

entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances.

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

 

   

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

 

   

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

 

   

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

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

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

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

 

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RiverNorth Specialty Finance Corporation

   

Notes to Financial Statements

  June 30, 2020

 

The value of asset-backed securities is determined by the forecasted performance of the underlying loans in the pool; this forecasted performance takes into account the realized historical loss and prepayment performance of the pool to date. The priority of the securitization class and the claim on cash flow in the transaction is also taken into account. The classes of asset-backed securities the Fund holds are residual classes, which would be adversely effected by deterioration in credit performance of the loan pool.

Equity securities, including business development companies and business development company notes, are generally valued by using market quotations, but may be valued on the basis of prices furnished by a pricing service when the Adviser believes such prices more accurately reflect the fair market value of such securities. Securities that are traded on any stock exchange are generally valued by the pricing service at the last quoted sale price. Lacking a last sale price, an exchange traded security is generally valued by the pricing service at its mean price. Securities traded in the NASDAQ over-the-counter market are generally valued by the pricing service at the NASDAQ Official Closing Price.

The following is a summary of the inputs used at June 30, 2020 to value the Fund’s assets and liabilities:

 

    Valuation Inputs        
Investments in Securities at Value   Level 1     Level 2     Level 3     Total  

Whole Loans

       

Consumer Loans

  $     $     $ 23,676,572     $ 23,676,572  

Small Business Loans

                23,809,861       23,809,861  

Asset-Backed Securities

       

MarketPlace Lending Residual Securities

                9,014,186       9,014,186  

MarketPlace Lending Senior Notes

          17,495,555             17,495,555  

Business Development Companies Notes

          29,876,526             29,876,526  

Business Development Companies Common Stock

    6,763,982                   6,763,982  

Short-Term Investments

       

Money Market Fund

    31,751,238                   31,751,238  

 

 

Total

  $   38,515,220     $   47,372,081     $   56,500,619     $   142,387,920  

 

 

 

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Notes to Financial Statements

  June 30, 2020

 

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

 

     Balance
as of
June 30,
2019
    Purchases     Sales    

Principal
Paydowns
and Return
of Capital

    Net
Realized
Gain
(Loss)
    Change in
Unrealized
Appreciation/
(Depreciation)
    Transfer
in/out of
Level 3
    Balance
as of
June 30,
2020
    Change in
Unrealized
Depreciation
Attributable
to Level 3
Investments
Held at
June 30,
2020
 

Whole Loans

                 

 

 

Consumer Loans

  $ 166,395,299     $     $ (84,726,464   $ (50,491,181   $ (22,641,443   $ 15,140,361     $     $ 23,676,572     $ 202,642  

Small Business Loans

    18,718,880       71,528,809       (564,819     (58,675,481     (5,644,179     (1,553,349         $ 23,809,861       (6,160,080

 

 

Total Whole Loans

    185,114,179       71,528,809       (85,291,283     (109,166,662     (28,285,622     13,587,012         47,486,433       (5,957,438

 

 

Asset-Backed Securities

                 

 

 

MarketPlace Lending Residual Securities

  $ 13,756,215     $ 3,895,797     $     $ (2,955,007   $     $ (5,682,819     $ 9,014,186     $ (5,682,819

 

 

Total

  $ 198,870,394     $ 75,424,606     $ (85,291,283   $ (112,121,669   $ (28,285,622   $ 7,904,193     $     $ 56,500,619     $ (11,640,257

 

 

The table below provides additional information about the Level 3 Fair Value Measurements as of June 30, 2020.

Quantitative Information about Level 3 Fair Value Measurements

 

Type of
Security
   Industry     Fair Value at
June 30, 2020
    Valuation
Techniques
    Unobservable
Inputs
    Range     Weighted
Average
 

Whole Loans

            

Consumer Loans

    
Financial
Services
 
 
  $ 23,676,572      
Discounted
Cash Flow
 
 
   


Loss-Adjusted
Discount Rate;
Projected Loss
Rate
 
 
 
 
   


0%-
5.13%

0.00%-
95.09%

 
 

 
 

   

 

2.92%;

 

6.34%

 

 

 

Small Business Loans

    
Financial
Services
 
 
  $ 23,809,861      
Discounted
Cash Flow
 
 
   


Loss-Adjusted
Discount Rate;
Projected Loss
Rate
 
 
 
 
   


3.00%-
21.51%

0.00%-
94.44%

 
 

 
 

   

 

10.67%;

 

11.92%

 

 

 

Asset-Backed Securities

            

MarketPlace Lending Residual Securities

    
Financial
Services
 
 
  $ 9,014,186      
Discounted
Cash Flow
 
 
   

Net Loss/Balance

Prepay/Balance

Default/Balance

 

 

 

   



9.31%-
13.15%

23.33%-
27.28%

10.70%-
15.11%


 


 


 

   

 

 

10.72%

 

24.94%

 

12.32%

 

 

 

 

 

Total

     $   56,500,619          

It is the Fund’s policy to recognize transfers into and out of all levels at the end of the reporting period.

There were no transfers into and out of Levels 1, 2, and 3 during the current period presented.

 

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Notes to Financial Statements

  June 30, 2020

 

4. RECENT ACCOUNTING PRONOUNCEMENTS

 

In August 2018, the Financial Accounting Standards Board issued Accounting Standards Update 2018-13 “Changes to the Disclosure Requirements for Fair Value Measurement” which modifies disclosure requirements for fair value measurements. The guidance is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years. Management is currently evaluating the impact of this guidance to the Fund.

5. INVESTMENT ADVISORY FEE AND OTHER TRANSACTIONS WITH AFFILIATES

 

For its services under the Investment Advisory Agreement, the Fund pays the Adviser a monthly management fee computed at the annual rate of 1.25% of the average monthly Managed Assets “Managed Assets” means the total assets of the Fund, including assets attributable to leverage, minus liabilities (other than debt representing leverage and any preferred stock that may be outstanding). In addition to the monthly advisory fee, the Fund pays all other costs and expenses of its operations, including, but not limited to, compensation of its directors (other than those affiliated with the Adviser), custodial expenses, transfer agency and dividend disbursing expenses, legal fees, expenses of independent auditors, expenses of repurchasing shares, expenses of any leverage, expenses of preparing, printing and distributing prospectuses, shareholder reports, notices, proxy statements and reports to governmental agencies, and taxes, if any. In addition, the Adviser has agreed to waive or reimburse expenses of the Fund (other than brokerage fees and commissions; loan servicing fees; borrowing costs such as (i) interest and (ii) dividends on securities sold short; taxes; indirect expenses incurred by the underlying funds in which the Fund may invest; the cost of leverage; and extraordinary expenses) to the extent necessary to limit the Fund’s total annual operating expenses at 1.95% of the average daily Managed Assets for that period through October 28, 2020. The Adviser may recover from the Fund expenses reimbursed for three years after the date of the payment or waiver if the Fund’s operating expenses, including the recovered expenses, falls below the expense cap. For the year ended June 30, 2020, the Adviser did not recoup of any reimbursed expenses, these amounts represent expenses waived due to the expense cap, and is not inclusive of the advisory fee waiver. In future periods, the Adviser may recoup fees as follows:

 

Remaining Amount
to be Recouped(1)
(Expiring by Fiscal
Year Ending
June 30, 2021)
   Remaining Amount
to be Recouped(1)
(Expiring by Fiscal
Year Ending
June  30, 2022)
   Remaining Amount
to be Recouped(1)
(Expiring by Fiscal
Year Ending
June 30, 2023)
  Total

$1,020,075

   $201,416    $466,167   $1,687,658

 

(1) 

Amounts to be recouped are in accordance with the expense limitation agreement, and will not cause the Fund’s total operating expense ratio (excluding loan service fees and leverage costs set forth in the agreement) to exceed 1.95% during the year.

U.S. Bancorp Fund Services, LLC (“USBFS”) provides the Fund with fund administration and fund accounting services.

DST Systems, Inc. serves as transfer, dividend paying and shareholder servicing agent for the Fund (“Transfer Agent”).

 

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Notes to Financial Statements

  June 30, 2020

 

Officers of the Fund and Directors who are “interested persons” of the Fund or the Adviser received no salary or fees from the Fund, except for the Chief Compliance Officer. Each Director who is not an “interested person” received a fee of $16,500 per year plus $1,500 per meeting attended. In addition, the lead Independent Director receives $250 annually, the Chair of the Audit Committee receives $500 annually, and the Chair of the Nominating and Corporate Governance Committee receives $250 annually. The Fund reimburses each Director and Officer for his or her travel and other expenses relating to the attendance at such meetings.

The Chief Compliance Officer of the Fund is an affiliate of the Fund. For the fiscal year ended June 30, 2020, the total related amounts paid by the Fund for CCO fees are included in Compliance expenses on the Fund’s Statement of Operations. In addition, the Fund owed the Adviser $2,114 for such expenses as of June 30, 2020.

6. FEDERAL INCOME TAXES

 

It is the Fund’s policy to meet the requirements of the IRC applicable to regulated investment companies, and to distribute all of their taxable net income to their shareholders. In addition, the Fund intends to pay distributions as required to avoid imposition of excise tax. Therefore, no federal income tax provision is required.

Tax Basis of Distributions to Shareholders

The character of distributions made during the year from net investment income or net realized gains may differ from its ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the fiscal year in which the income or realized gain were recorded by a Fund.

The tax character of distributions paid by the Fund during the fiscal year ended June 30, 2020, was as follows:

 

Year Ended   Ordinary
Income
  Net Long Term
Capital Gains
  Return of
Capital
  Total

June 30, 2019

 

$11,701,341

  $—   $$7,396,057   $19,097,398

June 30, 2020

 

$—

  $—   $15,579,982   $15,579,982

Components of Distributable Earnings on a Tax Basis: The tax components of distributable earnings are determined in accordance with income tax regulations which may differ from the composition of net assets reported under GAAP. For the year ended June 30, 2020, the primary book to tax permanent difference was the treatment of capital losses on defaulted loans as ordinary income for tax purposes which resulted in reclassifications among the Fund’s components of net assets as of June 30, 2020.

At June 30, 2020, there were no undistributed earnings for tax purposes.

Under current tax law, capital and currency losses realized after October 31 of the Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes. The Fund has deferred post-October losses of $2,863,611.

 

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Notes to Financial Statements

  June 30, 2020

 

Unrealized Appreciation and Depreciation on Investments:

As of June 30, 2020, net unrealized appreciation (depreciation) of investments based on federal tax costs was as follows:

 

Gross Appreciation
(excess of value over tax)
  Gross Depreciation
(excess of tax cost
over value)
  Net Unrealized
Appreciation/
(Depreciation)
  Cost of Investments for
Income Tax Purposes

$2,499,493

  $(16,002,096)   $(13,502,603)   $155,890,523

As of June 30, 2020, for federal income tax purposes, capital loss carryforwards of $16,369,602 ($1,364,754 short-term and $15,004,848 long-term) were available to offset future realized capital gains, to the extent provided by the Internal Revenue Code, with no expiration date.

The Fund recognizes the tax benefits of uncertain tax positions only where the position is “more likely than not” to be sustained assuming examination by tax authorities. Management has analyzed the Fund’s tax positions, and has concluded that no liability for unrecognized tax benefits should be recorded related to uncertain tax positions taken on U.S. tax returns and state tax returns filed since inception of the Fund. No income tax returns are currently under examination. All tax years since commencement of operations remain subject to examination by the tax authorities in the United States. The Fund is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next 12 months.

7. INVESTMENT TRANSACTIONS

 

Investment transactions for the year ended June 30, 2020, excluding U.S. Government Obligations and short-term investments, were as follows:

 

Purchases    Proceeds from Sales, Principal Paydowns and Return of Capital

$137,651,678

   $205,035,799

8. REDEEMABLE PREFERRED STOCK

 

At June 30, 2020, the Fund had issued and outstanding 1,656,000 shares of Series A Preferred Stock, listed under trading symbol RMPL on the NYSE, with a par value of $0.0001 per share and a liquidation preference of $25.00 per share plus accrued and unpaid dividends (whether or not declared). The Fund issued 1,440,000 and 216,000 shares of Series A Preferred Stock on October 25, 2017 and October 30, 2017, respectively. The Series A Preferred Stock is entitled to a dividend at a rate of 5.875% per year based on the $25.00 liquidation preference before the common stock is entitled to receive any dividends. The Series A Preferred Stock is redeemable at $25.00 per share plus accrued and unpaid dividends (whether or not declared) exclusively at the Fund’s option commencing on October 31, 2020. Issuance costs related to Series A Preferred Stock

 

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Notes to Financial Statements

  June 30, 2020

 

of $1,558,000 are deferred and amortized over the period the Series A Preferred Stock is outstanding.

 

Series    Mandatory
Redemption
Date
   Fixed Rate     Shares
Outstanding
     Aggregate
Liquidation
Preference
     Estimated
Fair Value
 

Series A

   October 31,
2024
     5.875     1,656,000      $ 41,400,000      $ 41,250,960  

The Series A Preferred Stock ranks senior to the common stock of the Fund.

9. REVOLVING CREDIT FACILITY

 

On September 5, 2017, the Fund entered into a $20,000,000 revolving credit facility with Huntington National Bank. The credit facility had an initial two-year term. On April 4, 2018, the Fund amended its prior credit agreement and entered into a $70,000,000 revolving credit facility. On September 30, 2019, the Fund amended its existing credit agreement and entered into a $30,000,000 revolving credit facility. On December 6, 2019 the Fund terminated its existing credit agreement with Huntington National Bank.

The average principal balance and interest rate for the period during which the credit facility was utilized for the period covering July 1, 2019 through December 6, 2019 was approximately $360,000 and 4.09 percent, respectively.

10. INDEMNIFICATIONS

 

Under the Fund’s organizational documents, its officers and Directors are indemnified against certain liability arising out of the performance of their duties to the Fund. Additionally, in the normal course of business, the Fund enters into contracts with service providers that may contain general indemnification clauses. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund that have not yet occurred.

 

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Notes to Financial Statements

  June 30, 2020

 

11. REPURCHASE OFFERS

 

Shares repurchased through quarterly tender offer during the period from July 1, 2018 through June 30, 2020 were as follows:

 

Repurchase Offer Date    Cash Payment Date      NAV on
Repurchase
Pricing Date
     Percentage of
Outstanding
Shares the
Fund
Repurchased
 

Fiscal Year Ended 2019

        

September 10, 2018

     October 10, 2018      $ 22.70        25%(b)  

December 10, 2018

     January 9, 2019      $ 22.17        25%(b)  

March 11, 2019

     April 10, 2019      $ 21.87        5%(a)  

June 13, 2019

     July 11, 2019      $ 21.09        15.00%(a)  

Fiscal Year Ended 2020

        

September 10, 2019

     October 10, 2019      $ 20.72        5.00%(a)  

December 9, 2019

     January 9, 2020      $ 20.17        5.00%(a)  

March 9, 2020

     April 9, 2020      $ 18.18        5.00%(a)  

 

Repurchase Offer Date    Amount of
Shares the
Fund
Repurchased
     Percentage
of Shares
Tendered to
Outstanding
Shares
   Number
of Shares
Tendered
 

Fiscal Year Ended 2019

        

September 10, 2018

     2,827,442      14.57%      1,647,491  

December 10, 2018

     2,643,308      19.59%      2,099,313  

March 11, 2019

     439,421      7.00%      615,168  

June 13, 2019

     1,246,661      66.40%      5,518,130  

Fiscal Year Ended 2020

        

September 10, 2019

     349,075      62.36%      4,353,899  

December 9, 2019

     330,914      66.36%      4,392,405  

March 9, 2020

     306,639      79.41%      4,875,396  

 

(a) 

If shareholders tender for repurchase more than five percent (5%) of the outstanding shares of the Fund, the Fund may, but is not required to, repurchase up to an additional two percent (2%).

 

(b) 

If shareholders tender for repurchase more than twenty-five percent (25%) of the outstanding shares of the Fund, the Fund may, but is not required to, repurchase up to an additional two percent (2%).

For information regarding the repurchase offer with a repurchase offer date of June 8, 2020, see Note 14.

 

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Notes to Financial Statements

  June 30, 2020

 

12. STOCK BUY BACK PROGRAM

 

In accordance with Section 23(c) of the 1940 Act, the Fund may from time to time repurchase shares of the Fund in the open market at the option of the Board of Directors and upon such terms as the Directors shall determine.

For the year ended June 30, 2020, the Fund repurchased 303,046 (5.25% of the shares outstanding at June 30, 2020) of its shares for a total cost of $5,438,425 at an average discount of 10.20% of net asset value.

13. CAPITAL SHARE TRANSACTIONS

 

 

      Year Ended
June 30, 2020
    Year Ended
June 30, 2019
 

Shares sold

           2,025,260  

Shares issued to holders in reinvestment of dividends

           267,050  

Shares repurchased from Stock Buy Back

     (303,046      

Shares repurchased from Repurchase Offer

     (2,233,289     (5,160,030

Net increase (decrease) in shares

     (2,536,335     (2,867,720

Shares outstanding:

    

Beginning of year

     8,310,977       11,178,697  

End of year

     5,774,642       8,310,977  

14. SUBSEQUENT EVENTS

 

On June 8, 2020, the Fund issued a repurchase tender offer. On July 9, 2020, 288,741 shares were repurchased based on a NAV per share of $17.42 at July 8, 2020.

Through August 28, 2020 (the date the financial statements were issued), the Fund repurchased 19,636 of its common shares (0.34% of its common shares outstanding at June 30, 2020) for a total cost of $291,271 at a weighted average discount of 14.34% of net asset value.

On July 24, 2020, the Board declared a Series A Preferred Stock cash dividend in the amount of $0.3672 per share, payable on August 17, 2020 to preferred shareholders of record on August 3, 2020 with an ex date of July 31, 2020.

The Fund has performed an evaluation of subsequent events through the date the financial statements were issued and has determined that no additional items require recognition or disclosure.

 

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Report of Independent Registered Public Accounting Firm

 

 

To the Shareholders and Board of Directors

RiverNorth Specialty Finance Corporation:

Opinion on the Financial Statements

We have audited the accompanying statement of assets and liabilities of RiverNorth Specialty Finance Corporation (the Fund), including the summary schedule of investments, as of June 30, 2020, the related statements of operations and cash flows for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended, and the related notes (collectively, the financial statements) and the financial highlights for each of the years in the three-year period then ended and the period from September 22, 2016 (commencement of operations) through June 30, 2017. In our opinion, the financial statements and financial highlights present fairly, in all material respects, the financial position of the Fund as of June 30, 2020, the results of its operations and its cash flows for the year then ended, the changes in its net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the three-year period then ended and the period from September 22, 2016 through June 30, 2017, in conformity with U.S. generally accepted accounting principles.

Basis for Opinion

These financial statements and financial highlights are the responsibility of the Fund’s management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements and financial highlights, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements and financial highlights. Such procedures also included confirmation of securities owned as of June 30, 2020, by correspondence with custodians and brokers and other appropriate auditing procedures. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements and financial highlights. We believe that our audits provide a reasonable basis for our opinion.

/s/ KPMG LLP

We have served as the auditor of the Fund since 2015.

Chicago, Illinois

August 28, 2020

 

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Additional Information

  June 30, 2020 (Unaudited)

 

PROXY VOTING POLICY

 

A description of the Fund’s proxy voting policies and procedures is available (1) without charge, upon request, by calling 1-855-830-1222, (2) on the Fund’s website located at http://www.rivernorth.com/interval-closed-end-funds/rmplx/rsf, or (3) on the SEC’s website at http://www.sec.gov. Information regarding how the Fund voted proxies relating to portfolio securities during the year ended June 30th is available on the SEC’s website at http://www.sec.gov.

PORTFOLIO HOLDINGS DISCLOSURE POLICY

 

The Fund files a complete schedule of investments with the SEC for the first and third quarter of each fiscal year on Part F of Form N-PORT. The Fund’s first and third quarters end on March 31 and September 30. Part F of Form N-PORT must be filed within 60 days of the end of the quarter. The Fund’s Forms N-PORT (and its Predecessor Form, Form N-Q) are available on the SEC’s website at www.sec.gov. You may also obtain copies by calling the Fund at 1-888-848-7569.

PRIVACY POLICY

 

The Fund is committed to ensuring your financial privacy. This notice is being sent to comply with privacy regulations of the Securities and Exchange Commission. The Fund has in effect the following policy with respect to nonpublic personal information about its customers:

 

   

Only such information received from you, through application forms or otherwise, and information about your Fund transactions will be collected.

 

   

None of such information about you (or former customers) will be disclosed to anyone, except as permitted by law (which includes disclosure to employees necessary to service your account).

 

   

Policies and procedures (including physical, electronic and procedural safeguards) are in place that are designed to protect the confidentiality of such information.

 

   

The Fund does not currently obtain consumer information. If the Fund were to obtain consumer information at any time in the future, it would employ appropriate procedural safeguards that comply with federal standards to protect against unauthorized access to and properly dispose of consumer information. For more information about the Fund’s privacy policies call (855) 830 1222 (toll free).

DIVIDEND REINVESTMENT PLAN

 

The Fund has a dividend reinvestment plan (the “Plan”) commonly referred to as an “opt out” plan. Each Common Shareholder who participates in the Plan will have all distributions of dividends and capital gains automatically reinvested in additional Common Shares. The automatic reinvestment of dividends and distributions in Common Shares will not relieve participants of any federal, state or local income tax that may be payable (or required to be withheld) on such dividends and

 

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Additional Information

  June 30, 2020 (Unaudited)

 

distributions, even though such participants have not received any cash with which to pay the resulting tax. Common Shareholders who elect not to participate in the Plan will receive all distributions in cash. All correspondence or questions concerning the Plan, including how a Common Shareholder may opt out of the Plan, should be directed to DST Systems, Inc., 330 W 9th Street, Kansas City, MO 64105 (the “Plan Administrator”). Beneficial owners of Common Shares who hold their Common Shares in the name of a broker or nominee should contact the broker or nominee to determine whether and how they may participate in, or opt out of, the Plan.

Summary of Updated Information Regarding the Fund

The following information in this annual report is a summary of certain information about the Fund and changes since the Fund’s most recent annual report dated June 30, 2019 (the “prior disclosure date”). This information may not reflect all of the changes that have occurred since you purchased the Fund.

Fund Name Change - Since the prior disclosure date, the Fund’s name changed to RiverNorth Specialty Finance Corporation from RiverNorth Marketplace Lending Corporation. This change related to a corresponding change to the Fund’s investment strategy, as discussed below. Further details can be found in the Fund’s Prospectus and Statement of Additional Information, each dated October 29, 2018, as revised or supplemented on March 23, 2020, which can be found on the Fund’s website at www.rivernorth.com/rsf.

Investment Objective

There have been no changes in the Fund’s investment objectives since the prior disclosure date that have not been approved by shareholders.

The investment objective of the Fund is to seek a high level of current income.

Principal Investment Strategies and Policies

Since the prior disclosure date, in connection with the Fund’s name change, the Fund’s investment strategy changed as follows:

 

Prior Investment Strategy   New Investment Strategy (Effective May 22, 2020)

Under normal market conditions, invest, directly or indirectly at least 80% of its Managed Assets in marketplace lending investments.

  Under normal market conditions, invest, directly or indirectly in credit instruments, including a portfolio of securities of specialty finance and other financial companies that the Fund’s Advisor believes offer attractive opportunities for income.

Details of the new investments strategy and policies are provided below.

Under normal market conditions, the Fund seeks to achieve its investment objectives by investing, directly or indirectly, in credit instruments, including a portfolio of securities of specialty finance

 

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and other financial companies that the Fund’s Advisor (RiverNorth Capital Management, LLC) believes offer attractive opportunities for income. These companies may include, but are not limited to, banks, thrifts, finance companies, lending platforms, business development companies (“BDCs”), real estate investment trusts (“REITs”), special purpose acquisition companies (“SPACs”), private investment funds (private funds that are exempt from registration under Sections 3(c)(1) and 3(c)(7) of the Investment Company Act of 1940, as amended (the “1940 Act”)), brokerage and advisory firms, insurance companies and financial holding companies. Together, these types of companies are referred to as “financial institutions.” The Fund’s investments in hedge funds and private equity funds that are exempt from registration under Sections 3(c)(1) and 3(c)(7) of the 1940 Act will be limited to no more than 15% of the Fund’s assets. The Fund may also invest in common equity, preferred equity, convertible securities and warrants of these institutions. “Managed Assets” means the total assets of the Fund, including assets attributable to leverage, minus liabilities (other than debt representing leverage and any preferred stock that may be outstanding).

The Fund may invest in income-producing securities of any maturity and credit quality, including below investment grade, and equity securities, including exchange-traded funds and registered closed-end funds. Below investment grade securities are commonly referred to as “junk” or “high yield” securities and are considered speculative with respect to the issuer’s capacity to pay interest and repay principal. Such income-producing securities in which the Fund may invest may include, without limitation, corporate debt securities, U.S. government debt securities, short-term debt securities, asset backed securities, exchange-traded notes, loans, including secured and unsecured senior loans, Alternative Credit (as defined below), collaterilzed loan obligations (“CLOs”) and other structured finance securities, and cash and cash equivalents.

The Fund’s alternative credit investments may be made through a combination of: (i) investing in loans to small- and mid-sized companies (“SMEs”); (ii) investing in notes or other pass-through obligations issued by an alternative credit platform (or an affiliate) representing the right to receive the principal and interest payments on an Alternative Credit investment (or fractional portions thereof) originated through the platform (“Pass-Through Notes”); (iii) purchasing asset-backed securities representing ownership in a pool of Alternative Credit; (iv) investing in private investment funds that purchase Alternative Credit, (v) acquiring an equity interest in an alternative credit platform (or an affiliate); and (vi) providing loans, credit lines or other extensions of credit to an alternative credit platform (or an affiliate) (the foregoing listed investments are collectively referred to herein as the “Alternative Credit Instruments”). The Fund may invest without limit in any of the foregoing types of Alternative Credit Instruments, except that the Fund will not invest greater than 45% of its Managed Assets in the securities of, or loans originated by, any single platform (or a group of related platforms) and the Fund’s investments in private investment funds will be limited to no more than 10% of the Fund’s Managed Assets. The Alternative Credit in which the Fund typically invests are newly issued and/or current as to interest and principal payments at the time of investment. As a fundamental policy (which cannot be changed without the approval of the holders of a majority of the outstanding voting securities of the Fund), the Fund does not invest in Alternative Credit that are of subprime quality at the time of investment. The Fund considers an SME loan to be of “subprime quality” if the likelihood of repayment on such loan is determined by the Adviser based on its due diligence and the credit underwriting policies of the originating platform to be similar to that of consumer loans that are of subprime quality. The Fund does not currently have any intention invest in Alternative Credit originated from lending platforms based

 

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outside the United States or made to non-U.S. borrowers. However, the Fund may in the future invest in such Alternative Credit and will provide updated disclosures prior to making such investments. Unless the context suggests otherwise, all references to loans generally in this disclosure refer to Alternative Credit.

Alternative Credit Instruments are generally not rated by the nationally recognized statistical rating organizations (“NRSROs”). Such unrated instruments, however, are considered to be comparable in quality to securities falling into any of the ratings categories used by such NRSROs to classify “junk” bonds. Accordingly, the Fund’s unrated Alternative Credit Instrument investments constitute highly risky and speculative investments similar to investments in “junk” bonds, notwithstanding that the Fund is not permitted to invest in loans that are of subprime quality at the time of investment. The Alternative Credit Instruments in which the Fund may invest may have varying degrees of credit risk. There can be no assurance that payments due on underlying Alternative Credit investments will be made. At any given time, the Fund’s portfolio may be substantially illiquid and subject to increased credit and default risk. If a borrower is unable to make its payments on a loan, the Fund may be greatly limited in its ability to recover any outstanding principal and interest under such loan. The Shares therefore should be purchased only by investors who could afford the loss of the entire amount of their investment.

Percentage limitations described within this report regarding the Fund’s investment strategies and policies are as of the time of investment by the Fund and may be exceeded on a going-forward basis as a result of market value fluctuations of the Fund’s portfolio investments.

Specialty Finance Companies.

Specialty finance companies and other financial companies invest in a wide range of securities and financial instruments, including but not limited to private debt and equity, secured and unsecured debt, trust preferred securities, subordinated debt, and preferred and common equity as well as other equity-linked securities. These various securities offer distinct risk/reward features which may be more or less attractive during different points in the market cycle. Under normal market conditions, the Adviser will invest the Fund’s Managed Assets in specialty finance companies with exposure to some or all of these kinds of securities.

Specialty finance companies provide capital or financing to businesses within specified market segments. These companies are often distinguished by their market specializations which allow them to focus on the specific financial needs of their clients. Specialty finance companies often engage in asset-based and other forms of non-traditional financing activities. While they generally compete against traditional financial institutions with broad product lines and, often, greater financial resources, specialty finance companies seek competitive advantage by focusing their attention on market niches, which may provide them with deeper knowledge of their target market and its needs. Specialty finance companies include mortgage specialists to certain consumers, equipment leasing specialists to certain industries and equity or debt-capital providers to certain small businesses. Specialty finance companies often utilize tax-efficient or other non-traditional structures, such as BDCs and REITs.

Alternative Credit.

General. Alternative credit is often referred to as “peer-to-peer” lending, which term originally reflected the initial focus of the industry on individual investors and consumer loan borrowers. In

 

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addition, the alternative credit platforms may retain on their balance sheets a portion of the loan portfolios they originate. In alternative credit, loans are originated through online platforms that provide a marketplace that matches small- and mid-sized companies and other borrowers seeking loans with investors willing to provide the funding for such loans. Since its inception, the industry has grown to include substantial involvement of institutional investors. These borrowers may seek such loans for a variety of different purposes, ranging, for example, from loans to fund elective medical procedures to loans for franchise financing. The procedures through which borrowers obtain loans can vary between platforms, and between the types of loans (e.g., consumer versus SME). The Fund intends to hold its Alternative Credit investments until maturity.

The Alternative Credit in which the Fund typically invests are newly issued and/or current as to interest and principal payments at the time of investment. A small number of alternative credit platforms originate a substantial portion of their Alternative Credit investments in the United States. The Adviser intends to continue to build relationships and enter into agreements with additional platforms. However, if there are not sufficient qualified loan requests through any platform, the Fund may be unable to deploy its capital in a timely or efficient manner. In such event, the Fund may be forced to invest in cash, cash equivalents, or other assets that fall within its investment policies that are generally expected to offer lower returns than the Fund’s target returns from investments in Alternative Credit. The Fund enters into purchase agreements with platforms, which outline, among other things, the terms of the loan purchase, loan servicing, the rights of the Fund to assign the loans and the remedies available to the parties. Although the form of these agreements is similar to those typically available to all investors, institutional investors such as the Fund (unlike individual retail investors) have an opportunity to negotiate some of the terms of the agreement. In particular, the Fund has greater negotiating power related to termination provisions and custody of the Fund’s account(s) relative to other investors due to the restrictions placed on the Fund by the 1940 Act, of which the platforms are aware. Pursuant to such agreements, the platform or a third-party servicer will typically service the loans, collecting payments and distributing them to the Fund, less any servicing fees, and the servicing entity, unless directed by the Fund, typically will make all decisions regarding acceleration or enforcement of the loans following any default by a borrower. The Fund seeks to have a backup servicer in case any platform or third-party servicer ceases or fails to perform the servicing functions, which the Fund expects will mitigate some of the risks associated with a reliance on platforms or third-party servicers for servicing of the Alternative Credit.

In the United States, a platform may be subject to extensive regulation, oversight and examination at both the federal and state level, and across multiple jurisdictions if it operates its business nationwide. Accordingly, platforms are generally subject to various securities, lending, licensing and consumer protection laws. In addition, courts have recently considered the regulatory environment applicable to alternative credit platforms and purchasers of Alternative Credit. In light of recent decisions, if upheld and widely applied, certain alternative credit platforms could be required to restructure their operations and certain loans previously made by them through funding banks may not be enforceable, whether in whole or in part, by investors holding such loans or such loans would be subject to diminished returns and/or the platform subject to fines and penalties. As a result, large amounts of Alternative Credit purchased by the Fund (directly or indirectly) could become unenforceable or subject to diminished returns, thereby causing losses for Shareholders.

Alternative Credit and Pass-Through Notes. As noted above, the underlying Alternative Credit origination processes employed by each platform may vary significantly. The principal amount of

 

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each loan is advanced to the borrower by a bank (the “funding bank”). The operator of the platform may purchase the loan from the funding bank at par using the funds of multiple lenders and then issues to each such lender at par a Pass-Through Note of the operator (or an affiliate of the operator) representing the right to receive the lender’s proportionate share of all principal and interest payments received by the operator from the borrower on the loan funded by such lender (net of the platform servicing fees). As an alternative, certain operators (including most SME lenders) do not engage funding banks but instead extend their loans directly to the borrowers.

The platform operator typically will service the loans it originates and will maintain a separate segregated deposit account into which it will deposit all payments received from the obligors on the loans. Upon identification of the proceeds received with respect to a loan and deduction of applicable fees, the platform operator forwards the amounts owed to the lenders or the holders of any related Pass-Through Notes, as applicable.

A platform operator is not obligated to make any payments due on Alternative Credit or Pass-Through Notes (except to the extent that the operator actually receives payments from the borrower on the related loan). Accordingly, lenders and investors assume all of the credit risk on the loans they fund through a Pass-Through Note purchased from a platform operator and are not entitled to recover any deficiency of principal or interest from the platform operator if the underlying borrower defaults on its payments due with respect to a loan. In addition, a platform operator is generally not required to repurchase Alternative Credit from a lender or purchaser except under very narrow circumstances, such as in cases of verifiable identity fraud by the borrower. As loan servicer, the platform operator or an affiliated entity typically has the ability to refer any delinquent Alternative Credit to a collection agency (which may impose additional fees and costs that are often as high, or higher in some cases, as 35% of any recovered amounts). The Fund itself will not directly enter into any arrangements or contracts with the collection agencies (and, accordingly, the Fund does not currently anticipate it would have, under current law and existing interpretations, substantial risk of liability for the actions of such collection agencies). At the same time, the relatively low principal amounts of Alternative Credit often make it impracticable for the platform operator to commence legal proceedings against defaulting borrowers. Alternative Credit may be secured (generally in the case of SME loans and real estate-related loans) or unsecured. For example, real estate Alternative Credit may be secured by a deed of trust, mortgage, security agreement or legal title to real estate. There can be no assurance that any collateral pledged to secure Alternative Credit can be liquidated quickly or at all or will generate proceeds sufficient to offset any defaults on such loan.

Generally, the Alternative Credit in which the Fund invests will fully amortize and will not be interest-only. However, in some sectors (e.g., real estate-related loans), the loans may be interest-only with the principal to be paid at the end of the term. An active secondary market for the Alternative Credit does not currently exist and an active market for the Alternative Credit may not develop in the future. Borrowers of Alternative Credit electronically execute each of the loan documents prepared in connection with the applicable loan, binding the borrower to the terms of the loan, which include the provision that the loan may be transferred to another party.

Asset-Backed Securities. The Fund also may invest in Alternative Credit, through special purpose vehicles (“SPVs”) established solely for the purpose of holding assets (e.g., commercial loans) and issuing securities (“asset-backed securities”) secured only by such underlying assets (which practice

 

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is known as securitization). The Fund may invest, for example, in an SPV that holds a pool of loans originated by a particular platform. The SPV may enter into a service agreement with the operator or a related entity to ensure continued collection of payments, pursuit of delinquent borrowers and general interaction with borrowers in much the same manner as if the securitization had not occurred.

The SPV may issue multiple classes of asset-backed securities with different levels of seniority. The more senior classes will be entitled to receive payment before the subordinate classes if the cash flow generated by the underlying assets is not sufficient to allow the SPV to make payments on all of the classes of the asset-backed securities. Accordingly, the senior classes of asset-backed securities receive higher credit ratings (if rated) whereas the subordinated classes have higher interest rates. In general, the Fund may invest in both rated senior classes of asset-backed securities as well as unrated subordinated (residual) classes of asset-backed securities. The subordinated classes of asset-backed securities in which the Fund may invest are typically considered to be an illiquid and highly speculative investment, as losses on the underlying assets are first absorbed by the subordinated classes.

The value of asset-backed securities, like that of traditional fixed-income securities, typically increases when interest rates fall and decreases when interest rates rise. However, asset-backed securities differ from traditional fixed-income securities because they generally will be subject to prepayment based upon prepayments received by the SPV on the loan pool. The price paid by the Fund for such securities, the yield the Fund expects to receive from such securities and the weighted average life of such securities are based on a number of factors, including the anticipated rate of prepayment of the underlying assets.

Private Investment Funds. The Fund may invest up to 10% of its Managed Assets in private investment funds that invest in Alternative Credit. Under one such fund structure, the platform operator may form (i) an investment fund that offers partnership interests or similar securities to investors on a private placement basis, and (ii) a subsidiary that acts as the investment fund’s general partner and investment manager. The investment fund then applies its investors’ funds to purchase Alternative Credit originated on the platform (or portions thereof) from the operator. As an investor in an investment fund, the Fund would hold an indirect interest in a pool of Alternative Credit and would receive distributions on its interest in accordance with the fund’s governing documents. This structure is intended to create diversification and to reduce operator credit risk for the investors in the investment fund by enabling them to invest indirectly in Alternative Credit through the private investment fund rather than directly from the operator of the platform.

Other Investments in Alternative Credit Instruments. The Fund may invest in the equity securities and/or debt obligations of platform operators (or their affiliates), which may provide these platforms and their related entities with the financing needed to support their lending business. An equity interest in a platform or related entity represents ownership in such company, providing voting rights and entitling the Fund, as a shareholder, to a share in the company’s success through dividends and/or capital appreciation. A debt investment made by the Fund could take the form of a loan, convertible note, credit line or other extension of credit made by the Fund to a platform operator. The Fund would be entitled to receive interest payments on its investment and repayment of the principal at a set maturity date or otherwise in accordance with the governing documents.

 

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The Fund also may wholly-own or otherwise control certain pooled investment vehicles which hold Alternative Credit and/or other Alternative Credit Instruments, which pooled investment vehicle may be formed and managed by the Adviser (a “Subsidiary”). Each Subsidiary may invest in Alternative Credit and other instruments that the Fund may hold directly. As of the date of this report, the Fund did not own any Subsidiaries.

Business Development Companies.

BDCs are a type of closed-end fund regulated under the 1940 Act, whose shares are typically listed for trading on a U.S. securities exchange. BDCs typically invest in and lend to small and medium-sized private and certain public companies that may not have access to public equity markets for capital raising. Oftentimes, financing a BDC includes an equity-like investment such as warrants or conversion rights, creating an opportunity for the BDC to participate in capital appreciation in addition to the interest income earned from its debt investments. The interest earned by a BDC flows through to investors in the form of a dividend, normally without being taxed at the BDC entity level. BDCs invest in such diverse industries as healthcare, chemical and manufacturing, technology and service companies. BDCs are unique in that at least 70% of their investments must be made in private and certain public U.S. businesses, and BDCs are required to make available significant managerial assistance to their portfolio companies. Unlike corporations, BDCs are not taxed on income distributed to their shareholders provided they comply with the applicable requirements of the Internal Revenue Code of 1986, as amended (the “Internal Revenue Code”). The securities of BDCs, which are required to distribute substantially all of their income on an annual basis to investors in order to not be subject to entity level taxation, often offer a yield advantage over securities of other issuers, such as corporations, that are taxed on income at the entity level and are able to retain all or a portion of their income rather than distributing it to investors. The Fund invests primarily in BDC shares which are trading in the secondary market on a U.S. securities exchange but may, in certain circumstances, invest in an initial public offering of BDC shares or invest in certain debt instruments issued by BDCs. The Fund is not limited with respect to the specific types of BDCs in which it invests. The Fund will indirectly bear its proportionate share of any management and other expenses, and of any performance based or incentive fees, charged by the BDCs in which it invests, in addition to the expenses paid by the Fund.

Closed-End Funds.

Closed-end funds are investment companies that typically issue a fixed number of shares that trade on a securities exchange or over-the-counter. The risks of investment in closed-end funds typically reflect the risk of the types of securities in which the funds invest. Investments in closed-end funds are subject to the additional risk that shares of the fund may trade at a premium or discount to their NAV per share. Closed-end funds come in many varieties and can have different investment objectives, strategies and investment portfolios. They also can be subject to different risks, volatility and fees and expenses. Although closed-end funds are generally listed and traded on an exchange, the degree of liquidity, or ability to be bought and sold, will vary significantly from one closed-end fund to another based on various factors including, but not limited to, demand in the marketplace. The Fund may also invest in shares of closed-end funds that are not listed on an exchange. Such non-listed closed-end funds are subject to certain restrictions on redemptions and no secondary market exists. As a result, such investments should be considered illiquid. When the Fund invests in shares of a closed-end fund, shareholders of the Fund bear their proportionate share of the closed-end fund’s fees and expenses, as well as their share of the Fund’s fees and expenses.

 

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REITs and Other Mortgage-Related Securities.

REITs are financial vehicles that pool investors’ capital to invest primarily in income-producing real estate or real estate-related loans or interests. REIT shares are typically listed for trading in the secondary market on a U.S. securities exchange. REITs can generally be classified as “Mortgage REITs,” “Equity REITs” and “Hybrid REITs.” Mortgage REITs, which invest the majority of their assets in real estate mortgages, derive their income primarily from interest payments. The Fund focuses its Mortgage REIT investments in companies that invest primarily in U.S. Agency, prime-rated and commercial mortgage securities. U.S. Agency securities include securities issued by the Government National Mortgage Association, the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation. Equity REITs, which invest the majority of their assets directly in real property, derive their income primarily from rents, royalties and lease payments. Equity REITs can also realize capital gains by selling properties that have appreciated in value. Some REITs which are classified as Equity REITs provide specialized financing solutions to their clients in the form of sale-lease back transactions and triple net lease financing. Hybrid REITs combine the characteristics of both Equity REITs and Mortgage REITs.

Debt securities issued by REITs are, for the most part, general and unsecured obligations and are subject generally to risks associated with REITs. Distributions received by the Fund from REITs may consist of dividends, capital gains and/or return of capital. REITs are not taxed on income distributed to their shareholders provided they comply with the applicable requirements of the Internal Revenue Code. Similar to BDCs, the securities of REITs, which are required to distribute substantially all of their income to investors in order to not be subject to entity level taxation, often offer a yield advantage over securities of other issuers, such as corporations, that are taxed on income at the entity level and are able to retain all or a portion of their income rather than distributing it to investors. Many of these distributions, however, will not generally qualify for favorable treatment as qualified dividend income. The Fund invests primarily in REIT shares which are trading in the secondary market on a U.S. securities exchange but may, in certain circumstances, invest in an initial public offering of REIT shares or invest in certain debt instruments issued by REITs. The Fund is not limited with respect to the specific types of REITs in which it invests. The Fund will indirectly bear its proportionate share of any management and other operating expenses charged by the REITs in which it invests, in addition to the expenses paid by the Fund.

Other mortgage-related securities in which the Fund may invest include debt instruments which provide periodic payments consisting of interest and/or principal that are derived from or related to payments of interest and/or principal on underlying mortgages. Additional payments on mortgage-related securities may be made out of unscheduled prepayments of principal resulting from the sale of the underlying property or from refinancing or foreclosure, net of fees or costs that may be incurred.

The Fund may invest in commercial mortgage-related securities issued by corporations. These are securities that represent an interest in, or are secured by, mortgage loans secured by commercial property, such as industrial and warehouse properties, office buildings, retail space and shopping malls, multifamily properties and cooperative apartments, hotels and motels, nursing homes, hospitals and senior living centers. They may pay fixed or adjustable rates of interest. The commercial mortgage loans that underlie commercial mortgage-related securities have certain

 

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distinct risk characteristics. Commercial mortgage loans generally lack standardized terms, which may complicate their structure. Commercial properties themselves tend to be unique and difficult to value. Commercial mortgage loans tend to have shorter maturities than residential mortgage loans and may not be fully amortizing, meaning that they may have a significant principal balance, or “balloon” payment, due on maturity. In addition, commercial properties, particularly industrial and warehouse properties, are subject to environmental risks and the burdens and costs of compliance with environmental laws and regulations.

The Fund also may invest in mortgage pass-through securities, collateralized mortgage obligations (“CMOs”), mortgage dollar rolls, CMO residuals (other than residual interests in real estate mortgage investment conduits), stripped mortgage-backed securities and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property.

In addition, the Fund may invest in other types of asset-backed securities that are offered in the marketplace. Other asset-backed securities may be collateralized by the fees earned by service providers. The value of asset-backed securities may be substantially dependent on the servicing of the underlying asset pools and are therefore subject to risks associated with the negligence of, or defalcation by, their servicers. In certain circumstances, the mishandling of related documentation may also affect the rights of the security holders in and to the underlying collateral. The insolvency of entities that generate receivables or that utilize the underlying assets may result in added costs and delays in addition to losses associated with a decline in the value of the underlying assets.

Special Purpose Acquisition Companies.

SPACs are collective investment structures that pool funds in order to seek potential acquisition opportunities. Unless and until an acquisition is completed, a SPAC generally invests its assets (less an amount to cover expenses) in U.S. government securities, money market fund securities and cash. SPACs and similar entities may be blank check companies with no operating history or ongoing business other than to seek a potential acquisition. Accordingly, the value of their securities is particularly dependent on the ability of the entity’s management to identify and complete a profitable acquisition. Certain SPACs may seek acquisitions only in limited industries or regions, which may increase the volatility of their prices. If an acquisition that meets the requirements for the SPAC is not completed within a predetermined period of time, the invested funds are returned to the entity’s shareholders. Investments in SPACs may be illiquid and/or be subject to restrictions on resale. To the extent the SPAC is invested in cash or similar securities, this may impact a Fund’s ability to meet its investment objective.

Private Investment Funds.

Private Investment Funds may require large minimum investments and impose stringent investor qualification criteria that are intended to limit their direct investors mainly to institutions such as endowments and pension funds. By investing in private investment funds, the Fund can offer shareholders access to certain asset managers that may not be otherwise available to them. The Fund seeks to leverage the relationships of the Adviser to gain access to private investment funds on terms consistent with those offered to similarly-sized institutional investors. Furthermore, the Fund believes that investments in private investment funds offer opportunities for moderate income and growth as well as lower correlation to equity markets but will also be less liquid.

 

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Collateralized Loan Obligations.

CLOs are securitization vehicles that pool a diverse portfolio of primarily below investment grade U.S. senior secured loans. Such pools of underlying assets are often referred to as a CLO’s “collateral.” While the vast majority of the portfolio of most CLOs consists of senior secured loans, many CLOs enable the CLO collateral manager to invest up to 10% of the portfolio in assets that are not first lien senior secured loans, including second lien loans, unsecured loans, senior secured bonds and senior unsecured bonds.

CLOs are generally required to hold a portfolio of assets that is highly diversified by underlying borrower and industry, and is subject to a variety of asset concentration limitations. Most CLOs are revolving structures that generally allow for reinvestment over a specific period of time (typically 3 to 5 years). In cash flow CLOs, the terms and covenants of the structure are, with certain exceptions, based primarily on the cash flow generated by, and the par value (as opposed to the market price) of, the collateral. These covenants include collateral coverage tests, interest coverage tests and collateral quality tests.

CLOs fund the purchase of a portfolio of primarily senior secured loans via the issuance of CLO equity and debt in the form of multiple, primarily floating-rate debt, tranches. The CLO debt tranches typically are rated “AAA” (or its equivalent) at the most senior level down to “BB” or “B” (or its equivalent), which is below investment grade, at the most junior level by Moody’s Investor Service, Inc., or “Moody’s,” Standard & Poor’s Rating Group, or “S&P,” and/or Fitch, Inc., or “Fitch.” The CLO equity tranche is unrated and typically represents approximately 8% to 11% of a CLO’s capital structure. A CLO’s equity tranche represents the first loss position in the CLO.

Since a CLO’s indenture requires that the maturity dates of a CLO’s assets (typically 5 to 8 years from the date of issuance of a senior secured loan) be shorter than the maturity date of the CLO’s liabilities (typically 11 to 12 years from the date of issuance), CLOs generally do not face refinancing risk on the CLO debt.

Other Financial Companies.

The principal industry groups of financial companies include banks, savings institutions, brokerage firms, investment management companies, insurance companies, holding companies of the foregoing and companies that provide related services to such companies. Banks and savings institutions provide services to customers such as demand, savings and time deposit accounts and a variety of lending and related services. Brokerage firms provide services to customers in connection with the purchase and sale of securities. Investment management companies provide investment advisory and related services to retail customers, high net-worth individuals and institutions. Insurance companies provide a wide range of commercial, life, health, disability, personal property and casualty insurance products and services to businesses, governmental units, associations and individuals.

Equity Securities.

Equity securities may include common stocks that either are required to and/or customarily distribute a large percentage of their current earnings as dividends. Common stock represents an

 

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equity ownership interest in a company, providing voting rights and entitling the holder to a share of the company’s success through dividends and/or capital appreciation. In the event of liquidation, common stockholders have rights to a company’s remaining assets after bond holders, other debt holders and preferred stockholders have been paid in full. Typically, common stockholders are entitled to one vote per share to elect the company’s board of directors (although the number of votes is not always directly proportional to the number of shares owned). Common stockholders also receive voting rights regarding other company matters such as mergers and certain important company policies such as issuing securities to management. Common stocks fluctuate in price in response to many factors, including historical and prospective earnings of the issuer, the value of its assets, general economic conditions, interest rates, investor perceptions and market liquidity.

Investment Grade Debt Securities.

Investment grade bonds of varying maturities issued by governments, corporations and other business entities are fixed or variable rate debt obligations, including bills, notes, debentures, money market instruments and similar instruments and securities. Bonds generally are used by corporations as well as by governments and other issuers to borrow money from investors. The issuer pays the investor a fixed or variable rate of interest and normally must repay the amount borrowed on or before maturity. Certain bonds are “perpetual” in that they have no maturity date.

Non-Investment Grade Debt Securities.

Fixed income securities of below-investment grade quality are commonly referred to as “high-yield” or “junk” bonds. Generally, such lower quality debt securities offer a higher current yield than is offered by higher quality debt securities, but also (i) will likely have some quality and protective characteristics that, in the judgment of the rating agencies, are outweighed by large uncertainties or major risk exposures to adverse conditions and (ii) are predominantly speculative with respect to the issuer’s capacity to pay interest and repay principal in accordance with the terms of the obligation. Below-investment grade debt securities are rated below “Baa” by Moody’s Investors Services, Inc., below “BBB” by Standard & Poor’s Ratings Group, a division of The McGraw Hill Companies, Inc., comparably rated by another nationally recognized statistical rating organization or, if unrated, determined to be of comparable quality by the Advisor.

Mortgage-Back Securities.

Mortgage-backed securities represent direct or indirect participations in, or are secured by and payable from, mortgage loans secured by real property and include single- and multi-class pass-through securities and collateralized mortgage obligations. U.S. government mortgage-backed securities include mortgage-backed securities issued or guaranteed as to the payment of principal and interest (but not as to market value) by the Government National Mortgage Association (also known as Ginnie Mae), the Federal National Mortgage Association (also known as Fannie Mae), the Federal Home Loan Mortgage Corporation (also known as Freddie Mac) or other government-sponsored enterprises. Other mortgage-backed securities are issued by private issuers. Private issuers are generally originators of and investors in mortgage loans, including savings associations, mortgage bankers, commercial banks, investment bankers and special purpose entities. Payments of principal and interest (but not the market value) of such private mortgage-backed securities may be supported by pools of mortgage loans or other mortgage-backed securities that are guaranteed,

 

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directly or indirectly, by the U.S. government or one of its agencies or instrumentalities, or they may be issued without any government guarantee of the underlying mortgage assets but with some form of non-government credit enhancement. Non-governmental mortgage-backed securities may offer higher yields than those issued by government entities, but may also be subject to greater price changes than governmental issues.

Some mortgage-backed securities, such as collateralized mortgage obligations, make payments of both principal and interest at a variety of intervals; others make semi-annual interest payments at a predetermined rate and repay principal at maturity (like a typical bond). Stripped mortgage-backed securities are created when the interest and principal components of a mortgage-backed security are separated and sold as individual securities. In the case of a stripped mortgage-backed security, the holder of the principal-only, or “PO,” security receives the principal payments made by the underlying mortgage, while the holder of the interest-only, or “IO,” security receives interest payments from the same underlying mortgage.

Mortgage-backed securities are based on different types of mortgages including those on commercial real estate or residential properties. These securities often have stated maturities of up to thirty years when they are issued, depending upon the length of the mortgages underlying the securities. In practice, however, unscheduled or early payments of principal and interest on the underlying mortgages may make the securities’ effective maturity shorter than this, and the prevailing interest rates may be higher or lower than the current yield of the Fund’s portfolio at the time the Fund receives the prepayments for reinvestment.

Residential mortgage-backed securities represent direct or indirect participations in, or are secured by and payable from, pools of assets which include all types of residential mortgage products.

Asset-Backed Securities.

Asset-backed securities represent direct or indirect participations in, or are secured by and payable from, pools of assets such as, among other things, motor vehicle installment sales contracts, installment loan contracts, leases of various types of real and personal property, and receivables from revolving credit (credit card) agreements or a combination of the foregoing. These assets are securitized through the use of trusts and special purpose corporations. Credit enhancements, such as various forms of cash collateral accounts or letters of credit, may support payments of principal and interest on asset-backed securities. Although these securities may be supported by letters of credit or other credit enhancements, payment of interest and principal ultimately depends upon individuals paying the underlying loans or accounts, which payment may be adversely affected by general downturns in the economy. Asset-backed securities are subject to the same risk of prepayment described above with respect to mortgage-backed securities. The risk that recovery on repossessed collateral might be unavailable or inadequate to support payments, however, is greater for asset-backed securities than for mortgage-backed securities.

Other Securities.

New financial products continue to be developed and the Fund may invest in any products that may be developed to the extent consistent with its investment objectives and the regulatory and federal tax requirements applicable to investment companies.

 

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Use of Leverage

As of the date of this prospectus, the Fund utilized, and intends to continue to utilize, leverage for investment and other purposes, such as for financing the repurchase of its Shares or to otherwise provide the Fund with liquidity. Under the 1940 Act, the Fund may utilize leverage through the issuance of preferred stock in an amount up to 50% of its total assets and/or through borrowings and/or the issuance of notes or debt securities (collectively, “Borrowings”) in an aggregate amount of up to 33-1/3% of its total assets. The Fund anticipates that its leverage will vary from time to time, based upon changes in market conditions and variations in the value of the portfolio’s holdings; however, the Fund’s leverage will not exceed the limitations set forth under the 1940 Act.

On September 5, 2017, the Fund entered into a credit agreement with The Huntington National Bank as lender (the “Credit Agreement”), which provided the Fund with a maximum Borrowing capacity of $20 million. On December 6, 2019, the Credit Agreement was terminated.

As of June 30, 2020, the Fund had outstanding 1,656,000 shares of Series A Preferred Stock. For the fiscal year ended June 30, 2020, the average liquidation preference since the issuance of such Series A Preferred Stock was approximately $25.00. The Series A Preferred Stock ranks senior in right of payment to the Shares. As of June 30, 2020, the Fund’s leverage from Borrowings and its issuance of Series A Preferred Stock was approximately 28.6% of its Managed Assets.

There is no assurance that the Fund will increase the amount of its leverage or that, if additional leverage is utilized, it will be successful in enhancing the level of the Fund’s current distributions. It is also possible that the Fund will be unable to obtain additional leverage. If the Fund is unable to increase its leverage after the issuance of additional Shares pursuant to this prospectus, there could be an adverse impact on the return to Shareholders.

Under the 1940 Act, the Fund generally is not permitted to incur Borrowings unless immediately after the Borrowing the value of the Fund’s total assets less liabilities other than the principal amount represented by Borrowings is at least 300% of such principal amount. Also, under the 1940 Act and as noted above, the Fund is not permitted to issue preferred stock unless immediately after such issuance the value of the Fund’s asset coverage is at least 200% of the liquidation value of the outstanding preferred stock (i.e., such liquidation value may not exceed 50% of the Fund’s asset coverage). Furthermore, the Fund is not permitted to declare any cash dividend or other distribution on its Shares, or repurchase its Shares, unless, at the time of such declaration or repurchase, the Borrowings have an asset coverage of at least 300% and the preferred stock has an asset coverage of at least 200% after deducting the amount of such dividend, distribution or purchase price (as the case may be). Any prohibitions on dividends and other distributions on the Shares could impair the Fund’s ability to qualify as a regulated investment company under the Internal Revenue Code of 1986, as amended (the “Code”). The Fund intends, to the extent possible, to prepay all or a portion of the principal amount of any outstanding Borrowing or purchase or redeem any outstanding shares of preferred stock to the extent necessary in order to maintain the required asset coverage. Holders of shares of preferred stock, including Series A Preferred Stock (“preferred shareholders”), voting separately, are entitled to elect two of the Fund’s directors. The remaining directors of the Fund are elected by Shareholders and preferred shareholders voting together as a single class. In the event the Fund would fail to pay dividends on its preferred stock for two years, the preferred shareholders would be entitled to elect a majority of the directors of the Fund.

 

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In addition to the requirements under the 1940 Act, the Fund is subject to various requirements and restrictions under its Series A Preferred Stock. The requirements and restrictions with respect to the Fund’s preferred stock, including the Series A Preferred Stock, may be more stringent than those imposed by the 1940 Act, which may include certain restrictions imposed by guidelines of one or more rating agencies which issue ratings for the Fund’s preferred stock; however, it is not anticipated that they will impede the Adviser from managing the Fund’s portfolio and repurchase policy in accordance with the Fund’s investment objective and policies. Nonetheless, in order to adhere to such requirements and restrictions, the Fund may be required to take certain actions, such as reducing its Borrowings and/or redeeming shares of its preferred stock, including Series A Preferred Stock, with the proceeds from portfolio transactions at what might be an in opportune time in the market. Such actions could incur transaction costs as well as reduce the net earnings or returns to Shareholders over time. In addition to other considerations, to the extent that the Fund believes that these requirements and restrictions would impede its ability to meet its investment objective or its ability to qualify as a regulated investment company, the Fund will not incur additional Borrowings or issue additional preferred stock.

In general, Borrowings may be at a fixed or floating rate and are typically based upon short-term rates. The Borrowings in which the Fund may incur from time to time may be secured by mortgaging, pledging or otherwise subjecting as security the assets of the Fund. Certain types of Borrowings may result in the Fund being subject to covenants in credit agreements relating to asset coverage and portfolio composition requirements. Generally, covenants to which the Fund may be subject include affirmative covenants, negative covenants, financial covenants, and investment covenants. An example of an affirmative covenant would be one that requires the Fund to send its annual audited financial report to the lender. An example of a negative covenant would be one that prohibits the Fund from making any amendments to its fundamental policies. An example of a financial covenant is one that would require the Fund to maintain a 3:1 asset coverage ratio. An example of an investment covenant is one that would require the Fund to limit its investment in a particular asset class. As noted above, the Fund may need to liquidate its investments when it may not be advantageous to do so in order to satisfy such obligations or to meet any asset coverage and segregation requirements (pursuant to the 1940 Act or otherwise). As the Fund’s portfolio will be substantially illiquid, any such disposition or liquidation could result in substantial losses to the Fund.

The terms of the Fund’s Borrowings may also contain provisions which limit certain activities of the Fund, including the payment of dividends to Shareholders in certain circumstances, and the Fund may be required to maintain minimum average balances with the lender or to pay a commitment or other fee to maintain a line of credit. Any such requirements will increase the cost of Borrowing over the stated interest rate. In addition, certain types of Borrowings may involve the rehypothecation of the Fund’s securities. Furthermore, the Fund may be subject to certain restrictions on investments imposed by guidelines of one or more rating agencies, which may issue ratings for the short-term corporate debt securities issued by the Fund. Any Borrowing will likely be ranked senior or equal to all other Borrowings of the Fund and the rights of lenders to the Fund to receive interest on and repayment of principal of any Borrowings will likely be senior to those of the Shareholders. Further, the 1940 Act grants, in certain circumstances, to the lenders to the Fund certain voting rights in the event of default in the payment of interest on or repayment of principal. In the event that such provisions would impair the Fund’s status as a regulated investment company under the Code, the Fund, subject to its ability to liquidate its portfolio, intends to repay the Borrowings.

 

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The Fund also may borrow money as a temporary measure for extraordinary or emergency purposes, including the payment of dividends and the settlement of securities transactions which otherwise might require untimely dispositions of Fund securities.

Due to the Fund’s issuance of Series A Term Preferred Stock, for tax purposes, the Fund is required to allocate net capital gain and other taxable income, if any, between the Shares and shares of the Series A Term Preferred Stock in proportion to total dividends paid to each class for the year in which the net capital gain or other taxable income was realized.

So long as the rate of return, net of applicable Fund expenses, on the Fund’s portfolio investments purchased with Borrowings or the proceeds from the issuance of preferred stock, including Series A Term Preferred Stock, exceeds the then-current interest or payment rate and other costs on such Borrowings or preferred stock, the Fund will generate more return or income than will be needed to pay such interest or dividend payments and other costs. In this event, the excess will be available to pay higher dividends to Shareholders. If the net rate of return on the Fund’s investments purchased with Borrowings or the proceeds from the issuance of preferred stock, including Series A Term Preferred Stock, does not exceed the costs of such Borrowings or preferred stock, the return to Shareholders will be less than if leverage had not been used. In such case, the Adviser, in its best judgment, nevertheless may determine to maintain the Fund’s leveraged position if it expects that the benefits to the Shareholders of maintaining the leveraged position will outweigh the current reduced return. Under normal market conditions, the Fund anticipates that it will be able to invest the proceeds from leverage at a higher rate of return than the costs of leverage, which would enhance returns to Shareholders. In addition, the cost associated with any issuance and use of leverage is borne by the Shareholders and results in a reduction of the NAV of the Shares. Such costs may include legal fees, audit fees, structuring fees, commitment fees and a usage (borrowing) fee.

The use of leverage is a speculative technique and investors should note that there are special risks and costs associated with the leveraging of the Shares. There can be no assurance that a leveraging strategy will be successful during any period in which it is employed. When leverage is employed, the NAV and the yield to Shareholders will be more volatile. Leverage creates a greater risk of loss, as well as potential for more gain, for the Shares that if leverage is not used. In addition, the Adviser is paid more if the Fund uses leverage, which creates a conflict of interest for the Adviser.

Effects of Leverage

Assuming the utilization of leverage through a combination of borrowings and the issuance of preferred stock by the Fund in the aggregate amount of approximately 29.1% of the Fund’s Managed Assets, at a combined interest or payment rate of 5.875% payable on such leverage, the return generated by the Fund’s portfolio (net of estimated non-leverage expenses) must exceed 1.71% in order to cover such interest or payment rates and other expenses specifically related to leverage. These numbers are merely estimates used for illustration. Actual interest or payment rates on the leverage utilized by the Fund will vary frequently and may be significantly higher or lower than the rate estimated above.

The following table is furnished in response to requirements of the SEC. It is designed to illustrate the effect of leverage on Share total return, assuming investment portfolio total returns (comprised of income and changes in the value of securities held in the Fund’s portfolio net of expenses) of -10%, -5%, 0%, 5% and 10%. These assumed investment portfolio returns are hypothetical figures

 

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and are not necessarily indicative of the investment portfolio returns experienced or expected to be experienced by the Fund.

 

Assumed Portfolio Return

     -10.00      -5.00      0.00      5.00      10.00

Common Share Total Return

     -16.52      -9.47      -2.41      4.64      11.70

Share total return is composed of two elements: the dividends on Shares paid by the Fund (the amount of which is largely determined by the Fund’s net investment income after paying interest or other payments on its leverage) and gains or losses on the value of the securities the Fund owns. As required by SEC rules, the table above assumes that the Fund is more likely to suffer capital losses than to enjoy capital appreciation. For example, to assume a total return of 0%, the Fund must assume that the interest it receives on its investments is entirely offset by losses in the value of those investments. Figures appearing in the table are hypothetical. Actual returns may be greater or less than those appearing in the table.

Risk Factors

Investing in the Fund involves certain risks relating to its structure and investment objective. You should carefully consider these risk factors, together with all of the other information included in this report, before deciding whether to make an investment in the Fund. An investment in the Fund may not be appropriate for all investors, and an investment in the Common Shares of the Fund should not be considered a complete investment program.

The risks set forth below are not the only risks of the Fund, and the Fund may face other risks that have not yet been identified, which are not currently deemed material or which are not yet predictable. If any of the following risks occur, the Fund’s financial condition and results of operations could be materially adversely affected. In such case, the Fund’s NAV and the trading price of its securities could decline, and you may lose all or part of your investment.

Various risk factors included below have been updated since the prior disclosure date to reflect the Fund’s new investment strategy to, under normal market conditions, invest directly or indirectly in credit instruments, including a portfolio of securities of specialty finance and other financial companies that the Adviser believes offer attractive opportunities for income.

Investment Strategy Risks:

Asset-Backed Securities Risks. Asset-backed securities often involve risks that are different from or more acute than risks associated with other types of debt instruments. For instance, asset-backed securities may be particularly sensitive to changes in prevailing interest rates. In addition, the underlying assets are subject to prepayments that shorten the securities’ weighted average maturity and may lower their return. Asset-backed securities are also subject to risks associated with their structure and the nature of the assets underlying the security and the servicing of those assets. Payment of interest and repayment of principal on asset-backed securities is largely dependent upon the cash flows generated by the assets backing the securities and, in certain cases, supported by letters of credit, surety bonds or other credit enhancements. The values of asset-backed securities may be substantially dependent on the servicing of the underlying asset pools, and are therefore subject to risks associated with the negligence by, or defalcation of, their

 

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servicers. Furthermore, debtors may be entitled to the protection of a number of state and federal consumer credit laws with respect to the assets underlying these securities, which may give the debtor the right to avoid or reduce payment. In addition, due to their often complicated structures, various asset-backed securities may be difficult to value and may constitute illiquid investments. If many borrowers on the underlying Alternative Credit default, losses could exceed the credit enhancement level and result in losses to investors in asset-backed securities.

An investment in subordinated (residual) classes of asset-backed securities is typically considered to be an illiquid and highly speculative investment, as losses on the underlying assets are first absorbed by the subordinated classes. The risks associated with an investment in such subordinated classes of asset-backed securities include credit risk, regulatory risk pertaining to the Fund’s ability to collect on such securities, platform performance risk and liquidity risk.

CLO Risk. The Fund’s investments in CLOs may be riskier than a direct investment in the debt or other securities of the underlying companies. When investing in CLOs, the Fund may invest in any level of a CLO’s subordination chain, including subordinated (lower-rated) tranches and residual interests (the lowest tranche). CLOs are typically highly levered and therefore, the junior debt and equity tranches that the Fund may invest in are subject to a higher risk of total loss and deferral or nonpayment of interest than the more senior tranches to which they are subordinated. In addition, the Fund will generally have the right to receive payments only from the CLOs, and will generally not have direct rights against the underlying borrowers or entities that sponsored the CLOs. Furthermore, the investments the Fund makes in CLOs are at times thinly traded or have only a limited trading market. As a result, investments in such CLOs may be characterized as illiquid securities.

Closed-End Investment Companies Risk. The Fund invests in closed-end investment companies, including shares of closed-end funds that are trading at a discount to NAV or at a premium to NAV. There can be no assurance that the market discount on shares of any closed-end fund purchased by the Fund will ever decrease.

In fact, it is possible that this market discount may increase and the Fund may suffer realized or unrealized capital losses due to further decline in the market price of the securities of such closed-end funds, thereby adversely affecting the NAV of the Fund’s Common Shares. Similarly, there can be no assurance that any shares of a closed-end fund purchased by the Fund at a premium will continue to trade at a premium or that the premium will not decrease subsequent to a purchase of such shares by the Fund.

BDCs are a type of closed-end investment company that generally invest in less mature U.S. private companies or thinly traded U.S. public companies which involve greater risk than well-established publicly-traded companies. While BDCs are expected to generate income in the form of dividends, certain BDCs during certain periods of time may not generate such income. The Fund will indirectly bear its proportionate share of any management fees and other operating expenses incurred by closed-end funds and BDCs in which it invests, and of any performance-based or incentive fees payable by the BDCs in which it invests, in addition to the expenses paid by the Fund.

Corporate Debt Risks. Corporate debt securities are long and short-term debt obligations issued by companies (such as publicly issued and privately placed bonds, notes and commercial paper). The

 

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Adviser considers corporate debt securities to be of investment grade quality if they are rated BBB or higher by S&P Global Ratings Services (“S&P”) or Baa or higher by Moody’s Investor Services, Inc. (“Moody’s”), or if unrated, determined by the Adviser to be of comparable quality. Investment grade debt securities generally have adequate to strong protection of principal and interest payments. In the lower end of this category, adverse economic conditions or changing circumstances are more likely to lead to a weakened capacity to pay interest and repay principal than in higher rated categories. The Fund may invest in both secured and unsecured corporate bonds. An unsecured bond may have a lower recovery value than a secured bond in the event of a default by its issuer.

Credit and Interest Rate Analysis Risk. The Adviser is reliant in part on the borrower credit information provided to it or assigned by the platforms when selecting instruments for investment. To the extent a credit rating is assigned to each borrower by a platform, such rating may not accurately reflect the borrower’s actual creditworthiness. A platform may be unable, or may not seek, to verify all of the borrower information obtained by it, which it may use to determine such borrower’s credit rating. Borrower information on which platforms and lenders may rely may be outdated. In addition, certain information that the Adviser would otherwise seek may not be available, such as financial statements and other financial information. Furthermore, the Adviser may be unable to perform any independent follow-up verification with respect to a borrower to the extent the borrower’s name, address and other contact information is required to remain confidential. There is risk that a borrower may have supplied false or inaccurate information.

Although the Adviser conducts diligence on the credit scoring methodologies used by platforms from which the Fund purchases instruments, the Fund typically will not have access to all of the data that platforms utilize to assign credit scores to particular loans purchased directly or indirectly by the Fund, and will not confirm the truthfulness of such information or otherwise evaluate the basis for the platform’s credit score of those loans. In addition, the platforms’ credit decisions and scoring models are based on algorithms that could potentially contain programming or other errors or prove to be ineffective or otherwise flawed. This could adversely affect loan pricing data and approval processes and could cause loans to be mispriced or misclassified, which could ultimately have a negative impact on the Fund’s performance.

The interest rates on loans established by the platforms may have not been appropriately set. A failure to set appropriate rates on the loans may adversely impact the ability of the Fund to receive returns on its instruments that are commensurate with the risks associated with directly or indirectly owning such instruments. In addition, certain other information used by the platforms and the Adviser in making loan and investment decisions may be deficient and/or incorrect, which increases the risk of loss on the loan.

Default Risk. The ability of the Fund to generate income through its investment in loans is dependent upon payments being made by the borrower underlying such instruments. If a borrower is unable to make its payments on a loan, the Fund may be greatly limited in its ability to recover any outstanding principal and interest under such loan.

Fixed Income Securities Risk. The Fund may invest in fixed income securities. Fixed income securities generally represent the obligation of an issuer to repay to the investor (or lender) the amount borrowed plus interest over a specified time period. Fixed income securities increase or

 

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decrease in value based on changes in interest rates. If rates increase, the value of the fund’s fixed income securities generally declines. On the other hand, if rates fall, the value of the fixed income securities generally increases. The issuer of a fixed income security may not be able to make interest and principal payments when due. This risk is increased in the case of issuers of high yield securities, also known as “junk bonds.” Securities of certain U.S. Government sponsored entities are neither issued nor guaranteed by the U.S. Government. Fixed income risks include components of the following additional risks:

Credit Risk. The issuer of a fixed income security may not be able to make interest and principal payments when due. Generally, the lower the credit rating of a security, the greater the risk that the issuer will default on its obligation, which could result in a loss to the Fund. The Fund may invest in securities that are rated in the lowest investment grade category. Issuers of these securities are more vulnerable to changes in economic conditions than issuers of higher grade securities. As a result of the credit profile of the borrowers and the interest rates on the Fund’s investment in loans, the delinquency and default experience on the these instruments may be significantly higher than those experienced by financial products arising from traditional sources of lending. Shareholders are urged to consider the highly risky nature of the credit quality of the Fund’s investment in loans when analyzing an investment in the Shares.

High Yield Securities/Junk Bond Risk. The Fund may invest in high yield securities, also known as “junk bonds.” High yield securities are not considered to be investment grade. High yield securities may provide greater income and opportunity for gain, but entail greater risk of loss of principal. High yield securities are predominantly speculative with respect to the issuer’s capacity to pay interest and repay principal in accordance with the terms of the obligation. The market for high yield securities is generally less active than the market for higher quality securities. This may limit the ability of the Fund to sell high yield securities at the price at which it is being valued for purposes of calculating net asset value.

Government Risk. The U.S. Government’s guarantee of ultimate payment of principal and timely payment of interest on certain U. S. Government securities owned by the Fund does not imply that the Fund’s shares are guaranteed or that the price of the Fund’s shares will not fluctuate. In addition, securities issued by Freddie Mac, Fannie Mae and Federal Home Loan Banks are not obligations of, or insured by, the U.S. Government. If a U.S. Government agency or instrumentality in which the Fund invests defaults and the U.S. Government does not stand behind the obligation, the Fund’s share price could fall. All U.S. Government obligations are subject to interest rate risk.

Interest Rate Risk. The Fund’s share price and total return will vary in response to changes in interest rates. If rates increase, the value of the Fund’s investments generally will decline, as will the value of a shareholder’s investment in the Fund. Securities with longer maturities tend to produce higher yields, but are more sensitive to changes in interest rates and are subject to greater fluctuations in value. The risks associated with increasing interest rates are heightened given that interest rates are near historic lows, but are expected to increase in the future with unpredictable effects on the markets and the Fund’s investments. In addition, this rise in interest rates may negatively impact the

 

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Fund’s future income relating to leverage, as the Fund will be required to earn more income on its investments to recoup any increased costs of leverage.

The Fund’s investments, interest payment obligations and financing terms may be based on floating rates, such as the London Interbank Offered Rate (“LIBOR”). On July 27, 2017, the head of the UK Financial Conduct Authority announced a desire to phase out the use of LIBOR by the end of 2021. Regulators and industry working groups have suggested alternative reference rates, but global consensus is lacking and the process for amending existing contracts or instruments to transition away from LIBOR remains unclear. There also remains uncertainty and risk regarding the willingness and ability of issuers to include enhanced provisions in new and existing contracts or instruments. As such, the transition away from LIBOR may lead to increased volatility and illiquidity in markets that are tied to LIBOR, reduced values of LIBOR-related investments, and reduced effectiveness of hedging strategies.

Sovereign Obligation Risk. Investment in sovereign debt obligations involves special risks not present in corporate debt obligations. The issuer of the sovereign debt or the governmental authorities that control the repayment of the debt may be unable or unwilling to repay principal or interest when due, and the Fund may have limited recourse in the event of a default. During periods of economic uncertainty, the market prices of sovereign debt may be more volatile than prices of U.S. debt obligations. In the past, certain emerging markets have encountered difficulties in servicing their debt obligations, withheld payments of principal and interest, and declared moratoria on the payment of principal and interest on their sovereign debts.

Fraud Risk. The Fund is subject to the risk of fraudulent activity associated with the various parties involved in the Fund’s lending, including the platforms, banks, borrowers and third parties handling borrower and investor information. A platform’s resources, technologies and fraud prevention tools may be insufficient to accurately detect and prevent fraud. High profile fraudulent activity or significant increases in fraudulent activity could lead to regulatory intervention, negatively impact operating results, brand and reputation and lead the defrauded platform to take steps to reduce fraud risk, which could increase costs.

Funding Bank Risk. Multiple banks may originate loans for lending platforms. If such a bank were to suspend, limit or cease its operations or a platform’s relationship with a bank were to otherwise terminate, such platform would need to implement a substantially similar arrangement with another funding bank, obtain additional state licenses or curtail its operations. The Fund is dependent on the continued success of the platforms that originate the Fund’s investment in loans. If such platforms were unable or impaired in their ability to operate their lending business, the Adviser may be required to seek alternative sources of investments (e.g., loans originated by other platforms), which could adversely affect the Fund’s performance and/or prevent the Fund from pursuing its investment objective and strategies.

Geographic Concentration Risk. The Fund is not subject to any geographic restrictions when investing in loans and therefore could be concentrated in a particular state or region. A geographic concentration of the Fund’s investment in loans may expose the Fund to an increased risk of loss due to risks associated with certain regions. In the event that a significant portion of the pool of the

 

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Fund’s investment in loans is comprised of loans owed by borrowers resident or operating in certain states, economic conditions, localized weather events, environmental disasters, natural disasters or other factors affecting these states in particular could adversely impact the delinquency and default experience of the loans and could impact Fund performance. Further, the concentration of the loans in one or more states would have a disproportionate effect on the Fund if governmental authorities in any of those states took action against the platforms lending in such states.

Information Technology Risk. Because the Fund relies on electronic systems maintained by the custodian and the platforms to maintain records and evidence ownership of such loans and to service and administer loans (as applicable) it is susceptible to risks associated with such electronic systems. These risks include, among others: power loss, computer systems failures and Internet, telecommunications or data network failures; operator negligence or improper operation by, or supervision of, employees; physical and electronic loss of data or security breaches, misappropriation and similar events; computer viruses; cyber attacks, intentional acts of vandalism and similar events; and hurricanes, fires, floods and other natural disasters. The Adviser is also reliant on information technology to facilitate the loan acquisition process. Any failure of such technology could have a material adverse effect on the ability of the Adviser to acquire loans and therefore may impact the performance of the Fund. Any delays in receiving the data provided by such technology could also impact, among other things, the valuation of the portfolio of loans.

Investments in Platforms Risk. The platforms in which the Fund may invest may have a higher risk profile and be more volatile than companies engaged in lines of business with a longer, established history and such investments should be viewed as longer term investments. The Fund may invest in listed or unlisted equity securities of platforms or make loans directly to the platforms. Investments in unlisted equity securities, by their nature, generally involve a higher degree of valuation and performance uncertainties and liquidity risks than investments in listed equity securities. The success of a platform is dependent upon payments being made by the borrowers of loans originated by the platform. Any increase in default rates on a platform’s loans could adversely affect the platform’s profitability and, therefore, the Fund’s investments in the platform.

Illiquidity Risk. Alternative Credit investments generally have a maturity between six months to five years. Investors acquiring Alternative Credit investments and other Alternative Credit Instruments directly through platforms and hoping to recoup their entire principal must generally hold their loans through maturity. Alternative Credit investments and other Alternative Credit Instruments may not be registered under the Securities Act, and are not listed on any securities exchange. Accordingly, those Alternative Credit Instruments may not be transferred unless they are first registered under the Securities Act and all applicable state or foreign securities laws or the transfer qualifies for exemption from such registration. A reliable secondary market has yet to develop, nor may one ever develop, for Alternative Credit investments and such other Alternative Credit Instruments and, as such, these investments should be considered illiquid. Until an active secondary market develops, the Fund intends to primarily hold its Alternative Credit investments until maturity. The Fund may not be able to sell any of its Alternative Credit Instruments even under circumstances when the Adviser believes it would be in the best interests of the Fund to sell such investments. In such circumstances, the overall returns to the Fund from its Alternative Credit Instruments may be adversely affected. Moreover, certain Alternative Credit Instruments are subject to certain additional significant restrictions on transferability. Although the Fund may

 

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attempt to increase its liquidity by borrowing from a bank or other institution, its assets may not readily be accepted as collateral for such borrowing.

The Fund may also invest without limitation in securities that, at the time of investment, are illiquid, as determined by using the SEC’s standard applicable to registered investment companies (i.e., securities that cannot be disposed of by the Fund within seven days in the ordinary course of business at approximately the amount at which the Fund has valued the securities). The Fund may also invest in restricted securities. Investments in restricted securities could have the effect of increasing the amount of the Fund’s assets invested in illiquid securities if qualified institutional buyers are unwilling to purchase these securities.

Illiquid and restricted securities may be difficult to dispose of at a fair price at the times when the Fund believes it is desirable to do so. The market price of illiquid and restricted securities generally is more volatile than that of more liquid securities, which may adversely affect the price that the Fund pays for or recovers upon the sale of such securities. Illiquid and restricted securities may also be more difficult to value, especially in challenging markets.

Limited Operating History of Platforms Risk. Many of the platforms, and alternative credit in general, are in the early stages of development and have a limited operating history. As a result, there is a lack of significant historical data regarding the performance of Alternative Credit and the long term outlook of the industry is uncertain. In addition, because Alternative Credit investments are originated using a lending method on a platform that has a limited operating history, borrowers may not view or treat their obligations on such loans as having the same significance as loans from traditional lending sources, such as bank loans.

Market Discount. Common stock of closed-end funds frequently trades at a discount from its net asset value. This risk may be greater for investors selling their shares in a relatively short period of time after completion of the initial offering. The Fund’s Common Shares may trade at a price that is less than the initial offering price. This risk would also apply to the Fund’s investments in closed-end funds.

Alternative Credit and Pass-Through Notes Risk. Alternative Credit Instruments are generally not rated and constitute a highly risky and speculative investment, similar to an investment in “junk” bonds. There can be no assurance that payments due on underlying Alternative Credit investments will be made. The Shares therefore should be purchased only by investors who could afford the loss of the entire amount of their investment.

A substantial portion of the Alternative Credit in which the Fund may invest will not be secured by any collateral, will not be guaranteed or insured by a third party and will not be backed by any governmental authority. Accordingly, the platforms and any third-party collection agencies will be limited in their ability to collect on defaulted Alternative Credit. With respect to Alternative Credit secured by collateral, there can be no assurance that the liquidation of any such collateral would satisfy a borrower’s obligation in the event of a default under its Alternative Credit.

Furthermore, Alternative Credit may not contain any cross-default or similar provisions. To the extent an Alternative Credit investment does not contain a cross-default provision, the loan will not be placed automatically in default upon that borrower’s default on any of the borrower’s other debt obligations, unless there are relevant independent grounds for a default on the loan. In

 

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addition, the Alternative Credit investment will not be referred to a third-party collection agency for collection because of a borrower’s default on debt obligations other than the Alternative Credit investment. If a borrower first defaults on debt obligations other than the Alternative Credit investment, the creditors to such other debt obligations may seize the borrower’s assets or pursue other legal action against the borrower, which may adversely impact the ability to recoup any principal and interest payments on the Alternative Credit investment if the borrower subsequently defaults on the loan. In addition, an operator of a platform is generally not required to repurchase Alternative Credit investments from a lender except under very narrow circumstances, such as in cases of verifiable identity fraud by the borrower.

Borrowers may seek protection under federal bankruptcy law or similar laws. If a borrower files for bankruptcy (or becomes the subject of an involuntary petition), a stay will go into effect that will automatically put any pending collection actions on hold and prevent further collection action absent bankruptcy court approval. Whether any payment will ultimately be made or received on an Alternative Credit investment after bankruptcy status is declared depends on the borrower’s particular financial situation and the determination of the court.

As Pass-Through Notes generally are pass-through obligations of the operators of the lending platforms, and are not direct obligations of the borrowers under the underlying Alternative Credit investment originated by such platforms, holders of certain Pass-Through Notes are exposed to the credit risk of the operator. An operator that becomes subject to bankruptcy proceedings may be unable to make full and timely payments on its Pass-Through Notes even if the borrowers of the underlying Alternative Credit investment timely make all payments due from them. There may be a delay between the time the Fund commits to purchase a Pass-Through Note and the issuance of such note and, during such delay, the funds committed to such an investment will not be available for investment in other Alternative Credit Instruments. Because the funds committed to an investment in Pass-Through Notes do not earn interest until the issuance of the note, the delay in issuance will have the effect of reducing the effective rate of return on the investment.

Mortgage-Backed Securities Risks. Mortgage-backed securities represent participation interests in pools of residential mortgage loans purchased from individual lenders by a federal agency or originated and issued by private lenders. The Fund invests in mortgage-backed securities and is subject to the following risks.

Credit and Market Risks of Mortgage-Backed Securities. The mortgage loans or the guarantees underlying mortgage-backed securities may default or otherwise fail leading to non-payment of interest and principal.

Collateralized Mortgage Obligations. There are certain risks associated specifically with collateralized mortgage obligations (“CMOs”). CMOs are debt obligations collateralized by mortgage loans or mortgage pass-through securities, which utilize estimates of future economic conditions. These estimates may vary from actual future results, particularly during periods of extreme market volatility. CMOs issued by private entities are not guaranteed by any government agency; if the collateral securing the CMO, as well as any third party credit support or guarantees, is insufficient to make payment, the holder could sustain a loss.

Pandemic Risk. Beginning in the first quarter of 2020, financial markets in the United States and around the world experienced extreme and in many cases unprecedented volatility and severe

 

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losses due to the global pandemic caused by COVID-19, a novel coronavirus. The pandemic has resulted in a wide range of social and economic disruptions, including closed borders, voluntary or compelled quarantines of large populations, stressed healthcare systems, reduced or prohibited domestic or international travel, supply chain disruptions, and so-called “stay-at-home” orders throughout much of the United States and many other countries. The fall-out from these disruptions has included the rapid closure of businesses deemed “non-essential” by federal, state, or local governments and rapidly increasing unemployment, as well as greatly reduced liquidity for certain instruments at times. Some sectors of the economy and individual issuers have experienced particularly large losses. Such disruptions may continue for an extended period of time or reoccur in the future to a similar or greater extent. In response, the U.S. government and the Federal Reserve have taken extraordinary actions to support the domestic economy and financial markets, resulting in very low interest rates and in some cases negative yields. It is unknown how long circumstances related to the pandemic will persist, whether they will reoccur in the future, whether efforts to support the economy and financial markets will be successful, and what additional implications may follow from the pandemic. The impact of these events and other epidemics or pandemics in the future could adversely affect Fund performance. The inclusion of Pandemic Risk under the Risk Factors section is a material change since the prior disclosure date.

Platform Concentration Risk. The Fund may invest 25% or more of its Managed Assets in Alternative Credit originated from one or a limited number of platform(s). A concentration in select platforms may subject the Fund to increased dependency and risks associated with those platforms than it would otherwise be subject to if it were more broadly diversified across a greater number of platforms. The Fund’s concentration in certain platforms may expose it to increased risk of default and loss on the Alternative Credit in which it invests through such platforms if such platforms have, among other characteristics, lower borrower credit criteria or other minimum eligibility requirements, or have deficient procedures for conducting credit and interest rate analyses as part of their loan origination processes, relative to other platforms. In addition, the fewer platforms through which the Fund invests, the greater the risks associated with those platforms changing their arrangements will become.

Preferred Stock Risk. Preferred stock is subject to many of the risks associated with debt securities, including interest rate risk. In addition, preferred stocks may not pay dividends, an issuer may suspend payment of dividends on U.S. preferred stock at any time, and in certain situations an issuer may call or redeem its preferred stock or convert it to common stock. Declining common stock values may also cause the value of the Fund’s investments in preferred stock to decline.

Prepayment Risk. Borrowers may decide to prepay all or a portion of the remaining principal amount due under a borrower loan at any time without penalty (unless the underlying loan agreements provide for prepayment penalties as may be the case in certain non-consumer Alternative Credit). In the event of a prepayment of the entire remaining unpaid principal amount of a loan, the Fund will receive such prepayment amount, but further interest will not accrue on the loan after the principal has been paid in full. If the borrower prepays a portion of the remaining unpaid principal balance, interest will cease to accrue on such prepaid portion, and the Fund will not receive all of the interest payments that the Adviser may have originally expected to receive on the loan.

Private Investment Funds Risk. The Fund, as a direct and indirect holder of securities issued by private investment funds, will bear a pro rata share of the vehicles’ expenses, including

 

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management and performance fees. The performance fees charged by certain private investment funds may create an incentive for its manager to make investments that are riskier and/or more speculative than those it might have made in the absence of a performance fee. Furthermore, private investment fund are subject to specific risks, depending on the nature of the vehicle, and also may employ leverage such that their returns are more than one times that of their benchmark which could amplify losses suffered by the Fund when compared to unleveraged investments. Shareholders of the private investment fund are not entitled to the protections of the 1940 Act.

Real Estate Investment Risk. The Fund invests in Real Estate Companies, such as REITs, which expose investors to the risks of owning real estate directly, as well as to risks that relate specifically to the way in which Real Estate Companies are organized and operated. Real estate is highly sensitive to general and local economic conditions and developments and is characterized by intense competition and periodic overbuilding. Many Real Estate Companies, including REITs, utilize leverage (and some may be highly leveraged), which increases investment risk and the risk normally associated with debt financing, and could potentially increase the Fund’s losses. Rising interest rates could result in higher costs of capital for Real Estate Companies, which could negatively affect a Real Estate Company’s ability to meet its payment obligations or its financing activity and could decrease the market prices for REITs and for properties held by such REITs. In addition, to the extent a Real Estate Company has its own expenses, the Fund (and indirectly, its shareholders) will bear its proportionate share of such expenses. Real Estate Companies may be subject to concentration risk, interest rate risk, leverage risk, illiquidity risk and regulatory risks associated with applicable domestic and foreign laws.

Regulatory and Other Risks Associated with Platforms and Alternative Credit. The platforms through which Alternative Credit are originated are subject to various statutes, rules and regulations issued by federal, state and local government authorities. A failure to comply with the applicable laws, rules and regulations may, among other things, subject the platform or its related entities to certain registration requirements with government authorities and result in the payment of any penalties and fines; result in the revocation of their licenses; cause the loan contracts originated by the platform to be voided or otherwise impair the enforcement of such loans; and subject them to potential civil and criminal liability, class action lawsuits and/or administrative or regulatory enforcement actions. Any of the foregoing could have a material adverse effect on a platform’s financial condition, results of operations or ability to perform its obligations with respect to its lending business or could otherwise result in modifications in the platform’s methods of doing business which could impair the platform’s ability to originate or service Alternative Credit or collect on Alternative Credit.

Alternative Credit industry participants, including platforms, may be subject in certain cases to increased risk of litigation alleging violations of federal and state laws and regulations and consumer law torts, including unfair or deceptive practices. Moreover, Alternative Credit generally are written using standardized documentation. Thus, many borrowers may be similarly situated in so far as the provisions of their respective contractual obligations are concerned. Accordingly, allegations of violations of the provisions of applicable federal or state consumer protection laws could potentially result in a large class of claimants asserting claims against the platforms and other related entities. However, some borrower agreements contain arbitration provisions that would possibly limit or preclude class action litigation with respect to claims of borrowers.As noted above, each of the platforms through which the Fund may invest may adhere to a novel or different

 

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business model, resulting in uncertainty as to the regulatory environment applicable to a particular platform and the Fund.

If the platforms’ ability to be the assignee and beneficiary of a funding bank’s ability to export the interest rates, and related terms and conditions, permitted under the laws of the state where the bank is located to borrowers in other states was determined to violate applicable lending laws, this could subject the platforms to the interest rate restrictions, and related terms and conditions, of the lending or usury laws of each of the states in which it operates. The result would be a complex patchwork of regulatory restrictions that could materially and negatively impact the platforms’ operations and ability to operate, in which case they may be forced to terminate or significantly alter their business and activities, resulting in a reduction in the volume of loans available for investment for lenders such as the Fund.

In addition, numerous statutory provisions, including federal bankruptcy laws and related state laws, may interfere with or affect the ability of a creditor to enforce an Alternative Credit investment. It is possible that a period of adverse economic conditions resulting in high defaults and delinquencies on Alternative Credit will increase the potential bankruptcy risk to platforms and its related entities.

The regulatory environment applicable to platforms and their related entities may be subject to periodic changes. Any such changes could have an adverse effect on the platforms’ and related entities’ costs and ability to operate. The platforms would likely seek to pass through any increase in costs to lenders such as the Fund. Further, changes in the regulatory application or judicial interpretation of the laws and regulations applicable to financial institutions generally and alternative credit in particular also could impact the manner in which the alternative credit industry conducts its business. The regulatory environment in which financial institutions operate has become increasingly complex and robust, and supervisory efforts to apply relevant laws, regulations and policies have become more intense.

Risk of Adverse Market and Economic Conditions. Alternative Credit default rates, and Alternative Credit generally, may be significantly affected by economic downturns or general economic conditions beyond the control of any borrowers. In particular, default rates on Alternative Credit may increase due to factors such as prevailing interest rates, the rate of unemployment, the level of consumer confidence, residential real estate values, the value of the U.S. dollar, energy prices, changes in consumer spending, the number of personal bankruptcies, disruptions in the credit markets and other factors. A significant downturn in the economy could cause default rates on Alternative Credit to increase. A substantial increase in default rates, whether due to market and economic conditions or otherwise, could adversely impact the viability of the overall alternative credit industry.

Risks of Concentration in the Financials Sector. A fund concentrated in a single industry or group of industries is likely to present more risks than a fund that is broadly diversified over several industries or groups of industries. Compared to the broad market, an individual sector may be more strongly affected by changes in the economic climate, broad market shifts, moves in a particular dominant stock or regulatory changes. Thus, the Fund’s concentration in securities of companies within industries in the financial sector may make it more susceptible to adverse economic or regulatory occurrences affecting this sector, such as changes in interest rates, loan concentration and competition.

 

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Risk of Inadequate Guarantees and/or Collateral of Alternative Credit. To the extent that the obligations under an Alternative Credit investment are guaranteed by a third-party, there can be no assurance that the guarantor will perform its payment obligations should the underlying borrower to the loan default on its payments. Similarly, to the extent an Alternative Credit investment is secured, there can be no assurance as to the amount of any funds that may be realized from recovering and liquidating any collateral or the timing of such recovery and liquidation and hence there is no assurance that sufficient funds (or, possibly, any funds) will be available to offset any payment defaults that occur under the Alternative Credit investment. In addition, if it becomes necessary to recover and liquidate any collateral with respect to a secured Alternative Credit investment, it may be difficult to sell such collateral and there will likely be associated costs that would reduce the amount of funds otherwise available to offset the payments due under the loan.

If a borrower of a secured Alternative Credit investment enters bankruptcy, an automatic stay of all proceedings against such borrower’s property will be granted. This stay will prevent any recovery and liquidation of the collateral securing such loan, unless relief from the stay can be obtained from the bankruptcy court. There is no guarantee that any such relief will be obtained. Significant legal fees and costs may be incurred in attempting to obtain relief from a bankruptcy stay from the bankruptcy court and, even if such relief is ultimately granted, it may take several months or more to obtain.

Risk of Regulation as an Investment Company or an Investment Adviser. If platforms or any related entities are required to register as investment companies under the 1940 Act or as investment advisers under the Investment Advisers Act of 1940, their ability to conduct business may be materially adversely affected, which may result in such entities being unable to perform their obligations with respect to their Alternative Credit investments, including applicable indemnity, guaranty, repurchasing and servicing obligations, and any contracts entered into by a platform or related entity while in violation of the registration requirements may be voidable.

Risks Associated with Recent Events in the Alternative Credit Industry. The alternative credit industry is heavily dependent on investors for liquidity and at times during the recent past, there has been some decreasing interest from institutional investors in purchasing Alternative Credit (due both to yield and performance considerations as well as reactions to platform and industry events described below), causing some platforms to increase rates. In addition, there is concern that a weakening credit cycle could stress servicing of Alternative Credit and result in significant losses.

In early 2016, concerns were raised pertaining to certain loan identification practices and other compliance related issues of LendingClub. Those resulted in top management changes at LendingClub and class action lawsuits being filed against LendingClub after its stock precipitously dropped, and as a result, increased volatility in the industry and caused some institutional investors to retrench from purchasing Alternative Credit Instruments, either from LendingClub specifically or in general with respect to any Alternative Credit Instruments. LendingClub entered into a settlement with the SEC in September 2018 related to these events. While the industry has stabilized after these events, the occurrence of any additional negative business practices involving an alternative credit platform, or the inability for alternative credit platforms to assure investors and other market participants of its ability to conduct business practices acceptable to borrowers and investors, may significantly and adversely impact the platforms and/or the alternative credit industry as a whole and, therefore, the Fund’s investments in Alternative Credit Instruments.

 

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There has been increased regulatory scrutiny of the Alternative Credit industry, including in white papers issued by the U.S. Department of the Treasury and the OCC and in state investigations into Alternative Credit platforms. In addition, an increasing number of lawsuits have been filed in various states alleging that Alternative Credit platforms are the true lenders and not the funding banks. It is possible that litigation or regulatory actions may challenge funding banks’ status as a loan’s true lender, and if successful, platform operators or loan purchasers may become subject to state licensing and other consumer protection laws and requirements. If the platform operators or subsequent assignees of the loans were found to be the true lender of the loans, the loans could be void or voidable or subject to rescission or reduction of principal or interest paid or to be paid in whole or in part or subject to damages or penalties.

Servicer Risk. The Fund expects that all of its direct and indirect investments in loans originated by alternative credit platforms will be serviced by a platform or a third-party servicer. However, the Fund’s investments could be adversely impacted if a platform that services the Fund’s investments becomes unable or unwilling to fulfill its obligations to do so. In the event that the servicer is unable to service the loans, there can be no guarantee that a backup servicer will be able to assume responsibility for servicing the loans in a timely or cost-effective manner; any resulting disruption or delay could jeopardize payments due to the Fund in respect of its investments or increase the costs associated with the Fund’s investments. If the servicer becomes subject to a bankruptcy or similar proceeding, there is some risk that the Fund’s investments could be re-characterized as secured loans from the Fund to the platform, which could result in uncertainty, costs and delays from having the Fund’s investment deemed part of the bankruptcy estate of the platform, rather than an asset owned outright by the Fund. To the extent the servicer becomes subject to a bankruptcy or similar proceeding, there is a risk that substantial losses will be incurred by the Fund.

Small and Mid-Capitalization Investing Risk. The Fund may gain exposure to the securities of small capitalization companies, mid-capitalization companies and recently organized companies. For example, the Fund may invest in securities of alternative credit platforms or may gain exposure to other small capitalization, mid-capitalization and recently organized companies through investments in the borrowings of such companies facilitated through an alternative credit platform. Historically, such investments, and particularly investments in smaller capitalization companies, have been more volatile in price than those of larger capitalized, more established companies.

SME Loans Risk. The businesses of SME loan borrowers may not have steady earnings growth, may be operated by less experienced individuals, may have limited resources and may be more vulnerable to adverse general market or economic developments, among other concerns, which may adversely affect the ability of such borrowers to make principal and interest payments on the SME loans. Certain SMEs may be unable to effectively access public equity or debt markets. The average interest rate charged to, or required of, such obligors generally is higher than that charged by commercial banks and other institutions providing traditional sources of credit or that set by the debt market. These traditional sources of credit typically impose more stringent credit requirements than the loans provided by certain platforms through which the Fund may make its investments.

 

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Specialty Finance and Other Financial Companies Risk. The profitability of specialty finance and other financial companies is largely dependent upon the availability and cost of capital funds, and may fluctuate significantly in response to changes in interest rates, as well as changes in general economic conditions. Any impediments to a specialty finance or other financial company’s access to capital markets, such as those caused by general economic conditions or a negative perception in the capital markets of the company’s financial condition or prospects, could adversely affect such company’s business. From time to time, severe competition may also affect the profitability of specialty finance and other financial companies.

Specialty finance and other financial companies are subject to rapid business changes, significant competition, value fluctuations due to the concentration of loans in particular industries significantly affected by economic conditions (such as real estate or energy) and volatile performance based upon the availability and cost of capital and prevailing interest rates. In addition, credit and other losses resulting from the financial difficulties of borrowers or other third parties potentially may have an adverse effect on companies in these industries. Credit losses or mergers, acquisitions, or bankruptcies of financial firms could make it difficult for specialty finance and other financial companies to obtain financing on favorable terms or at all, which would seriously affect the profitability of such firms. Furthermore, accounting rule changes, including with respect to the standards regarding the valuation of assets, consolidation in the financial industry and additional volatility in the stock market have the potential to significantly impact specialty finance companies as well.

Specialty finance and other financial companies in general are subject to extensive governmental regulation, which may change frequently. Regulatory changes could cause business disruptions or result in significant loss of revenue to companies in which the Fund invests, and there can be no assurance as to the actual impact that these laws and their regulations will have on the financial markets and the Fund’s investments in specialty finance and other financial companies. Specialty finance and other financial companies in a given country may be subject to greater governmental regulation than many other industries, and changes in governmental policies and the need for regulatory approval may have a material effect on the services offered by companies in the financial services industry. Governmental regulation may limit both the financial commitments banks can make, including the amounts and types of loans, and the interest rates and fees they can charge. In addition, governmental regulation in certain foreign countries may impose interest rate controls, credit controls and price controls.

Under current regulations of the SEC, the Fund may not invest more than 5% of its total assets in the securities of any company that derives more than 15% of its gross revenues from securities brokerage, underwriting or investment management activities. In addition, the Fund may not acquire more than 5% of the outstanding equity securities, or more than 10% of the outstanding principal amount of debt securities, of any such company. This may limit the Fund’s ability to invest in certain specialty finance and other financial companies.

Banks may invest and operate in an especially highly regulated environment and are subject to extensive supervision by numerous federal and state regulatory agencies including, but not limited to, the Federal Reserve Board, the Federal Deposit Insurance Corporation and state banking authorities. Changes in regulations and governmental policies and accounting principles could adversely affect the business and operations of banks in which the Fund invests.

 

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Savings institutions frequently have a large proportion of their assets in the form of loans and securities secured by residential real estate. As a result, the financial condition and results of operations of such savings institutions would likely be affected by the conditions in the residential real estate markets in the areas in which these savings institutions do business.

Leasing companies can be negatively impacted by changes in tax laws which affect the types of transactions in which such companies engage.

The performance of the Fund’s investments in insurance companies will be subject to risk from several additional factors. The earnings of insurance companies will be affected by, in addition to general economic conditions, pricing (including severe pricing competition from time to time), claims activity and marketing competition. Insurance companies are subject to extensive governmental regulation, including the imposition of maximum rate levels, which may not be adequate for some lines of business. Proposed or potential anti-trust or tax law changes also may affect adversely insurance companies’ policy sales, tax obligations and profitability.

SPAC Risks. SPACs are collective investment structures that pool funds in order to seek potential acquisition opportunities. Unless and until an acquisition is completed, a SPAC generally invests its assets (less an amount to cover expenses) in U.S. government securities, money market fund securities and cash. SPACs and similar entities may be blank check companies with no operating history or ongoing business other than to seek a potential acquisition. Accordingly, the value of their securities is particularly dependent on the ability of the entity’s management to identify and complete a profitable acquisition. Certain SPACs may seek acquisitions only in limited industries or regions, which may increase the volatility of their prices. If an acquisition that meets the requirements for the SPAC is not completed within a predetermined period of time, the invested funds are returned to the entity’s shareholders. Investments in SPACs may be illiquid and/or be subject to restrictions on resale. To the extent the SPAC is invested in cash or similar securities, this may impact a Fund’s ability to meet its investment objective. The inclusion of SPAC Risks under the Risk Factors section is a material change since the prior disclosure date.

Student Loans Risk. In general, the repayment ability of borrowers of student loans, as well as the rate of prepayments on student loans, may be influenced by a variety of economic, social, competitive and other factors, including changes in interest rates, the availability of alternative financings, regulatory changes affecting the student loan market and the general economy. For instance, certain student loans may be made to individuals who generally have higher debt burdens than other individual borrowers (such as students of post-secondary programs). The effect of the foregoing factors is impossible to predict.

Valuation Risk. Many of the Fund’s investments may be difficult to value. Where market quotations are not readily available or deemed unreliable, the Fund will value such investments in accordance with fair value procedures adopted by the Board of Directors. Valuation of illiquid investments may require more research than for more liquid investments. In addition, elements of judgment may play a greater role in valuation in such cases than for investments with a more active secondary market because there is less reliable objective data available. An instrument that is fair valued may be valued at a price higher or lower than the value determined by other funds using their own fair valuation procedures. Prices obtained by the Fund upon the sale of such investments may not equal the value at which the Fund carried the investment on its books, which would adversely affect the NAV of the Fund.

 

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Tax Risk. The treatment of Alternative Credit and other Alternative Credit Instruments for tax purposes is uncertain. In addition, changes in tax laws or regulations, or interpretations thereof, in the future could adversely affect the Fund, including its ability to qualify as a regulated investment company, or the participants in the alternative credit industry. Investors should consult their tax advisors as to the potential tax treatment of Shareholders.

The Fund intends to elect to be treated as a regulated investment company for federal income tax purposes. In order to qualify for such treatment, the Fund will need to meet certain organization, income, diversification and distribution tests. The Fund has adopted policies and guidelines that are designed to enable the Fund to meet these tests, which will be tested for compliance on a regular basis for the purposes of being treated as a regulated investment company for federal income tax purposes. However, some issues related to qualification as a regulated investment company are open to interpretation. For example, the Fund intends to primarily invest in whole loans originated by alternative credit platforms. Chapman and Cutler LLP has given the Fund its opinion that the issuer of such loans will be the identified borrowers in the loan documentation. However, if the IRS were to disagree and successfully assert that the alternative credit platforms should be viewed as the issuer of the loans, the Fund would not satisfy the regulated investment company diversification tests. Chapman and Cutler LLP has given its opinion that, if the Fund follows its methods of operation as described in the Registration Statement and its compliance manual, the Fund will satisfy the regulated investment company diversification tests. If, for any taxable year, the Fund did not qualify as a regulated investment company for U.S. federal income tax purposes, it would be treated as a U.S. corporation subject to U.S. federal income tax at the Fund level, and possibly state and local income tax, and distributions to shareholders would not be deductible by the Fund in computing its taxable income.

Structural and Market-Related Risks:

Anti-Takeover Provisions. Maryland law and the Fund’s Charter and Bylaws include provisions that could limit the ability of other entities or persons to acquire control of the Fund or to convert the Fund to open-end status, including the adoption of a staggered Board of Directors and the supermajority voting requirements. These provisions could deprive the common shareholders of opportunities to sell their common shares at a premium over the then current market price of the common shares or at NAV.

Controlling Shareholder Risk. The Shares may be held by a Shareholder, such as a RiverNorth Fund, or a group of Shareholders that may own a significant percentage of the Fund for an indefinite period of time. As long as a RiverNorth Fund holds a substantial amount of the Fund’s Shares, it may be able to exercise a controlling influence in matters submitted to a vote of Shareholders. The ability to exercise a controlling influence over the Fund may result in conflicts of interest because, among other things, the Adviser is the investment adviser of the Fund and each of the RiverNorth Funds.

Cybersecurity Risk. A cybersecurity breach may disrupt the business operations of the Fund or its service providers. A breach may allow an unauthorized party to gain access to Fund assets, customer data, or proprietary information, or cause the Fund and/or its service providers to suffer data corruption or lose operational functionality.

Distribution Policy Risks. The Fund makes distributions to Shareholders on a monthly basis in an amount equal to 10% annually of the Fund’s NAV per Share. These fixed distributions are not

 

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related to the amount of the Fund’s net investment income or net realized capital gains. If, for any monthly distribution, net investment income and net realized capital gains were less than the amount of the distribution, the difference would be distributed from the Fund’s assets. The Fund’s distribution rate is not a prediction of what the Fund’s actual total returns will be over any specific future period.

A portion or all of any distribution of the Fund may consist of a return of capital. A return of capital represents the return of a Shareholder’s original investment in the Shares, and should not be confused with a dividend from profits and earnings. Such distributions are generally not treated as taxable income for the investor. Instead, Shareholders will experience a reduction in the basis of their Shares, which may increase the taxable capital gain, or reduce capital loss, realized upon the sale of such Shares. Upon a sale of their Shares, Shareholders generally will recognize capital gain or loss measured by the difference between the sale proceeds received by the Shareholder and the Shareholder’s federal income tax basis in the Shares sold, as adjusted to reflect return of capital. It is possible that a return of capital could cause a Shareholder to pay a tax on capital gains with respect to Shares that are sold for an amount less than the price originally paid for them. Shareholders are advised to consult with their own tax advisers with respect to the tax consequences of their investment in the Fund. The Fund’s distribution policy may result in the Fund making a significant distribution in December of each year in order to maintain the Fund’s status as a regulated investment company. Depending upon the income of the Fund, such a year-end distribution may be taxed as ordinary income to investors.

Inflation/Deflation Risk. Inflation risk is the risk that the value of assets or income from investments will be worth less in the future as inflation decreases the value of money. As inflation increases, the real value of Shares and distributions can decline. Deflation risk is the risk that prices throughout the economy decline over time – the opposite of inflation. Deflation may have an adverse effect on the creditworthiness of issuers and may make issuer defaults more likely, which may result in a decline in the value of the Fund’s portfolio.

Leverage Risks. Leverage is a speculative technique that exposes the Fund to greater risk and increased costs than if it were not implemented. Increases and decreases in the value of the Fund’s portfolio will be magnified when the Fund uses leverage. As a result, leverage may cause greater changes in the Fund’s net asset value. The leverage costs may be greater than the Fund’s return on the underlying investments made from the proceeds of leverage. The Fund’s leveraging strategy may not be successful.

Liquidity Risks. Although the Shares are listed on the NYSE, there might be no or limited trading volume in the Fund’s Shares. Moreover, there can be no assurance that the Fund will continue to meet the listing eligibility requirements of a national securities exchange. Accordingly, investors may be unable to sell all or part of their Shares in a particular timeframe. Shares in the Fund are therefore suitable only for investors that can bear the risks associated with the limited liquidity of Shares and should be viewed as a long-term investment. In addition, although the Fund conducts quarterly repurchase offers of its Shares, there is no guarantee that all tendered Shares will be accepted for repurchase or that Shareholders will be able to sell all of the Shares they desire in a quarterly repurchase offer. In certain instances, repurchase offers may be suspended or postponed.

Unlike open-end funds (commonly known as mutual funds) which generally permit redemptions on a daily basis, Shares will not be redeemable at an investor’s option (other than pursuant to the

 

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Additional Information

  June 30, 2020 (Unaudited)

 

Fund’s repurchase policy, as defined below). The NAV of the Shares may be volatile. As the Shares are not traded, investors may not be able to dispose of their investment in the Fund no matter how poorly the Fund performs. The Fund is designed for long-term investors and not as a trading vehicle. Moreover, the Shares will not be eligible for “short sale” transactions or other directional hedging products.

Management Risk and Reliance on Key Personnel. The Adviser will apply investment techniques and risk analyses in making investment decisions for the Fund, but there can be no guarantee that these will produce the desired results. The Adviser’s judgments about the attractiveness, value and potential appreciation of an alternative credit platform or individual security in which the Fund invests may prove to be incorrect. In addition, the implementation of the Fund’s investment strategies depends upon the continued contributions of certain key employees of the Adviser, some of whom have unique talents and experience and would be difficult to replace.

Non-Diversification Risk. The Fund is classified as “non-diversified,” which means the Fund may invest a larger percentage of its assets in the securities of a smaller number of issuers than a diversified fund. Investment in securities of a limited number of issuers exposes the Fund to greater market risk and potential losses than if its assets were diversified among the securities of a greater number of issuers.

Potential Conflicts of Interest. The Adviser manages and/or advises other investment funds or accounts with the same or similar investment objectives and strategies as the Fund, and as a result, may face conflicts of interest regarding the implementation of the Fund’s strategy and allocation between funds and accounts. This may limit the Fund’s ability to take full advantage of the investment opportunity or affect the market price of the investment. The Adviser may also have incentives to favor one account over another due to different fees paid to such accounts. While the Adviser has adopted policies and procedures that address these potential conflicts of interest, there is no guarantee that the policies will be successful in mitigating the conflicts of interest that arise. In addition, the Fund’s use of leverage will increase the amount of fees paid to the Adviser, creating a financial incentive for the Adviser to leverage the Fund.

Regulation as Lender Risk. The loan industry is highly regulated and loans made through lending platforms are subject to extensive and complex rules and regulations issued by various federal, state and local government authorities. One or more regulatory authorities may assert that the Fund, when acting as a lender under the platforms, is required to comply with certain laws or regulations which govern the consumer or commercial (as applicable) loan industry. If the Fund were required to comply with additional laws or regulations, it would likely result in increased costs for the Fund and may have an adverse effect on its results or operations or its ability to invest in Alternative Credit and certain Alternative Credit Instruments. In addition, although in most cases the Fund is not currently required to hold a license in connection with the acquisition and ownership of Alternative Credit, certain states require (and other states could in the future take a similar position) that lenders under alternative credit platforms or holders of Alternative Credit investments be licensed. Such a licensing requirement could subject the Fund to a greater level of regulatory oversight by state governments as well as result in additional costs for the Fund. If required but unable to obtain such licenses, the Fund may be forced to cease investing in loans issued to borrowers in the states in which licensing may be required. To the extent required or determined to be necessary or advisable, the Fund intends to obtain such licenses in order to pursue its investment strategy.

 

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RiverNorth Specialty Finance Corporation

   

Additional Information

  June 30, 2020 (Unaudited)

 

Repurchase Policy Risks. Repurchases of Shares will reduce the amount of outstanding Shares and, thus, the Fund’s net assets. To the extent that additional Shares are not sold, a reduction in the Fund’s net assets may increase the Fund’s expense ratio (subject to the Adviser’s reimbursement of expenses) and limit the investment opportunities of the Fund.

If a repurchase offer is oversubscribed by Shareholders, the Fund will repurchase only a pro rata portion of the Shares tendered by each Shareholder. In addition, because of the potential for such proration, Shareholders may tender more Shares than they may wish to have repurchased in order to ensure the repurchase of a specific number of their Shares, increasing the likelihood that other Shareholders may be unable to liquidate all or a given percentage of their investment in the Fund. To the extent Shareholders have the ability to sell their Shares to the Fund pursuant to a repurchase offer, the price at which a Shareholder may sell Shares, which will be the NAV per Share most recently determined as of the last day of the offer, may be lower than the price that such Shareholder paid for its Shares.

The Fund may find it necessary to hold a portion of its net assets in cash or other liquid assets, sell a portion of its portfolio investments or borrow money in order to finance any repurchases of its Shares. The Fund may accumulate cash by holding back (i.e., not reinvesting or distributing to Shareholders) payments received in connection with the Fund’s investments, which could potentially limit the ability of the Fund to generate income. The Fund also may be required to sell its more liquid, higher quality portfolio investments to purchase Shares that are tendered, which may increase risks for remaining Shareholders and increase Fund expenses. Although most, if not all, of the Fund’s investments are expected to be illiquid and the secondary market for such investments is likely to be limited, the Fund believes it would be able to find willing purchasers of its investments if such sales were ever necessary to supplement such cash generated by payments received in connection with the Fund’s investments. However, the Fund may be required to sell such investments during times and at prices when it otherwise would not, which may cause the Fund to lose money. The Fund may also borrow money in order to meet its repurchase obligations. There can be no assurance that the Fund will be able to obtain financing for its repurchase offers. If the Fund borrows to finance repurchases, interest on any such borrowings will negatively affect Shareholders who do not tender their Shares in a repurchase offer by increasing the Fund’s expenses (subject to the Adviser’s reimbursement of expenses) and reducing any net investment income. The purchase of Shares by the Fund in a repurchase offer may limit the Fund’s ability to participate in new investment opportunities.

In the event a Shareholder chooses to participate in a repurchase offer, the Shareholder will be required to provide the Fund with notice of intent to participate prior to knowing what the repurchase price will be on the repurchase date. Although the Shareholder may have the ability to withdraw a repurchase request prior to the repurchase date, to the extent the Shareholder seeks to sell Shares to the Fund as part of a repurchase offer, the Shareholder will be required to do so without knowledge of what the repurchase price of the Shares will be on the repurchase date. It is possible that general economic and market conditions could cause a decline in the NAV per Share prior to the repurchase date.

Risks Associated with Additional Offerings. There are risks associated with offerings of additional common or preferred shares of the Fund. The voting power of current shareholders will be diluted to the extent that current shareholders do not purchase shares in any future offerings of shares or

 

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Additional Information

  June 30, 2020 (Unaudited)

 

do not purchase sufficient shares to maintain their percentage interest. In addition, the sale of shares in an offering may have an adverse effect on prices in the secondary market for the Fund’s shares by increasing the number of shares available, which may put downward pressure on the market price of the Fund’s Shares. These sales also might make it more difficult for the Fund to sell additional equity securities in the future at a time and price the Fund deems appropriate.

Secondary Market for the Common Shares. The issuance of shares of the Fund through the Fund’s dividend reinvestment plan (“Plan“) may have an adverse effect on the secondary market for the Fund’s shares. The increase in the number of outstanding shares resulting from the issuances pursuant to the Plan and the discount to the market price at which such shares may be issued, may put downward pressure on the market price for the shares. When the shares are trading at a premium, the Fund may also issue shares that may be sold through private transactions effected on the NYSE or through broker-dealers. The increase in the number of outstanding shares resulting from these offerings may put downward pressure on the market price for such shares.

Other Investment-Related Risks:

Equity Securities Risks. Equity securities are subject to general movements in the stock market, and a significant drop in the stock market may depress the price of securities to which the Fund may have exposure. Equity securities typically have greater price volatility than fixed-income securities. The market price of equity securities owned by the Fund may go down, sometimes rapidly or unpredictably. Equity securities may decline in value due to factors affecting equity securities markets generally, particular industries represented by those markets, or factors directly related to a specific company, such as decisions made by its management.

Exchange-Traded Note Risks. The Fund may invest in ETNs, which are notes representing unsecured debt of the issuer. ETNs are typically linked to the performance of an index plus a specified rate of interest that could be earned on cash collateral. The value of an ETN may be influenced by time to maturity, level of supply and demand for the ETN, volatility and lack of liquidity in underlying markets, changes in the applicable interest rates, changes in the issuer’s credit rating and economic, legal, political or geographic events that affect the referenced index. ETNs typically mature 30 years from the date of issue. There may be restrictions on the Fund’s right to liquidate its investment in an ETN prior to maturity (for example, the Fund may only be able to offer its ETN for repurchase by the issuer on a weekly basis), and there may be limited availability of a secondary market.

Investment Company Risks. The Fund will incur higher and additional expenses when it invests in other investment companies such as ETFs. There is also the risk that the Fund may suffer losses due to the investment practices or operations of such other investment companies. To the extent that the Fund invests in one or more investment companies that concentrate in a particular industry, the Fund would be vulnerable to factors affecting that industry and the performance of such investment companies, and that of the Fund, may be more volatile than investment companies that do not concentrate in a particular industry. The investment companies in which the Fund invests are not subject to the Fund’s investment policies and restrictions.

The ETFs (and other index funds) in which the Fund may invest may not be able to replicate exactly the performance of the indices they track due to transactions costs and other expenses of the ETFs. ETFs may not be able to match or outperform their benchmarks. The Fund may be restricted by

 

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RiverNorth Specialty Finance Corporation

   

Additional Information

  June 30, 2020 (Unaudited)

 

provisions of the 1940 Act that generally limit the amount the Fund and its affiliates can invest in any one investment company to 3% of such company’s outstanding voting stock. However, pursuant to exemptive orders issued by the SEC to various ETF fund sponsors, the Fund is permitted to invest in certain ETFs in excess of the limits set forth in the 1940 Act subject to the terms and conditions set forth in such exemptive orders.

Portfolio Manager Information

There have been no changes in the Fund’s portfolio managers or background since the prior disclosure date.

Fund Organizational Structure

Since the prior disclosure date, there have been no changes in the Fund’s charter or by-laws that would delay or prevent a change of control of the Fund that have not been approved by shareholders.

 

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Independent Directors

  June 30, 2020

 

The following table provides information regarding each Director who is not an “interested person” of the Company, as defined in the 1940 Act.

 

Name,

Address1

and Year of

Birth

  Position(s)
Held with
Fund
  Term of
Office/Length
of Time
Served
 

Principal

Occupation(s)

During Past 5 Years

  Number of
Portfolios
in Fund
Complex
Overseen
by
Director2
 

Other Directorships

Held by Director

During Past 5 Years

John K. Carter (1961)   Director   Initial term expires in 2021. Has served since 2019.   Partner, Law Office of John K. Carter, P.A. dba Carter Reymann Law, P.A. (a general practice and corporate law firm)(2015 to present); Managing Partner, Global Recruiters of St. Petersburg (a financial services consulting and recruiting firm) (2012 to 2015).   8   Carillon Mutual Funds (12 funds) (2019 to present); (1 fund) (2016 to present); RiverNorth/DoubleLine Strategic Opportunity Fund, Inc. (1 fund) (2016 to present); RiverNorth Funds (3 funds) (2013 to present); RiverNorth Opportunities Fund, Inc. (1 fund)(2013 to present); RiverNorth Opportunistic Municipal Income Fund, Inc. (1 fund) (2018 to present).
John S. Oakes (1943)   Director   Initial term expires in 2021. Has served since 2019.   Principal, Financial Search and Consulting (a recruiting and consulting firm) (2013 to present).   9  

RiverNorth Opportunities Fund, Inc. (2013 to present); RiverNorth Managed Duration Municipal Income Fund Inc. (2019 to present); RiverNorth Opportunistic Municipal Income Fund, Inc., (2018 to present) RiverNorth/DoubleLine Strategic Opportunity Fund, Inc. (2019 to present); RiverNorth Funds (3 funds) (2018 to present); RiverNorth Flexible Municipal Income Fund, Inc. (2020 to present).

 

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Table of Contents

RiverNorth Specialty Finance Corporation

   

Independent Directors

  June 30, 2020

 

Name,

Address1

and Year of

Birth

  Position(s)
Held with
Fund
  Term of
Office/Length
of Time
Served
 

Principal

Occupation(s)

During Past 5 Years

  Number of
Portfolios
in Fund
Complex
Overseen
by
Director2
 

Other Directorships

Held by Director

During Past 5 Years

J. Wayne

Hutchens

(1944)

  Director   Initial term expires in 2022. Has served since 2019.   Mr. Hutchens is currently retired. Mr. Hutchens is Trustee of the Denver Museum of Nature and Science (2000 to present), Director of AMG National Trust Bank (June 2012 to present)and Trustee of Children’s Hospital Colorado (May 2012 to present). Prior to these positions, Mr. Hutchens spent 29 years in the banking industry, retiring as Chariman of Chase Bank Colorado.   6  

RiverNorth Opportunities Fund, Inc. (2013 to present); RiverNorth Managed Duration Municipal Income Fund Inc. (2019 to present); ALPS Series Trust (9 funds) (2012 to present); RiverNorth/DoubleLine Strategic Opportunity Fund, Inc. (2019 to present); RiverNorth Flexible Municipal Income Fund, Inc. (2020 to present); RiverNorth Opportunistic Municipal Income Fund, Inc (2018 to present).

David M.

Swanson

(1957)

  Director   Initial term expires in 2022. Has served since 2019.   Founder & Managing Partner of SwanDog Strategic Marketing since 2006.   9  

RiverNorth Opportunities Fund, Inc. (2013 to present); RiverNorth Managed Duration Municipal Income Fund Inc. (2019 to present); RiverNorth Opportunistic Municipal Income Fund, Inc. (2018 to present); RiverNorth/DoubleLine Strategic Opportunity Fund, Inc. (2019 to present); RiverNorth Funds (3 funds) (2018 to present); Managed Portfolio Series (38 funds) (2011 to present); ALPS Variable Investment Trust (7 funds) (2006 to present); RiverNorth Flexible Municipal Income Fund, Inc. (2020 to present).

 

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Independent Directors

  June 30, 2020

 

1 

The mailing address of each Director is 325 N. LaSalle Street, Suite 645, Chicago, IL 60654.

 

2 

The “Fund Complex” consists of the RiverNorth Core Opportunity Fund, the RiverNorth/DoubleLine Strategic Income Fund, and the RiverNorth/Oaktree High Income Fund, each a series of the RiverNorth Funds, RiverNorth Opportunities Fund, Inc., RiverNorth DoubleLine Strategic Opportunity Fund, Inc., RiverNorth Opportunistic Municipal Income Fund, Inc., RiverNorth Flexible Municipal Income Fund, Inc., and RiverNorth Managed Duration Municipal Income Fund, Inc.

 

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Table of Contents

RiverNorth Specialty Finance Corporation

   

Interested Directors and Officers

  June 30, 2020

 

The following table provides information regarding each Director who is an “interested person” of the Company, as defined in the 1940 Act, and each officer of the Company.

 

Name,

Address1

and Year of

Birth

  Position(s)
Held with
Fund
 

Term of

Office/Length

of Time
Served

 

Principal
Occupation(s)

During Past 5 Years

  Number of
Portfolios
in Fund
Complex
Overseen
by
Director2
 

Other Directorships

Held by Director

During Past 5 Years

Patrick W.

Galley(3)

(1975)

  Director, Chairman and President   Initial term expires in 2020. Has served since 2019.  

Chief Investment Officer, RiverNorth Capital Management, LLC. (2004 to present).

CEO, RiverNorth Capital Management, LLC (since 2020).

  9  

(1 fund) (2016 to present); RiverNorth/ DoubleLine Strategic Opportunity Fund, Inc. (1 fund) (2016 to present); RiverNorth Funds (3 funds) (2006 to present); RiverNorth Opportunities Fund, Inc. (1 fund)(2013 to present); RiverNorth Opportunistic Municipal Income Fund, Inc. (1 fund) (2018 to present).

 

RiverNorth Managed Duration Municipal Income Fund, Inc (2019 to present), RiverNorth Flexible Municipal Income Fund, Inc. (2020 to present).

Jerry Raio(4)

(1964)

  Director   Initial term expires in 2020. Has served since 2019.   Managing Director - Head of Retail Origination, Wells Fargo (2005 to 2018).   6  

RiverNorth DoubleLine Strategic Opportunity Fund, Inc (2016 to present), RiverNorth Opportunities Fund, Inc. (2019 to present); RiverNorth Opportunistic Municipal Income Fund, Inc. (2018 to present); RiverNorth Managed Duration Municipal Income Fund, Inc (2019 to present), RiverNorth Flexible Municipal Income Fund, Inc. (2020 to present).

 

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Interested Directors and Officers

  June 30, 2020

 

Name,

Address1

and Year of

Birth

  Position(s)
Held with
Fund
 

Term of

Office/Length

of Time
Served

 

Principal
Occupation(s)

During Past 5 Years

  Number of
Portfolios
in Fund
Complex
Overseen
by
Director2
 

Other Directorships

Held by Director

During Past 5 Years

Officers                    

Jonathan M. Mohrhardt

(1974)

  Chief Financial Officer and Treasurer   Has served since 2019.  

Chief Operating Officer, RiverNorth Capital Management LLC (2011 to present).

 

President, RiverNorth Capital Management, LLC (since 2020)

  N/A

 

 

 

 

 

  Board of Managers RiverNorth Capital Management, LLC (2010 to present); Board of Directors RiverNorth Holdings, Co. (2010 to present).
Marcus L. Collins (1968)   Chief Compliance Officer and Secretary   Has served since 2019.   General Counsel, RiverNorth Capital Management, LLC (2012 to present), Chief Compliance Officer, RiverNorth Capital Management, LLC (2012 to present).   N/A   N/A

 

1 

The mailing address of each Director and officer, unless otherwise noted, is 325 N. LaSalle Street, Suite 645, Chicago, IL 60654.

 

2 

The “Fund Complex” consists of the RiverNorth Core Opportunity Fund, the RiverNorth/DoubleLine Strategic Income Fund, and the RiverNorth/Oaktree High Income Fund, each a series of the RiverNorth Funds, RiverNorth Opportunities Fund, Inc., RiverNorth DoubleLine Strategic Opportunity Fund, Inc., RiverNorth Opportunistic Municipal Income Fund, Inc., RiverNorth Flexible Municipal Income Fund, Inc., and RiverNorth Managed Duration Municipal Income Fund, Inc.

 

3 

Patrick W. Galley is considered an “Interested” Director as defined in the 1940 Act, because he is an officer of the Company and Chief Investment Officer of the Fund’s investment adviser.

 

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Table of Contents

Board of Directors

Patrick W. Galley, CFA, Chairman

John K. Carter

John S. Oakes

J. Wayne Hutchens

David M. Swanson

Jerry R. Raio

Investment Adviser

RiverNorth Capital Management, LLC

Fund Administrator

U.S. Bank Global Fund Services

Transfer Agent

DST Systems, Inc.

Independent Registered Public Accounting Firm

KPMG LLP

Custodians

Millennium Trust Company

U.S. Bank, National Association

 

 

LOGO

RiverNorth Capital Management, LLC

325 N. LaSalle Street, Suite 645

Chicago, IL 60654

rivernorth.com

This report is provided for the general information of the shareholders of RiverNorth Specialty Finance Corporation. This report is not intended for distribution to prospective investors in the Fund, unless preceded or accompanied by an effective prospectus.


Table of Contents

Item 2. Code of Ethics.

(a) The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller or any persons performing similar functions on behalf of the registrant.

(b) For purposes of this item, “code of ethics” means written standards that are reasonably designed to deter wrongdoing and to promote:

(1) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;

(2) Full, fair, accurate, timely, and understandable disclosure in reports and documents that a registrant files with, or submits to, the Commission and in other public communications made by the registrant;

(3) Compliance with applicable governmental laws, rules, and regulations;

(4) The prompt internal reporting of violations of the code of ethics to an appropriate person or persons identified in the code of ethics; and

(5) Accountability for adherence to the code of ethics.

(c) Amendments: During the period covered by this report, no amendments were made to the provisions of the code of ethics adopted in 2(a) above.

(d) Waivers: During the period covered by this report, no implicit or explicit waivers to the provisions of the code of ethics adopted in
2(a) above were granted.

(e) Posting: We do not intend to post the code of ethics for the Officers or any amendments or waivers on a website.

(f) Availability: The code of ethics for the Officers can be obtained, free of charge by calling the toll free number for the appropriate Fund.

Item 3. Audit Committee Financial Expert.

The registrant’s board of directors has determined that there is at least one audit committee financial expert serving on its audit committee. J. Wayne Hutchens is the “audit committee financial expert” and is considered to be “independent” as each term is defined in Item 3 of Form N-CSR.

Item 4. Principal Accountant Fees and Services.

The registrant has engaged its principal accountant to perform audit services, audit-related services, tax services and other services during the past fiscal year. “Audit services” refer to performing an audit of the registrant’s annual financial statements or services that are normally

 

1


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provided by the accountant in connection with statutory and regulatory filings or engagements for that fiscal year. “Audit-related services” refer to the assurance and related services by the principal accountant that are reasonably related to the performance of the audit. “Tax services” refer to professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning. The following table details the aggregate fees billed or expected to be billed for the last fiscal year for audit fees, audit-related fees, tax fees and other fees by the principal accountant.

 

     Year Ended
6/30/20
     Year Ended
6/30/19
 

Audit Fees

   $ 150,000      $ 195,000  

Audit-Related Fees

   $ —        $ —    

Tax Fees

   $ 8,300      $ 8,000  

All Other Fees

   $ —        $ —    

The Audit Committee has adopted pre-approval policies and procedures that require the audit committee to pre-approve all audit and non-audit services of the registrant, including services provided to any entity affiliated with the registrant.

The percentage of fees billed by KPMG, LLP applicable to non-audit services pursuant to waiver of pre-approval requirement were as follows:

 

     Year Ended
6/30/20
    Year Ended
6/30/19
 

Audit-Related Fees

     0     0

Tax Fees

     0     0

All Other Fees

     0     0

All of the principal accountant’s hours spent on auditing the registrant’s financial statements were attributed to work performed by full-time permanent employees of the principal accountant.

The following table indicates the non-audit fees billed or expected to be billed by the registrant’s accountant for services to the registrant and to the registrant’s investment adviser (and any other controlling entity, etc.—not sub-adviser) for the last year. The Audit Committee of the Fund has considered whether the provision of non-audit services billed to the Adviser were compatible with maintaining the principal accountant’s independence.

 

Non-Audit Related Fees

   Year Ended
6/30/20
     Year Ended
6/30/19
 

Registrant

   $ —        $ —    

Registrant’s Investment Adviser

   $ —        $ —    

Item 5. Audit Committee of Listed Registrants.

The registrant is an issuer as defined in Rule 10A-3 under the Securities Exchange Act of 1934, (the “Act”) and has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Act. The independent members of the committee are as follows: John K. Carter, J. Wayne Hutchens, John S. Oakes and David M. Swanson.

 

2


Table of Contents

Item 6. Investments.

 

     Principal
Amount
     Cost      Market Value  

WHOLE LOANS - 47.13%(a)

        

Consumer Loans - 23.50%

        

SoFi - 23.50%

        

36-Month

        

146718, 8.62%, 02/01/2019(b)

   $ 15,066      $ 15,066      $ 1,120  

298172, 8.88%, 03/01/2020(b)

     16,690        16,690        1,239  

301122, 5.95%, 06/01/2021

     11,232        11,232        11,334  

311948, 9.37%, 03/01/2020(b)

     33,239        33,239        2,477  

391208, 10.2%, 10/01/2020

     4,048        4,048        4,055  

396021, 10.2%, 07/01/2020(b)

     1,504        1,504        113  

405327, 10.2%, 08/01/2020

     3,110        3,110        3,102  

405484, 7.99%, 08/01/2020

     1,618        1,618        1,616  

405835, 8.74%, 08/01/2020

     1,562        1,562        1,560  

405872, 10.2%, 09/01/2020

     254        254        253  

405908, 8.99%, 08/01/2020

     2,202        2,202        2,199  

405980, 8.74%, 08/01/2020

     3,803        3,803        3,798  

406174, 8.49%, 08/01/2020

     3,920        3,920        3,915  

406176, 9.74%, 08/01/2020

     823        823        821  

406561, 9.24%, 08/01/2020

     1,887        1,887        1,883  

408107, 8.74%, 08/01/2020

     6,251        6,251        6,242  

408148, 7.99%, 08/01/2020

     1,082        1,082        1,081  

408506, 9.2%, 08/01/2020

     2,199        2,199        2,206  

409732, 7.74%, 08/01/2020

     2,156        2,156        2,153  

411458, 8.74%, 08/01/2020

     1,034        1,034        1,033  

411606, 9.7%, 08/01/2020

     1,312        1,312        1,309  

412138, 9.74%, 08/01/2020

     632        632        631  

412190, 7.74%, 08/01/2020

     985        985        984  

412257, 7.74%, 08/01/2020

     2,154        2,154        2,152  

414200, 9.74%, 08/01/2020

     3,160        3,160        3,153  

414304, 7.99%, 08/01/2020

     309        309        308  

415990, 5.74%, 08/01/2020

     599        599        599  

417555, 9.24%, 08/01/2020

     2,821        2,821        2,815  

425044, 8.2%, 09/01/2020

     558        558        558  

425314, 8.2%, 09/01/2020

     930        927        927  

425513, 9.7%, 09/01/2020

     1,993        1,993        1,992  

426552, 7.99%, 09/01/2020

     5,563        5,563        5,561  

426560, 9.99%, 09/01/2020

     476        476        476  

431319, 9.7%, 09/01/2020

     852        852        851  

431534, 9.74%, 09/01/2020

     1,252        1,252        1,249  

432060, 9.2%, 09/15/2020

     3,772        3,772        3,770  

432392, 7.74%, 08/20/2020

     614        614        614  

432946, 7.74%, 09/01/2020

     2,305        2,305        2,304  

432991, 9.24%, 11/15/2020

     3,692        3,692        3,696  

433174, 8.2%, 09/01/2020

     1,856        1,856        1,854  

433189, 9.24%, 09/01/2020

     2,614        2,614        2,610  

433445, 9.24%, 09/01/2020

     4,703        4,703        4,698  

433774, 9.2%, 09/01/2020

     2,350        2,350        2,348  

435163, 8.74%, 09/15/2020

     4,311        4,311        4,309  

435195, 9.7%, 09/01/2020

     1,106        1,106        1,103  

435304, 9.7%, 10/16/2020

     6,305        6,305        6,311  

436231, 7.99%, 09/15/2020

     3,610        3,610        3,608  

436637, 7.74%, 09/01/2020

     1,567        1,567        1,566  

462844, 8.74%, 10/01/2020

     5,411        5,411        5,410  

463018, 9.24%, 10/01/2020

     2,630        2,630        2,623  

463046, 7.74%, 10/01/2020

     6,000        6,000        5,999  

463105, 5.74%, 10/01/2020

     7,156        7,156        7,154  

464696, 9.24%, 10/01/2020

     6,224        6,224        6,230  

464730, 7.74%, 10/04/2020

     5,058        5,058        5,060  

465053, 8.74%, 11/15/2020

     7,011        7,011        7,015  

465141, 7.74%, 10/01/2020

     3,965        3,965        3,963  

465553, 10.2%, 12/01/2020

     6,861        6,861        6,880  

465585, 7.74%, 10/25/2020

     11,705        11,705        11,707  

466025, 9.2%, 10/01/2020

     6,219        6,219        6,223  

466033, 8.62%, 10/01/2020

     5,557        5,557        5,558  

466291, 8.2%, 10/01/2020

     4,712        4,712        4,715  

522441, 5.74%, 01/01/2021

     10,377        10,350        10,396  

534729, 8.74%, 01/16/2021

     7,517        7,497        7,523  

541875, 9.2%, 02/01/2021

     1,724        1,719        1,726  

543001, 9.99%, 02/06/2021

     1,752        1,748        1,753  

551057, 5.74%, 03/08/2021

     9,343        9,318        9,374  

552926, 10.24%, 02/09/2021

     4,483        4,472        4,507  

553925, 5.74%, 02/10/2021

     1,886        1,881        1,892  

556627, 10.49%, 02/03/2021

     10,007        9,981        10,031  

558270, 9.2%, 02/19/2021

     3,692        3,682        3,708  

559479, 5.74%, 02/17/2021

     3,077        3,069        3,089  

560689, 10.2%, 04/20/2021

     15,425        15,385        15,570  

560976, 10.49%, 02/19/2021

     12,473        12,441        12,535  

564263, 7.99%, 02/24/2021

     4,369        4,357        4,391  

565792, 7.99%, 06/05/2021

     8,687        8,664        8,757  

568610, 9.45%, 03/05/2021

     4,014        4,003        4,025  

571782, 9.2%, 03/05/2021

     3,446        3,437        3,456  

574026, 9.45%, 05/18/2021(b)

     9,858        9,832        3,548  

590606, 9.45%, 04/05/2021

     6,742        6,724        6,766  


Table of Contents

591002, 7.74%, 04/05/2021

     4,215        4,204        4,230  

592980, 5.74%, 04/05/2021

     14,731        14,692        14,786  

598649, 9.45%, 05/25/2021

     16,266        16,223        16,381  

599658, 11.58%, 05/12/2021

     12,095        12,064        12,194  

604123, 11.58%, 04/18/2021

     7,601        7,581        7,637  

611331, 5.74%, 05/05/2021

     3,414        3,405        3,419  

611390, 11.07%, 06/05/2021

     18,543        18,495        18,653  

627224, 9.45%, 06/02/2021

     2,612        2,605        2,629  
     

 

 

    

 

 

 

Total 36-Month

        452,424        386,064  
     

 

 

    

 

 

 

48-Month

        

517942, 11.6%, 10/01/2022

     22,003        21,948        22,141  

552954, 11.25%, 02/09/2022

     3,651        3,641        3,671  

554640, 10%, 02/11/2022

     4,646        4,633        4,687  

560485, 6.5%, 02/18/2022

     11,182        11,153        11,277  

560522, 10.25%, 02/18/2022

     6,404        6,388        6,456  

560567, 6.75%, 02/18/2022

     12,541        12,509        12,621  

560634, 12.6%, 02/18/2022

     14,266        14,229        14,432  

560743, 10.25%, 02/18/2022

     6,985        6,967        7,049  

560808, 11.25%, 02/18/2022

     23,529        23,468        23,792  

561225, 8.24%, 02/19/2022

     10,884        10,855        10,976  

561360, 6.5%, 02/19/2022

     4,767        4,755        4,796  

561445, 10.25%, 02/19/2022

     3,347        3,338        3,347  

562469, 9.5%, 02/23/2022

     16,134        16,092        16,309  

562552, 6.5%, 02/23/2022

     6,709        6,691        6,770  

564938, 11.25%, 02/25/2022

     9,411        9,387        9,508  

567592, 11.25%, 03/05/2022

     15,412        15,372        15,501  

570572, 6.75%, 03/05/2022

     15,136        15,096        15,203  

571146, 9.5%, 04/05/2022

     50,467        50,335        50,813  

571992, 8.24%, 04/05/2022

     18,306        18,259        18,434  

573947, 9.5%, 06/07/2022

     15,203        15,163        15,326  

575266, 10%, 03/08/2022

     18,808        18,760        18,941  

575880, 10.38%, 03/09/2022

     17,064        17,020        17,207  

577113, 6.75%, 03/12/2022

     16,437        16,395        16,553  

580279, 9.75%, 03/15/2022

     11,359        11,330        11,452  

587050, 6.5%, 07/05/2022

     19,772        19,720        19,913  

587305, 9.2%, 04/05/2022

     24,025        23,962        24,187  

587612, 8.5%, 07/05/2022

     30,929        30,848        31,097  

588135, 10.7%, 04/05/2022

     10,727        10,699        10,806  

589614, 8.24%, 04/05/2022

     5,488        5,474        5,522  

590485, 9.74%, 04/05/2022

     12,659        12,626        12,748  

594041, 10.38%, 04/05/2022

     6,069        6,053        6,108  

594677, 10%, 04/05/2022

     22,810        22,750        22,980  

595036, 9.4%, 04/05/2022

     36,785        36,690        37,038  

595541, 11.75%, 04/06/2022

     5,985        5,970        6,029  

600943, 8.24%, 04/13/2022

     7,472        7,453        7,529  

602291, 6.5%, 04/17/2022

     14,927        14,888        15,060  

602981, 8.24%, 04/17/2022

     14,944        14,905        15,067  

604187, 8.5%, 04/18/2022

     5,993        5,978        6,044  

607163, 9.53%, 04/21/2022

     20,181        20,129        20,382  

607959, 8.5%, 04/15/2022

     5,468        5,454        5,520  

613296, 10.75%, 06/05/2022

     5,809        5,794        5,836  

615995, 8.24%, 05/05/2022

     15,162        15,123        15,263  

632168, 9.75%, 06/05/2022

     4,756        4,743        4,761  

632215, 10.75%, 06/05/2022

     3,596        3,587        3,625  

638886, 7.99%, 06/06/2022

     8,167        8,145        8,205  
     

 

 

    

 

 

 

Total 48-Month

        614,776        620,979  
     

 

 

    

 

 

 

60-Month

        

116017, 8.12%, 12/01/2020

     5,204        5,204        5,206  

117833, 8.12%, 12/01/2020

     6,948        6,948        6,950  

121424, 8.12%, 01/01/2021(b)

     3,428        3,428        519  

136532, 8.37%, 01/01/2021

     3,451        3,451        3,455  

139986, 9.24%, 02/01/2021(b)

     4,690        4,690        258  

166878, 10.24%, 04/01/2021

     6,424        6,407        6,400  

225895, 9%, 10/01/2021

     8,073        8,073        8,133  

226654, 10.38%, 10/01/2021

     15,837        15,837        16,041  

226958, 10.38%, 10/01/2021(b)

     24,795        24,795        1,838  

227105, 9.87%, 10/01/2021

     29,994        29,994        30,280  

227824, 7.32%, 10/01/2021

     15,064        15,064        15,154  

227951, 10.38%, 10/01/2021

     5,380        5,380        5,449  

228172, 9.87%, 10/01/2021

     4,647        4,647        4,694  

228994, 7.32%, 11/01/2021

     7,426        7,426        7,462  

282926, 10.74%, 02/01/2022

     2,363        2,363        2,394  

282991, 10.38%, 02/01/2022

     4,884        4,884        4,930  

284123, 11.25%, 02/01/2022

     11,897        11,897        12,062  

284273, 10.38%, 02/01/2022

     9,787        9,787        9,909  

284836, 9%, 02/01/2022(b)

     45,993        45,993        3,403  

284949, 10.38%, 02/01/2022

     8,214        8,214        8,325  

292138, 10.74%, 02/01/2022

     4,125        4,125        4,173  

292205, 9.87%, 03/01/2022

     24,490        24,490        24,766  

292497, 10.38%, 02/01/2022

     5,459        5,459        5,527  

292566, 10.38%, 02/01/2022

     19,064        19,064        19,301  

293307, 10.74%, 02/01/2022

     3,778        3,778        3,825  


Table of Contents

293969, 7.32%, 02/01/2022

     13,325        13,325        13,412  

294652, 7.32%, 02/01/2022

     37,247        37,247        37,528  

294886, 10.38%, 02/01/2022

     3,713        3,713        3,759  

295301, 11.25%, 02/15/2022

     7,388        7,388        7,490  

296586, 9%, 05/20/2022(b)

     20,447        20,447        20,633  

296830, 9%, 02/01/2022

     19,039        19,039        19,204  

297082, 10.38%, 02/01/2022

     10,119        10,119        10,245  

297799, 10.74%, 04/01/2022

     10,766        10,766        10,919  

298786, 10.74%, 06/01/2022

     13,221        13,221        13,383  

300163, 10.38%, 03/01/2022

     8,200        8,200        8,302  

301115, 10.38%, 03/01/2022

     6,111        6,111        6,192  

301343, 10.74%, 03/01/2022

     16,468        16,468        16,686  

301572, 9%, 03/01/2022

     26,088        26,088        26,298  

301832, 7.32%, 03/01/2022

     31,309        31,309        31,518  

301905, 7.32%, 03/01/2022

     28,820        28,820        29,012  

302109, 10.74%, 05/01/2022

     22,361        22,361        22,793  

302229, 9.87%, 03/01/2022

     7,780        7,780        7,869  

303519, 10.38%, 03/01/2022

     9,127        9,127        9,230  

304543, 10.38%, 03/01/2022

     2,451        2,451        2,464  

304667, 10.38%, 03/01/2022

     3,557        3,557        3,574  

304733, 10.74%, 03/01/2022

     8,347        8,347        8,463  

304745, 9.87%, 03/01/2022

     7,108        7,108        7,189  

304791, 9.87%, 03/01/2022

     1,339        1,339        1,336  

305274, 10.38%, 03/01/2022

     6,645        6,645        6,743  

305398, 10.74%, 03/06/2022

     14,406        14,406        14,596  

308802, 9%, 03/01/2022

     6,026        6,026        6,081  

309065, 9%, 03/01/2022

     36,269        36,269        36,560  

309087, 10.38%, 04/01/2022

     7,100        7,100        7,191  

310189, 10.38%, 03/01/2022

     10,349        10,349        10,478  

311605, 10.38%, 03/01/2022

     4,729        4,729        4,788  

315052, 7.32%, 03/01/2022

     29,194        29,194        29,366  

315287, 10.38%, 03/15/2022

     19,104        19,104        19,364  

315390, 9%, 03/01/2022

     2,995        2,995        3,022  

316800, 11.25%, 03/15/2022

     2,696        2,696        2,724  

316868, 10.74%, 03/01/2022

     20,451        20,451        20,708  

317118, 10.74%, 03/01/2022

     20,451        20,451        20,708  

317141, 7.32%, 03/01/2022(b)

     20,703        20,703        1,535  

317161, 10.38%, 03/01/2022

     6,105        6,105        6,177  

317166, 10.74%, 03/01/2022

     7,362        7,362        7,455  

317182, 10.74%, 03/15/2022

     17,678        17,678        17,901  

317224, 10.74%, 03/01/2022

     6,556        6,556        6,654  

318996, 10.38%, 04/01/2022

     2,994        2,994        3,035  

319866, 9.87%, 04/01/2022

     15,736        15,736        15,882  

319973, 10.74%, 04/10/2022(b)

     18,390        18,390        13,614  

319974, 9%, 04/01/2022

     6,288        6,288        6,332  

319998, 10.74%, 04/01/2022

     17,192        17,192        17,401  

320135, 11.25%, 04/01/2022

     10,822        10,822        10,987  

320137, 7.32%, 04/01/2022

     18,406        18,406        18,513  

320146, 9.87%, 04/01/2022

     14,749        14,749        14,916  

320255, 10.74%, 04/01/2022

     17,192        17,192        17,401  

321485, 9.87%, 07/01/2022

     16,546        16,546        16,704  

321668, 10.74%, 04/01/2022

     2,667        2,667        2,706  

321787, 10.38%, 04/01/2022

     4,221        4,221        4,278  

323420, 7.32%, 05/01/2022

     2,326        2,326        2,341  

323422, 10.74%, 04/01/2022

     15,017        15,017        15,200  

324559, 10.74%, 04/01/2022

     5,576        5,576        5,657  

324689, 7.32%, 04/01/2022

     12,254        12,254        12,325  

324800, 9.87%, 04/01/2022

     41,808        41,808        42,198  

324855, 9%, 04/14/2022(b)

     17,720        17,720        1,310  

324903, 10.74%, 04/17/2022

     6,130        6,130        6,204  

364784, 7.2%, 06/01/2022

     26,560        26,560        26,737  

375605, 11.2%, 07/01/2022

     19,475        19,475        19,759  

386424, 10.49%, 07/01/2022

     14,399        14,399        14,580  

389811, 8.99%, 07/01/2022

     16,465        16,465        16,627  

390626, 7.2%, 07/01/2022

     29,226        29,226        29,423  

391226, 10.99%, 07/01/2022

     10,898        10,898        11,036  

391901, 10.74%, 01/01/2023(b)

     10,201        10,174        757  

392751, 8.99%, 07/01/2022

     14,792        14,792        14,905  

392781, 11.2%, 08/01/2022

     7,217        7,217        7,310  

392846, 9.99%, 07/01/2022

     23,781        23,781        24,057  

395984, 11.2%, 07/01/2022

     2,903        2,903        2,936  

396936, 11.2%, 07/01/2022

     11,280        11,280        11,423  

397051, 8.99%, 07/01/2022

     37,512        37,512        37,798  

405328, 10.74%, 08/01/2022

     24,952        24,952        25,262  

405341, 8.99%, 08/01/2022

     18,545        18,545        18,724  

405412, 9.74%, 08/05/2022

     30,558        30,558        30,916  


Table of Contents

405442, 9.99%, 08/01/2022

     20,760        20,760        21,027  

405516, 8.99%, 09/01/2022

     19,913        19,913        20,091  

405663, 10.49%, 08/15/2022

     5,879        5,879        5,954  

405694, 10.74%, 08/15/2022

     5,298        5,298        5,366  

405717, 10.99%, 08/01/2022

     14,464        14,464        14,670  

405726, 10.99%, 09/15/2022(b)

     44,579        44,579        3,308  

405747, 10.99%, 08/01/2022

     6,574        6,574        6,664  

405819, 10.99%, 09/01/2022

     26,121        26,121        26,490  

405837, 9.74%, 08/01/2022

     21,187        21,187        21,435  

405850, 6.99%, 09/01/2022

     25,032        25,032        25,223  

405929, 7.2%, 08/01/2022

     9,961        9,961        10,045  

405968, 11.2%, 08/01/2022

     5,699        5,699        5,777  

406060, 10.99%, 08/01/2022

     2,502        2,502        2,537  

406075, 10.2%, 08/01/2022

     21,559        21,559        21,837  

406374, 9.74%, 08/01/2022

     5,459        5,459        5,523  

406988, 10.49%, 08/01/2022

     11,437        11,437        11,589  

408075, 10.2%, 08/01/2022

     24,767        24,767        25,087  

408164, 8.74%, 08/01/2022

     48,627        48,627        49,094  

408219, 7.2%, 08/01/2022

     35,748        35,748        36,067  

408278, 9.7%, 08/01/2022

     7,384        7,384        7,471  

408434, 7.2%, 08/01/2022

     23,296        23,296        23,498  

408519, 9.7%, 08/01/2022

     11,855        11,855        12,013  

409176, 6.99%, 08/01/2022

     47,526        47,526        47,948  

409221, 11.2%, 08/01/2022

     15,543        15,543        15,757  

409267, 6.99%, 08/01/2022

     9,505        9,505        9,589  

409372, 11.7%, 08/01/2022

     25,226        25,226        25,574  

409602, 9.74%, 08/01/2022

     14,031        14,031        14,195  

409701, 11.7%, 08/15/2022

     10,667        10,667        10,773  

410171, 10.2%, 08/01/2022

     22,333        22,333        22,621  

410257, 9.74%, 08/01/2022

     19,688        19,688        19,918  

410310, 11.7%, 08/01/2022(b)

     11,696        11,696        866  

410433, 11.2%, 08/05/2022

     13,710        13,710        13,862  

410471, 8.99%, 08/01/2022

     29,255        29,255        29,537  

410485, 10.74%, 08/01/2022

     14,976        14,976        15,177  

410564, 10.2%, 08/01/2022

     10,425        10,398        10,407  

410607, 10.2%, 08/01/2022

     12,231        12,231        12,389  

411202, 8.99%, 08/15/2022

     31,871        31,871        32,203  

411558, 9.7%, 09/01/2022

     7,107        7,107        7,075  

411624, 11.7%, 10/01/2022

     7,536        7,536        7,672  

411669, 10.2%, 08/01/2022

     4,946        4,946        5,010  

411870, 9.74%, 08/01/2022

     22,133        22,133        22,391  

411881, 8.2%, 08/01/2022

     14,494        14,494        14,626  

411961, 9.74%, 08/01/2022

     17,214        17,214        17,415  

412027, 8.49%, 08/01/2022

     5,325        5,325        5,376  

412366, 11.2%, 08/01/2022

     16,025        16,025        16,245  

412485, 9.7%, 10/01/2022

     12,084        12,084        12,287  

413232, 6.99%, 08/01/2022

     23,740        23,740        23,951  

413287, 8.99%, 09/01/2022

     12,644        12,644        12,753  

413364, 8.49%, 08/01/2022

     33,883        33,883        34,207  

413490, 11.2%, 08/01/2022

     12,516        12,516        12,688  

413534, 11.24%, 08/01/2022

     10,017        10,017        10,152  

413538, 9.74%, 08/01/2022

     12,784        12,784        12,933  

413542, 8.49%, 08/01/2022

     9,680        9,680        9,773  

414076, 9.74%, 08/01/2022

     19,563        19,563        19,792  

414079, 6.99%, 08/01/2022

     47,474        47,474        47,895  

414249, 7.2%, 08/01/2022

     9,520        9,520        9,605  

414281, 7.2%, 10/01/2022

     16,618        16,618        16,822  

415278, 10.2%, 08/01/2022

     17,793        17,793        18,022  

415310, 11.2%, 08/01/2022

     6,962        6,962        7,030  

415423, 11.2%, 08/16/2022

     25,130        25,130        25,477  

415474, 8.99%, 08/16/2022

     15,637        15,637        15,765  

415511, 9.7%, 08/01/2022

     11,187        11,187        11,330  

415526, 11.2%, 08/01/2022

     10,006        10,006        10,144  

415528, 8.49%, 08/01/2022

     33,552        33,552        33,614  

415606, 11.2%, 09/01/2022

     13,441        13,441        13,618  

415648, 7.2%, 08/01/2022

     14,277        14,277        14,404  

415706, 11.2%, 09/15/2022

     18,288        18,288        18,580  

415750, 11.2%, 09/15/2022

     12,283        12,283        12,445  

415895, 10.2%, 08/01/2022

     13,835        13,835        14,013  

415897, 11.2%, 09/01/2022

     4,697        4,697        4,759  

415921, 8.49%, 08/01/2022

     27,571        27,571        27,835  

415933, 7.2%, 07/20/2022

     12,812        12,812        12,865  

416011, 10.74%, 08/01/2022

     4,974        4,974        5,040  

416074, 11.24%, 08/01/2022

     11,495        11,495        11,649  

417568, 8.49%, 08/01/2022

     21,752        21,752        21,960  

417614, 9.7%, 08/15/2022

     8,373        8,373        8,472  

417615, 11.24%, 08/01/2022

     24,207        24,207        24,516  

417866, 9.24%, 08/15/2022

     4,896        4,896        4,947  

417911, 8.49%, 08/01/2022

     23,520        23,520        23,678  

417944, 11.2%, 08/01/2022

     14,992        14,992        15,198  

418016, 10.2%, 08/01/2022

     3,456        3,456        3,500  

418018, 9.24%, 08/01/2022

     24,396        24,396        24,679  


Table of Contents

418045, 8.2%, 08/01/2022

     4,816        4,816        4,860  

418072, 11.2%, 08/01/2022

     10,431        10,431        10,562  

418116, 8.2%, 08/01/2022

     16,835        16,835        16,987  

418154, 10.2%, 08/01/2022

     19,850        19,850        20,105  

418159, 8.99%, 08/01/2022

     14,426        14,426        14,565  

418205, 10.2%, 08/01/2022

     3,757        3,757        3,778  

418250, 10.74%, 08/01/2022

     20,874        20,874        21,152  

418268, 10.74%, 08/01/2022

     24,433        24,433        24,767  

421680, 10.74%, 08/01/2022

     24,800        24,800        25,131  

424407, 8.99%, 08/01/2022

     48,563        48,563        49,011  

424905, 11.2%, 09/22/2022

     15,148        15,148        15,364  

425031, 8.49%, 09/01/2022

     4,524        4,524        4,565  

425035, 11.7%, 09/15/2022

     22,795        22,795        23,051  

425037, 8.49%, 09/01/2022

     15,079        15,079        15,182  

425074, 10.2%, 09/01/2022

     11,298        11,298        11,417  

425075, 8.99%, 09/01/2022

     7,587        7,587        7,655  

425087, 9.74%, 09/15/2022

     8,369        8,369        8,462  

425192, 9.24%, 09/15/2022

     20,365        20,365        20,599  

425255, 7.2%, 10/01/2022

     23,145        23,145        23,290  

425298, 11.7%, 09/10/2022(b)

     35,302        35,302        2,612  

425515, 9.74%, 09/01/2022

     7,137        7,137        7,201  

425556, 11.24%, 09/01/2022

     26,009        26,009        26,291  

426264, 10.2%, 09/01/2022(b)

     5,804        5,804        431  

426672, 7.2%, 09/01/2022

     7,934        7,934        7,983  

426680, 8.99%, 09/01/2022

     30,343        30,343        30,546  

426696, 9.7%, 09/01/2022

     15,311        15,311        15,473  

427621, 11.7%, 11/05/2022

     6,047        6,047        6,123  

430347, 8.2%, 09/01/2022

     50,015        50,015        50,364  

430616, 9.74%, 09/01/2022

     30,590        30,590        30,890  

430730, 8.99%, 09/01/2022

     34,372        34,372        34,635  

431065, 7.2%, 09/01/2022

     11,356        11,356        11,435  

431069, 11.2%, 10/01/2022

     19,410        19,410        19,658  

431101, 8.49%, 09/01/2022

     19,071        19,071        19,216  

431123, 11.24%, 09/01/2022

     9,571        9,571        9,677  

431209, 10.74%, 10/01/2022

     20,500        20,500        20,782  

431334, 11.7%, 12/01/2022

     25,742        25,742        26,011  

431480, 9.24%, 09/01/2022

     15,197        15,197        15,346  

431518, 8.99%, 09/01/2022

     5,050        5,050        5,088  

432025, 8.49%, 09/01/2022

     40,140        40,140        40,445  

432039, 11.2%, 11/01/2022

     22,500        22,500        22,739  

432103, 11.7%, 09/01/2022

     13,045        13,045        13,203  

432117, 8.49%, 08/23/2022

     23,013        23,013        23,213  

432251, 8.2%, 10/01/2022

     13,007        13,007        13,103  

432262, 9.7%, 10/01/2022

     12,005        12,005        12,168  

432306, 9.7%, 09/01/2022

     9,102        9,102        9,212  

432504, 7.2%, 09/01/2022

     21,699        21,699        21,822  

432572, 9.7%, 09/01/2022

     25,466        25,466        25,751  

432580, 11.7%, 09/01/2022

     26,091        26,091        26,406  

432941, 9.24%, 09/01/2022

     7,766        7,766        7,854  

433038, 7.2%, 09/01/2022

     2,467        2,467        2,488  

433138, 9.74%, 09/01/2022

     14,521        14,521        14,671  

433160, 10.74%, 09/01/2022

     5,072        5,072        5,118  

433464, 9.74%, 09/01/2022

     20,367        20,367        20,566  

433465, 9.7%, 09/01/2022

     25,447        25,447        25,731  

433563, 7.2%, 09/01/2022

     9,680        9,680        9,709  

433582, 9.24%, 09/01/2022

     39,502        39,502        39,889  

433778, 8.49%, 09/01/2022

     16,546        16,546        16,672  

433797, 10.49%, 09/01/2022

     24,847        24,847        25,099  

433975, 9.74%, 09/01/2022

     20,367        20,367        20,567  

433995, 9.7%, 09/01/2022(b)

     48,737        48,737        3,623  

434015, 10.74%, 09/01/2022

     21,646        21,646        21,899  

434778, 8.99%, 09/01/2022

     7,566        7,566        7,624  

434809, 10.74%, 09/01/2022

     10,820        10,820        10,947  

434939, 9.7%, 09/01/2022

     10,176        10,176        10,290  

434982, 11.7%, 10/01/2022

     9,762        9,762        9,882  

435067, 10.2%, 09/01/2022

     15,434        15,434        15,614  

435069, 8.2%, 09/01/2022

     4,995        4,995        5,030  

435246, 7.2%, 09/01/2022

     12,332        12,332        12,417  

435292, 8.49%, 09/01/2022

     20,052        20,052        20,205  

435404, 11.2%, 09/01/2022

     16,060        16,060        16,255  

435426, 10.2%, 09/01/2022(b)

     8,523        8,523        0  

435442, 9.74%, 12/01/2022

     40,208        40,208        40,625  

435498, 9.7%, 09/01/2022

     25,549        25,549        25,896  

435499, 10.74%, 09/01/2022

     25,764        25,764        26,065  

435567, 9.74%, 09/01/2022

     15,243        15,243        15,412  

435578, 9.74%, 09/01/2022

     23,671        23,671        23,903  

436053, 11.7%, 09/01/2022

     14,849        14,849        15,028  

436064, 7.2%, 09/01/2022

     12,347        12,347        12,432  

436073, 9.49%, 09/01/2022

     9,838        9,838        9,951  

436181, 9.74%, 09/01/2022

     12,723        12,723        12,847  

436205, 10.74%, 09/01/2022

     25,755        25,755        26,056  

436214, 11.7%, 08/21/2022

     7,008        7,008        7,014  


Table of Contents

436229, 8.99%, 09/01/2022

     40,343        40,343        40,650  

436232, 8.49%, 09/10/2022

     22,605        22,605        22,772  

436240, 8.99%, 09/01/2022

     6,844        6,844        6,858  

436366, 8.49%, 08/20/2022

     14,488        14,488        14,614  

436384, 9.74%, 09/01/2022

     30,278        30,278        30,615  

436396, 9.24%, 09/03/2022

     2,530        2,530        2,555  

436405, 11.24%, 09/21/2022

     19,808        19,808        20,050  

436409, 9.74%, 10/01/2022

     16,712        16,712        16,964  

436557, 9.24%, 11/01/2022

     16,429        16,429        16,603  

436703, 8.99%, 09/01/2022

     11,094        11,094        11,179  

436757, 11.7%, 09/01/2022

     16,672        16,672        16,874  

436783, 9.7%, 09/01/2022

     16,786        16,786        16,974  

436811, 8.2%, 09/01/2022

     19,975        19,975        20,115  

436892, 9.24%, 09/01/2022

     18,369        18,369        18,546  

453770, 9.24%, 10/01/2022

     20,943        20,943        21,187  

454207, 9.24%, 10/01/2022

     26,265        26,265        26,535  

454528, 9.24%, 10/01/2022

     20,927        20,927        21,171  

455035, 10.74%, 10/01/2022

     25,218        25,218        25,527  

455374, 8.49%, 01/06/2023

     28,453        28,453        28,624  

455896, 11.7%, 10/01/2022

     25,506        25,506        25,684  

456158, 9.7%, 10/01/2022

     10,518        10,518        10,653  

456160, 11.2%, 10/01/2022

     15,522        15,522        15,735  

456949, 9.7%, 10/01/2022

     20,131        20,131        20,369  

457191, 11.24%, 10/01/2022

     26,768        26,768        27,110  

462789, 11.2%, 10/01/2022

     26,693        26,693        27,048  

462790, 11.24%, 10/01/2022

     26,667        26,667        27,008  

462800, 9.7%, 10/01/2022

     22,076        22,076        22,356  

462810, 9.24%, 10/01/2022

     38,046        38,046        38,459  

462824, 8.49%, 10/01/2022

     16,149        16,149        16,226  

462855, 11.2%, 10/01/2022

     25,091        25,091        25,425  

462866, 9.62%, 10/01/2022

     23,589        23,589        23,842  

462886, 7.2%, 10/01/2022

     36,176        36,176        36,438  

462899, 7.2%, 10/01/2022

     19,420        19,420        19,545  

462917, 11.2%, 10/01/2022

     26,693        26,693        27,048  

462921, 7.2%, 10/01/2022

     28,019        28,019        28,241  

462938, 11.2%, 11/01/2022

     21,037        21,037        21,299  

462951, 8.99%, 10/01/2022

     26,540        26,540        26,760  

462993, 8.49%, 10/01/2022

     20,693        20,693        20,868  

463011, 11.2%, 10/01/2022

     24,023        24,023        24,343  

463070, 10.74%, 10/10/2022

     26,621        26,621        26,967  

463137, 7.2%, 10/01/2022

     31,489        31,489        31,723  

463169, 9.24%, 10/15/2022

     22,581        22,581        22,820  

463185, 11.2%, 10/01/2022

     26,693        26,693        27,048  

463186, 9.74%, 10/01/2022

     39,588        39,588        39,989  

463192, 7.2%, 10/01/2022

     43,304        43,304        43,646  

463197, 9.7%, 10/15/2022

     20,591        20,591        20,766  

463209, 10.99%, 10/01/2022

     23,968        23,968        24,276  

464721, 9.24%, 10/15/2022

     38,693        38,693        39,113  

464753, 10.2%, 10/01/2022

     15,578        15,578        15,772  

464774, 6.83%, 10/10/2022

     48,243        48,243        48,526  

464835, 10.74%, 10/01/2022

     26,515        26,515        26,858  

464925, 11.2%, 10/01/2022

     26,653        26,653        27,008  

464971, 8.49%, 10/01/2022

     4,065        4,065        4,060  

465097, 8.99%, 10/15/2022

     24,922        24,922        25,116  

465231, 10.74%, 10/01/2022

     25,985        25,985        26,321  

465263, 10.74%, 10/01/2022

     26,515        26,515        26,858  

465267, 8.99%, 10/01/2022

     26,499        26,499        26,691  

465308, 11.2%, 10/01/2022

     21,322        21,322        21,606  

465415, 11.2%, 12/01/2022

     23,607        23,607        23,833  

465456, 9.74%, 10/01/2022

     23,593        23,593        23,845  

465462, 7.2%, 10/01/2022

     24,827        24,827        25,026  

465463, 9.7%, 10/01/2022

     20,961        20,961        21,227  

465481, 10.99%, 10/01/2022

     26,590        26,590        26,931  

465514, 10.33%, 10/01/2022

     23,751        23,751        24,046  

465525, 6.83%, 01/01/2023

     33,961        33,961        34,165  

465527, 8.99%, 10/01/2022

     20,753        20,753        20,898  

465550, 9.62%, 12/01/2022

     42,095        42,095        42,448  

465573, 10.99%, 10/15/2022

     26,364        26,364        26,698  

465608, 9.7%, 10/01/2022

     20,961        20,961        21,227  

465917, 10.2%, 10/01/2022

     26,361        26,361        26,615  

465923, 11.2%, 10/01/2022

     7,459        7,459        7,559  

465930, 10.74%, 10/01/2022

     16,910        16,910        17,039  

465959, 10.2%, 10/01/2022

     23,711        23,711        24,006  

465972, 7.2%, 10/01/2022

     20,543        20,543        20,634  

465979, 10.74%, 10/01/2022

     26,507        26,507        26,850  

465980, 10.33%, 10/01/2022

     26,383        26,383        26,710  

466044, 8.99%, 02/01/2023

     47,261        47,261        47,710  

466093, 10.33%, 10/01/2022

     25,455        25,455        25,754  

466129, 9.24%, 10/01/2022

     20,846        20,846        21,072  

466160, 11.7%, 10/01/2022

     26,794        26,794        27,146  

466161, 7.2%, 10/01/2022

     25,443        25,443        25,644  

466177, 8.99%, 10/01/2022

     34,817        34,817        35,106  


Table of Contents

466258, 7.2%, 12/01/2022

     32,530        32,530        32,724  

466259, 6.83%, 10/01/2022

     25,330        25,330        25,533  

466268, 10.2%, 10/01/2022

     26,348        26,348        26,676  

466294, 9.74%, 10/01/2022

     20,941        20,941        21,129  

466303, 8.74%, 10/01/2022

     23,316        23,316        23,511  

466305, 9.7%, 10/01/2022

     26,196        26,196        26,527  

466317, 11.7%, 10/01/2022

     26,796        26,796        27,068  

466325, 9.7%, 10/01/2022

     22,017        22,017        22,234  

466359, 9.74%, 11/01/2022

     21,248        21,248        21,407  

466411, 10.2%, 10/01/2022

     26,346        26,346        26,674  

466434, 11.7%, 10/01/2022

     26,794        26,794        27,146  

497488, 9.74%, 12/01/2022

     5,594        5,580        5,646  

507582, 10.74%, 12/01/2022

     8,457        8,435        8,511  

519926, 10.33%, 04/01/2023

     31,552        31,470        31,892  

527799, 9.62%, 01/01/2023

     16,343        16,301        16,459  

534880, 8.99%, 01/14/2023

     10,067        10,041        10,111  

537855, 11.7%, 02/01/2023

     9,691        9,665        9,784  

551579, 9.87%, 02/08/2023

     7,111        7,093        7,184  

553891, 9.74%, 02/10/2023

     40,760        40,654        41,164  

554783, 10.33%, 02/11/2023

     8,939        8,916        9,042  

556621, 9.12%, 02/15/2023

     5,881        5,866        5,938  

556626, 11.74%, 02/15/2023

     30,056        29,978        30,435  

556776, 10.58%, 02/20/2023

     23,909        23,846        24,171  

558279, 12.2%, 02/16/2023

     9,221        9,197        9,304  

558319, 11.74%, 02/16/2023

     18,117        18,070        18,359  

558375, 12.2%, 02/16/2023

     13,953        13,917        14,144  

559242, 9.87%, 02/17/2023

     14,815        14,777        14,995  

559462, 11.49%, 02/17/2023

     27,066        26,995        27,321  

560458, 11.74%, 02/18/2023

     30,195        30,117        30,614  

561002, 9.87%, 05/19/2024

     41,515        41,417        42,137  

561024, 8.87%, 02/19/2023

     20,185        20,131        20,400  

561253, 10.2%, 03/19/2023

     28,949        28,874        29,371  

562155, 9.12%, 02/23/2023(b)

     25,454        25,387        1,878  

562183, 7.33%, 02/23/2023

     17,314        17,269        17,494  

563181, 11.74%, 02/23/2023

     12,102        12,070        12,282  

564129, 12.7%, 02/24/2023

     30,487        30,408        30,975  

564238, 11.2%, 02/18/2023

     14,755        14,716        14,942  

564296, 12.7%, 02/24/2023

     4,268        4,257        4,267  

564302, 6.83%, 02/24/2023

     2,545        2,538        2,559  

565916, 10.58%, 03/05/2023

     22,582        22,523        22,703  

565966, 12.7%, 05/05/2023

     19,789        19,738        20,059  

567441, 10.7%, 03/05/2023

     4,919        4,906        4,967  

568428, 6.83%, 03/05/2023

     17,731        17,685        17,867  

570365, 9.99%, 03/05/2023

     14,369        14,332        14,503  

570595, 11.49%, 03/05/2023

     30,957        30,876        31,263  

570615, 7.33%, 03/05/2023

     11,878        11,847        11,969  

570854, 11.74%, 04/05/2023

     22,488        22,430        22,713  

570963, 7.2%, 04/01/2023

     21,435        21,380        21,608  

572039, 9.87%, 03/05/2023

     30,246        30,168        30,533  

572273, 8.87%, 03/05/2023

     24,327        24,264        24,515  

572363, 10.58%, 03/05/2023

     30,647        30,568        30,945  

573509, 10.33%, 03/20/2023

     24,411        24,347        24,636  

573544, 10.7%, 03/06/2023

     29,457        29,380        29,750  

573803, 11.49%, 04/06/2023

     32,016        31,933        32,343  

574052, 11.2%, 03/07/2023

     30,833        30,753        31,156  

575383, 12.7%, 03/15/2023

     6,897        6,879        6,972  

576081, 12.7%, 03/16/2023

     22,179        22,121        22,441  

577028, 8.74%, 03/12/2023

     28,292        28,219        28,543  

577316, 10.58%, 03/12/2023

     30,647        30,568        30,996  

579550, 7.33%, 03/14/2023

     11,501        11,471        11,621  

580194, 12.7%, 03/15/2023

     8,132        8,110        8,236  

580441, 9.12%, 04/15/2023

     25,002        24,937        25,248  

581371, 8.74%, 03/16/2023

     5,418        5,403        5,475  

581462, 9.12%, 03/16/2023

     26,369        26,301        26,632  

581658, 6.83%, 03/19/2023

     11,808        11,777        11,922  

581846, 8.87%, 03/19/2023

     12,657        12,624        12,786  

582355, 11.74%, 03/19/2023

     18,512        18,463        18,775  

587664, 9.12%, 04/05/2023

     16,787        16,743        16,912  

588392, 6.95%, 04/05/2023

     6,076        6,060        6,123  

590731, 10.2%, 04/05/2023

     15,784        15,743        15,928  

591787, 12.2%, 07/15/2024

     32,978        32,902        33,142  

591788, 6.83%, 04/05/2023

     5,705        5,690        5,750  

591842, 9.74%, 04/05/2023

     7,844        7,823        7,901  

591854, 12.7%, 04/05/2023

     13,815        13,780        13,977  

592893, 9.99%, 04/05/2023

     56,358        56,211        56,922  

594031, 10.33%, 04/05/2023

     21,970        21,913        22,171  

594588, 7.2%, 04/05/2023

     20,368        20,315        20,525  

594610, 10.74%, 04/05/2023(b)

     13,226        13,192        981  

596503, 10.2%, 05/07/2023

     4,861        4,848        4,908  

600598, 9.74%, 04/13/2023

     16,227        16,184        16,400  

601365, 10.99%, 04/14/2023

     31,573        31,491        31,935  

601405, 9.99%, 04/18/2023

     25,085        25,020        25,415  


Table of Contents

602280, 8.74%, 04/17/2023

     16,828        16,784        17,008  

602362, 10.99%, 04/17/2023

     25,259        25,193        25,567  

602861, 9.12%, 04/17/2023

     6,455        6,438        6,522  

602889, 10.2%, 04/17/2023

     26,326        26,258        26,640  

604009, 11.49%, 06/18/2023

     33,879        33,791        34,226  

604149, 11.49%, 04/18/2023

     31,720        31,637        32,120  

605313, 10.58%, 04/19/2023

     12,273        12,242        12,427  

608076, 6.83%, 04/24/2023

     33,999        33,911        34,407  

608339, 7.33%, 04/24/2023

     39,632        39,529        40,053  

609511, 10.58%, 04/25/2023

     4,608        4,596        4,609  

610210, 11.7%, 05/01/2023

     12,042        12,011        12,145  

611070, 10.74%, 05/05/2023

     16,185        16,143        16,323  

611428, 9.99%, 06/05/2023

     18,598        18,549        18,762  

612913, 10.99%, 05/05/2023

     30,462        30,383        30,723  

614612, 12.7%, 05/05/2023

     21,052        20,997        21,234  

615206, 10.2%, 05/05/2023

     32,157        32,074        32,432  

617907, 8.99%, 05/07/2023

     15,874        15,832        15,994  

619332, 11.49%, 05/08/2023

     21,783        21,726        21,996  

620068, 10.7%, 06/09/2023

     23,515        23,454        23,805  

620350, 10.58%, 05/09/2023

     14,566        14,529        14,721  

622022, 9.99%, 05/11/2023

     4,166        4,155        4,220  

622075, 9.62%, 06/11/2023

     39,616        39,513        40,015  

624199, 12.2%, 06/15/2023

     26,530        26,461        26,877  

624987, 11.49%, 06/16/2023

     22,931        22,872        23,244  

625162, 9.99%, 05/16/2023

     32,077        31,993        32,525  

626519, 7.33%, 05/18/2023

     21,903        21,846        22,116  

628799, 9.12%, 05/22/2023

     38,013        37,915        38,484  

638450, 7.33%, 06/07/2023

     27,603        27,531        27,777  

638657, 10.7%, 06/07/2023

     23,146        23,086        23,299  
     

 

 

    

 

 

 

Total 60-Month

        8,553,567        8,341,413  
     

 

 

    

 

 

 

72-Month

        

550924, 9.5%, 02/08/2024

     13,508        13,473        13,686  

555731, 9.5%, 02/12/2024

     5,398        5,384        5,483  

558696, 13.13%, 02/24/2024

     16,179        16,137        16,653  

559513, 13.13%, 02/17/2024

     20,978        20,923        21,516  

562245, 11.88%, 02/23/2024

     18,315        18,267        18,745  

562320, 9.88%, 02/23/2024

     33,895        33,807        34,454  

562689, 12.63%, 02/23/2024

     34,447        34,358        35,222  

569691, 8.74%, 03/05/2024

     23,938        23,875        24,229  

570892, 9.62%, 05/05/2024

     28,378        28,304        28,950  

571111, 10.74%, 04/05/2024

     29,343        29,267        29,904  

571144, 9.5%, 03/05/2024

     20,660        20,606        20,913  

571828, 11.5%, 04/05/2024

     36,020        35,926        36,651  

572076, 8.13%, 03/05/2024

     40,744        40,638        41,187  

579385, 11.2%, 03/08/2024

     10,193        10,166        10,429  

580187, 10.2%, 03/15/2024

     34,636        34,546        35,331  

587574, 7.88%, 06/05/2024

     14,497        14,459        14,661  


Table of Contents

589633, 10.2%, 04/05/2024(b)

     35,964        35,871        26,199  

589652, 9.63%, 04/05/2024

     4,143        4,132        4,187  

589695, 13.13%, 04/16/2024

     21,851        21,795        22,330  

591080, 6.83%, 07/20/2024

     34,579        34,490        35,022  

596581, 11.5%, 04/07/2024

     27,260        27,189        27,709  

599686, 11.13%, 04/12/2024

     28,454        28,380        28,908  

608384, 8.13%, 04/24/2024

     21,454        21,398        21,756  

614661, 11.2%, 05/20/2024

     34,225        34,136        34,857  
     

 

 

    

 

 

 

Total 72-Month

        587,529        588,983  
     

 

 

    

 

 

 

84-Month

        

108368, 9.49%, 11/01/2022

     3,579        3,570        3,743  

130469, 9.99%, 01/01/2023

     14,843        14,805        14,917  

142692, 11.24%, 03/01/2023

     14,065        14,029        14,729  

173162, 11.74%, 05/01/2023

     16,044        16,002        16,147  

204085, 11.74%, 08/01/2023

     12,066        12,034        12,131  

225731, 11.13%, 10/16/2023

     16,046        16,046        16,669  

225868, 11.74%, 10/01/2023

     25,916        25,916        27,184  

227153, 11.13%, 10/01/2023

     28,138        28,138        29,341  

227722, 11.74%, 10/01/2023

     11,694        11,694        12,282  

227729, 11.13%, 10/01/2023

     28,414        28,414        29,629  

228276, 11.13%, 10/01/2023

     28,426        28,426        29,645  

228294, 9.99%, 10/01/2023

     31,847        31,847        32,627  

228424, 11.74%, 10/01/2023

     21,043        21,043        22,098  

228433, 10.88%, 10/01/2023

     15,876        15,876        16,377  

228479, 12.49%, 11/01/2023

     18,654        18,654        19,603  

228996, 10.88%, 10/01/2023

     33,387        33,387        34,439  

235967, 11.13%, 11/01/2023

     23,878        23,816        24,165  

282826, 10.88%, 02/01/2024

     24,660        24,660        25,372  

282917, 10.88%, 02/01/2024

     24,660        24,660        25,372  

283125, 10.88%, 02/01/2024

     61,651        61,651        63,430  

283161, 11.74%, 02/08/2024

     31,258        31,258        32,656  

284067, 11.74%, 02/01/2024

     10,843        10,843        11,327  

284325, 11.13%, 02/01/2024

     20,421        20,421        21,159  

284370, 10.88%, 03/13/2024

     17,151        17,151        17,754  

284445, 11.13%, 02/14/2024

     19,979        19,979        20,570  

285049, 11.13%, 02/01/2024

     23,480        23,480        24,381  

285258, 10.88%, 02/01/2024

     54,487        54,487        56,160  

293147, 9.99%, 03/01/2024(b)

     12,865        12,865        3,823  

293238, 10.88%, 02/01/2024

     27,599        27,599        28,383  

293301, 11.13%, 02/01/2024

     14,366        14,366        14,738  

293892, 11.74%, 02/01/2024

     19,173        19,173        20,022  

294938, 10.88%, 02/01/2024

     27,589        27,589        28,373  

295330, 11.74%, 03/01/2024(b)

     26,123        26,123        1,955  

295347, 11.13%, 02/01/2024

     19,674        19,674        20,424  

295485, 11.74%, 02/01/2024

     31,003        31,003        32,377  

295824, 9.99%, 03/01/2024

     24,168        24,168        24,519  

296848, 11.13%, 02/01/2024

     73        73        1,244  

296942, 11.74%, 02/01/2024

     9,287        9,287        9,682  

297100, 11.74%, 02/01/2024

     7,287        7,287        7,597  

297141, 11.74%, 02/01/2024

     30,085        30,085        31,417  

297717, 9.99%, 03/01/2024

     15,253        15,253        15,395  

297773, 11.74%, 03/01/2024

     19,012        19,012        19,849  

298606, 11.13%, 03/01/2024

     31,543        31,543        32,740  

298675, 8.32%, 03/01/2024

     60,688        60,688        61,675  

298912, 11.13%, 03/01/2024

     14,497        14,497        15,047  

298937, 11.74%, 03/01/2024

     15,901        15,901        16,601  

299847, 11.13%, 03/01/2024

     24,753        24,753        25,693  

299857, 9.99%, 03/01/2024

     20,993        20,993        21,485  

299911, 11.74%, 03/01/2024

     28,651        28,651        29,912  

299954, 11.13%, 03/01/2024(b)

     21,168        21,168        1,580  

299987, 11.74%, 03/01/2024

     18,440        18,440        19,251  

300148, 11.74%, 05/01/2024

     16,451        16,451        17,252  

300221, 9.99%, 03/01/2024

     29,681        29,681        30,435  

300351, 10.88%, 03/01/2024

     58,378        58,378        60,044  

301170, 11.13%, 03/01/2024(b)

     46,832        46,832        3,495  

301250, 8.32%, 03/01/2024

     60,608        60,608        61,593  

301305, 11.13%, 03/01/2024

     11,335        11,335        11,765  

301311, 11.13%, 03/01/2024

     28,338        28,338        29,412  

301394, 11.74%, 03/01/2024

     22,264        22,264        23,243  

301867, 11.13%, 03/01/2024

     16,058        16,058        16,667  

301923, 11.13%, 03/01/2024

     14,534        14,534        15,085  

302568, 11.74%, 03/01/2024(b)

     31,063        31,063        2,326  

303764, 9.99%, 03/01/2024

     18,443        18,443        18,906  

303810, 9.99%, 03/01/2024

     62,003        62,003        63,412  

304477, 11.13%, 04/15/2024

     30,478        30,478        31,581  

304534, 10.88%, 05/01/2024

     66,062        66,062        67,904  

304730, 11.74%, 03/16/2024

     19,117        19,117        19,960  


Table of Contents

304744, 8.32%, 03/01/2024

     45,530        45,530        46,269  

305867, 9.99%, 04/01/2024

     26,330        26,330        26,946  

305915, 11.74%, 03/01/2024

     31,583        31,583        33,019  

306331, 11.13%, 04/01/2024

     19,770        19,770        20,608  

306384, 11.74%, 03/01/2024

     11,557        11,557        12,064  

307982, 11.74%, 03/01/2024

     15,827        15,827        16,521  

308261, 11.13%, 03/01/2024

     21,639        21,639        22,477  

308785, 10.88%, 03/01/2024

     40,717        40,717        41,862  

308830, 8.32%, 03/01/2024

     6,049        6,049        6,165  

308924, 11.74%, 03/01/2024

     20,490        20,490        21,399  

308960, 11.74%, 03/01/2024

     15,822        15,822        16,514  

308981, 11.74%, 03/01/2024

     24,826        24,826        25,912  

309752, 10.88%, 03/01/2024

     25,012        25,012        25,714  

309792, 11.74%, 05/01/2024

     32,729        32,729        34,414  

309854, 10.88%, 03/01/2024

     21,860        21,860        22,474  

309892, 10.88%, 04/01/2024

     32,136        32,136        33,282  

310103, 11.74%, 03/01/2024

     22,130        22,130        23,098  

311563, 10.88%, 04/01/2024

     12,608        12,608        12,952  

311623, 10.88%, 01/01/2025(b)

     15,358        15,358        1,139  

311729, 9.99%, 04/01/2024(b)

     12,021        12,021        2,482  

315106, 11.74%, 03/01/2024

     13,368        13,368        13,949  

315119, 9.99%, 03/01/2024

     30,838        30,838        31,488  

315165, 9.99%, 03/01/2024

     15,419        15,419        15,744  

315187, 9.99%, 03/01/2024

     12,435        12,435        12,724  

315217, 11.13%, 03/01/2024(b)

     22,378        22,378        16,600  

315264, 12.49%, 03/01/2024

     9,323        9,323        9,804  

315303, 11.13%, 03/01/2024(b)

     23,319        23,319        17,301  

315351, 11.13%, 03/01/2024

     17,524        17,524        18,173  

316693, 12.49%, 03/01/2024

     10,815        10,815        11,335  

316818, 8.32%, 03/01/2024

     45,227        45,227        45,885  

316923, 9.99%, 03/01/2024

     21,575        21,575        22,030  

316999, 11.74%, 03/01/2024

     31,516        31,516        32,885  

317206, 10.88%, 03/01/2024

     62,349        62,349        64,042  

317221, 12.49%, 03/01/2024

     12,053        12,053        12,633  

317252, 11.13%, 03/01/2024

     9,007        9,007        9,340  

319681, 8.32%, 04/01/2024

     36,591        36,591        37,118  

319689, 11.13%, 04/01/2024(b)

     7,442        7,442        555  

319741, 10.88%, 04/01/2024

     57,427        57,427        58,973  

319825, 10.88%, 05/01/2024

     32,824        32,824        33,688  

319852, 11.13%, 04/15/2024

     24,059        24,059        25,053  

319999, 12.49%, 04/01/2024

     9,465        9,441        9,622  

320051, 11.13%, 04/01/2024

     32,075        32,075        33,248  

320093, 11.74%, 04/01/2024

     12,951        12,951        13,506  

320098, 11.13%, 04/01/2024

     32,075        32,075        33,248  

320191, 11.13%, 04/01/2024

     21,810        21,810        22,608  

320202, 11.74%, 04/01/2024

     28,265        28,265        29,398  

321515, 11.74%, 04/01/2024

     16,045        16,045        16,808  

321647, 11.74%, 04/01/2024

     29,725        29,725        30,998  

321796, 11.13%, 04/01/2024

     3,205        3,205        3,338  

321832, 11.13%, 04/01/2024

     31,993        31,993        33,313  

321835, 10.88%, 04/01/2024

     23,644        23,644        24,272  

323882, 12.49%, 04/01/2024

     6,134        6,134        6,424  

324401, 10.88%, 04/01/2024

     15,953        15,953        16,376  

324475, 9.99%, 04/01/2024

     28,684        28,684        29,276  

324596, 11.13%, 04/01/2024

     16,004        16,004        16,589  

324634, 9.99%, 04/01/2024

     22,066        22,066        22,522  

324727, 11.74%, 04/01/2024

     22,582        22,582        23,547  

324860, 12.49%, 04/01/2024

     32,564        32,564        34,106  

324900, 10.88%, 04/01/2024

     10,574        10,574        10,854  

329163, 12.49%, 05/16/2024

     24,381        24,318        24,948  

329766, 11.13%, 06/01/2024(b)

     33,961        33,961        25,098  

336970, 8.2%, 06/01/2025

     41,897        41,788        42,634  

371528, 12.49%, 07/01/2024

     21,368        21,368        22,327  

373514, 11.74%, 06/01/2024

     33,261        33,261        34,631  

384271, 9.99%, 09/03/2024

     38,523        38,523        39,272  

389551, 10.74%, 07/01/2024

     33,492        33,492        34,358  

389942, 12.37%, 07/16/2024

     27,089        27,089        28,333  

390608, 9.87%, 07/01/2024

     25,100        25,100        25,511  

390818, 12.37%, 07/01/2024

     10,865        10,865        11,345  

391190, 12.37%, 07/01/2024

     12,273        12,273        12,815  

392849, 8.07%, 07/01/2024

     64,774        64,774        65,741  

392862, 9.87%, 07/01/2024

     22,702        22,702        23,167  

392876, 12.49%, 07/01/2024

     19,270        19,270        20,119  

392883, 11.62%, 07/01/2024

     23,640        23,640        24,588  

394870, 11.74%, 07/01/2024

     10,131        10,131        10,539  

398076, 11.07%, 08/01/2024

     17,173        17,173        17,766  

398226, 9.99%, 07/01/2024

     33,353        33,353        34,034  

401863, 10.62%, 08/01/2024

     15,250        15,250        15,683  

401953, 11.2%, 11/01/2024

     35,941        35,941        37,280  

402177, 11.2%, 11/01/2024

     13,136        13,136        13,577  

402655, 11.2%, 08/01/2024

     23,344        23,344        24,196  

405526, 8.07%, 08/01/2024

     36,980        36,980        37,680  


Table of Contents

405552, 11.07%, 08/01/2024

     6,852        6,852        7,102  

405689, 9.87%, 09/01/2024

     33,129        33,129        33,833  

405981, 9.87%, 08/01/2024

     19,662        19,662        20,133  

406010, 11.2%, 08/15/2024

     34,422        34,422        35,682  

406142, 12.37%, 07/25/2024

     24,664        24,664        25,392  

406170, 11.2%, 08/01/2024

     27,423        27,423        28,423  

406246, 11.2%, 08/01/2024

     24,012        24,012        24,887  

406356, 11.24%, 08/01/2024

     16,536        16,536        17,027  

406440, 9.99%, 08/01/2024

     6,608        6,608        6,762  

406462, 9.87%, 09/01/2024

     20,576        20,576        21,150  

406486, 10.62%, 08/01/2024

     29,997        29,997        30,849  

406557, 12.99%, 08/15/2024

     17,561        17,561        18,395  

406642, 10.74%, 08/01/2024

     36,134        36,134        37,161  

406705, 11.07%, 08/01/2024

     34,220        34,220        35,466  

406963, 9.99%, 11/01/2024

     21,906        21,906        22,505  

408080, 11.2%, 08/15/2024

     20,067        20,067        20,837  

408142, 9.87%, 08/02/2024

     24,627        24,627        25,218  

408195, 11.2%, 08/16/2024

     22,638        22,638        23,440  

408227, 11.74%, 08/01/2024

     27,575        27,575        28,710  

408275, 11.24%, 08/01/2024

     37,702        37,702        38,776  

408357, 9.99%, 08/01/2024

     14,188        14,188        14,529  

408372, 11.2%, 08/01/2024

     13,702        13,702        14,201  

408423, 10.62%, 08/01/2024

     17,062        17,062        17,546  

408512, 11.74%, 08/01/2024

     34,469        34,469        35,888  

409071, 10.62%, 08/01/2024

     68,142        68,142        69,908  

409159, 11.2%, 08/01/2024

     34,250        34,250        35,426  

409211, 9.87%, 08/01/2024

     31,027        31,027        31,771  

409293, 8.07%, 08/01/2024

     11,777        11,777        11,995  

409335, 11.2%, 08/01/2024

     27,602        27,602        28,661  

409371, 9.2%, 09/01/2024

     38,769        38,769        39,405  

409447, 10.49%, 08/01/2024

     21,724        21,724        22,247  

409500, 12.49%, 08/15/2024

     16,836        16,836        17,593  

409564, 10.49%, 08/01/2024

     5,571        5,571        5,705  

409650, 12.49%, 08/15/2024(b)

     27,962        27,962        1,494  

409709, 10.49%, 08/01/2024

     67,944        67,944        69,389  

409725, 11.7%, 08/01/2024

     3,260        3,260        3,375  

410199, 12.49%, 08/15/2024

     0        0        254  

410263, 11.62%, 10/01/2024

     5,593        5,593        5,814  

410452, 9.99%, 11/01/2024

     70,772        70,772        72,158  

410585, 8.07%, 08/01/2024

     29,703        29,703        30,266  

410710, 12.99%, 09/01/2024

     36,487        36,487        38,278  

410852, 12.49%, 08/01/2024

     21,048        21,048        21,965  

410905, 9.99%, 08/01/2024

     30,389        30,389        31,118  

411198, 8.07%, 08/01/2024

     8,674        8,674        8,839  

411203, 12.49%, 07/23/2024

     11,380        11,380        11,847  

411225, 8.07%, 08/01/2024

     16,557        16,557        16,870  

411282, 12.37%, 08/01/2024

     7,003        7,003        7,316  

411433, 11.07%, 08/01/2024

     23,953        23,953        24,824  

411450, 11.2%, 08/01/2024

     30,821        30,821        31,943  

411533, 9.99%, 08/01/2024

     27,665        27,665        28,329  

411665, 11.74%, 08/01/2024

     19,803        19,803        20,630  

411667, 11.7%, 08/01/2024

     16,922        16,922        17,538  

411770, 10.49%, 08/01/2024

     8,194        8,194        8,392  

411914, 11.74%, 08/01/2024

     24,091        24,091        25,081  

411942, 8.2%, 08/01/2024

     10,570        10,570        10,770  

412094, 9.99%, 08/01/2024

     13,495        13,495        13,818  

412136, 10.74%, 08/01/2024

     24,502        24,502        25,197  

412212, 11.74%, 08/01/2024

     17,207        17,207        17,915  

412217, 10.74%, 08/01/2024

     27,224        27,224        27,996  

412273, 11.24%, 09/01/2024

     14,385        14,385        14,811  

412490, 11.24%, 08/01/2024

     41,069        41,069        42,237  

413266, 12.49%, 11/01/2024(b)

     35,684        35,684        12,630  

413302, 12.99%, 08/01/2024

     7,383        7,383        7,695  

413358, 11.2%, 08/01/2024

     23,938        23,938        24,809  

414031, 12.49%, 08/01/2024

     17,532        17,532        18,271  

414053, 11.74%, 08/01/2024

     12,732        12,732        13,169  

414081, 9.87%, 08/01/2024

     27,755        27,755        28,419  

414104, 11.74%, 08/01/2024

     15,026        15,026        15,604  

414116, 12.49%, 08/01/2024

     17,339        17,339        18,070  

414343, 10.49%, 08/01/2024

     16,957        16,957        17,365  

415333, 11.74%, 08/01/2024

     34,384        34,384        35,721  

415407, 12.24%, 08/01/2024

     34,573        34,573        35,920  

415545, 11.2%, 08/01/2024

     24,084        24,022        24,899  

415549, 12.99%, 08/15/2024

     28,719        28,719        30,009  

415586, 11.74%, 08/01/2024

     15,128        15,128        15,716  

415702, 8.2%, 08/01/2024

     18,482        18,482        18,832  

415711, 10.62%, 08/01/2024

     22,789        22,789        23,399  

415983, 12.49%, 09/01/2024

     36,070        36,070        37,763  

416086, 12.24%, 08/01/2024

     24,205        24,205        25,156  

416178, 11.2%, 08/01/2024

     17,083        17,083        17,673  

417209, 9.99%, 08/01/2024

     24,676        24,676        25,200  

417354, 12.49%, 08/01/2024

     10,994        10,994        11,456  


Table of Contents

417388, 12.49%, 08/01/2024(b)

     30,098        30,098        0  

417492, 12.99%, 08/01/2024

     10,787        10,787        11,241  

417494, 9.99%, 08/01/2024

     6,736        6,736        6,877  

417591, 12.99%, 08/01/2024

     19,491        19,491        20,312  

417635, 11.2%, 08/05/2024(b)

     12,284        12,284        0  

417642, 12.24%, 11/01/2024

     30,512        30,512        31,621  

417706, 12.99%, 08/01/2024

     19,491        19,491        20,312  

417716, 11.7%, 08/01/2024

     26,087        26,087        26,990  

417808, 11.2%, 09/01/2024

     31,140        31,140        32,224  

417998, 12.49%, 08/01/2024

     4,846        4,846        5,050  

418133, 11.62%, 08/01/2024

     25,720        25,720        26,719  

418162, 12.99%, 08/07/2024

     11,161        11,161        11,642  

418211, 8.2%, 08/01/2024

     24,803        24,803        25,259  

418217, 11.24%, 08/01/2024

     26,639        26,639        27,354  

422337, 8.2%, 08/01/2024

     65,867        65,867        67,078  

423140, 12.99%, 08/01/2024

     11,106        11,106        11,573  

423282, 11.24%, 08/15/2024

     18,537        18,537        18,575  

424562, 8.2%, 08/01/2024

     65,844        65,844        66,761  

424910, 10.74%, 09/01/2024

     10,411        10,411        10,657  

425082, 11.74%, 09/01/2024

     35,098        35,098        36,428  

425215, 9.99%, 09/01/2024

     19,956        19,956        20,330  

425234, 10.74%, 09/01/2024

     40,899        40,899        42,061  

425242, 12.99%, 09/01/2024

     16,112        16,112        16,781  

425297, 12.99%, 09/01/2024

     24,957        24,957        26,090  

425339, 9.99%, 09/01/2024

     25,461        25,461        25,938  

425355, 11.74%, 09/01/2024

     33,327        33,327        34,787  

425451, 8.2%, 10/01/2024

     18,524        18,524        18,887  

425507, 8.2%, 09/01/2024

     16,844        16,844        17,074  

425522, 9.99%, 09/01/2024

     13,763        13,763        14,021  

425553, 12.99%, 10/01/2024

     34,304        34,304        35,697  

426253, 11.24%, 10/01/2024

     43,784        43,784        44,779  

426329, 9.2%, 09/15/2024

     24,246        24,246        24,570  

426556, 11.2%, 10/01/2024

     33,435        33,435        34,558  

426635, 11.2%, 09/16/2024

     35,030        35,030        36,366  

430171, 9.99%, 10/08/2024

     35,248        35,248        35,957  

430196, 9.99%, 12/01/2024(b)

     76,355        76,355        16,248  

430273, 8.2%, 09/01/2024

     67,287        67,287        68,289  

430545, 11.74%, 09/10/2024

     35,131        35,131        36,473  

430571, 8.2%, 09/01/2024

     67,287        67,287        68,289  

431160, 11.7%, 09/01/2024

     35,018        35,018        36,176  

431189, 12.99%, 09/01/2024

     29,423        29,423        30,641  

431289, 10.74%, 09/01/2024

     24,245        24,245        24,842  

431300, 12.49%, 09/01/2024

     17,212        17,212        17,966  

431351, 12.99%, 09/01/2024

     17,841        17,841        18,660  

431368, 12.99%, 09/01/2024

     30,836        30,836        32,119  

431373, 12.49%, 09/01/2024

     31,071        31,071        32,370  

431447, 12.99%, 09/01/2024

     18,328        18,328        19,122  

431450, 12.99%, 09/01/2024

     16,174        16,174        16,850  

431471, 11.24%, 09/01/2024

     34,829        34,829        35,928  

431541, 10.74%, 09/01/2024

     6,927        6,927        7,115  

431985, 11.74%, 09/01/2024

     21,006        21,006        21,806  

432087, 12.49%, 11/01/2024

     27,132        27,132        28,257  

432146, 10.74%, 09/01/2024

     33,241        33,241        34,060  

432314, 11.2%, 06/01/2025

     19,215        19,215        19,599  

432344, 11.2%, 12/01/2024

     20,376        20,376        21,166  

432417, 12.99%, 09/01/2024

     9,603        9,603        10,018  

432529, 12.99%, 09/02/2024

     13,488        13,488        14,071  

433029, 12.99%, 09/01/2024

     14,888        14,888        15,509  

433040, 9.99%, 09/01/2024

     30,190        30,190        30,794  

433198, 11.2%, 09/01/2024

     32,609        32,609        33,686  

433206, 11.7%, 09/01/2024

     27,970        27,970        28,894  

433302, 9.2%, 09/01/2024

     14,960        14,960        15,183  

433347, 11.24%, 09/01/2024

     24,087        24,087        24,455  

433393, 12.24%, 09/01/2024

     35,167        35,167        36,504  

433433, 9.99%, 09/01/2024

     9,632        9,632        9,674  

433474, 12.24%, 10/15/2024

     28,986        28,986        30,054  

433562, 12.24%, 09/01/2024

     34,464        34,464        35,775  

433615, 12.49%, 09/01/2024

     11,989        11,989        12,490  

434045, 11.74%, 09/01/2024

     34,978        34,978        36,309  

434056, 10.49%, 09/01/2024

     24,150        24,150        24,633  

434738, 11.74%, 09/01/2024

     24,298        24,298        25,222  

434821, 11.7%, 09/01/2024

     34,952        34,952        36,106  

434852, 10.74%, 10/01/2024

     28,094        28,094        28,808  

434875, 9.99%, 09/01/2024

     37,728        37,728        38,482  

434978, 12.49%, 09/01/2024

     12,571        12,571        13,095  

434993, 11.74%, 12/01/2024

     21,504        21,504        22,308  

435025, 11.24%, 09/01/2024

     12,520        12,520        12,828  

435064, 10.74%, 09/01/2024

     26,127        26,127        26,846  

435090, 12.99%, 09/01/2024

     18,633        18,633        18,488  

435201, 12.49%, 10/01/2024

     15,206        15,206        15,885  

435302, 12.99%, 09/01/2024

     6,874        6,874        7,186  

435478, 12.24%, 09/01/2024

     35,159        35,159        36,557  


Table of Contents

436135, 9.99%, 09/01/2024

     47,768        47,768        48,722  

436204, 11.24%, 09/01/2024

     46,843        46,843        47,996  

436207, 10.49%, 09/01/2024

     24,826        24,826        25,322  

436233, 9.99%, 09/01/2024

     13,716        13,716        13,990  

436331, 10.74%, 09/01/2024

     21,437        21,437        21,965  

436348, 9.2%, 09/15/2024

     16,367        16,367        16,665  

436391, 12.49%, 09/15/2024

     35,400        35,400        37,094  

436437, 12.24%, 09/01/2024

     17,666        17,666        18,337  

436600, 12.49%, 09/01/2024

     28,190        28,190        29,367  

436673, 12.49%, 09/01/2024

     35,191        35,191        36,659  

436747, 10.74%, 09/01/2024

     16,597        16,597        17,005  

436793, 10.49%, 09/01/2024

     13,034        13,034        13,310  

436796, 10.74%, 09/01/2024

     29,224        29,224        29,835  

436924, 11.2%, 09/01/2024

     30,582        30,582        31,591  

454419, 11.74%, 10/01/2024

     35,534        35,534        36,981  

454499, 12.24%, 10/01/2024

     35,721        35,721        37,174  

455018, 10.74%, 10/01/2024

     28,124        28,124        28,903  

455216, 10.74%, 10/01/2024

     28,124        28,124        28,903  

455309, 12.24%, 10/01/2024

     18,855        18,855        19,622  

455890, 11.2%, 10/01/2024

     35,320        35,320        36,588  

455902, 8.2%, 10/01/2024

     33,421        33,421        34,022  

455904, 11.24%, 10/01/2024

     30,056        30,056        30,820  

456143, 10.74%, 10/01/2024

     43,582        43,582        44,788  

457349, 10.49%, 01/01/2025

     43,947        43,947        44,700  

457948, 12.99%, 10/01/2024

     10,542        10,514        10,803  

462715, 11.74%, 10/01/2024

     29,755        29,755        31,012  

462737, 12.99%, 10/01/2024

     30,295        30,295        31,666  

462751, 8.2%, 11/01/2024

     69,075        69,075        69,942  

462767, 10.49%, 10/01/2024

     52,446        52,446        53,578  

462817, 11.74%, 10/01/2024

     35,423        35,423        36,919  

462831, 11.2%, 10/01/2024

     29,369        29,369        30,395  

462878, 12.49%, 10/01/2024

     16,690        16,690        17,462  

462893, 11.2%, 10/20/2024

     34,008        34,008        35,257  

462900, 11.74%, 10/15/2024

     35,577        35,577        37,086  

462901, 12.24%, 10/01/2024

     34,491        34,491        35,868  

462902, 10.49%, 10/01/2024

     55,943        55,943        57,184  

463012, 11.33%, 10/01/2024

     31,331        31,331        32,445  

463017, 10.74%, 10/01/2024

     28,746        28,746        29,522  

463023, 13.13%, 10/01/2024

     30,894        30,894        32,310  

463036, 10.74%, 10/01/2024

     27,784        27,784        28,524  

463086, 9.99%, 10/01/2024

     28,334        28,334        28,928  

463135, 12.49%, 10/01/2024

     35,695        35,695        37,345  

463136, 12.49%, 11/01/2024

     32,928        32,928        34,208  

463155, 11.7%, 10/01/2024

     33,548        33,548        34,669  

463174, 10.49%, 09/17/2024

     58,541        58,541        59,683  

463198, 11.74%, 10/01/2024

     32,589        32,589        33,965  

464689, 12.49%, 10/01/2024

     29,934        29,934        31,316  

464786, 10.49%, 10/01/2024

     34,412        34,412        35,326  

464795, 13.13%, 03/01/2025

     35,306        35,306        36,465  

464801, 10.74%, 10/16/2024

     34,847        34,847        35,780  

464818, 11.74%, 10/15/2024

     34,641        34,641        36,066  

464890, 12.49%, 10/01/2024

     35,636        35,636        37,281  

464891, 12.49%, 10/10/2024(b)

     30,880        30,880        7,128  

464934, 13.13%, 10/01/2024

     28,688        28,688        30,001  

464945, 11.33%, 10/01/2024

     32,362        32,362        33,493  

465032, 11.74%, 10/16/2024

     35,534        35,534        36,827  

465061, 9.2%, 10/01/2024

     37,883        37,883        38,496  

465063, 9.49%, 10/01/2024

     55,276        55,276        56,497  

465074, 12.49%, 10/15/2024

     35,802        35,802        37,463  

465126, 11.2%, 10/15/2024

     34,079        34,079        35,270  

465133, 12.99%, 10/01/2024

     35,813        35,813        37,454  

465158, 10.74%, 10/07/2024

     56,106        56,106        57,623  

465174, 8.2%, 10/01/2024

     44,285        44,285        45,023  

465177, 11.24%, 10/01/2024

     31,669        31,669        32,514  

465183, 11.2%, 10/01/2024

     35,173        35,173        36,457  

465189, 9.49%, 02/01/2025

     45,050        45,050        45,994  

465207, 10.74%, 10/01/2024

     51,200        51,200        52,581  

465245, 10.49%, 10/01/2024

     38,406        38,406        39,234  

465274, 11.33%, 10/01/2024

     35,218        35,218        36,501  

465284, 11.2%, 11/01/2024

     28,831        28,831        29,754  

465290, 10.74%, 10/01/2024

     35,006        35,006        35,951  

465297, 12.49%, 10/16/2024

     35,895        35,895        37,558  

465317, 9.99%, 10/01/2024

     27,699        27,699        28,301  

465342, 11.99%, 10/01/2024(b)

     48,460        48,460        3,623  

465348, 9.99%, 11/01/2024

     58,803        58,803        59,823  

465376, 9.99%, 10/01/2024

     28,480        28,480        29,101  

465380, 11.74%, 10/01/2024

     21,066        21,066        21,419  

465390, 11.2%, 10/01/2024

     29,297        29,297        30,188  

465420, 10.74%, 10/01/2024

     38,101        38,101        39,121  

465461, 10.74%, 10/01/2024

     35,006        35,006        35,951  

465469, 8.2%, 10/01/2024

     33,384        33,384        33,940  

465490, 9.99%, 10/01/2024(b)

     42,308        42,308        3,129  


Table of Contents

465509, 11.74%, 10/01/2024

     35,368        35,368        36,859  

465551, 11.99%, 10/01/2024

     34,953        34,953        36,421  

465602, 12.49%, 01/01/2025

     35,738        35,738        37,515  

465916, 12.99%, 10/01/2024

     26,996        26,996        27,755  

465963, 7.7%, 10/01/2024

     29,766        29,766        30,259  

465988, 12.49%, 10/01/2024

     34,912        34,912        36,523  

466024, 9.99%, 10/01/2024

     27,777        27,777        28,384  

466060, 11.07%, 11/01/2024

     35,971        35,971        37,124  

466076, 9.99%, 10/01/2024

     42,965        42,965        43,902  

466133, 11.74%, 10/15/2024

     34,335        34,335        35,742  

466143, 9.99%, 10/01/2024

     31,250        31,250        31,932  

466185, 10.74%, 10/01/2024

     44,586        44,586        45,755  

466191, 12.24%, 10/15/2024

     28,552        28,552        29,747  

466223, 8.2%, 10/01/2024

     34,058        34,058        34,626  

466227, 12.49%, 10/01/2024

     32,028        32,028        33,273  

466284, 11.99%, 10/01/2024

     33,326        33,326        34,598  

466298, 8.2%, 10/01/2024

     34,739        34,739        35,318  

466318, 11.74%, 10/15/2024

     34,641        34,641        36,048  

466349, 9.49%, 10/05/2024

     47,020        47,020        48,059  

466374, 9.99%, 10/01/2024

     50,000        50,000        51,091  

466389, 9.49%, 10/01/2024

     48,446        48,446        49,516  

466402, 11.2%, 10/01/2024

     35,162        35,162        36,445  

466444, 10.49%, 10/15/2024(b)

     44,449        44,449        0  

483808, 11.99%, 02/01/2025

     1,519        1,515        1,514  

500794, 11.33%, 12/01/2024

     13,136        13,102        13,432  

504881, 10.74%, 12/01/2024

     7,223        7,205        7,341  

518325, 7.7%, 01/15/2025

     35,878        35,784        36,532  

528428, 12.49%, 01/01/2025

     19,398        19,348        20,162  

532484, 11.74%, 01/01/2025

     14,420        14,382        14,755  

535620, 11.2%, 02/01/2025

     37,663        37,565        38,858  

541135, 10.74%, 02/01/2025

     10,400        10,373        10,615  

541332, 12.49%, 02/01/2025

     22,731        22,672        23,495  

552735, 12.33%, 02/09/2025

     37,585        37,487        38,698  

555462, 14.38%, 02/12/2025

     11,915        11,884        12,284  

556844, 10.74%, 02/15/2025(b)

     40,436        40,331        2,980  

557203, 10.49%, 02/15/2025

     44,551        44,435        45,621  

558422, 9.99%, 02/16/2025

     25,866        25,799        26,403  

558630, 8.2%, 02/16/2025

     3,632        3,622        3,700  

558707, 10.74%, 02/16/2025

     63,261        63,097        64,589  

559320, 11.62%, 02/17/2025

     6,555        6,538        6,687  

559637, 14.38%, 02/17/2025

     30,760        30,680        31,968  

560557, 9.99%, 05/18/2025

     77,009        76,809        78,504  

560599, 9.99%, 02/18/2025

     34,448        34,359        35,180  

561005, 10.49%, 02/19/2025

     28,973        28,897        29,699  

561097, 12.2%, 03/01/2025

     24,354        24,291        25,160  

561231, 10.24%, 02/19/2025

     25,927        25,860        26,486  

561347, 14.38%, 08/25/2025

     29,992        29,915        31,167  

562423, 8.57%, 02/23/2025

     21,871        21,814        22,264  

562885, 12.33%, 02/23/2025

     12,081        12,050        12,492  

562907, 9.49%, 02/23/2025

     13,975        13,938        14,285  

562969, 12.49%, 02/23/2025

     9,838        9,813        10,205  

563012, 10.24%, 02/23/2025

     14,404        14,366        14,721  

564204, 12.99%, 02/24/2025

     26,516        26,447        27,460  

564374, 14.38%, 03/24/2025

     19,689        19,638        20,493  

565134, 11.37%, 03/25/2025

     7,580        7,560        7,821  

567215, 10.49%, 03/05/2025

     16,900        16,856        17,247  

567400, 11.62%, 03/05/2025

     56,380        56,234        57,545  

568404, 10.74%, 03/05/2025

     9,824        9,798        10,026  

568621, 8.57%, 03/05/2025

     37,028        36,932        37,560  

569465, 13.13%, 03/05/2025

     25,460        25,394        26,301  

570328, 13.13%, 03/05/2025

     12,312        12,280        12,505  

570357, 11.37%, 03/05/2025

     37,975        37,876        38,758  

570549, 11.99%, 05/05/2025

     38,837        38,736        40,043  

570588, 14.38%, 03/05/2025

     10,911        10,883        11,272  

570865, 9.49%, 03/05/2025

     11,942        11,911        12,127  

570926, 12.74%, 05/05/2025(b)

     41,214        41,106        12,933  

571849, 11.2%, 03/05/2025

     16,664        16,621        17,116  

574251, 10.24%, 03/07/2025

     63,349        63,184        64,521  

576822, 13.74%, 03/20/2025

     27,174        27,103        28,039  

576911, 14.38%, 03/12/2025

     17,120        17,076        17,726  

577004, 14.38%, 03/12/2025

     18,044        17,997        18,681  

578506, 8.2%, 03/13/2025

     73,695        73,503        74,855  

579980, 9.99%, 03/15/2025

     16,831        16,787        17,166  

581145, 12.74%, 03/16/2025

     21,341        21,286        22,069  

581341, 13.74%, 03/16/2025

     15,483        15,443        16,054  

581694, 14.38%, 04/01/2025

     10,096        10,069        10,490  

582064, 12.33%, 04/19/2025

     33,651        33,563        34,748  

582926, 10.24%, 04/01/2025

     40,942        40,835        41,851  

586551, 10.74%, 03/23/2025

     15,843        15,801        16,193  

586722, 11.74%, 03/23/2025

     19,788        19,737        20,502  

587593, 12.49%, 04/05/2025

     17,864        17,817        18,421  

587742, 14.38%, 04/05/2025

     19,790        19,739        20,409  


Table of Contents

589847, 7.7%, 04/05/2025

     74,526        74,332        75,568  

590790, 9.99%, 04/05/2025

     76,091        75,893        77,388  

592454, 10.24%, 04/05/2025

     19,044        18,995        19,369  

593813, 8.57%, 05/05/2025(b)

     23,397        23,336        15,791  

594963, 9.49%, 04/17/2025

     25,768        25,701        26,296  

596551, 12.49%, 04/03/2025

     13,562        13,527        13,989  

597089, 10.74%, 04/10/2025

     22,940        22,880        23,360  

597354, 9.99%, 04/10/2025

     12,337        12,305        12,572  

598669, 8.2%, 04/11/2025

     22,429        22,371        22,768  

598770, 10.49%, 04/20/2025

     32,891        32,806        33,636  

599670, 10.49%, 04/12/2025

     5,341        5,327        5,455  

600828, 10.49%, 04/13/2025(b)

     25,250        25,185        1,873  

601813, 10.74%, 04/14/2025

     30,672        30,592        31,490  

602989, 11.37%, 05/25/2025

     11,310        11,281        11,568  

603022, 11.62%, 04/17/2025

     16,720        16,677        17,038  

603859, 9.99%, 05/18/2025

     50,458        50,327        51,468  

603955, 11.37%, 04/18/2025

     38,438        38,338        39,328  

606034, 13.74%, 04/15/2025

     18,759        18,710        19,436  

606118, 10.74%, 04/20/2025

     10,323        10,296        10,566  

606129, 8.2%, 04/20/2025

     35,886        35,793        36,488  

607560, 8.07%, 04/24/2025

     72,671        72,482        74,137  

607710, 11.74%, 04/24/2025

     30,861        30,781        31,933  

607751, 10.74%, 04/24/2025

     7,647        7,627        7,813  

610658, 11.2%, 05/05/2025

     32,754        32,669        33,555  

616133, 8.07%, 06/05/2025

     33,350        33,264        33,781  

616200, 9.99%, 05/05/2025

     30,809        30,729        31,313  

619094, 10.74%, 05/08/2025

     8,382        8,360        8,549  

623301, 14.38%, 05/14/2025

     8,760        8,737        9,042  

625168, 14.38%, 05/16/2025(b)

     21,062        21,007        16,472  

625973, 11.62%, 07/17/2025

     79,263        79,057        80,905  

627462, 12.74%, 09/21/2025

     22,536        22,478        23,348  

627771, 10.24%, 05/21/2025

     8,486        8,464        8,657  

629038, 13.74%, 05/22/2025

     12,693        12,660        13,139  

634051, 12.33%, 07/05/2025

     21,966        21,909        22,412  

634064, 10.49%, 06/05/2025

     25,071        25,006        25,467  

637658, 12.74%, 06/05/2025

     34,268        34,179        35,099  

640059, 12.99%, 06/08/2025

     20,770        20,716        21,292  

99660, 8.88%, 11/16/2022

     16,631        16,631        17,020  
     

 

 

    

 

 

 

Total 84-Month

        13,921,669        13,739,132  
     

 

 

    

 

 

 

Total Consumer Loans

        24,129,965        23,676,572  
     

 

 

    

 

 

 


Table of Contents

Small Business Loans - 23.63%

        

Square - 23.63%(c)

        

18-Month

        

1028137, 9.76%, 08/15/2019(b)

     1,727        0        1,631  

1035057, 6.9%, 08/21/2019(b)

     1,678        1,478        391  

1053663, 9.77%, 09/06/2019(b)

     302        82        283  

1053855, 8.57%, 09/06/2019(b)

     184        0        175  

1091023, 8.57%, 10/03/2019(b)

     73        0        69  

1092028, 9.76%, 10/04/2019(b)

     2,334        950        1,874  

1096583, 10.24%, 10/06/2019(b)

     830        228        141  

1099390, 5.71%, 10/09/2019(b)

     1,453        1,033        1,203  

1101994, 9.76%, 10/11/2019(b)

     867        0        706  

1541787, 5.72%, 07/01/2020(b)

     1,092        602        0  

1545385, 6.9%, 07/03/2020(b)

     1,793        1,405        0  

1546096, 5.25%, 07/03/2020(b)

     1,245        1,085        0  

1547519, 7.62%, 07/04/2020

     673        0        0  

1548102, 6.91%, 07/04/2020(b)

     3,085        2,739        0  

1549687, 6.93%, 07/05/2020

     433        318        0  

1553641, 6.91%, 07/08/2020

     638        0        0  

1556944, 10.95%, 07/10/2020(b)

     267        0        0  

1559356, 10.95%, 07/11/2020(b)

     2,332        509        185  

1561200, 5.71%, 07/11/2020

     341        264        8  

1561212, 6.92%, 07/11/2020(b)

     1,389        1,127        114  

1563734, 6.91%, 07/14/2020

     833        0        151  

1570541, 10.95%, 07/17/2020(b)

     10,082        3,351        1,883  

1571725, 8.86%, 07/17/2020

     129        41        0  

1572380, 6.93%, 07/17/2020(b)

     152        69        12  

1573329, 7.62%, 07/18/2020(b)

     3,404        2,869        452  

1579357, 6.92%, 07/23/2020(b)

     782        653        90  

1582381, 10.24%, 07/24/2020(b)

     3,962        3,113        673  

1582590, 10.95%, 07/24/2020

     6,936        4,789        837  

1584900, 10.97%, 07/25/2020

     42        0        13  

1584984, 6.91%, 07/26/2020(b)

     1,489        1,210        189  

1585089, 8.57%, 07/26/2020(b)

     334        258        38  

1588261, 10.24%, 07/29/2020

     107        0        3  

1588651, 9.76%, 07/29/2020(b)

     2,416        2,012        429  

1589495, 5.71%, 07/29/2020(b)

     732        530        120  

1589658, 5.71%, 07/29/2020(b)

     10,597        8,884        655  

1593258, 8.81%, 07/31/2020(b)

     196        28        27  

1593594, 10.26%, 07/31/2020(b)

     110        0        28  

1593935, 10.26%, 07/31/2020(b)

     1        0        0  

1594121, 6.91%, 07/31/2020(b)

     5,943        5,005        820  

1594637, 9.76%, 07/31/2020(b)

     929        541        147  

1595429, 10.96%, 08/01/2020(b)

     5,397        4,619        992  

1597661, 7.66%, 08/02/2020(b)

     617        555        0  

1598062, 10.97%, 08/03/2020(b)

     966        651        115  

1599651, 8.57%, 08/04/2020

     258        173        24  

1601497, 6.9%, 08/05/2020(b)

     300        90        138  

1602126, 10.24%, 08/05/2020(b)

     206        0        77  

1602155, 8.81%, 08/05/2020(b)

     295        194        8  

1603911, 10.96%, 08/06/2020

     2,585        1,556        440  

1604201, 5.71%, 08/06/2020(b)

     417        330        75  

1606185, 8.83%, 08/07/2020(b)

     61        0        16  

1611806, 7.62%, 08/11/2020(b)

     2,722        2,176        533  

1614084, 8.78%, 08/12/2020(b)

     91        0        31  

1614335, 6.94%, 08/12/2020(b)

     242        170        64  

1614869, 8.57%, 08/13/2020(b)

     3,707        3,027        521  

1615496, 9.77%, 08/13/2020(b)

     1,219        528        501  

1615570, 6.91%, 08/13/2020(b)

     1,197        750        467  

1617747, 6.92%, 08/14/2020(b)

     2,273        2,064        365  

1617847, 10.24%, 08/14/2020(b)

     3,898        3,001        359  

1619826, 10.29%, 08/14/2020

     0        0        0  

1619931, 8.81%, 08/14/2020(b)

     315        127        13  

1621118, 6.91%, 08/15/2020(b)

     3,764        2,997        695  

1632444, 10.24%, 08/19/2020(b)

     341        239        10  

1633843, 9.76%, 08/20/2020

     4,032        540        2,724  

1637815, 10.95%, 08/21/2020

     310        0        147  

1639035, 10.95%, 08/22/2020(b)

     1,886        1,530        220  

1639725, 8.57%, 08/22/2020(b)

     2,634        2,158        548  

1640080, 8.81%, 08/22/2020(b)

     232        15        89  

1641674, 7.67%, 08/25/2020(b)

     447        395        0  

1642209, 6.89%, 08/25/2020

     321        220        160  

1642532, 9.76%, 08/25/2020(b)

     31,021        27,919        0  

1643617, 8.57%, 08/26/2020(b)

     275        209        37  

1644626, 8.81%, 08/26/2020(b)

     717        527        90  

1644907, 6.92%, 08/26/2020(b)

     488        275        222  

1646056, 8.81%, 08/27/2020(b)

     97        0        36  

1647130, 8.57%, 08/27/2020(b)

     1,304        1,111        168  

1647452, 10.23%, 08/27/2020(b)

     610        197        197  

1647768, 10.25%, 08/27/2020(b)

     480        213        197  

1650460, 5.71%, 08/28/2020(b)

     10,355        9,061        2,071  

1651437, 9.76%, 09/01/2020(b)

     1,733        1,140        693  

1651625, 6.91%, 09/01/2020(b)

     9,435        8,729        1,924  


Table of Contents

1653001, 10.98%, 09/01/2020(b)

     1,009        905        0  

1654333, 10.22%, 09/02/2020(b)

     91        32        18  

1654735, 8.57%, 09/03/2020(b)

     906        687        177  

1659490, 8.8%, 09/05/2020

     513        336        154  

1661544, 10.98%, 09/06/2020(b)

     503        358        105  

1666058, 8.57%, 09/08/2020

     521        154        391  

1666820, 9.76%, 09/08/2020

     767        367        402  

1666941, 9.76%, 09/08/2020(b)

     8,795        7,854        1,728  

1669193, 9.77%, 09/09/2020

     290        227        39  

1669315, 5.24%, 09/09/2020(b)

     2,201        2,018        486  

1671864, 8.81%, 09/11/2020(b)

     5,472        4,553        1,632  

1673261, 6.89%, 09/11/2020(b)

     310        237        107  

1673468, 6.93%, 09/12/2020(b)

     175        127        101  

1673671, 6.9%, 09/12/2020(b)

     231        179        73  

1673698, 6.9%, 09/12/2020(b)

     2,359        2,188        529  

1673730, 9.75%, 09/12/2020(b)

     551        457        90  

1674793, 8.57%, 09/12/2020(b)

     2,129        1,441        962  

1675031, 9.76%, 09/12/2020

     197        65        130  

1675146, 8.81%, 09/12/2020(b)

     5,591        4,766        1,121  

1675368, 10.24%, 09/12/2020(b)

     235        86        59  

1675410, 9.78%, 09/12/2020

     856        660        189  

1675445, 9.78%, 09/12/2020(b)

     829        722        155  

1675531, 8.82%, 09/12/2020

     590        479        99  

1675700, 6.9%, 09/12/2020

     235        0        165  

1675807, 5.72%, 09/12/2020

     2,409        2,099        875  

1676376, 5.24%, 09/12/2020(b)

     390        351        57  

1676463, 10.95%, 09/12/2020(b)

     3,836        3,175        503  

1676629, 8.84%, 09/12/2020(b)

     579        451        80  

1677358, 5.25%, 09/13/2020(b)

     486        372        318  

1677770, 8.8%, 09/13/2020

     360        243        55  

1677787, 5.24%, 09/13/2020

     130        0        96  

1678494, 5.71%, 09/13/2020(b)

     614        519        275  

1678767, 9.77%, 09/13/2020(b)

     6,153        5,621        1,174  

1678815, 7.62%, 09/13/2020(b)

     1,115        895        314  

1679233, 10.95%, 09/13/2020(b)

     2,777        2,066        766  

1680336, 5.24%, 09/13/2020(b)

     2,022        1,848        537  

1688433, 7.79%, 09/18/2020(b)

     646        482        113  

1688473, 8.75%, 09/18/2020(b)

     483        412        56  

1688605, 9.92%, 09/18/2020(b)

     1,455        1,295        0  

1688737, 8.72%, 09/18/2020(b)

     3,549        3,178        560  

1688759, 8.72%, 09/18/2020

     135        0        100  

1688769, 8.72%, 09/18/2020

     1,018        807        266  

1688902, 7.78%, 09/18/2020(b)

     3,619        3,209        0  

1688978, 7.76%, 09/18/2020(b)

     872        766        184  

1689677, 9.22%, 09/18/2020(b)

     322        263        40  

1689721, 7.8%, 09/18/2020(b)

     427        291        169  

1689791, 9.91%, 09/18/2020

     2,976        2,304        782  

1689852, 7.79%, 09/18/2020

     991        706        151  

1690358, 6.61%, 09/18/2020(b)

     3,873        3,570        718  

1690692, 4.25%, 09/18/2020

     1,259        1,129        430  

1690840, 7.55%, 09/18/2020

     618        474        193  

1690850, 6.6%, 09/18/2020

     691        413        570  

1690894, 9.2%, 09/18/2020(b)

     5,886        4,967        969  

1691020, 7.8%, 09/18/2020(b)

     272        226        44  

1691082, 9.21%, 09/18/2020(b)

     1,137        921        242  

1691152, 6.6%, 09/18/2020(b)

     29,677        27,958        6,617  

1691822, 6.62%, 09/19/2020

     46        0        34  

1691836, 7.55%, 09/19/2020

     727        509        470  

1691998, 8.73%, 09/19/2020

     591        502        103  

1692334, 7.78%, 09/19/2020(b)

     776        628        0  

1693309, 5.89%, 09/19/2020

     764        489        448  

1693676, 5.9%, 09/19/2020

     497        443        124  

1693704, 6.6%, 09/19/2020(b)

     1,523        1,374        223  

1693864, 8.72%, 09/19/2020(b)

     3,572        2,872        1,231  

1693929, 9.95%, 09/19/2020(b)

     729        670        152  

1694119, 7.78%, 09/19/2020

     366        294        46  

1694212, 4.25%, 09/19/2020

     306        270        125  

1694252, 4.25%, 09/19/2020(b)

     2,596        2,528        652  

1694386, 4.25%, 09/19/2020

     1,099        0        628  

1705923, 6.6%, 09/25/2020

     254        168        161  

1705959, 4.26%, 09/25/2020

     1,196        1,135        292  

1706070, 5.91%, 09/25/2020(b)

     1,198        1,111        263  

1706230, 6.6%, 09/25/2020

     655        532        384  

1707688, 7.78%, 09/25/2020(b)

     2,030        1,338        1,173  

1711989, 5.9%, 09/27/2020

     638        507        301  

1714724, 5.24%, 09/28/2020(b)

     2,933        2,665        1,069  

1715055, 10.26%, 09/28/2020(b)

     146        31        111  

1717810, 7.62%, 09/28/2020(b)

     2,101        1,839        656  

1718277, 10.96%, 09/29/2020

     1,899        1,600        365  

1720731, 6.91%, 09/30/2020(b)

     12,519        11,734        3,349  

1721524, 8.82%, 09/30/2020(b)

     1,228        970        229  

1724929, 8.82%, 10/01/2020

     992        783        218  


Table of Contents

1725923, 8.77%, 10/02/2020(b)

     367        309        76  

1726424, 8.84%, 10/02/2020(b)

     42        0        10  

1729242, 8.8%, 10/03/2020(b)

     1,155        1,029        198  

1729710, 10.95%, 10/03/2020

     119        58        67  

1730247, 6.92%, 10/03/2020(b)

     2,693        2,571        522  

1732588, 10.97%, 10/04/2020(b)

     452        315        237  

1733805, 9.77%, 10/04/2020(b)

     3,152        2,866        498  

1734633, 10.95%, 10/04/2020

     615        495        167  

1735605, 5.71%, 10/04/2020

     597        483        433  

1736370, 10.95%, 10/05/2020(b)

     664        511        230  

1738795, 7.62%, 10/06/2020(b)

     1,386        1,172        465  

1738858, 8.8%, 10/06/2020(b)

     515        443        64  

1739156, 5.24%, 10/06/2020(b)

     1,171        1,140        262  

1739382, 9.79%, 10/07/2020(b)

     215        122        173  

1745643, 9.78%, 10/09/2020

     652        538        166  

1745692, 5.71%, 10/09/2020(b)

     11,723        11,263        2,809  

1746909, 10.97%, 10/10/2020

     617        518        162  

1746951, 10.27%, 10/10/2020(b)

     260        177        36  

1747296, 8.8%, 10/10/2020(b)

     704        616        124  

1748907, 8.82%, 10/10/2020(b)

     2,118        1,942        639  

1749348, 7.62%, 10/10/2020(b)

     1,716        1,316        1,078  

1750133, 8.57%, 10/11/2020(b)

     3,723        3,416        778  

1751300, 10.24%, 10/11/2020(b)

     8,079        7,079        1,635  

1754544, 8.82%, 10/12/2020

     225        162        95  

1756591, 6.9%, 10/13/2020

     820        741        328  

1756624, 8.84%, 10/13/2020(b)

     784        687        139  

1757078, 8.81%, 10/15/2020(b)

     5,197        4,702        947  

1757353, 8.82%, 10/15/2020(b)

     471        388        135  

1757765, 10.94%, 10/15/2020(b)

     963        841        238  

1760225, 10.96%, 10/16/2020(b)

     2,578        2,360        470  

1760439, 7.62%, 10/16/2020(b)

     61,103        58,863        11,886  

1764411, 6.9%, 10/16/2020

     847        722        498  

1766824, 5.24%, 10/17/2020(b)

     124        82        99  

1766860, 5.72%, 10/17/2020

     1,331        1,185        535  

1767110, 7.62%, 10/17/2020(b)

     3,210        3,022        814  

1769772, 9.78%, 10/18/2020

     311        219        200  

1769878, 5.71%, 10/18/2020(b)

     2,607        2,397        1,075  

1771526, 8.57%, 10/19/2020(b)

     790        485        569  

1772548, 8.82%, 10/19/2020(b)

     1,855        1,678        313  

1773466, 7.62%, 10/19/2020(b)

     491        453        91  

1773517, 10.95%, 10/19/2020(b)

     807        727        143  

1774074, 5.71%, 10/20/2020

     441        0        339  

1775545, 10.25%, 10/22/2020(b)

     396        288        166  

1775997, 10.25%, 10/22/2020(b)

     1,387        1,172        617  

1777586, 8.57%, 10/22/2020(b)

     1,071        1,004        264  

1778741, 9.77%, 10/23/2020(b)

     1,072        590        846  

1780102, 10.95%, 10/23/2020(b)

     1,223        1,095        274  

1782187, 8.57%, 10/24/2020(b)

     7,118        6,793        1,367  

1782556, 10.24%, 10/24/2020

     9,123        7,660        3,565  

1783354, 10.95%, 10/24/2020(b)

     1,096        1,000        278  

1783373, 6.9%, 10/24/2020(b)

     5,194        5,056        1,386  

1785032, 7.64%, 10/25/2020

     704        643        276  

1787436, 9.76%, 10/25/2020

     1,455        1,175        1,000  

1788029, 8.86%, 10/26/2020(b)

     287        256        86  

1789373, 6.91%, 10/26/2020

     3,741        2,775        3,112  

1790722, 7.62%, 10/27/2020

     2,443        1,334        1,960  

1791383, 9.76%, 10/28/2020(b)

     3,942        3,556        963  

1792838, 6.9%, 10/29/2020

     1,253        1,103        680  

1794897, 8.86%, 10/30/2020(b)

     448        403        71  

1795636, 8.79%, 10/30/2020(b)

     134        76        110  

1797368, 8.81%, 10/30/2020(b)

     21        0        16  

1799329, 9.76%, 11/01/2020(b)

     4,063        3,808        1,324  

1800628, 6.91%, 11/01/2020(b)

     3,492        3,441        713  

1801846, 10.23%, 11/02/2020(b)

     1,427        1,343        262  

1804282, 7.62%, 11/02/2020(b)

     2,344        2,238        568  

1804965, 8.81%, 11/02/2020(b)

     145        111        36  

1805364, 6.9%, 11/03/2020(b)

     715        666        286  

1805563, 9.76%, 11/03/2020

     531        487        100  

1805748, 9.76%, 11/03/2020(b)

     8,740        8,354        0  

1807311, 7.62%, 11/03/2020(b)

     381        314        254  

1807371, 5.71%, 11/03/2020

     161        101        138  

1807876, 5.25%, 11/03/2020(b)

     127        92        108  

1808221, 9.8%, 11/04/2020

     23        0        19  

1808536, 10.95%, 11/04/2020

     107        74        48  

1811434, 6.9%, 11/06/2020

     524        410        430  

1813719, 8.84%, 11/07/2020(b)

     493        451        108  

1813745, 9.76%, 11/07/2020(b)

     8,880        8,342        2,434  

1815030, 11%, 11/07/2020

     389        345        147  

1816254, 8.81%, 11/08/2020(b)

     1,466        1,370        344  

1816335, 10.94%, 11/08/2020(b)

     299        235        183  

1816810, 6.9%, 11/08/2020

     1,940        1,819        702  

1819615, 8.57%, 11/09/2020(b)

     898        744        519  


Table of Contents

1820490, 5.71%, 11/09/2020

     152        103        114  

1820693, 8.81%, 11/09/2020(b)

     753        617        312  

1820908, 8.82%, 11/09/2020(b)

     3,923        3,692        809  

1821654, 8.81%, 11/09/2020(b)

     1,002        912        188  

1822149, 10.24%, 11/09/2020

     1,330        886        1,112  

1822725, 6.9%, 11/10/2020(b)

     876        792        601  

1823354, 6.9%, 11/10/2020

     614        554        428  

1823781, 8.81%, 11/10/2020(b)

     942        839        265  

1824445, 8.81%, 11/10/2020

     1,908        1,519        1,109  

1824857, 8.57%, 11/10/2020(b)

     708        656        185  

1824958, 5.22%, 11/10/2020(b)

     1,298        1,272        287  

1825064, 6.9%, 11/12/2020(b)

     978        932        298  

1825107, 9.77%, 11/11/2020(b)

     651        552        309  

1825170, 10.24%, 11/11/2020(b)

     1,183        1,123        254  

1826691, 5.24%, 11/13/2020

     11,845        11,515        3,279  

1827693, 7.62%, 11/13/2020

     4,070        3,825        1,746  

1828077, 10.95%, 11/13/2020

     5,186        4,864        1,622  

1830240, 8.83%, 11/14/2020

     103        77        56  

1830417, 10.95%, 11/14/2020(b)

     87        37        65  

1831652, 10.99%, 11/14/2020

     607        561        121  

1831698, 6.9%, 11/14/2020

     405        127        353  

1833417, 7.64%, 11/14/2020(b)

     538        487        291  

1833536, 8.57%, 11/15/2020(b)

     11,526        11,117        2,415  

1834628, 5.24%, 11/15/2020(b)

     10,078        9,746        4,662  

1837810, 8.82%, 11/15/2020(b)

     1,759        1,540        592  

1841147, 6.89%, 11/16/2020

     74        39        61  

1841426, 6.9%, 11/16/2020(b)

     229        131        210  

1841518, 9.75%, 11/16/2020(b)

     807        777        148  

1842352, 6.91%, 11/17/2020(b)

     2,648        2,555        721  

1843501, 9.76%, 11/17/2020

     464        405        318  

1844021, 10.24%, 11/17/2020(b)

     968        877        326  

1844462, 5.27%, 11/18/2020

     199        176        175  

1844544, 5.71%, 11/18/2020

     466        426        372  

1846050, 6.9%, 11/20/2020(b)

     1,857        1,745        1,076  

1846246, 5.22%, 11/20/2020(b)

     417        400        178  

1846272, 5.71%, 11/20/2020

     1,377        1,324        567  

1846969, 5.71%, 11/20/2020

     74        44        55  

1848562, 8.82%, 11/20/2020(b)

     4,236        4,016        853  

1849470, 8.57%, 11/20/2020(b)

     898        826        406  

1850471, 8.81%, 11/21/2020(b)

     10,756        10,327        0  

1850901, 8.57%, 11/21/2020(b)

     7,060        6,740        2,019  

1851333, 10.95%, 11/21/2020

     2,248        2,095        805  

1851355, 5.25%, 11/21/2020

     930        844        821  

1853020, 8.57%, 11/22/2020

     2,594        1,659        2,531  

1854358, 8.89%, 11/22/2020(b)

     75        57        59  

1854612, 6.9%, 11/22/2020

     446        358        414  

1857938, 9.76%, 11/23/2020(b)

     26,574        25,813        4,947  

1860995, 10.96%, 11/24/2020(b)

     4,347        4,082        1,697  

1861186, 7.62%, 11/24/2020(b)

     457        0        449  

1863181, 8.8%, 11/26/2020(b)

     1,768        1,704        408  

1863527, 8.8%, 11/27/2020(b)

     523        458        261  

1865109, 8.57%, 11/28/2020

     289        236        242  

1866512, 7.62%, 11/28/2020(b)

     42        11        22  

1868137, 7.62%, 11/29/2020

     1,361        1,313        190  

1868552, 10.96%, 11/29/2020(b)

     1,695        1,531        1,151  

1869398, 8.8%, 11/29/2020(b)

     3,408        3,304        716  

1869660, 8.8%, 11/29/2020

     2,500        2,377        538  

1870538, 6.9%, 11/29/2020

     55        10        53  

1872479, 5.24%, 11/30/2020

     3,547        3,456        1,560  

1873479, 8.81%, 11/30/2020(b)

     1,713        1,721        780  

1873542, 10.96%, 11/30/2020(b)

     1,490        1,280        1,075  

1874280, 8.57%, 11/30/2020

     8,735        8,438        3,826  

1874589, 8.84%, 11/30/2020(b)

     629        606        128  

1874607, 8.81%, 11/30/2020

     8,622        8,126        2,422  

1875092, 8.81%, 11/30/2020(b)

     4,820        4,667        1,260  

1875489, 6.95%, 11/30/2020

     366        352        143  

1875506, 6.91%, 11/30/2020

     1,587        1,506        953  

1876100, 5.71%, 11/30/2020

     363        338        323  

1876650, 10.25%, 11/30/2020

     728        642        475  

1876858, 6.91%, 11/30/2020(b)

     2,194        2,156        605  

1876902, 8.83%, 11/30/2020(b)

     405        388        81  

1876910, 8.57%, 11/30/2020(b)

     1,421        1,371        404  

1877506, 9.75%, 11/30/2020

     812        780        311  

1880426, 5.24%, 11/30/2020(b)

     1,055        998        945  

1880654, 9.76%, 12/01/2020(b)

     3,255        3,201        867  

1880840, 7.62%, 12/01/2020(b)

     698        635        623  

1880932, 10.23%, 12/01/2020(b)

     877        852        181  

1881047, 8.83%, 12/01/2020(b)

     242        210        178  

1881078, 8.57%, 12/01/2020(b)

     9,532        9,318        2,186  

1882260, 10.26%, 12/03/2020

     90        42        79  

1882333, 8.81%, 12/03/2020(b)

     3,779        3,667        1,000  

1883879, 7.65%, 12/03/2020(b)

     446        420        248  


Table of Contents

1884174, 10.23%, 12/03/2020(b)

     614        580        207  

1884200, 5.71%, 12/03/2020

     341        295        311  

1884305, 8.57%, 12/03/2020

     300        25        260  

1885120, 8.81%, 12/03/2020(b)

     4,783        4,624        1,184  

1885178, 5.25%, 12/03/2020

     297        260        272  

1885198, 6.9%, 12/03/2020

     1,529        1,456        958  

1885435, 8.82%, 12/04/2020(b)

     912        785        565  

1885700, 6.9%, 12/04/2020(b)

     5,614        5,475        2,314  

1887388, 8.57%, 12/04/2020(b)

     646        620        273  

1887411, 5.24%, 12/04/2020(b)

     5,993        5,814        3,915  

1888019, 10.95%, 12/04/2020

     1,494        1,216        1,377  

1888874, 5.24%, 12/05/2020

     983        963        446  

1889018, 5.24%, 12/05/2020

     876        850        597  

1889037, 5.71%, 12/05/2020

     672        642        593  

1889402, 7.62%, 12/05/2020(b)

     2,656        2,032        2,596  

1890481, 6.94%, 12/05/2020(b)

     344        327        195  

1893924, 5.71%, 12/06/2020(b)

     1,410        1,322        1,133  

1894184, 5.25%, 12/06/2020(b)

     1,515        1,482        967  

1894342, 8.57%, 12/06/2020

     817        769        579  

1894898, 5.74%, 12/07/2020(b)

     1,006        991        411  

1896675, 6.9%, 12/07/2020

     395        370        329  

1896692, 10.24%, 12/07/2020

     1,975        1,535        1,720  

1897045, 10.95%, 12/07/2020

     32,413        30,902        16,249  

1898014, 5.71%, 12/08/2020(b)

     2,630        2,583        1,089  

1898929, 5.25%, 12/09/2020(b)

     205        193        200  

1899558, 5.25%, 12/10/2020(b)

     1,297        1,271        767  

1899920, 10.97%, 12/10/2020(b)

     1,661        1,617        487  

1900339, 8.57%, 12/10/2020

     29        7        27  

1901281, 7.62%, 12/10/2020

     1,306        1,244        1,089  

1903350, 9.81%, 12/11/2020(b)

     508        495        144  

1903942, 7.62%, 12/11/2020

     81        66        73  

1904122, 9.76%, 12/11/2020

     12,758        12,352        5,253  

1904893, 5.25%, 12/11/2020

     667        634        614  

1905174, 5.24%, 12/11/2020

     2,151        2,079        1,676  

1905261, 5.24%, 12/11/2020

     9,841        9,663        6,461  

1905578, 5.25%, 12/11/2020

     210        175        204  

1905649, 8.81%, 12/11/2020

     528        428        413  

1906277, 10.24%, 12/12/2020(b)

     3,480        3,394        1,590  

1906936, 7.62%, 12/12/2020(b)

     1,196        1,146        813  

1907013, 8.57%, 12/12/2020

     518        490        390  

1907120, 8.82%, 12/12/2020(b)

     2,655        2,586        1,233  

1907614, 10.24%, 12/12/2020(b)

     7,423        7,287        2,030  

1908105, 9.77%, 12/12/2020(b)

     7,123        7,065        2,019  

1929798, 5.9%, 12/20/2020

     7,803        7,674        6,663  

1931076, 6.63%, 12/20/2020

     783        776        376  

1931107, 9.19%, 12/20/2020

     497        491        171  

1931117, 6.6%, 12/20/2020

     1,249        1,230        980  

1931253, 9.91%, 12/20/2020(b)

     1,977        1,963        580  

1931464, 5.9%, 12/20/2020(b)

     5,189        5,169        1,440  

1931541, 9.21%, 12/20/2020(b)

     1,192        1,176        450  

1932012, 4.25%, 12/20/2020

     1,273        1,263        994  

1932191, 7.79%, 12/20/2020

     997        976        385  

1932250, 9.91%, 12/20/2020(b)

     225        220        137  

1932432, 7.77%, 12/20/2020

     484        473        356  

1935492, 9.92%, 12/22/2020

     136        120        121  

1935504, 4.27%, 12/22/2020(b)

     148        145        141  

1935809, 5.89%, 12/22/2020(b)

     5,514        5,495        1,390  

1935836, 9.2%, 12/22/2020(b)

     106        103        80  

1935874, 7.78%, 12/22/2020(b)

     792        807        537  

1935883, 9.89%, 12/22/2020(b)

     296        291        200  

1936027, 9.2%, 12/22/2020

     2,105        2,090        367  

1936041, 4.25%, 12/22/2020

     78        63        76  

1936084, 7.75%, 12/22/2020(b)

     315        311        88  

1936113, 5.89%, 12/23/2020(b)

     1,228        1,220        570  

1936188, 5.89%, 12/23/2020(b)

     6,141        6,121        1,800  

1936279, 6.6%, 12/23/2020(b)

     1,555        1,547        555  

1936359, 9.2%, 12/23/2020(b)

     960        954        335  

1936509, 5.89%, 12/23/2020(b)

     60        56        53  

1936562, 8.73%, 12/23/2020(b)

     1,377        1,366        521  

1936594, 4.25%, 12/23/2020(b)

     1,944        1,924        1,838  

1937906, 7.79%, 12/24/2020(b)

     1,574        1,569        456  

1938087, 6.6%, 12/24/2020

     46        43        35  

1938112, 5.9%, 12/24/2020

     4,101        3,979        4,005  

1938472, 9.91%, 12/24/2020(b)

     37,387        37,336        7,652  

1938621, 4.26%, 12/24/2020

     202        198        198  

1938978, 6.61%, 12/24/2020

     1,995        1,981        1,135  

1939229, 4.24%, 12/24/2020(b)

     726        723        503  

1939533, 8.73%, 12/24/2020(b)

     312        213        307  

1939920, 7.77%, 12/24/2020(b)

     1,409        1,401        312  

1939939, 4.72%, 12/24/2020

     1,056        1,046        982  

1940015, 9.2%, 12/24/2020

     3,271        3,234        1,464  

1940046, 7.78%, 12/24/2020

     3,610        3,581        1,904  


Table of Contents

1940344, 8.73%, 12/24/2020

     3,665        3,598        2,926  

1940411, 5.9%, 12/24/2020(b)

     1,036        1,032        479  

1940542, 5.91%, 12/24/2020(b)

     1,860        1,855        353  

1940565, 9.92%, 12/24/2020

     120        115        108  

1947754, 8.83%, 12/27/2020(b)

     366        366        131  

1949064, 8.81%, 12/27/2020

     1,019        1,024        884  

1949322, 8.57%, 12/27/2020(b)

     3,681        3,681        1,342  

1950599, 10.97%, 12/27/2020

     109        109        97  

1950809, 5.71%, 12/27/2020

     426        426        372  

1950861, 6.92%, 12/27/2020(b)

     1,456        1,456        277  

1951223, 8.82%, 12/28/2020(b)

     1,937        1,954        430  

1951399, 6.91%, 12/28/2020(b)

     4,251        4,249        905  

1952466, 5.24%, 12/28/2020

     1,057        1,057        872  

1952526, 6.9%, 12/28/2020(b)

     21,176        21,176        5,536  

1952832, 5.71%, 12/28/2020(b)

     6,615        6,615        3,108  

1953105, 10.97%, 12/28/2020(b)

     333        333        253  

1953140, 6.91%, 12/28/2020

     753        753        433  

1953213, 5.25%, 12/28/2020(b)

     851        851        309  

1954032, 5.27%, 12/28/2020

     115        115        111  

1954233, 8.82%, 12/29/2020(b)

     1,201        1,191        271  

1954309, 10.95%, 12/29/2020(b)

     1,016        1,016        171  

1954411, 7.62%, 12/29/2020

     332        331        234  

1954457, 8.57%, 12/29/2020(b)

     4,198        4,198        1,191  

1954600, 6.9%, 12/29/2020

     1,271        1,268        935  

1954823, 5.24%, 12/30/2020(b)

     754        754        675  

1956177, 5.71%, 01/01/2021

     748        748        550  

1956268, 8.57%, 01/01/2021(b)

     1,283        1,283        370  

1957392, 8.57%, 01/01/2021(b)

     6,727        6,736        1,245  

1958681, 5.71%, 01/01/2021

     40        40        36  

1958953, 10.25%, 01/01/2021(b)

     2,142        2,142        1,053  

1959927, 5.25%, 01/02/2021

     279        281        269  

1962226, 6.91%, 01/02/2021(b)

     2,227        2,226        477  

1962372, 10.95%, 01/02/2021(b)

     856        856        322  

1962555, 8.82%, 01/02/2021

     469        469        426  

1963408, 5.25%, 01/03/2021(b)

     1,394        1,394        672  

1963498, 10.95%, 01/03/2021

     2,199        2,198        1,534  

1963616, 6.9%, 01/03/2021

     493        493        242  

1963934, 8.79%, 01/03/2021(b)

     959        959        250  

1964147, 5.24%, 01/03/2021

     8,120        8,120        6,172  

1964827, 5.24%, 01/03/2021

     297        297        290  

1965466, 6.9%, 01/03/2021(b)

     12,000        12,000        5,661  

1966105, 9.77%, 01/03/2021(b)

     2,008        2,021        920  

1966363, 5.24%, 01/03/2021

     1,252        1,252        1,004  

1966792, 7.62%, 01/03/2021

     841        841        571  

1966848, 6.91%, 01/04/2021

     4,896        4,896        2,918  

1967034, 6.9%, 01/04/2021

     8,144        8,137        6,809  

1969123, 5.24%, 01/05/2021

     262        262        255  

1969396, 7.62%, 01/05/2021(b)

     6,810        6,810        3,267  

1969759, 10.22%, 01/05/2021(b)

     707        707        258  

1969867, 8.57%, 01/05/2021(b)

     4,895        4,895        1,202  

1971120, 10.96%, 01/07/2021(b)

     3,807        3,805        1,696  

1973225, 10.96%, 01/08/2021

     1,206        1,206        861  

1973348, 10.96%, 01/08/2021(b)

     5,876        5,882        2,146  

1974969, 8.8%, 01/08/2021

     958        960        307  

1975533, 8.81%, 01/09/2021(b)

     2,489        2,474        1,224  

1978092, 5.24%, 01/10/2021

     154        149        151  

1978236, 6.9%, 01/10/2021(b)

     1,483        1,482        1,011  

1980488, 8.57%, 01/10/2021

     1,576        1,578        808  

1980825, 8.8%, 01/10/2021

     1,092        1,078        835  

1982109, 5.25%, 01/11/2021

     91        91        89  

1982366, 8.57%, 01/11/2021

     557        556        509  

1985605, 9.78%, 01/11/2021

     411        411        279  

1986485, 8.81%, 01/11/2021(b)

     423        423        316  

1988094, 8.82%, 01/12/2021

     1,785        1,785        1,023  

1988182, 9.77%, 01/12/2021

     757        757        676  

1991312, 8.57%, 01/15/2021

     428        428        376  

1991801, 8.57%, 01/15/2021(b)

     1,799        1,799        518  

1992582, 9.76%, 01/15/2021

     296        296        285  

1993052, 8.78%, 01/15/2021(b)

     927        940        236  

1993375, 8.8%, 01/15/2021

     806        806        595  

1993843, 9.77%, 01/15/2021

     554        554        497  

1994523, 9.76%, 01/16/2021(b)

     7,136        7,134        2,651  

1994790, 5.24%, 01/16/2021

     605        605        590  

1995264, 8.57%, 01/16/2021(b)

     870        869        684  

1995298, 10.24%, 01/16/2021

     346        346        331  

1995397, 8.57%, 01/16/2021(b)

     24,942        24,949        8,585  

1996553, 10.94%, 01/16/2021

     169        169        146  

1996633, 7.63%, 01/16/2021

     296        303        260  

1997050, 7.62%, 01/16/2021(b)

     773        773        706  

1997641, 10.98%, 01/17/2021

     245        243        222  

1997846, 7.62%, 01/17/2021

     3,515        3,450        3,428  

1998324, 5.24%, 01/17/2021

     476        474        462  


Table of Contents

1998817, 9.76%, 01/17/2021(b)

     2,560        2,556        959  

1998929, 5.24%, 01/17/2021

     1,621        1,628        1,574  

1999232, 6.91%, 01/17/2021(b)

     21,192        21,183        6,045  

1999622, 5.24%, 01/17/2021

     341        341        333  

2000577, 6.91%, 01/18/2021

     3,295        3,294        2,932  

2000797, 5.71%, 01/18/2021

     501        501        460  

2000833, 9.76%, 01/18/2021(b)

     583        586        264  

2000853, 9.76%, 01/18/2021

     1,983        1,978        1,544  

2001689, 8.81%, 01/18/2021

     72        72        65  

2002148, 9.74%, 01/18/2021(b)

     438        438        340  

2002359, 8.83%, 01/18/2021(b)

     123        123        83  

2002616, 6.92%, 01/18/2021

     204        204        187  

2003060, 6.9%, 01/18/2021

     1,230        1,230        685  

2003516, 6.9%, 01/18/2021(b)

     2,193        2,193        637  

2003535, 8.57%, 01/18/2021

     1,011        1,011        507  

2003626, 10.96%, 01/19/2021(b)

     5,236        5,233        2,617  

2004085, 5.27%, 01/19/2021

     479        479        292  

2004259, 5.25%, 01/19/2021(b)

     1,138        1,138        1,002  

2006762, 5.71%, 01/20/2021

     3,467        3,466        3,183  

2006963, 5.24%, 01/20/2021

     1,534        1,534        1,380  

2007673, 5.71%, 01/21/2021

     3,647        3,647        3,541  

2010095, 8.86%, 01/22/2021(b)

     233        233        102  

2011485, 8.57%, 01/22/2021

     0        0        0  

2011548, 10.95%, 01/22/2021

     931        931        771  

2011718, 5.71%, 01/22/2021

     624        624        544  

2011786, 9.74%, 01/22/2021

     859        859        564  

2012001, 10.95%, 01/23/2021

     209        209        167  

2012650, 5.24%, 01/23/2021

     609        609        595  

2013706, 5.24%, 01/23/2021(b)

     415        415        245  

2014003, 8.81%, 01/23/2021(b)

     400        401        215  

2014084, 8.81%, 01/23/2021

     92        92        37  

2014129, 10.24%, 01/23/2021

     473        473        458  

2014469, 6.91%, 01/23/2021

     222        222        217  

2015532, 5.71%, 01/24/2021(b)

     1,489        1,487        989  

2015576, 6.91%, 01/24/2021(b)

     2,401        2,395        1,346  

2015614, 6.9%, 01/24/2021

     1,354        1,338        1,146  

2015971, 6.9%, 01/24/2021

     1,280        1,280        996  

2017081, 8.82%, 01/24/2021

     1,707        1,707        608  

2017140, 7.62%, 01/24/2021(b)

     1,061        1,060        623  

2017212, 5.24%, 01/24/2021

     6,265        6,253        5,568  

2017862, 10.98%, 01/24/2021(b)

     1,013        1,012        376  

2018245, 8.8%, 01/24/2021(b)

     364        364        140  

2019491, 6.92%, 01/25/2021

     146        146        140  

2019617, 10.95%, 01/25/2021(b)

     2,211        2,211        1,767  

2020529, 5.71%, 01/25/2021

     2,783        2,783        2,554  

2021554, 7.64%, 01/25/2021(b)

     1,176        1,176        555  

2021578, 5.71%, 01/25/2021

     145        145        142  

2021857, 8.86%, 01/25/2021

     293        293        48  

2021863, 5.24%, 01/25/2021(b)

     666        666        378  

2021932, 8.57%, 01/25/2021

     1,672        1,679        1,275  

2022374, 8.82%, 01/25/2021

     611        620        516  

2023961, 10.95%, 01/26/2021(b)

     991        991        231  

2024957, 5.71%, 01/26/2021(b)

     5,937        5,937        4,487  

2025193, 10.24%, 01/26/2021(b)

     776        776        559  

2025227, 5.25%, 01/26/2021(b)

     2,021        2,021        1,580  

2025325, 8.81%, 01/26/2021(b)

     3,464        3,464        1,668  

2030178, 10.97%, 01/29/2021

     518        518        454  

2031263, 10.23%, 01/29/2021

     497        499        408  

2031413, 8.81%, 01/29/2021

     2,067        2,068        1,887  

2031840, 10.23%, 01/29/2021(b)

     821        821        566  

2032079, 7.62%, 01/30/2021

     3,406        3,406        2,372  

2033131, 5.24%, 01/30/2021

     807        807        785  

2034758, 8.83%, 01/30/2021(b)

     1,802        1,805        0  

2034931, 5.24%, 01/30/2021

     5,356        5,356        4,910  

2035356, 10.23%, 01/30/2021

     665        673        575  

2035890, 5.74%, 01/31/2021(b)

     93        93        85  

2036193, 5.24%, 01/31/2021(b)

     880        879        823  

2036667, 7.62%, 01/31/2021

     961        961        935  

2036817, 5.71%, 01/31/2021

     127        127        124  

2037009, 5.71%, 01/31/2021

     6,046        6,047        5,299  

2038317, 10.25%, 01/31/2021

     370        370        102  

2038326, 6.92%, 01/31/2021(b)

     966        965        796  

2038377, 8.84%, 01/31/2021(b)

     409        405        303  

2040683, 5.26%, 02/01/2021(b)

     1,188        1,188        603  

2040734, 8.76%, 02/01/2021

     54        54        26  

2041445, 5.24%, 02/01/2021(b)

     1,407        1,407        1,165  

2041647, 10.96%, 02/01/2021

     3,636        3,636        2,216  

2041810, 10.24%, 02/01/2021

     178        178        164  

2041899, 8.57%, 02/01/2021

     512        512        316  

2042030, 10.24%, 02/01/2021(b)

     453        453        76  

2043185, 10.24%, 02/01/2021(b)

     9,666        9,698        1,932  

2043841, 7.62%, 02/02/2021(b)

     14,866        14,866        11,939  


Table of Contents

2044993, 8.57%, 02/02/2021(b)

     1,758        1,758        371  

2045020, 10.25%, 02/02/2021(b)

     2,900        2,900        732  

2045106, 6.91%, 02/02/2021(b)

     1,506        1,516        1,303  

2045386, 5.24%, 02/02/2021

     1,018        1,018        994  

2045747, 10.23%, 02/02/2021(b)

     3,934        3,938        1,076  

2045878, 6.91%, 02/02/2021

     1,859        1,859        1,599  

2046573, 10.92%, 02/02/2021

     268        268        187  

2047241, 5.23%, 02/03/2021(b)

     4,239        4,232        1,429  

2047481, 5.26%, 02/04/2021

     1,310        1,310        695  

2049697, 5.26%, 02/05/2021

     362        362        352  

2049928, 6.9%, 02/05/2021(b)

     2,674        2,674        1,859  

2050638, 6.9%, 02/05/2021

     339        339        330  

2050834, 5.73%, 02/05/2021(b)

     2,046        2,046        645  

2050897, 10.95%, 02/05/2021

     239        239        210  

2051535, 10.96%, 02/05/2021(b)

     1,697        1,698        1,541  

2051798, 10.95%, 02/05/2021

     616        616        599  

2052615, 6.91%, 02/06/2021

     6,343        6,343        2,891  

2052928, 10.95%, 02/06/2021

     33        33        30  

2053155, 10.24%, 02/06/2021(b)

     1,471        1,471        973  

2053221, 5.71%, 02/06/2021(b)

     6,489        6,486        5,232  

2054428, 6.9%, 02/06/2021

     5,270        5,270        5,139  

2055470, 5.26%, 02/06/2021(b)

     552        552        480  

2055585, 10.95%, 02/07/2021(b)

     3,482        3,479        1,791  

2055725, 7.62%, 02/07/2021

     844        843        621  

2057208, 10.28%, 02/07/2021(b)

     404        404        249  

2057226, 6.92%, 02/07/2021

     64        64        63  

2057905, 5.24%, 02/07/2021

     249        248        241  

2058051, 7.62%, 02/07/2021(b)

     644        644        565  

2058238, 10.95%, 02/07/2021

     5,041        5,024        1,795  

2058655, 6.92%, 02/07/2021

     97        93        91  

2059961, 8.81%, 02/08/2021

     1,102        1,102        192  

2060028, 8.81%, 02/08/2021

     290        290        136  

2061632, 9.76%, 02/08/2021

     4,282        4,284        4,122  

2063172, 5.24%, 02/08/2021

     138        138        136  

2063419, 10.24%, 02/08/2021

     3,381        3,381        2,058  

2063889, 6.9%, 02/09/2021

     1,580        1,580        1,335  

2064001, 5.25%, 02/09/2021

     817        817        797  

2064302, 10.97%, 02/09/2021

     401        401        343  

2064345, 5.71%, 02/09/2021(b)

     1,251        1,251        766  

2064400, 10.26%, 02/09/2021(b)

     712        713        252  

2064441, 5.71%, 02/09/2021

     802        802        651  

2064501, 6.92%, 02/09/2021

     211        211        206  

2064937, 9.76%, 02/09/2021

     17,800        17,802        15,870  

2065978, 10.23%, 02/09/2021(b)

     708        708        588  

2066113, 6.9%, 02/09/2021

     1,607        1,607        1,560  

2066478, 8.8%, 02/09/2021(b)

     2,224        2,226        952  

2066532, 8.81%, 02/09/2021(b)

     5,325        5,325        3,777  

2068014, 10.98%, 02/11/2021

     304        304        287  

2068095, 8.57%, 02/11/2021

     1,261        1,259        1,124  

2068972, 5.71%, 02/12/2021

     828        827        805  

2072827, 10.95%, 02/12/2021

     45        45        45  

2073727, 8.81%, 02/12/2021

     11,021        11,021        7,410  

2074682, 10.95%, 02/12/2021(b)

     1,653        1,653        1,171  

2074958, 5.23%, 02/12/2021

     257        257        250  

2075681, 8.57%, 02/12/2021

     922        922        858  

2075994, 6.89%, 02/12/2021(b)

     511        511        372  

2076138, 5.25%, 02/12/2021

     1,635        1,635        1,498  

2076317, 5.24%, 02/12/2021

     813        813        737  

2076479, 10.97%, 02/13/2021(b)

     913        913        598  

2076623, 5.24%, 02/13/2021

     155        154        152  

2076746, 8.8%, 02/13/2021(b)

     1,772        1,774        854  

2076985, 10.24%, 02/13/2021

     396        396        372  

2077563, 6.9%, 02/13/2021

     722        722        628  

2079596, 8.57%, 02/13/2021(b)

     910        910        720  

2079658, 8.57%, 02/13/2021

     2,408        2,408        2,266  

2080290, 5.24%, 02/14/2021

     962        959        935  

2081121, 7.62%, 02/14/2021

     1,167        1,162        967  

2081256, 5.25%, 02/14/2021

     500        498        489  

2081546, 8.82%, 02/14/2021(b)

     1,931        1,926        1,095  

2081619, 5.71%, 02/14/2021(b)

     7,115        7,105        5,662  

2081863, 5.25%, 02/14/2021

     113        111        109  

2081966, 6.9%, 02/14/2021(b)

     4,902        4,902        3,900  

2082414, 9.77%, 02/14/2021(b)

     2,100        2,091        1,593  

2082924, 6.93%, 02/14/2021(b)

     1,584        1,582        486  

2083263, 8.57%, 02/14/2021(b)

     2,931        2,926        2,504  

2084546, 7.62%, 02/15/2021(b)

     485        485        446  

2084992, 7.62%, 02/15/2021

     116        116        113  

2085173, 6.91%, 02/15/2021(b)

     888        893        540  

2085517, 5.24%, 02/15/2021

     1,344        1,344        1,276  

2085619, 8.82%, 02/15/2021(b)

     1,390        1,390        429  

2085737, 5.25%, 02/15/2021

     572        572        559  

2086181, 8.57%, 02/15/2021

     243        243        236  


Table of Contents

2086708, 8.57%, 02/15/2021

     218        218        211  

2086999, 8.82%, 02/15/2021

     442        442        406  

2087046, 5.24%, 02/15/2021

     822        822        801  

2087174, 5.71%, 02/15/2021

     629        629        584  

2087576, 5.24%, 02/15/2021

     183        183        178  

2087820, 10.23%, 02/15/2021(b)

     2,484        2,484        2,037  

2087963, 7.62%, 02/16/2021(b)

     2,343        2,343        1,297  

2088186, 5.24%, 02/16/2021

     1,760        1,767        1,713  

2088552, 5.24%, 02/16/2021

     1,364        1,364        1,332  

2088848, 10.95%, 02/16/2021(b)

     18,552        18,554        6,832  

2089591, 8.57%, 02/16/2021(b)

     6,244        6,244        5,141  

2090002, 5.24%, 02/16/2021

     244        244        239  

2091346, 8.81%, 02/16/2021(b)

     2,347        2,347        813  

2091583, 10.23%, 02/17/2021(b)

     2,350        2,350        811  

2092845, 5.25%, 02/19/2021

     221        221        216  

2092949, 8.82%, 02/19/2021

     829        829        634  

2093097, 5.25%, 02/19/2021

     291        290        283  

2093833, 8.57%, 02/19/2021(b)

     2,883        2,884        1,473  

2093924, 8.8%, 02/19/2021(b)

     5,276        5,276        2,243  

2094657, 6.9%, 02/19/2021

     1,498        1,498        1,220  

2095029, 7.62%, 02/19/2021

     1,376        1,376        1,174  

2095240, 5.25%, 02/19/2021(b)

     1,482        1,482        1,260  

2095636, 10.95%, 02/19/2021(b)

     424        424        367  

2095700, 10.25%, 02/19/2021(b)

     1,626        1,626        417  

2096096, 5.25%, 02/20/2021(b)

     3,599        3,599        2,331  

2096275, 6.9%, 02/20/2021

     1,028        1,028        919  

2096337, 10.24%, 02/20/2021(b)

     3,342        3,339        2,084  

2096605, 5.25%, 02/20/2021(b)

     2,634        2,634        1,354  

2096662, 6.92%, 02/20/2021(b)

     3,271        3,270        1,051  

2096840, 7.62%, 02/20/2021(b)

     437        437        399  

2096895, 10.24%, 02/20/2021(b)

     1,166        1,166        934  

2096974, 5.24%, 02/20/2021

     2,387        2,387        2,256  

2097641, 8.81%, 02/20/2021(b)

     1,341        1,341        1,007  

2097720, 10.27%, 02/20/2021(b)

     1,097        1,097        293  

2097777, 9.77%, 02/20/2021

     782        786        731  

2098005, 8.84%, 02/20/2021(b)

     863        863        230  

2098020, 9.77%, 02/20/2021

     417        417        378  

2098210, 5.24%, 02/20/2021(b)

     1,251        1,251        882  

2098303, 10.97%, 02/20/2021

     503        503        459  

2098368, 9.77%, 02/20/2021(b)

     2,020        2,020        929  

2098777, 5.71%, 02/20/2021

     183        183        178  

2098922, 5.71%, 02/20/2021

     4,934        4,934        4,679  

2099311, 5.71%, 02/20/2021(b)

     846        847        821  

2099459, 8.57%, 02/21/2021

     488        488        350  

2099809, 6.9%, 02/21/2021

     4,487        4,487        3,115  

2099938, 5.75%, 02/21/2021

     262        262        251  

2102146, 8.81%, 02/21/2021(b)

     803        804        725  

2102367, 7.62%, 02/21/2021(b)

     3,557        3,551        2,728  

2103323, 6.9%, 02/22/2021

     860        860        798  

2103408, 5.71%, 02/22/2021

     1,763        1,762        1,722  

2103881, 7.65%, 02/22/2021

     576        576        503  

2104140, 6.91%, 02/22/2021(b)

     4,513        4,512        2,222  

2104268, 7.62%, 02/22/2021(b)

     3,148        3,148        2,618  

2104659, 5.23%, 02/22/2021(b)

     2,491        2,491        1,828  

2105453, 7.62%, 02/22/2021

     4        4        2  

2105515, 5.25%, 02/22/2021(b)

     1,290        1,290        1,095  

2106112, 6.91%, 02/22/2021(b)

     3,035        3,035        2,871  

2106347, 10.95%, 02/22/2021

     4,247        4,249        3,998  

2106711, 5.25%, 02/22/2021

     1,187        1,187        1,153  

2106915, 5.74%, 02/23/2021

     67        65        65  

2107007, 10.24%, 02/23/2021(b)

     3,305        3,299        1,027  

2107235, 9.78%, 02/23/2021

     437        437        392  

2107504, 10.2%, 02/23/2021

     164        164        135  

2107522, 10.95%, 02/23/2021

     94        94        91  

2107603, 5.24%, 02/23/2021(b)

     2,132        2,131        2,012  

2107785, 7.62%, 02/23/2021

     2,054        2,054        1,259  

2107848, 10.25%, 02/23/2021(b)

     564        564        196  

2107897, 5.26%, 02/23/2021

     350        350        342  

2107906, 5.71%, 02/23/2021

     59        58        57  

2107981, 8.81%, 02/23/2021

     7,410        7,555        2,624  

2108360, 5.26%, 02/23/2021

     448        447        436  

2108398, 10.24%, 02/23/2021

     5,018        5,018        1,697  

2108485, 5.24%, 02/23/2021

     11,600        11,600        8,610  

2108966, 10.24%, 02/23/2021

     2,820        2,820        2,032  

2109158, 5.24%, 02/23/2021(b)

     4,886        4,886        2,606  

2109648, 5.26%, 02/23/2021

     684        684        650  

2109725, 9.77%, 02/23/2021

     5,257        5,257        2,171  

2110001, 10.24%, 02/23/2021(b)

     213        213        135  

2110609, 5.71%, 02/24/2021

     979        979        812  

2110653, 5.71%, 02/24/2021

     1,977        1,977        1,614  

2110795, 8.57%, 02/25/2021

     362        362        339  

2110897, 10.22%, 02/25/2021(b)

     594        594        456  


Table of Contents

2110976, 5.24%, 02/25/2021

     764        763        712  

2111185, 5.71%, 02/25/2021

     372        371        362  

2111401, 6.91%, 02/26/2021

     5,330        5,330        4,148  

2112458, 8.81%, 02/26/2021

     1,868        1,869        780  

2112592, 5.24%, 02/26/2021

     2,834        2,834        2,692  

2114982, 8.57%, 02/26/2021

     336        336        272  

2115013, 8.81%, 02/26/2021

     2,051        2,051        1,301  

2115989, 5.71%, 02/27/2021

     3        2        3  

2116574, 8.81%, 02/27/2021(b)

     2,068        2,068        1,829  

2116937, 5.24%, 02/27/2021

     1,430        1,430        1,369  

2117078, 7.62%, 02/27/2021(b)

     1,786        1,786        893  

2117338, 5.26%, 02/27/2021

     378        378        368  

2117421, 5.24%, 02/27/2021

     356        356        347  

2117519, 10.24%, 02/27/2021

     1,641        1,651        1,153  

2117580, 6.9%, 02/27/2021

     1,045        1,045        1,001  

2118026, 6.89%, 02/27/2021

     1,011        1,011        715  

2118140, 8.81%, 02/27/2021(b)

     4,228        4,228        1,051  

2118711, 10.97%, 02/27/2021

     1,788        1,788        1,163  

2118827, 8.82%, 02/27/2021(b)

     695        695        326  

2119458, 6.91%, 02/28/2021

     1,293        1,290        1,225  

2120142, 5.25%, 02/28/2021

     119        117        117  

2120229, 10.95%, 02/28/2021

     533        533        511  

2120291, 10.24%, 02/28/2021(b)

     5,898        5,874        1,995  

2120674, 10.96%, 02/28/2021

     1,019        1,020        949  

2120767, 7.62%, 02/28/2021(b)

     3,121        3,114        1,511  

2120869, 8.57%, 02/28/2021(b)

     5,116        5,111        2,140  

2121041, 9.77%, 02/28/2021(b)

     8,234        8,213        1,924  

2121837, 6.92%, 02/28/2021

     653        650        628  

2121916, 9.76%, 02/28/2021(b)

     3,359        3,359        2,704  

2122039, 5.25%, 02/28/2021

     624        624        607  

2123541, 10.24%, 02/28/2021

     3,930        3,928        2,626  

2123691, 7.65%, 02/28/2021(b)

     1,416        1,416        352  

2123835, 5.71%, 02/28/2021(b)

     2,794        2,794        1,476  

2124347, 7.62%, 02/28/2021(b)

     3,515        3,514        705  

2124530, 8.81%, 02/28/2021(b)

     3,276        3,276        1,323  

2125732, 6.91%, 02/28/2021

     460        460        448  

2126229, 10.94%, 02/28/2021

     721        721        538  

2126474, 5.71%, 02/28/2021

     148        148        143  

2126704, 6.9%, 02/28/2021(b)

     4,532        4,532        3,757  

2126972, 5.71%, 02/28/2021

     465        465        329  

2127198, 8.81%, 02/28/2021(b)

     2,289        2,289        977  

2127248, 8.79%, 02/28/2021

     740        740        452  

2127270, 7.62%, 02/28/2021

     508        508        494  

2127516, 10.24%, 02/28/2021(b)

     5,034        5,031        3,902  

2128225, 8.57%, 02/28/2021

     206        206        172  

2128566, 10.26%, 02/28/2021(b)

     1,046        1,046        591  

2128583, 9.77%, 02/28/2021(b)

     1,214        1,214        988  

2130425, 5.71%, 02/28/2021

     13,161        13,156        10,413  

2131150, 9.76%, 02/28/2021

     1,191        1,191        1,083  

2131297, 6.91%, 02/28/2021

     1,685        1,685        1,632  

2131422, 9.78%, 02/28/2021

     83        83        79  

2131449, 9.76%, 02/28/2021(b)

     2,686        2,686        1,798  

2131771, 5.24%, 02/28/2021

     2,593        2,593        2,519  

2132237, 6.9%, 03/02/2021(b)

     28,230        28,230        15,313  

2134069, 10.23%, 03/03/2021

     1,900        1,900        1,501  

2134561, 6.91%, 03/03/2021

     955        955        769  

2135959, 5.24%, 03/03/2021

     2,333        2,333        2,200  

2136605, 10.24%, 03/03/2021(b)

     1,404        1,404        1,330  

2138375, 5.26%, 03/03/2021

     950        953        737  

2138587, 8.8%, 03/03/2021

     1,313        1,313        554  

2138614, 8.86%, 03/03/2021

     406        406        199  

2138641, 5.25%, 03/03/2021

     1,143        1,143        856  

2138754, 6.9%, 03/03/2021(b)

     1,606        1,611        1,134  

2138903, 8.81%, 03/03/2021

     505        505        126  

2138911, 8.83%, 03/03/2021

     290        290        120  

2138937, 8.82%, 03/03/2021

     639        639        339  

2139171, 7.62%, 03/04/2021(b)

     4,541        4,532        3,608  

2139350, 9.78%, 03/04/2021

     509        508        385  

2141741, 8.57%, 03/04/2021

     1,107        1,106        980  

2142420, 9.76%, 03/04/2021(b)

     2,257        2,255        1,650  

2142792, 8.83%, 03/04/2021(b)

     595        595        339  

2142835, 5.24%, 03/04/2021

     850        849        810  

2143775, 5.71%, 03/05/2021

     1,398        1,398        835  

2143822, 10.95%, 03/05/2021

     568        568        516  

2145831, 10.24%, 03/05/2021(b)

     783        784        271  

2145881, 8.8%, 03/05/2021

     1,015        1,015        452  

2146019, 10.95%, 03/05/2021

     1,539        1,539        1,372  

2146172, 10.24%, 03/05/2021

     23        23        22  

2146425, 6.88%, 03/05/2021

     883        883        431  

2146438, 5.24%, 03/05/2021

     1,099        1,099        1,036  

2146466, 6.9%, 03/05/2021

     1,538        1,538        678  

2146490, 5.24%, 03/05/2021

     4,049        4,051        2,270  


Table of Contents

2146679, 5.25%, 03/05/2021

     1,469        1,469        1,105  

2147022, 5.24%, 03/05/2021(b)

     11,991        11,991        6,153  

2147591, 7.62%, 03/06/2021

     2,128        2,128        2,020  

2148098, 6.9%, 03/06/2021(b)

     1,071        1,071        689  

2148251, 9.76%, 03/06/2021(b)

     254        254        221  

2148273, 6.91%, 03/06/2021

     2,561        2,561        2,194  

2149294, 8.8%, 03/06/2021(b)

     1,443        1,443        551  

2149894, 5.26%, 03/06/2021

     287        287        280  

2149905, 6.9%, 03/06/2021

     11,323        11,312        10,392  

2150656, 10.95%, 03/06/2021

     3,022        3,022        2,353  

2150883, 6.92%, 03/07/2021

     185        185        180  

2150978, 6.93%, 03/07/2021(b)

     697        697        480  

2151019, 5.71%, 03/07/2021

     1,029        1,029        829  

2151093, 8.82%, 03/07/2021

     1,131        1,131        1,046  

2151277, 6.9%, 03/07/2021

     1,476        1,476        1,403  

2151457, 5.71%, 03/08/2021

     1,276        1,275        1,162  

2151602, 5.27%, 03/08/2021

     617        617        437  

2151639, 6.91%, 03/08/2021

     1,428        1,428        1,177  

2151730, 5.71%, 03/08/2021(b)

     836        836        740  

2151828, 9.77%, 03/08/2021(b)

     1,492        1,492        1,280  

2152041, 10.96%, 03/09/2021

     359        359        345  

2152845, 5.72%, 03/09/2021

     2,309        2,306        2,244  

2153324, 7.62%, 03/09/2021(b)

     12,410        12,418        4,282  

2153667, 8.57%, 03/09/2021

     45        45        44  

2154168, 6.91%, 03/09/2021(b)

     18,488        18,488        4,754  

2155078, 10.24%, 03/09/2021

     4,897        4,911        3,659  

2155330, 5.71%, 03/09/2021

     7,643        7,642        7,324  

2156130, 5.25%, 03/10/2021(b)

     1,684        1,684        1,040  

2156220, 10.95%, 03/10/2021

     8,943        8,943        6,465  

2156772, 8.86%, 03/10/2021(b)

     543        542        187  

2157065, 6.9%, 03/10/2021

     1,450        1,450        1,413  

2157214, 9.78%, 03/10/2021

     297        297        289  

2157962, 8.84%, 03/10/2021

     716        717        314  

2158126, 5.25%, 03/10/2021

     1,288        1,288        1,232  

2158715, 5.29%, 03/10/2021

     257        257        243  

2158770, 6.9%, 03/10/2021(b)

     537        537        498  

2158850, 9.76%, 03/10/2021

     3,282        3,282        3,049  

2159292, 5.27%, 03/10/2021

     426        426        409  

2159326, 6.91%, 03/10/2021

     252        252        246  

2160471, 5.71%, 03/11/2021

     1,673        1,668        1,616  

2160553, 5.24%, 03/11/2021(b)

     5,959        5,954        3,192  

2161468, 6.9%, 03/11/2021

     1,185        1,184        1,140  

2161549, 5.24%, 03/11/2021

     435        435        423  

2162371, 5.24%, 03/11/2021(b)

     2,453        2,453        2,175  

2162408, 5.71%, 03/11/2021(b)

     891        889        693  

2162426, 10.24%, 03/11/2021(b)

     3,067        3,065        1,997  

2163481, 5.24%, 03/12/2021

     4,066        4,065        3,946  

2164014, 7.62%, 03/12/2021

     615        614        555  

2164043, 5.24%, 03/12/2021

     1,336        1,335        1,136  

2164285, 5.24%, 03/12/2021

     1,107        1,107        1,080  

2164616, 10.95%, 03/12/2021

     4,133        4,133        3,485  

2165603, 5.24%, 03/12/2021

     555        555        536  

2165712, 5.71%, 03/12/2021

     1,726        1,726        1,644  

2165941, 5.25%, 03/12/2021

     1,336        1,335        1,281  

2167000, 10.24%, 03/13/2021

     570        569        550  

2167205, 8.82%, 03/13/2021

     730        730        621  

2167487, 6.9%, 03/13/2021

     704        704        680  

2167670, 5.71%, 03/13/2021

     416        415        399  

2167711, 10.24%, 03/13/2021(b)

     3,148        3,148        2,357  

2167809, 10.95%, 03/13/2021(b)

     5,500        5,562        1,455  

2168388, 10.25%, 03/13/2021(b)

     1,021        1,021        640  

2169070, 6.9%, 03/13/2021

     4,334        4,331        4,206  

2169507, 10.95%, 03/13/2021

     1,008        1,008        817  

2169575, 5.24%, 03/13/2021

     380        380        371  

2169661, 5.24%, 03/13/2021

     1,134        1,134        1,106  

2169983, 10.25%, 03/13/2021

     927        927        851  

2170053, 6.91%, 03/13/2021(b)

     3,386        3,385        2,689  

2170566, 7.62%, 03/14/2021

     632        631        616  

2170770, 8.81%, 03/14/2021

     4,221        4,221        2,200  

2170994, 6.88%, 03/14/2021

     175        174        170  

2171039, 5.23%, 03/14/2021

     1,959        1,959        1,850  

2171937, 5.24%, 03/16/2021

     211        210        206  

2172141, 7.63%, 03/16/2021

     311        311        305  

2172661, 5.24%, 03/16/2021(b)

     2,546        2,546        1,330  

2172767, 9.77%, 03/16/2021

     1,309        1,309        988  

2172887, 10.95%, 03/16/2021

     8,773        8,773        7,371  

2173512, 10.96%, 03/16/2021(b)

     4,431        4,431        1,487  

2174099, 5.24%, 03/16/2021

     11,257        11,254        10,188  

2174994, 8.8%, 03/16/2021

     1,723        1,723        701  

2175065, 5.24%, 03/16/2021

     7,345        7,343        6,148  

2175743, 8.83%, 03/16/2021

     259        259        133  

2175892, 8.84%, 03/17/2021(b)

     618        618        299  


Table of Contents

2175919, 8.57%, 03/17/2021

     148        148        144  

2175934, 6.9%, 03/17/2021

     1,161        1,161        946  

2176433, 5.25%, 03/17/2021

     597        596        582  

2176654, 6.92%, 03/17/2021

     187        187        183  

2176741, 10.95%, 03/17/2021

     1,375        1,375        1,250  

2177062, 8.57%, 03/17/2021

     6,249        6,249        3,059  

2177259, 6.9%, 03/17/2021

     145        145        141  

2177312, 6.92%, 03/17/2021

     617        616        532  

2177346, 5.24%, 03/17/2021

     760        759        742  

2177552, 5.25%, 03/17/2021(b)

     3,514        3,514        1,739  

2177616, 10.22%, 03/17/2021(b)

     1,206        1,206        283  

2177851, 9.76%, 03/17/2021

     84        84        81  

2177952, 10.96%, 03/17/2021

     561        561        513  

2178023, 10.97%, 03/17/2021

     1,134        1,134        696  

2178764, 8.57%, 03/17/2021

     1,959        1,960        1,907  

2179051, 5.24%, 03/18/2021

     754        753        657  

2179122, 9.76%, 03/18/2021(b)

     26,077        26,028        12,547  

2179783, 8.82%, 03/18/2021(b)

     1,514        1,514        895  

2180113, 5.24%, 03/18/2021(b)

     3,850        3,848        3,427  

2180259, 8.81%, 03/18/2021

     1,527        1,527        412  

2180378, 8.57%, 03/18/2021(b)

     3,729        3,729        1,217  

2180434, 10.25%, 03/18/2021(b)

     2,248        2,272        914  

2180492, 5.72%, 03/18/2021(b)

     3,558        3,552        2,637  

2180840, 6.91%, 03/18/2021

     11,949        11,924        11,441  

2181628, 6.9%, 03/18/2021

     8,087        8,088        7,213  

2182746, 6.92%, 03/19/2021

     204        204        194  

2182804, 7.62%, 03/19/2021

     177        178        171  

2182862, 10.95%, 03/19/2021

     264        264        224  

2182911, 8.57%, 03/19/2021(b)

     745        745        473  

2183018, 7.62%, 03/19/2021

     2,125        2,125        2,034  

2183172, 5.24%, 03/19/2021

     460        459        448  

2183460, 6.91%, 03/19/2021

     1,053        1,052        1,011  

2184146, 8.82%, 03/19/2021(b)

     2,621        2,621        754  

2184432, 10.95%, 03/19/2021

     2,495        2,496        1,703  

2184493, 5.71%, 03/19/2021(b)

     9,442        9,438        8,661  

2185389, 7.62%, 03/19/2021(b)

     3,517        3,517        2,324  

2185658, 9.76%, 03/19/2021

     3,237        3,237        3,145  

2186069, 6.9%, 03/20/2021

     5,071        5,061        4,241  

2186372, 5.24%, 03/20/2021

     4,270        4,262        4,160  

2186658, 5.71%, 03/20/2021

     4,671        4,659        4,550  

2187056, 10.96%, 03/20/2021

     1,017        1,017        968  

2187329, 8.8%, 03/20/2021

     576        576        532  

2188192, 6.91%, 03/20/2021(b)

     3,611        3,612        1,377  

2188296, 10.93%, 03/20/2021(b)

     254        254        189  

2188310, 8.81%, 03/20/2021

     2,390        2,393        1,645  

2188530, 6.91%, 03/20/2021

     1,161        1,161        1,120  

2188646, 10.95%, 03/20/2021

     20        20        19  

2188782, 8.84%, 03/20/2021(b)

     584        584        134  

2188815, 5.25%, 03/20/2021

     1,835        1,833        1,760  

2188916, 6.91%, 03/20/2021

     2,544        2,544        2,436  

2189445, 5.71%, 03/21/2021

     3,266        3,247        3,181  

2191641, 6.9%, 03/23/2021

     6,778        6,774        4,435  

2192122, 8.57%, 03/23/2021

     1,274        1,274        1,108  

2192247, 5.72%, 03/23/2021

     6,079        6,077        3,644  

2192561, 8.8%, 03/23/2021(b)

     449        449        385  

2192614, 5.24%, 03/23/2021

     854        853        832  

2192819, 5.26%, 03/23/2021

     632        632        516  

2193512, 6.9%, 03/23/2021(b)

     4,748        4,745        3,813  

2193840, 9.75%, 03/23/2021

     6        6        6  

2193910, 5.25%, 03/23/2021

     155        155        152  

2193967, 10.24%, 03/23/2021(b)

     11,511        11,522        8,750  

2194538, 5.71%, 03/24/2021(b)

     1,410        1,409        778  

2194614, 5.24%, 03/24/2021

     1,146        1,145        1,114  

2194671, 6.92%, 03/24/2021

     562        561        520  

2194710, 6.92%, 03/24/2021

     642        636        622  

2195443, 5.24%, 03/24/2021(b)

     1,907        1,906        901  

2195489, 5.25%, 03/24/2021

     2,139        2,137        2,042  

2195792, 10.95%, 03/24/2021(b)

     2,295        2,295        1,909  

2195952, 8.89%, 03/24/2021

     361        361        108  

2195961, 9.8%, 03/24/2021

     156        156        149  

2195971, 10.23%, 03/24/2021(b)

     3,389        3,389        0  

2196017, 8.81%, 03/24/2021(b)

     5,801        5,805        2,888  

2196161, 5.25%, 03/24/2021(b)

     1,529        1,528        1,387  

2196420, 7.63%, 03/24/2021(b)

     3,840        3,840        2,692  

2196554, 5.71%, 03/24/2021

     447        446        435  

2196590, 10.28%, 03/24/2021

     368        369        221  

2196741, 5.24%, 03/24/2021(b)

     1,307        1,307        1,062  

2196788, 8.81%, 03/24/2021

     17,442        17,442        5,582  

2197644, 6.89%, 03/24/2021(b)

     492        491        456  

2197691, 8.57%, 03/24/2021

     260        259        253  

2197790, 8.82%, 03/24/2021

     431        435        387  

2198107, 8.84%, 03/25/2021(b)

     762        762        197  


Table of Contents

2198121, 7.62%, 03/25/2021

     188        183        184  

2198467, 5.74%, 03/25/2021

     698        697        658  

2198508, 6.9%, 03/25/2021

     420        415        409  

2198627, 8.57%, 03/25/2021

     2,943        2,938        2,634  

2198965, 7.63%, 03/25/2021

     2,937        2,932        2,662  

2199055, 7.62%, 03/25/2021(b)

     444        444        385  

2199118, 6.91%, 03/25/2021(b)

     4,153        4,147        1,843  

2199339, 10.95%, 03/25/2021

     205        190        199  

2199563, 10.95%, 03/25/2021

     552        549        499  

2199923, 6.9%, 03/25/2021

     60        60        58  

2200009, 5.24%, 03/25/2021(b)

     3,136        3,133        1,957  

2200159, 5.71%, 03/25/2021(b)

     679        678        622  

2200495, 5.71%, 03/25/2021

     5,909        5,906        3,407  

2201629, 9.76%, 03/26/2021(b)

     16,485        16,477        12,501  

2202403, 6.9%, 03/26/2021

     1,275        1,274        915  

2202453, 6.9%, 03/26/2021

     28        28        25  

2202521, 10.23%, 03/26/2021(b)

     1,667        1,668        754  

2202616, 7.64%, 03/26/2021

     744        744        680  

2202749, 6.9%, 03/26/2021

     898        898        873  

2202862, 5.24%, 03/26/2021

     11,735        11,715        11,380  

2204068, 8.86%, 03/26/2021(b)

     463        463        214  

2204118, 9.8%, 03/26/2021

     58        58        57  

2204128, 6.89%, 03/26/2021

     394        394        375  

2204884, 6.9%, 03/26/2021

     1,417        1,417        1,309  

2205015, 10.23%, 03/27/2021

     706        706        371  

2205163, 8.81%, 03/27/2021

     51        51        49  

2205290, 10.96%, 03/27/2021

     382        382        373  

2205912, 10.25%, 03/27/2021

     1,225        1,225        1,082  

2206002, 8.82%, 03/27/2021(b)

     1,677        1,677        842  

2206225, 6.9%, 03/27/2021

     2,477        2,472        2,398  

2206365, 6.91%, 03/27/2021

     6,333        6,332        4,317  

2206618, 8.57%, 03/27/2021

     695        695        637  

2206684, 8.83%, 03/27/2021

     1,230        1,230        691  

2206729, 5.24%, 03/27/2021

     2,935        2,931        2,847  

2207078, 5.24%, 03/27/2021

     4,360        4,355        4,206  

2207294, 8.57%, 03/27/2021(b)

     577        577        346  

2207417, 5.25%, 03/27/2021(b)

     2,567        2,566        1,354  

2207512, 6.9%, 03/27/2021(b)

     25,295        25,274        11,868  

2208342, 10.95%, 03/28/2021

     204        205        195  

2208554, 5.24%, 03/28/2021(b)

     387        377        379  

2208982, 5.71%, 03/29/2021

     3,926        3,919        3,690  

2209692, 8.8%, 03/30/2021(b)

     1,865        1,865        473  

2209958, 8.57%, 03/30/2021

     760        760        727  

2210143, 5.25%, 03/30/2021

     844        841        823  

2210346, 8.57%, 03/30/2021

     68        68        66  

2210847, 10.95%, 03/30/2021(b)

     2,992        3,018        2,522  

2211580, 8.57%, 03/30/2021

     10,267        10,269        6,930  

2212173, 6.9%, 03/30/2021(b)

     1,819        1,818        1,294  

2212254, 5.24%, 03/30/2021

     361        360        335  

2212280, 5.24%, 03/30/2021

     865        864        803  

2212372, 8.82%, 03/30/2021

     2,815        2,815        1,033  

2214225, 5.24%, 04/01/2021

     4,438        4,431        4,299  

2214809, 5.24%, 04/01/2021

     975        969        952  

2215095, 6.9%, 04/01/2021(b)

     1,509        1,509        1,221  

2215161, 7.62%, 04/01/2021

     33,076        33,309        27,448  

2217210, 8.81%, 04/01/2021

     3,257        3,257        1,664  

2217373, 7.62%, 04/01/2021(b)

     3,532        3,532        1,579  

2217451, 7.62%, 04/01/2021(b)

     4,492        4,492        3,239  

2217865, 9.76%, 04/02/2021(b)

     13,952        13,942        10,468  

2218683, 5.26%, 04/02/2021(b)

     1,497        1,494        883  

2218729, 10.95%, 04/02/2021

     3,374        3,339        2,979  

2218910, 10.96%, 04/02/2021

     946        942        913  

2219312, 5.25%, 04/02/2021

     1,819        1,816        1,588  

2219485, 5.71%, 04/02/2021

     4,134        4,061        4,040  

2220975, 8.83%, 04/02/2021(b)

     1,156        1,153        610  

2221082, 8.83%, 04/02/2021(b)

     1,179        1,179        506  

2222155, 10.95%, 04/03/2021

     1,305        1,304        1,064  

2222245, 10.96%, 04/03/2021

     378        378        367  

2222272, 5.71%, 04/03/2021

     6,560        6,538        6,376  

2223591, 5.24%, 04/03/2021

     1,116        1,106        1,092  

2224675, 10.95%, 04/03/2021

     1,895        1,895        1,446  

2224957, 8.84%, 04/03/2021

     297        297        91  

2224965, 8.86%, 04/03/2021

     422        422        251  

2225112, 8.83%, 04/03/2021(b)

     506        506        317  

2225139, 10.24%, 04/03/2021

     2,254        2,253        2,108  

2225761, 9.77%, 04/03/2021

     1,408        1,411        1,369  

2226148, 8.81%, 04/03/2021

     68        68        66  

2226339, 8.57%, 04/03/2021

     2,236        2,236        1,704  

2226470, 8.8%, 04/03/2021

     1,006        1,006        664  

2226558, 10.97%, 04/04/2021(b)

     1,663        1,663        1,110  

2226718, 7.62%, 04/04/2021

     4,417        4,417        4,315  

2228420, 8.57%, 04/04/2021(b)

     573        573        493  


Table of Contents

2228584, 5.74%, 04/04/2021

     729        727        681  

2228688, 5.23%, 04/04/2021

     1,058        1,057        806  

2228736, 10.26%, 04/04/2021(b)

     813        813        420  

2228804, 5.26%, 04/04/2021(b)

     1,062        1,060        718  

2228833, 6.9%, 04/04/2021

     1,718        1,711        1,646  

2228997, 5.71%, 04/04/2021

     2,180        2,175        2,066  

2229245, 9.76%, 04/04/2021

     3,400        3,400        2,974  

2229548, 5.71%, 04/04/2021(b)

     3,818        3,816        989  

2229911, 10.96%, 04/04/2021

     2,937        2,940        1,273  

2230188, 10.23%, 04/04/2021(b)

     3,350        3,350        1,234  

2230345, 10.98%, 04/04/2021

     631        631        528  

2230626, 9.74%, 04/05/2021

     1,210        1,210        627  

2230678, 7.55%, 04/05/2021

     7,000        7,000        5,951  

2230743, 6.92%, 04/05/2021(b)

     1,070        1,069        857  

2230904, 6.9%, 04/05/2021(b)

     14,296        14,264        13,487  

2231011, 5.92%, 04/05/2021(b)

     524        524        413  

2231031, 5.9%, 04/05/2021(b)

     5,734        5,727        3,598  

2231152, 9.91%, 04/05/2021

     782        782        679  

2231305, 4.25%, 04/05/2021

     8,553        8,514        8,321  

2231922, 4.72%, 04/06/2021

     325        323        317  

2232055, 4.25%, 04/07/2021(b)

     1,347        1,345        1,263  

2232189, 9.91%, 04/07/2021

     6,162        6,155        5,931  

2232602, 6.9%, 04/07/2021

     253        253        247  

2232698, 10.95%, 04/07/2021

     6,987        6,987        4,484  

2232802, 7.81%, 04/07/2021(b)

     589        588        542  

2232840, 6.6%, 04/07/2021

     900        900        782  

2232897, 8.75%, 04/07/2021(b)

     484        484        450  

2232918, 9.91%, 04/07/2021

     2,218        2,209        2,154  

2233214, 5.91%, 04/07/2021

     204        200        200  

2233258, 4.25%, 04/07/2021

     1,486        1,483        1,404  

2233346, 4.26%, 04/07/2021

     134        132        131  

2233676, 6.6%, 04/07/2021

     2,598        2,598        2,053  

2233713, 5.25%, 04/07/2021

     1,937        1,934        1,819  

2233782, 8.72%, 04/07/2021

     179        173        175  

2233864, 5.88%, 04/07/2021

     875        875        749  

2233981, 8.76%, 04/07/2021

     558        558        445  

2233997, 4.24%, 04/07/2021

     3,219        3,216        2,998  

2234106, 9.94%, 04/07/2021(b)

     520        520        400  

2234261, 5.72%, 04/07/2021

     3,058        3,051        2,950  

2234643, 8.57%, 04/07/2021(b)

     1,583        1,583        1,506  

2234651, 9.2%, 04/07/2021(b)

     1,482        1,482        846  

2234771, 9.92%, 04/07/2021(b)

     2,352        2,352        872  

2234829, 7.55%, 04/07/2021

     3,739        3,739        3,460  

2234927, 7.55%, 04/07/2021

     1,124        1,124        734  

2234965, 4.25%, 04/07/2021

     2,175        2,172        2,040  

2235037, 7.62%, 04/07/2021

     1,625        1,625        1,480  

2235039, 4.25%, 04/07/2021(b)

     5,737        5,728        5,386  

2235204, 8.81%, 04/07/2021(b)

     11,598        11,598        3,978  

2235251, 6.6%, 04/07/2021

     4,789        4,789        4,553  

2235606, 9.21%, 04/07/2021(b)

     503        503        418  

2235685, 10.95%, 04/07/2021

     2,378        2,378        2,020  

2235733, 7.55%, 04/07/2021

     844        844        803  

2235789, 9.91%, 04/07/2021

     230        231        223  

2235839, 4.24%, 04/07/2021

     1,371        1,367        1,332  

2235900, 4.25%, 04/07/2021

     1,381        1,378        1,341  

2235920, 8.57%, 04/07/2021

     2,708        2,710        2,597  

2235938, 9.17%, 04/07/2021

     683        683        366  

2236126, 6.65%, 04/07/2021(b)

     481        481        390  

2236144, 5.92%, 04/07/2021

     176        176        171  

2236156, 5.9%, 04/07/2021

     0        0        0  

2236296, 4.26%, 04/07/2021

     698        695        681  

2236346, 7.8%, 04/07/2021(b)

     1,340        1,340        365  

2236372, 7.82%, 04/07/2021(b)

     684        684        486  

2236382, 9.2%, 04/07/2021

     873        876        652  

2236514, 8.86%, 04/07/2021(b)

     468        468        277  

2236532, 8.57%, 04/07/2021

     9,427        9,427        7,968  

2236697, 8.73%, 04/07/2021

     381        381        371  

2236792, 4.72%, 04/07/2021

     1,280        1,277        1,241  

2236837, 4.72%, 04/07/2021

     3,963        3,956        3,714  

2237001, 9.19%, 04/07/2021

     1,390        1,390        1,294  

2237182, 4.26%, 04/07/2021(b)

     898        896        811  

2237262, 10.96%, 04/08/2021

     2,900        2,900        2,626  

2237442, 8.57%, 04/08/2021

     207        207        203  

2237558, 5.25%, 04/08/2021

     453        451        440  

2237851, 8.57%, 04/08/2021(b)

     13,166        13,161        8,824  

2239094, 6.91%, 04/08/2021

     7,407        7,385        6,918  

2239541, 6.92%, 04/08/2021

     811        811        749  

2239699, 6.9%, 04/08/2021(b)

     1,385        1,383        1,016  

2239726, 6.92%, 04/08/2021(b)

     817        817        722  

2239798, 10.98%, 04/08/2021(b)

     542        543        467  

2239952, 9.78%, 04/08/2021

     566        566        549  

2240042, 9.77%, 04/08/2021(b)

     1,495        1,495        638  


Table of Contents

2240270, 8.8%, 04/08/2021(b)

     1,997        1,997        1,254  

2240397, 10.94%, 04/08/2021(b)

     1,145        1,145        514  

2240468, 7.66%, 04/08/2021(b)

     1,145        1,145        286  

2241069, 7.64%, 04/08/2021

     305        305        296  

2241112, 10.25%, 04/08/2021(b)

     2,548        2,600        1,094  

2241331, 5.71%, 04/08/2021

     2,060        2,057        1,419  

2241419, 5.71%, 04/08/2021

     2,026        2,024        1,203  

2241498, 10.24%, 04/08/2021(b)

     3,935        3,935        2,419  

2241651, 9.74%, 04/09/2021(b)

     853        852        194  

2241719, 6.9%, 04/09/2021(b)

     789        784        431  

2241956, 7.78%, 04/09/2021

     2,834        2,832        1,938  

2242003, 8.75%, 04/09/2021(b)

     1,346        1,346        837  

2242078, 5.89%, 04/09/2021

     1,412        1,405        1,372  

2242149, 5.25%, 04/09/2021

     1,472        1,466        1,380  

2242275, 4.26%, 04/09/2021

     1,430        1,427        1,364  

2242408, 7.55%, 04/09/2021(b)

     1,593        1,587        1,075  

2242485, 5.24%, 04/09/2021

     1,047        1,045        961  

2242494, 4.26%, 04/09/2021

     1,076        1,072        1,043  

2242589, 6.91%, 04/09/2021

     5,629        5,606        5,269  

2242596, 4.25%, 04/09/2021

     809        807        785  

2242709, 9.19%, 04/09/2021

     605        601        585  

2242798, 4.72%, 04/09/2021

     674        671        642  

2242829, 5.9%, 04/09/2021

     938        932        911  

2242903, 6.6%, 04/09/2021

     1,028        1,028        940  

2242915, 6.92%, 04/09/2021

     917        914        836  

2242993, 10.96%, 04/09/2021

     2,681        2,678        1,460  

2243071, 7.77%, 04/09/2021

     475        475        297  

2243073, 4.72%, 04/09/2021

     2,086        2,077        1,985  

2243077, 8.83%, 04/09/2021(b)

     889        886        482  

2243119, 4.72%, 04/09/2021

     4,774        4,640        4,662  

2243125, 6.91%, 04/09/2021

     808        801        787  

2243441, 7.62%, 04/09/2021(b)

     2,178        2,180        1,296  

2243502, 8.57%, 04/09/2021

     278        276        271  

2243612, 5.26%, 04/09/2021

     501        499        488  

2243671, 8.57%, 04/09/2021

     453        453        333  

2243695, 7.62%, 04/09/2021

     20,779        20,715        18,679  

2243812, 4.24%, 04/09/2021

     3,294        3,290        2,835  

2244078, 4.72%, 04/09/2021

     744        739        724  

2244148, 8.73%, 04/09/2021

     1,101        1,096        867  

2244178, 5.9%, 04/09/2021

     3,736        3,691        3,642  

2244670, 5.9%, 04/09/2021

     4,784        4,769        4,548  

2244878, 8.84%, 04/09/2021

     412        410        301  

2244913, 10.95%, 04/09/2021

     190        186        184  

2244961, 6.9%, 04/09/2021

     329        327        316  

2244980, 9.16%, 04/09/2021(b)

     946        946        226  

2245141, 8.57%, 04/09/2021(b)

     1,348        1,348        494  

2247784, 6.91%, 04/10/2021

     521        516        505  

2247847, 6.91%, 04/10/2021(b)

     6,525        6,524        2,625  

2248108, 6.9%, 04/10/2021(b)

     3,904        3,904        2,360  

2248378, 8.57%, 04/10/2021

     1,157        1,154        891  

2249113, 10.24%, 04/10/2021(b)

     5,042        5,042        970  

2250086, 8.81%, 04/10/2021(b)

     4,674        4,674        1,590  

2250234, 5.24%, 04/10/2021

     3,701        3,696        2,627  

2250404, 6.9%, 04/10/2021

     1,027        1,027        991  

2250465, 9.77%, 04/10/2021

     2,915        2,914        2,495  

2250585, 6.93%, 04/10/2021(b)

     1,160        1,157        946  

2250945, 8.79%, 04/10/2021

     692        692        360  

2251070, 8.81%, 04/10/2021

     1,517        1,521        1,387  

2251193, 10.28%, 04/10/2021

     419        419        310  

2251199, 5.71%, 04/10/2021

     2,006        2,002        1,584  

2251303, 4.72%, 04/11/2021

     1,235        1,231        1,175  

2251359, 4.72%, 04/11/2021

     1,079        1,077        931  

2251388, 5.91%, 04/11/2021

     2,040        2,036        1,208  

2251710, 10.29%, 04/11/2021

     49        49        44  

2251755, 9.78%, 04/11/2021

     191        191        184  

2252116, 7.62%, 04/11/2021

     8,891        8,871        8,655  

2253409, 8.57%, 04/11/2021

     964        964        755  

2253457, 6.9%, 04/11/2021

     4,812        4,796        4,503  

2253644, 10.92%, 04/11/2021

     142        142        133  

2253697, 6.9%, 04/11/2021(b)

     16,979        16,943        13,369  

2254295, 10.96%, 04/11/2021

     6,293        6,290        4,676  

2254444, 5.71%, 04/14/2021

     413        409        401  

2254469, 7.78%, 04/14/2021

     705        705        424  

2254548, 4.25%, 04/14/2021

     13,779        13,723        13,193  

2254635, 5.24%, 04/14/2021(b)

     1,983        1,979        1,510  

2254741, 5.23%, 04/12/2021

     2,747        2,741        2,587  

2254770, 4.25%, 04/12/2021

     780        775        760  

2254833, 4.72%, 04/14/2021(b)

     2,093        2,088        1,827  

2254858, 4.26%, 04/12/2021

     921        917        895  

2254883, 6.6%, 04/12/2021

     236        236        230  

2254912, 9.2%, 04/14/2021(b)

     7,834        7,838        5,662  

2254946, 9.78%, 04/12/2021

     428        427        406  


Table of Contents

2254999, 9.2%, 04/12/2021(b)

     7,096        7,093        3,882  

2255045, 6.9%, 04/12/2021(b)

     699        697        603  

2255124, 4.72%, 04/12/2021

     277        276        270  

2255202, 4.25%, 04/12/2021

     2,022        2,017        1,956  

2255255, 8.73%, 04/12/2021(b)

     2,154        2,151        1,538  

2255310, 4.25%, 04/12/2021

     1,190        1,186        1,155  

2255432, 5.26%, 04/14/2021

     1,083        1,080        1,022  

2255480, 5.9%, 04/12/2021

     1,348        1,331        1,313  

2255657, 4.72%, 04/13/2021

     1,572        1,565        1,506  

2255743, 5.9%, 04/13/2021

     1,833        1,828        1,451  

2255784, 9.19%, 04/13/2021(b)

     2,671        2,671        801  

2255809, 5.71%, 04/13/2021

     1,065        1,060        1,033  

2255831, 5.9%, 04/13/2021

     1,876        1,869        1,718  

2256091, 4.25%, 04/13/2021

     1,479        1,475        1,396  

2256141, 7.81%, 04/13/2021

     0        0        0  

2256161, 9.89%, 04/13/2021

     7        6        7  

2256169, 9.76%, 04/13/2021

     3,407        3,395        3,314  

2256175, 7.77%, 04/13/2021

     540        540        275  

2256187, 9.96%, 04/13/2021(b)

     579        577        344  

2256197, 4.72%, 04/14/2021

     5,372        5,364        2,745  

2256274, 4.28%, 04/14/2021

     648        647        611  

2256317, 8.74%, 04/14/2021

     546        546        465  

2256362, 4.23%, 04/14/2021(b)

     1,250        1,248        584  

2256374, 6.6%, 04/14/2021

     2,110        2,109        1,620  

2256502, 9.22%, 04/14/2021(b)

     891        891        697  

2256517, 7.8%, 04/14/2021

     1,402        1,402        992  

2256612, 4.25%, 04/14/2021

     824        821        797  

2256645, 9.21%, 04/14/2021

     738        739        381  

2256655, 5.93%, 04/14/2021(b)

     533        533        492  

2256673, 7.55%, 04/14/2021(b)

     1,352        1,351        1,074  

2256693, 4.25%, 04/14/2021

     264        263        253  

2256746, 5.9%, 04/14/2021

     1,657        1,651        1,577  

2256807, 4.24%, 04/14/2021

     3,985        3,980        2,902  

2256860, 9.91%, 04/14/2021

     152        152        148  

2256883, 5.88%, 04/14/2021(b)

     985        982        691  

2256927, 8.74%, 04/14/2021

     960        960        897  

2256961, 4.25%, 04/14/2021

     3,177        3,168        3,079  

2257049, 7.79%, 04/14/2021

     466        464        327  

2257060, 7.55%, 04/14/2021

     1,304        1,304        945  

2257083, 9.91%, 04/14/2021

     7,723        7,720        5,825  

2257245, 9.22%, 04/14/2021

     1,003        1,003        848  

2257264, 4.25%, 04/14/2021

     4,780        4,770        4,516  

2257419, 5.24%, 04/14/2021

     600        595        587  

2257625, 6.93%, 04/14/2021

     34        33        33  

2257661, 6.9%, 04/14/2021

     436        429        425  

2257726, 7.55%, 04/14/2021

     307        305        300  

2257794, 8.68%, 04/14/2021

     205        205        122  

2258050, 6.9%, 04/15/2021

     146        145        142  

2258100, 5.71%, 04/15/2021

     5,136        5,119        4,856  

2258327, 9.91%, 04/15/2021(b)

     21,774        21,821        9,934  

2258763, 7.78%, 04/15/2021(b)

     1,715        1,715        375  

2258793, 4.25%, 04/15/2021

     2,608        2,603        1,896  

2258855, 4.26%, 04/15/2021

     572        571        549  

2258866, 8.83%, 04/15/2021(b)

     638        638        322  

2258874, 7.55%, 04/15/2021

     356        356        331  

2258893, 5.91%, 04/15/2021

     831        829        743  

2258998, 5.91%, 04/15/2021

     835        833        731  

2259220, 6.6%, 04/15/2021

     581        581        567  

2259286, 7.78%, 04/15/2021(b)

     2,157        2,157        971  

2259330, 9.76%, 04/15/2021

     1,089        1,089        945  

2259493, 9.76%, 04/15/2021(b)

     1,410        1,408        1,183  

2259519, 4.72%, 04/15/2021

     3,102        3,087        3,022  

2259660, 5.25%, 04/15/2021

     1,918        1,912        1,811  

2259888, 7.55%, 04/15/2021(b)

     3,157        3,158        2,306  

2259909, 5.74%, 04/15/2021

     548        546        531  

2259998, 10.24%, 04/15/2021

     3,711        3,707        3,412  

2260525, 5.72%, 04/15/2021

     726        717        709  

2260747, 7.78%, 04/15/2021(b)

     3,615        3,615        1,980  

2261102, 8.72%, 04/15/2021

     1,487        1,486        1,004  

2261184, 7.55%, 04/15/2021

     23        22        21  

2261325, 5.71%, 04/15/2021

     7,997        7,979        7,017  

2261619, 4.72%, 04/15/2021(b)

     1,704        1,701        1,371  

2261650, 5.88%, 04/15/2021(b)

     1,690        1,690        775  

2261724, 4.72%, 04/15/2021(b)

     13,299        13,287        7,387  

2261839, 4.27%, 04/15/2021(b)

     1,726        1,724        1,239  

2261843, 4.25%, 04/15/2021

     4,007        3,992        3,892  

2262174, 4.72%, 04/16/2021(b)

     39,735        39,642        24,682  

2262573, 9.76%, 04/16/2021

     1,067        1,065        935  

2262653, 8.7%, 04/16/2021(b)

     578        579        339  

2262665, 5.91%, 04/16/2021

     630        628        561  

2262698, 5.91%, 04/16/2021

     462        462        389  

2262700, 9.9%, 04/16/2021(b)

     7,630        7,628        4,608  


Table of Contents

2262738, 5.24%, 04/16/2021

     681        677        647  

2262783, 10.29%, 04/16/2021

     357        349        282  

2262793, 8.57%, 04/16/2021

     227        226        215  

2262810, 4.24%, 04/16/2021

     4,832        4,819        3,476  

2262908, 10.26%, 04/16/2021(b)

     716        709        660  

2262967, 5.72%, 04/16/2021

     4,078        4,070        3,095  

2263013, 5.9%, 04/16/2021

     6,800        6,763        6,537  

2263136, 5.24%, 04/16/2021

     1,523        1,516        1,478  

2263188, 5.9%, 04/16/2021

     1,863        1,854        1,755  

2263250, 4.26%, 04/16/2021

     1,037        1,032        1,001  

2263261, 5.71%, 04/16/2021

     954        933        920  

2263273, 7.76%, 04/16/2021(b)

     1,391        1,393        560  

2263316, 6.6%, 04/16/2021

     761        759        671  

2263324, 8.57%, 04/16/2021

     372        366        358  

2263332, 5.9%, 04/16/2021

     1,630        1,622        1,568  

2263393, 4.25%, 04/16/2021

     964        960        924  

2263434, 5.9%, 04/16/2021

     13,260        13,214        11,240  

2263546, 8.81%, 04/16/2021

     183        188        129  

2263574, 10.24%, 04/16/2021(b)

     4,893        4,883        2,996  

2263578, 6.6%, 04/16/2021

     316        314        301  

2263598, 9.91%, 04/16/2021(b)

     11,508        11,503        8,560  

2263758, 4.72%, 04/16/2021(b)

     1,670        1,657        1,624  

2263760, 6.9%, 04/16/2021(b)

     41,417        41,406        19,013  

2263786, 4.25%, 04/16/2021

     2,549        2,482        2,497  

2264154, 7.86%, 04/16/2021

     1        0        1  

2264234, 5.92%, 04/16/2021

     571        567        554  

2264264, 5.9%, 04/16/2021

     1,809        1,796        1,755  

2264379, 4.25%, 04/16/2021(b)

     13,484        13,453        11,941  

2264775, 7.55%, 04/16/2021

     984        983        866  

2264794, 7.55%, 04/16/2021

     247        242        242  

2264861, 9.92%, 04/16/2021(b)

     1,341        1,341        970  

2264873, 9.89%, 04/16/2021(b)

     417        416        383  

2264886, 9.91%, 04/16/2021

     559        553        542  

2264903, 10.23%, 04/16/2021(b)

     3,057        3,047        1,849  

2265003, 7.82%, 04/16/2021

     766        769        501  

2265011, 4.72%, 04/16/2021

     1,231        1,221        1,198  

2265063, 6.9%, 04/16/2021

     947        947        828  

2265190, 8.73%, 04/16/2021(b)

     11,196        11,128        10,387  

2265211, 8.57%, 04/16/2021(b)

     1,127        1,127        1,021  

2265244, 10.95%, 04/16/2021(b)

     4,259        4,262        2,069  

2266191, 5.71%, 04/17/2021(b)

     1,732        1,729        1,089  

2266231, 6.6%, 04/17/2021

     8,744        8,734        7,741  

2266264, 10.21%, 04/17/2021

     687        687        529  

2266295, 8.84%, 04/17/2021(b)

     532        532        212  

2266329, 5.71%, 04/17/2021(b)

     1,978        1,974        929  

2266432, 8.57%, 04/17/2021

     438        437        423  

2266441, 7.82%, 04/17/2021

     187        187        163  

2266458, 7.55%, 04/17/2021(b)

     1,006        1,004        949  

2266476, 9.2%, 04/17/2021

     412        410        395  

2266514, 8.8%, 04/17/2021(b)

     1,941        1,941        901  

2266661, 9.2%, 04/17/2021

     1,278        1,278        937  

2266678, 4.72%, 04/17/2021

     3,678        3,661        3,579  

2266724, 5.25%, 04/17/2021

     864        859        840  

2266825, 8.75%, 04/17/2021(b)

     1,059        1,059        479  

2266832, 4.72%, 04/17/2021

     172        169        168  

2266847, 9.2%, 04/17/2021

     102        99        95  

2266898, 7.62%, 04/17/2021

     836        833        814  

2266983, 9.91%, 04/17/2021

     1,531        1,528        1,485  

2267080, 5.24%, 04/17/2021

     3,544        3,534        3,051  

2267120, 5.9%, 04/17/2021(b)

     4,430        4,421        3,205  

2267301, 6.89%, 04/17/2021(b)

     1,037        1,034        834  

2267307, 7.8%, 04/17/2021

     891        891        698  

2267320, 6.6%, 04/17/2021(b)

     1,866        1,865        1,423  

2267345, 8.57%, 04/17/2021

     829        828        793  

2267384, 7.82%, 04/17/2021

     558        558        436  

2267452, 4.72%, 04/17/2021(b)

     6,445        6,434        4,046  

2267527, 5.9%, 04/17/2021

     499        495        487  

2267546, 4.72%, 04/17/2021

     4,657        4,644        4,423  

2267660, 5.71%, 04/17/2021

     3,457        3,428        3,367  

2267740, 9.89%, 04/17/2021

     332        332        316  

2267758, 7.77%, 04/17/2021(b)

     1,425        1,425        608  

2267782, 4.28%, 04/17/2021

     139        137        135  

2267901, 8.73%, 04/17/2021

     17,589        17,579        14,166  

2268230, 6.9%, 04/17/2021

     1,069        1,057        1,037  

2268346, 6.6%, 04/17/2021

     2,020        2,018        1,879  

2268378, 9.76%, 04/17/2021(b)

     5,247        5,256        4,623  

2268393, 9.2%, 04/17/2021

     3,653        3,653        1,925  

2268439, 7.82%, 04/17/2021(b)

     562        562        310  

2268507, 4.72%, 04/17/2021

     96        93        94  

2268653, 5.24%, 04/17/2021

     1,191        1,184        1,160  

2268822, 8.79%, 04/17/2021

     101        101        93  

2268998, 8.73%, 04/17/2021

     328        328        318  


Table of Contents

2269042, 10.24%, 04/17/2021

     4,192        4,192        3,608  

2269057, 4.25%, 04/17/2021

     1,333        1,327        1,296  

2269097, 7.8%, 04/17/2021(b)

     659        659        502  

2269109, 4.25%, 04/17/2021

     8,073        8,022        7,870  

2269360, 10.95%, 04/17/2021(b)

     3,075        3,074        718  

2269542, 5.71%, 04/17/2021

     1,171        1,166        1,065  

2269636, 10.24%, 04/17/2021(b)

     9,985        10,006        3,834  

2269652, 7.55%, 04/17/2021(b)

     726        725        691  

2269668, 4.74%, 04/17/2021

     610        608        576  

2269672, 7.55%, 04/17/2021(b)

     17,114        17,107        7,956  

2269798, 8.81%, 04/18/2021

     4,127        4,126        3,614  

2270339, 8.57%, 04/18/2021(b)

     2,915        2,913        1,364  

2271155, 8.81%, 04/18/2021

     497        497        485  

2271280, 10.95%, 04/18/2021

     445        445        390  

2271352, 8.57%, 04/18/2021(b)

     1,319        1,319        830  

2271369, 5.24%, 04/18/2021

     588        586        542  

2271404, 5.24%, 04/18/2021

     6,750        6,722        6,388  

2271839, 8.79%, 04/18/2021

     0        0        0  

2271849, 5.24%, 04/18/2021

     1,776        1,768        1,724  

2272066, 8.57%, 04/18/2021

     1,194        1,192        1,113  

2272642, 5.71%, 04/18/2021

     757        742        740  

2272814, 8.84%, 04/18/2021(b)

     1,167        1,167        441  

2273280, 8.82%, 04/18/2021(b)

     1,495        1,495        697  

2273307, 5.9%, 04/19/2021(b)

     2,825        2,824        1,327  

2273357, 4.79%, 04/19/2021

     337        336        259  

2273385, 5.89%, 04/19/2021

     1,628        1,621        1,567  

2273426, 10.96%, 04/19/2021

     1,588        1,585        1,449  

2273434, 5.89%, 04/19/2021(b)

     3,071        3,069        1,472  

2273482, 4.72%, 04/19/2021

     1,402        1,398        1,231  

2273508, 7.76%, 04/19/2021(b)

     1,440        1,440        503  

2273557, 8.83%, 04/19/2021(b)

     652        652        244  

2273565, 4.25%, 04/19/2021

     876        874        802  

2273580, 9.18%, 04/19/2021

     92        92        90  

2273592, 7.79%, 04/19/2021(b)

     2,453        2,455        958  

2273621, 9.22%, 04/19/2021

     405        405        366  

2273634, 7.55%, 04/19/2021(b)

     1,048        1,045        801  

2273685, 5.9%, 04/19/2021

     1,285        1,283        1,193  

2273710, 9.9%, 04/19/2021

     971        970        845  

2273729, 4.23%, 04/19/2021

     1,087        1,085        800  

2273749, 8.72%, 04/19/2021

     30        29        29  

2273787, 8.73%, 04/19/2021

     3,849        3,844        3,645  

2273819, 8.81%, 04/19/2021(b)

     751        752        484  

2273916, 6.63%, 04/19/2021

     442        441        425  

2273918, 6.91%, 04/19/2021

     4,690        4,684        4,348  

2273935, 6.6%, 04/19/2021

     1,063        1,062        970  

2273967, 8.72%, 04/20/2021

     1,109        1,107        1,076  

2274024, 7.76%, 04/20/2021

     360        360        284  

2274034, 5.9%, 04/20/2021

     2,865        2,848        2,779  

2274099, 4.72%, 04/20/2021

     3,754        3,741        3,627  

2274184, 7.62%, 04/20/2021

     1,626        1,626        993  

2274191, 4.74%, 04/20/2021

     631        629        608  

2274235, 8.73%, 04/20/2021

     12,697        12,682        10,646  

2274254, 8.57%, 04/20/2021

     2,750        2,749        1,601  

2274583, 4.72%, 04/21/2021

     438        436        424  

2274611, 5.91%, 04/21/2021

     582        578        564  

2274722, 5.89%, 04/21/2021(b)

     1,650        1,649        1,116  

2274771, 4.75%, 04/21/2021

     352        350        343  

2274814, 7.55%, 04/21/2021(b)

     1,408        1,407        672  

2274834, 9.19%, 04/21/2021(b)

     875        875        397  

2274875, 4.72%, 04/21/2021(b)

     1,550        1,546        1,202  

2274915, 7.82%, 04/21/2021

     534        534        218  

2274966, 9.19%, 04/21/2021

     1,164        1,164        1,125  

2275083, 7.55%, 04/21/2021

     2,553        2,549        2,328  

2275170, 5.25%, 04/21/2021(b)

     2,522        2,514        1,610  

2275259, 4.72%, 04/21/2021

     2,026        2,019        1,958  

2275467, 9.76%, 04/21/2021

     3,192        3,190        2,230  

2275497, 6.6%, 04/21/2021(b)

     11,678        11,672        8,544  

2275599, 8.57%, 04/21/2021(b)

     5,186        5,184        1,980  

2275654, 4.72%, 04/21/2021

     936        931        908  

2275693, 4.25%, 04/21/2021

     1,143        1,136        1,113  

2275768, 5.9%, 04/21/2021(b)

     54,076        53,986        26,494  

2275777, 6.92%, 04/21/2021

     933        927        904  

2275844, 7.62%, 04/21/2021(b)

     11,772        11,767        5,515  

2276141, 10.95%, 04/21/2021(b)

     2,136        2,134        1,827  

2276252, 4.25%, 04/21/2021(b)

     1,126        1,124        845  

2276274, 7.83%, 04/21/2021(b)

     909        909        210  

2276280, 5.9%, 04/21/2021

     2,585        2,575        2,454  

2276304, 8.73%, 04/21/2021

     498        497        459  

2276315, 7.83%, 04/21/2021(b)

     874        874        253  

2276325, 9.91%, 04/21/2021(b)

     490        489        470  

2276347, 4.72%, 04/21/2021

     3,327        3,322        2,581  

2276402, 8.77%, 04/21/2021(b)

     394        393        324  


Table of Contents

2276405, 5.24%, 04/21/2021

     2,036        2,031        1,831  

2276431, 9.91%, 04/21/2021(b)

     721        720        636  

2276439, 4.72%, 04/21/2021(b)

     4,793        4,775        4,302  

2276533, 8.81%, 04/21/2021(b)

     810        810        709  

2277144, 10.95%, 04/21/2021(b)

     2,440        2,438        907  

2277253, 7.62%, 04/21/2021

     3,071        3,068        2,879  

2277535, 7.64%, 04/21/2021

     847        846        696  

2277981, 4.25%, 04/21/2021

     1,608        1,604        1,521  

2278002, 7.8%, 04/21/2021

     1,100        1,100        640  

2278025, 5.91%, 04/21/2021(b)

     1,155        1,152        791  

2278064, 6.6%, 04/21/2021(b)

     3,301        3,299        1,583  

2278083, 4.25%, 04/21/2021(b)

     268        268        254  

2278147, 6.61%, 04/21/2021

     1,774        1,772        1,721  

2278206, 7.77%, 04/21/2021

     881        881        549  

2278246, 8.73%, 04/21/2021

     2,496        2,496        1,443  

2278281, 9.21%, 04/21/2021

     1,995        1,995        1,348  

2278333, 7.55%, 04/21/2021

     500        499        485  

2278347, 7.55%, 04/21/2021

     347        346        336  

2278358, 9.91%, 04/21/2021

     521        520        499  

2278735, 9.91%, 04/22/2021

     3,500        3,496        2,368  

2278742, 5.25%, 04/22/2021(b)

     3,793        3,783        2,872  

2278866, 9.91%, 04/22/2021

     2,953        2,948        2,649  

2278984, 5.91%, 04/22/2021

     1,167        1,166        1,132  

2279016, 6.92%, 04/22/2021

     594        592        565  

2279050, 8.73%, 04/22/2021

     453        451        442  

2279069, 6.9%, 04/22/2021(b)

     3,417        3,407        2,187  

2279074, 9.91%, 04/22/2021

     423        430        412  

2279156, 6.63%, 04/22/2021

     176        175        171  

2279223, 7.78%, 04/22/2021(b)

     1,840        1,841        880  

2279260, 4.25%, 04/22/2021(b)

     5,415        5,402        4,059  

2279356, 5.9%, 04/22/2021

     2,762        2,694        2,666  

2279360, 7.62%, 04/22/2021

     3,021        3,018        2,817  

2279635, 6.6%, 04/22/2021

     5,710        5,694        5,498  

2279822, 7.79%, 04/22/2021(b)

     1,864        1,864        1,700  

2279856, 5.24%, 04/22/2021

     1,479        1,473        1,431  

2279884, 7.55%, 04/22/2021

     1,597        1,596        1,477  

2279929, 9.19%, 04/22/2021

     188        188        174  

2279961, 5.9%, 04/22/2021

     1,844        1,838        1,734  

2279974, 5.24%, 04/22/2021

     333        333        323  

2280010, 10.24%, 04/22/2021

     4,396        4,396        3,919  

2280142, 7.55%, 04/22/2021

     535        533        519  

2280170, 7.79%, 04/22/2021

     2,002        2,002        724  

2280198, 7.78%, 04/22/2021

     471        471        443  

2280221, 9.2%, 04/22/2021(b)

     1,552        1,552        1,390  

2280252, 9.92%, 04/22/2021

     1,546        1,544        1,361  

2280301, 7.55%, 04/22/2021(b)

     2,995        2,994        2,067  

2280380, 6.91%, 04/22/2021

     4,058        4,030        3,934  

2280413, 7.55%, 04/22/2021

     209        209        203  

2280422, 4.28%, 04/22/2021

     898        896        703  

2280429, 7.76%, 04/22/2021(b)

     136        136        132  

2280431, 7.55%, 04/22/2021

     468        467        455  

2280445, 6.63%, 04/22/2021

     331        330        322  

2280457, 4.25%, 04/22/2021

     448        446        437  

2280542, 9.89%, 04/22/2021(b)

     637        637        452  

2280658, 7.55%, 04/22/2021(b)

     12,020        12,012        7,669  

2280684, 8.57%, 04/22/2021

     640        639        571  

2280707, 5.23%, 04/22/2021

     3,229        3,220        2,422  

2280774, 9.91%, 04/22/2021

     7,459        7,456        2,082  

2280839, 7.55%, 04/22/2021(b)

     532        532        431  

2280847, 4.28%, 04/22/2021

     497        495        478  

2280852, 10.95%, 04/22/2021

     1,734        1,715        1,693  

2280858, 7.55%, 04/22/2021

     194        192        189  

2280916, 5.91%, 04/22/2021

     1,863        1,858        1,188  

2280944, 7.55%, 04/22/2021(b)

     3,086        3,083        2,410  

2280985, 4.25%, 04/22/2021

     3,510        3,502        3,165  

2281048, 4.26%, 04/22/2021

     624        621        596  

2281073, 4.27%, 04/22/2021

     1,019        1,016        964  

2281475, 8.73%, 04/22/2021

     7,652        7,644        6,918  

2281702, 4.24%, 04/22/2021

     1,697        1,690        1,649  

2281731, 5.9%, 04/22/2021(b)

     2,183        2,178        1,469  

2281744, 6.6%, 04/22/2021(b)

     27,637        27,616        21,473  

2281784, 5.24%, 04/22/2021(b)

     15,932        15,897        10,359  

2282085, 9.19%, 04/22/2021

     267        267        256  

2282105, 4.25%, 04/22/2021

     6,628        6,610        4,933  

2282201, 7.76%, 04/22/2021(b)

     1,212        1,212        309  

2282243, 5.24%, 04/22/2021(b)

     2,581        2,573        2,328  

2282286, 8.74%, 04/22/2021

     2,784        2,782        2,091  

2282314, 7.78%, 04/22/2021(b)

     657        657        523  

2282321, 5.91%, 04/22/2021

     1,706        1,699        1,620  

2282359, 9.91%, 04/22/2021(b)

     1,061        1,064        436  

2282430, 7.55%, 04/22/2021

     3,543        3,541        1,798  

2282532, 8.81%, 04/23/2021

     517        508        504  


Table of Contents

2283626, 8.83%, 04/23/2021(b)

     837        837        309  

2283687, 5.74%, 04/23/2021(b)

     913        910        705  

2283990, 5.24%, 04/23/2021

     2,150        2,142        2,035  

2284194, 5.24%, 04/23/2021(b)

     3,998        3,986        2,574  

2284408, 5.25%, 04/23/2021

     940        931        914  

2284471, 10.25%, 04/23/2021

     1,710        1,710        1,202  

2284535, 7.62%, 04/23/2021(b)

     883        883        605  

2284666, 9.76%, 04/23/2021

     307        306        294  

2284691, 5.24%, 04/23/2021

     1,393        1,383        1,353  

2284790, 8.81%, 04/23/2021(b)

     2,746        2,747        718  

2285033, 5.71%, 04/23/2021

     2,919        2,891        2,841  

2285435, 5.23%, 04/23/2021

     377        374        366  

2285477, 8.86%, 04/23/2021

     204        197        191  

2285487, 10.95%, 04/23/2021

     1,641        1,635        1,438  

2285529, 10.26%, 04/23/2021

     392        391        376  

2285541, 5.27%, 04/23/2021

     609        606        582  

2285643, 5.23%, 04/23/2021

     589        586        567  

2285679, 5.26%, 04/23/2021

     20        18        19  

2285713, 10.97%, 04/23/2021(b)

     3,951        3,950        1,029  

2285731, 5.24%, 04/23/2021

     251        236        245  

2286665, 10.96%, 04/24/2021(b)

     8,486        8,476        3,638  

2286854, 5.24%, 04/24/2021

     1,695        1,688        1,608  

2286926, 6.9%, 04/24/2021

     455        445        443  

2286982, 10.95%, 04/24/2021

     478        477        447  

2287100, 5.26%, 04/24/2021

     963        960        914  

2287115, 8.57%, 04/24/2021

     1,424        1,423        1,011  

2287224, 5.24%, 04/24/2021

     1,179        1,167        1,149  

2287346, 8.57%, 04/24/2021

     1,177        1,176        992  

2287387, 5.24%, 04/24/2021

     5,037        5,014        4,811  

2288041, 5.71%, 04/24/2021

     931        926        860  

2288173, 6.9%, 04/24/2021

     561        553        545  

2288275, 10.95%, 04/24/2021

     12,310        12,287        9,434  

2288816, 5.71%, 04/24/2021(b)

     6,269        6,245        5,926  

2289164, 10.95%, 04/24/2021

     374        373        322  

2289178, 8.57%, 04/24/2021(b)

     9,218        9,210        6,378  

2289536, 10.95%, 04/24/2021

     14        13        13  

2289559, 10.95%, 04/24/2021

     1,432        1,430        975  

2289611, 5.71%, 04/24/2021

     934        929        889  

2289697, 8.57%, 04/24/2021(b)

     5,336        5,332        2,567  

2289983, 10.95%, 04/24/2021

     342        341        323  

2290065, 7.66%, 04/24/2021

     405        404        369  

2290160, 8.81%, 04/24/2021(b)

     1,143        1,143        301  

2290221, 8.82%, 04/25/2021

     2,510        2,510        1,570  

2290361, 5.25%, 04/25/2021

     2,767        2,757        2,110  

2290441, 6.9%, 04/25/2021

     666        666        457  

2290461, 8.86%, 04/25/2021(b)

     589        589        238  

2290483, 5.27%, 04/25/2021

     792        789        600  

2290587, 10.23%, 04/25/2021(b)

     2,025        2,025        1,387  

2290671, 10.24%, 04/25/2021(b)

     7,070        7,070        3,227  

2290794, 7.62%, 04/25/2021

     1,164        1,162        1,042  

2290862, 5.71%, 04/25/2021

     2,700        2,664        2,632  

2291153, 8.82%, 04/25/2021

     521        521        470  

2291185, 10.24%, 04/25/2021(b)

     558        557        267  

2291191, 8.83%, 04/25/2021(b)

     1,800        1,803        775  

2291243, 10.24%, 04/25/2021(b)

     2,079        2,079        1,200  

2291290, 5.71%, 04/25/2021(b)

     9,617        9,594        5,358  

2291556, 7.55%, 04/25/2021

     930        928        897  

2291561, 7.55%, 04/25/2021

     2,333        2,331        2,130  

2291564, 4.25%, 04/25/2021

     23,328        23,254        17,663  

2291567, 9.91%, 04/25/2021(b)

     1,474        1,472        1,153  

2291631, 5.91%, 04/25/2021

     1,546        1,534        1,496  

2291636, 9.23%, 04/25/2021

     340        340        305  

2291642, 4.25%, 04/25/2021

     4,606        4,588        4,455  

2291658, 8.72%, 04/25/2021(b)

     3,651        3,648        2,488  

2291668, 7.79%, 04/25/2021

     564        564        531  

2291676, 8.74%, 04/25/2021

     908        906        824  

2291682, 6.6%, 04/25/2021

     1,575        1,573        1,502  

2291690, 7.78%, 04/25/2021

     116        116        112  

2291694, 9.2%, 04/25/2021

     4,034        4,034        1,857  

2291704, 5.93%, 04/25/2021(b)

     803        800        554  

2291706, 4.72%, 04/25/2021(b)

     5,907        5,906        2,972  

2291711, 8.73%, 04/25/2021

     3,941        3,925        3,823  

2291724, 5.9%, 04/25/2021

     1,055        1,053        984  

2291728, 9.22%, 04/25/2021(b)

     556        556        319  

2291730, 4.25%, 04/25/2021

     526        518        513  

2291733, 8.73%, 04/25/2021(b)

     14,865        14,854        3,530  

2291743, 5.9%, 04/25/2021

     10,260        10,204        9,733  

2291764, 7.78%, 04/25/2021

     351        352        323  

2291793, 5.9%, 04/25/2021

     21,007        20,987        16,443  

2291835, 8.72%, 04/25/2021(b)

     1,751        1,749        1,037  

2291837, 9.91%, 04/25/2021(b)

     6,175        6,162        5,161  

2291858, 9.21%, 04/25/2021

     1,359        1,359        1,024  


Table of Contents

2291865, 4.25%, 04/25/2021

     3,486        3,476        3,171  

2291869, 5.91%, 04/25/2021

     30        29        30  

2291871, 4.72%, 04/25/2021(b)

     2,265        2,258        1,464  

2291876, 9.91%, 04/25/2021

     6,585        6,571        5,841  

2291910, 6.64%, 04/25/2021(b)

     1,134        1,134        413  

2291912, 4.25%, 04/25/2021

     2,515        2,507        2,100  

2291958, 5.24%, 04/25/2021

     1,816        1,810        1,182  

2291964, 4.26%, 04/25/2021(b)

     1,629        1,624        1,543  

2292036, 5.24%, 04/25/2021

     771        767        694  

2292067, 6.6%, 04/25/2021(b)

     15,818        15,802        12,479  

2292069, 10.92%, 04/25/2021(b)

     373        372        289  

2292074, 9.76%, 04/25/2021

     4,126        4,115        3,854  

2292137, 6.6%, 04/25/2021

     5,146        5,140        4,040  

2292179, 4.25%, 04/25/2021

     1,727        1,719        1,677  

2292201, 7.81%, 04/25/2021(b)

     1,224        1,224        548  

2292203, 5.91%, 04/25/2021

     1,459        1,458        1,388  

2292212, 5.71%, 04/25/2021

     942        925        920  

2292237, 5.89%, 04/25/2021(b)

     1,180        1,179        791  

2292247, 5.9%, 04/25/2021

     1,803        1,801        1,712  

2292259, 8.72%, 04/25/2021

     912        910        880  

2292268, 9.92%, 04/25/2021

     433        431        405  

2292283, 4.25%, 04/25/2021

     2,037        2,031        1,930  

2292287, 9.91%, 04/25/2021(b)

     654        653        566  

2292289, 8.71%, 04/25/2021(b)

     914        913        455  

2292313, 7.62%, 04/25/2021(b)

     2,287        2,292        2,222  

2292337, 4.3%, 04/25/2021

     458        457        383  

2292341, 6.6%, 04/25/2021

     538        538        501  

2292345, 7.55%, 04/25/2021(b)

     2,145        2,142        1,676  

2292361, 9.91%, 04/25/2021(b)

     2,067        2,065        1,017  

2292468, 4.25%, 04/25/2021

     1,082        1,078        1,040  

2292473, 7.55%, 04/25/2021

     7,333        7,326        5,054  

2292540, 6.6%, 04/25/2021

     3,235        3,235        2,783  

2292574, 8.74%, 04/25/2021

     1,378        1,375        1,171  

2292621, 6.6%, 04/25/2021(b)

     962        961        648  

2292673, 7.78%, 04/25/2021(b)

     1,227        1,229        656  

2292814, 8.73%, 04/25/2021

     6,601        6,581        6,352  

2292963, 7.55%, 04/25/2021

     4,927        4,917        4,677  

2293021, 7.62%, 04/25/2021

     1,014        1,013        860  

2293030, 5.9%, 04/25/2021

     3,289        3,287        3,071  

2293083, 5.71%, 04/25/2021(b)

     1,036        1,032        917  

2293103, 8.73%, 04/25/2021(b)

     1,730        1,727        1,461  

2293165, 5.25%, 04/25/2021

     1,105        1,100        1,049  

2293199, 8.72%, 04/25/2021

     1,183        1,179        1,143  

2293243, 8.73%, 04/25/2021(b)

     3,956        3,949        3,431  

2293265, 7.62%, 04/26/2021

     286        285        233  

2293279, 7.55%, 04/26/2021(b)

     186        186        174  

2293297, 9.22%, 04/26/2021(b)

     472        472        400  

2293309, 10.24%, 04/26/2021

     2,246        2,246        2,082  

2293319, 6.6%, 04/26/2021

     344        342        334  

2293332, 9.19%, 04/26/2021

     899        899        679  

2293367, 4.26%, 04/26/2021

     420        416        410  

2293412, 5.9%, 04/26/2021(b)

     5,898        5,895        3,438  

2293442, 6.91%, 04/26/2021

     5,352        5,330        4,450  

2293444, 5.9%, 04/26/2021(b)

     10,476        10,467        4,017  

2293510, 9.21%, 04/26/2021

     1,626        1,626        1,447  

2293541, 4.25%, 04/26/2021

     1,563        1,558        1,425  

2293554, 4.26%, 04/26/2021

     1,956        1,948        1,856  

2293586, 4.24%, 04/26/2021

     1,947        1,938        1,887  

2293601, 5.24%, 04/26/2021

     2,570        2,563        1,981  

2293621, 7.55%, 04/26/2021

     3,125        3,122        1,402  

2293639, 5.9%, 04/26/2021

     4,518        4,413        4,403  

2293709, 5.22%, 04/26/2021

     516        513        501  

2293725, 10.97%, 04/26/2021

     1,795        1,817        1,212  

2293770, 5.24%, 04/26/2021(b)

     2,139        2,134        1,173  

2293819, 8.57%, 04/26/2021

     31        30        30  

2293848, 4.23%, 04/26/2021

     842        840        622  

2293858, 6.9%, 04/26/2021

     497        496        476  

2293874, 5.89%, 04/27/2021

     5,595        5,559        5,315  

2293892, 10.25%, 04/27/2021(b)

     1,317        1,317        617  

2293918, 10.95%, 04/27/2021(b)

     7,184        7,175        5,298  

2294115, 5.88%, 04/27/2021(b)

     599        596        502  

2294129, 9.91%, 04/27/2021(b)

     862        861        550  

2294158, 4.25%, 04/27/2021

     570        567        549  

2294168, 6.63%, 04/27/2021

     502        500        487  

2294180, 6.91%, 04/27/2021

     835        822        804  

2294182, 4.25%, 04/27/2021

     1,547        1,542        1,231  

2294210, 7.8%, 04/27/2021(b)

     58        58        57  

2294278, 4.74%, 04/27/2021

     780        776        734  

2294306, 7.8%, 04/27/2021

     2,033        2,033        857  

2294403, 7.82%, 04/28/2021(b)

     10        9        9  

2294427, 7.8%, 04/28/2021

     175        175        164  

2295633, 7.62%, 04/28/2021

     278        275        272  


Table of Contents

2295738, 10.95%, 04/28/2021

     2,596        2,591        2,185  

2295806, 5.9%, 04/28/2021(b)

     3,465        3,453        2,663  

2295839, 9.22%, 04/28/2021

     389        389        362  

2295853, 7.79%, 04/28/2021(b)

     2,136        2,136        1,429  

2295872, 6.9%, 04/28/2021

     2,525        2,521        2,374  

2295893, 4.74%, 04/28/2021

     524        520        505  

2295915, 4.72%, 04/28/2021

     969        962        943  

2295962, 7.55%, 04/28/2021

     166        165        144  

2296037, 7.77%, 04/28/2021

     84        84        81  

2296049, 5.23%, 04/28/2021

     840        827        820  

2296106, 7.77%, 04/28/2021

     832        834        707  

2296129, 4.25%, 04/28/2021

     1,198        1,192        1,163  

2296162, 5.91%, 04/28/2021(b)

     3,284        3,273        2,476  

2296198, 8.73%, 04/28/2021

     610        606        594  

2296252, 9.73%, 04/28/2021

     985        984        286  

2296262, 5.9%, 04/28/2021

     531        530        503  

2296274, 9.91%, 04/28/2021

     1,137        1,134        1,015  

2296301, 9.91%, 04/28/2021

     755        750        708  

2296341, 5.89%, 04/28/2021

     1,563        1,562        1,465  

2296445, 8.82%, 04/28/2021(b)

     3,416        3,419        804  

2296495, 4.25%, 04/28/2021

     2,180        2,169        2,101  

2296546, 4.26%, 04/28/2021

     1,356        1,349        1,314  

2296569, 5.24%, 04/28/2021

     513        508        501  

2296590, 7.55%, 04/28/2021

     67        67        64  

2296595, 7.79%, 04/28/2021(b)

     1,218        1,218        670  

2296638, 6.6%, 04/28/2021

     1,513        1,511        1,418  

2296662, 6.6%, 04/28/2021

     3,441        3,427        3,231  

2296671, 6.9%, 04/28/2021

     439        431        427  

2296782, 5.9%, 04/28/2021

     1,951        1,946        1,897  

2296899, 8.74%, 04/28/2021(b)

     1,031        1,030        335  

2296925, 4.26%, 04/28/2021(b)

     1,949        1,944        1,201  

2296988, 9.2%, 04/28/2021(b)

     6,777        6,777        5,473  

2297156, 6.91%, 04/28/2021(b)

     861        855        798  

2297186, 8.73%, 04/28/2021

     5,091        5,078        4,827  

2297206, 10.26%, 04/28/2021

     230        230        224  

2297269, 9.96%, 04/28/2021

     82        81        80  

2297277, 7.78%, 04/28/2021

     396        396        386  

2297313, 5.9%, 04/28/2021

     1,816        1,808        1,654  

2297357, 9.91%, 04/28/2021(b)

     4,294        4,287        2,615  

2297400, 4.25%, 04/28/2021

     1,785        1,778        1,728  

2297465, 4.25%, 04/28/2021(b)

     4,210        4,202        2,401  

2297515, 7.78%, 04/28/2021(b)

     10,417        10,417        5,679  

2297544, 9.77%, 04/28/2021

     1,373        1,371        1,169  

2297663, 7.82%, 04/28/2021(b)

     1,311        1,311        322  

2297667, 4.72%, 04/28/2021(b)

     1,935        1,930        1,290  

2297709, 8.73%, 04/28/2021

     658        657        517  

2297718, 8.73%, 04/28/2021

     13,709        13,687        12,124  

2297869, 5.71%, 04/28/2021

     1,936        1,926        1,822  

2297970, 10.96%, 04/28/2021

     1,602        1,601        1,433  

2297993, 8.73%, 04/28/2021

     1,258        1,256        1,115  

2298024, 6.6%, 04/28/2021

     6,844        6,840        4,820  

2298071, 9.74%, 04/28/2021

     66        65        64  

2298086, 8.81%, 04/28/2021

     171        171        138  

2298094, 8.57%, 04/28/2021(b)

     1,364        1,363        759  

2298121, 8.82%, 04/29/2021(b)

     2,511        2,509        559  

2298198, 8.57%, 04/29/2021

     3,468        3,454        3,285  

2298594, 10.23%, 04/29/2021(b)

     2,680        2,680        663  

2298711, 10.95%, 04/29/2021

     1,457        1,448        1,407  

2298894, 5.23%, 04/29/2021

     2,880        2,867        2,737  

2299037, 8.84%, 04/29/2021(b)

     699        699        302  

2299167, 5.23%, 04/29/2021

     811        806        772  

2299260, 5.23%, 04/29/2021

     840        835        736  

2299341, 5.24%, 04/29/2021(b)

     12,777        12,721        9,881  

2300824, 5.71%, 04/29/2021

     5,839        5,815        5,176  

2301049, 5.24%, 04/29/2021(b)

     7,255        7,233        4,873  

2301207, 9.76%, 04/29/2021

     1,091        1,068        1,063  

2301531, 5.72%, 04/29/2021

     7,332        7,306        5,442  

2301690, 5.71%, 04/29/2021

     537        533        521  

2301800, 7.62%, 04/29/2021

     1,104        1,102        877  

2302030, 9.77%, 04/29/2021

     1,434        1,431        1,348  

2302188, 7.62%, 04/30/2021

     894        887        865  

2302281, 8.8%, 04/30/2021(b)

     7,443        7,410        1,693  

2302369, 10.96%, 04/30/2021(b)

     3,722        3,713        2,582  

2302455, 10.95%, 04/30/2021

     1,203        1,182        1,137  

2302580, 9.77%, 04/30/2021

     757        751        707  

2302626, 5.26%, 04/30/2021

     1,042        1,036        994  

2302671, 10.25%, 04/30/2021(b)

     1,248        1,248        628  

2302706, 6.9%, 04/30/2021(b)

     2,260        2,248        1,499  

2302782, 8.57%, 04/30/2021

     328        326        320  

2302826, 6.9%, 04/30/2021

     1,096        1,088        1,050  

2302871, 6.91%, 04/30/2021

     1,612        1,606        1,453  

2302898, 10.95%, 04/30/2021

     1,104        1,095        805  


Table of Contents

2302929, 5.24%, 04/30/2021

     7,547        7,512        5,839  

2303046, 8.57%, 04/30/2021

     2,000        1,985        1,834  

2303140, 8.82%, 04/30/2021

     402        402        367  

2303152, 8.81%, 04/30/2021(b)

     10,002        9,968        2,448  

2303272, 8.82%, 04/30/2021

     610        601        597  

2303403, 9.75%, 04/30/2021

     622        620        566  

2303419, 10.96%, 04/30/2021(b)

     2,223        2,209        1,805  

2303450, 5.24%, 04/30/2021

     7,062        7,028        5,484  

2303602, 6.92%, 04/30/2021

     904        901        850  

2303705, 8.57%, 04/30/2021

     2,207        2,186        2,140  

2303840, 9.78%, 04/30/2021(b)

     731        729        449  

2303942, 8.57%, 04/30/2021(b)

     6,195        6,187        3,732  

2304017, 5.24%, 04/30/2021

     8,481        8,326        8,227  

2304590, 10.95%, 04/30/2021(b)

     1,050        1,049        321  

2304744, 9.75%, 04/30/2021

     362        361        339  

2304753, 8.82%, 04/30/2021

     136        136        132  

2304806, 6.9%, 04/30/2021(b)

     15,022        14,956        13,339  

2305058, 7.62%, 04/30/2021(b)

     9,153        9,146        2,964  

2305112, 5.24%, 04/30/2021

     2,522        2,500        2,451  

2305196, 7.63%, 04/30/2021

     2,432        2,428        2,295  

2306439, 7.62%, 04/30/2021

     2,960        2,955        1,524  

2306585, 6.91%, 04/30/2021(b)

     1,255        1,252        1,090  

2306644, 5.24%, 04/30/2021

     1,341        1,331        1,300  

2306683, 7.62%, 04/30/2021

     484        482        467  

2306768, 7.62%, 04/30/2021

     2,229        2,223        1,593  

2306860, 8.8%, 04/30/2021

     723        722        578  

2306880, 8.57%, 04/30/2021(b)

     8,019        8,001        5,689  

2307058, 8.57%, 04/30/2021(b)

     9,383        9,358        7,519  

2307273, 5.71%, 04/30/2021

     1,040        1,034        968  

2307278, 9.77%, 04/30/2021

     59        42        57  

2307569, 7.62%, 04/30/2021

     994        984        952  

2307622, 10.25%, 04/30/2021(b)

     983        982        653  

2307647, 10.95%, 04/30/2021

     644        533        624  

2308188, 6.9%, 04/30/2021

     427        419        416  

2308242, 8.81%, 04/30/2021(b)

     361        365        334  

2308289, 8.84%, 04/30/2021(b)

     1,701        1,700        463  

2308440, 9.79%, 04/30/2021

     592        589        558  

2308477, 8.8%, 04/30/2021(b)

     852        851        608  

2308490, 5.24%, 04/30/2021

     6,346        6,303        6,123  

2308837, 5.24%, 04/30/2021(b)

     4,588        4,569        3,901  

2308979, 8.84%, 04/30/2021(b)

     300        299        253  

2309069, 10.95%, 04/30/2021

     2,491        2,465        2,385  

2309244, 8.84%, 04/30/2021(b)

     886        887        400  

2309259, 5.24%, 04/30/2021

     4,666        4,643        3,626  

2309443, 7.62%, 04/30/2021

     1,048        1,035        1,022  

2309566, 5.24%, 04/30/2021

     1,856        1,845        1,796  

2309576, 5.24%, 04/30/2021(b)

     3,007        2,995        2,365  

2309631, 10.23%, 04/30/2021

     203        203        198  

2309639, 9.75%, 04/30/2021

     431        427        419  

2309646, 9.77%, 04/30/2021(b)

     1,479        1,475        837  

2309652, 8.84%, 04/30/2021

     104        103        100  

2309674, 9.76%, 04/30/2021

     6,749        6,724        6,200  

2309842, 6.9%, 05/01/2021

     1,825        1,812        1,729  

2309941, 6.91%, 05/01/2021

     172        159        168  

2309981, 5.24%, 05/01/2021

     1,845        1,835        1,702  

2310047, 8.57%, 05/01/2021

     455        453        436  

2310092, 10.95%, 05/01/2021

     1,765        1,739        1,714  

2310327, 9.77%, 05/01/2021(b)

     3,853        3,844        2,395  

2310464, 6.92%, 05/01/2021

     390        374        380  

2310528, 7.62%, 05/01/2021

     594        590        577  

2310580, 9.76%, 05/01/2021

     3,752        3,742        2,339  

2310663, 6.91%, 05/01/2021

     5,160        5,090        5,005  

2311079, 6.9%, 05/01/2021

     2,611        2,588        2,512  

2311267, 8.57%, 05/01/2021

     2,855        2,846        2,237  

2311317, 9.8%, 05/01/2021

     749        747        582  

2311338, 6.92%, 05/01/2021

     1,366        1,362        1,288  

2311554, 5.24%, 05/01/2021

     197        191        191  

2311653, 5.25%, 05/01/2021

     768        761        746  

2311677, 9.76%, 05/01/2021(b)

     3,862        3,856        2,428  

2311720, 6.89%, 05/01/2021

     737        734        704  

2311725, 6.9%, 05/01/2021

     1,682        1,666        1,624  

2311759, 7.62%, 05/01/2021

     1,435        1,424        1,398  

2311843, 5.24%, 05/01/2021

     3,959        3,936        3,682  

2311956, 7.62%, 05/01/2021

     406        376        399  

2312304, 6.9%, 05/01/2021

     5,193        5,182        4,164  

2312422, 5.24%, 05/01/2021

     2,032        2,021        1,940  

2312481, 6.9%, 05/01/2021(b)

     20,741        20,707        13,739  

2312894, 5.23%, 05/01/2021

     2,160        2,145        2,083  

2313015, 8.57%, 05/01/2021

     1,155        1,143        1,124  

2313089, 7.62%, 05/01/2021

     562        560        515  

2313314, 8.57%, 05/02/2021

     1,192        1,185        1,140  

2313343, 7.63%, 05/02/2021

     3,830        3,821        2,756  


Table of Contents

2313412, 5.24%, 05/02/2021

     1,355        1,350        867  

2313429, 8.57%, 05/02/2021

     903        896        869  

2313458, 10.93%, 05/02/2021

     282        280        263  

2313470, 8.83%, 05/02/2021

     917        939        708  

2313504, 5.24%, 05/02/2021

     2,774        2,743        2,699  

2313600, 10.24%, 05/02/2021

     603        602        558  

2313721, 10.95%, 05/02/2021

     678        674        618  

2313732, 8.57%, 05/02/2021

     782        780        616  

2313741, 5.25%, 05/02/2021

     1,569        1,557        1,515  

2313773, 5.26%, 05/02/2021

     384        377        374  

2313834, 5.25%, 05/02/2021

     1,481        1,472        1,414  

2313959, 8.81%, 05/03/2021(b)

     852        851        227  

2313977, 8.57%, 05/03/2021

     5,785        5,773        3,385  

2314048, 6.92%, 05/03/2021

     2,288        2,271        1,937  

2314094, 9.77%, 05/03/2021

     6,541        6,524        4,300  

2314170, 9.76%, 05/03/2021

     2,086        2,030        2,038  

2314438, 10.95%, 05/04/2021

     6,062        6,002        5,842  

2315236, 6.9%, 05/04/2021

     2,240        2,227        1,515  

2315277, 9.76%, 05/04/2021

     5,205        5,193        2,259  

2315334, 6.89%, 05/04/2021

     987        983        925  

2315362, 5.24%, 05/04/2021

     1,335        1,316        1,299  

2315449, 10.23%, 05/04/2021

     1,232        1,229        1,164  

2315541, 5.25%, 05/04/2021

     2,623        2,607        2,511  

2315607, 6.91%, 05/04/2021

     705        696        683  

2315647, 5.25%, 05/04/2021

     1,899        1,890        1,511  

2315669, 10.95%, 05/04/2021

     85        70        81  

2315765, 5.71%, 05/04/2021

     3,910        3,884        3,730  

2316176, 8.83%, 05/04/2021

     197        196        193  

2316199, 8.8%, 05/04/2021(b)

     1,824        1,823        967  

2316344, 7.62%, 05/04/2021

     822        820        518  

2316392, 10.95%, 05/04/2021

     4,555        4,537        3,638  

2316616, 6.89%, 05/04/2021

     289        287        279  

2316637, 10.24%, 05/04/2021(b)

     23,665        23,654        10,145  

2316846, 6.9%, 05/04/2021

     3,713        3,684        2,850  

2316971, 5.24%, 05/04/2021

     1,087        1,082        865  

2316978, 9.74%, 05/04/2021(b)

     1,763        1,759        569  

2317220, 5.24%, 05/04/2021

     2,268        2,257        1,800  

2317266, 5.24%, 05/04/2021

     1,307        1,303        1,229  

2317275, 8.81%, 05/04/2021

     3,700        3,696        2,437  

2317369, 10.24%, 05/04/2021

     1,376        1,375        1,009  

2317412, 5.25%, 05/04/2021

     1,837        1,824        1,769  

2317506, 5.24%, 05/04/2021

     2,813        2,799        2,683  

2317591, 10.97%, 05/04/2021

     1,644        1,639        878  

2317624, 7.62%, 05/04/2021

     1,348        1,345        1,201  

2317664, 6.9%, 05/04/2021(b)

     2,792        2,788        1,207  

2317718, 10.99%, 05/04/2021

     988        985        501  

2317746, 5.71%, 05/04/2021

     2,892        2,864        2,807  

2317869, 5.71%, 05/04/2021

     342        338        331  

2317884, 8.81%, 05/04/2021(b)

     1,805        1,802        1,637  

2317980, 5.24%, 05/04/2021

     1,635        1,629        1,058  

2318042, 5.71%, 05/05/2021

     2,215        2,204        1,762  

2318105, 5.71%, 05/05/2021

     1,528        1,521        1,214  

2318132, 10.99%, 05/05/2021

     317        315        304  

2318267, 8.57%, 05/05/2021(b)

     7,004        6,990        4,132  

2318384, 5.24%, 05/05/2021

     1,722        1,703        1,669  

2318464, 6.93%, 05/05/2021

     271        264        263  

2318493, 7.62%, 05/05/2021(b)

     2,807        2,802        1,371  

2318563, 10.95%, 05/05/2021

     1,302        1,167        1,268  

2318928, 8.8%, 05/05/2021

     1,438        1,437        755  

2319054, 5.24%, 05/05/2021

     2,573        2,559        2,461  

2319135, 5.71%, 05/05/2021

     2,113        2,103        1,674  

2319178, 9.75%, 05/05/2021

     310        307        297  

2319196, 5.24%, 05/05/2021(b)

     2,459        2,450        1,711  

2319248, 8.57%, 05/05/2021(b)

     18,333        18,301        6,944  

2319442, 10.25%, 05/05/2021(b)

     2,515        2,514        829  

2319812, 8.82%, 05/05/2021

     271        270        262  

2319865, 9.78%, 05/05/2021

     1,903        1,897        1,605  

2319896, 5.24%, 05/05/2021(b)

     2,205        2,198        1,534  

2319943, 6.9%, 05/05/2021(b)

     3,362        3,347        2,149  

2319993, 10.93%, 05/05/2021

     366        364        337  

2320004, 6.9%, 05/05/2021

     2,404        2,399        1,958  

2320172, 8.57%, 05/05/2021

     1,031        1,006        1,002  

2320306, 8.57%, 05/05/2021

     411        403        400  

2320396, 7.62%, 05/05/2021

     6,446        6,432        5,276  

2320550, 5.71%, 05/05/2021

     4,674        4,647        4,391  

2320714, 10.95%, 05/05/2021(b)

     18,708        18,673        9,583  

2320904, 8.57%, 05/05/2021

     550        547        523  

2320929, 10.95%, 05/05/2021

     2,446        2,434        2,291  

2320998, 8.8%, 05/05/2021(b)

     869        868        410  

2321024, 8.8%, 05/05/2021

     479        478        248  

2321043, 10.95%, 05/05/2021(b)

     7,975        7,953        4,042  

2321137, 10.24%, 05/05/2021

     9,757        9,744        8,057  


Table of Contents

2321438, 8.57%, 05/05/2021(b)

     3,607        3,600        1,407  

2321489, 8.57%, 05/05/2021

     1,306        1,303        1,005  

2321529, 5.71%, 05/05/2021

     6,256        6,208        6,053  

2321660, 7.62%, 05/05/2021

     570        567        553  

2321696, 9.76%, 05/05/2021(b)

     11,326        11,302        3,705  

2321739, 8.57%, 05/05/2021

     1,296        1,292        999  

2321774, 7.62%, 05/06/2021

     2,763        2,749        1,498  

2321831, 10.24%, 05/06/2021

     14,392        14,380        11,219  

2322002, 8.57%, 05/06/2021

     499        492        478  

2322072, 10.97%, 05/06/2021

     1,755        1,743        1,410  

2322091, 6.91%, 05/06/2021

     29,180        28,928        28,103  

2323207, 8.82%, 05/06/2021

     842        841        552  

2323220, 8.57%, 05/06/2021(b)

     2,694        2,676        2,080  

2323315, 8.79%, 05/06/2021

     422        420        360  

2323345, 5.24%, 05/06/2021(b)

     23,573        23,511        17,096  

2323671, 10.24%, 05/06/2021

     391        376        382  

2323692, 10.23%, 05/06/2021

     121        118        119  

2323785, 6.91%, 05/06/2021

     1,203        1,190        1,171  

2323823, 10.22%, 05/06/2021

     99        98        96  

2323828, 10.95%, 05/06/2021

     4,340        4,322        2,207  

2323910, 6.9%, 05/06/2021

     4,869        4,831        4,187  

2324019, 8.57%, 05/06/2021

     5,640        5,624        1,897  

2324181, 8.82%, 05/06/2021

     267        266        236  

2324192, 10.26%, 05/06/2021

     274        271        245  

2324229, 8.83%, 05/06/2021(b)

     1,126        1,122        649  

2324274, 9.76%, 05/06/2021

     3,649        3,572        3,548  

2324387, 7.62%, 05/06/2021

     3,059        3,025        2,964  

2324513, 8.81%, 05/06/2021(b)

     24,345        24,414        7,191  

2324710, 8.81%, 05/06/2021

     2,788        2,788        1,552  

2324783, 10.24%, 05/06/2021

     594        582        580  

2324897, 10.25%, 05/06/2021

     773        769        736  

2327697, 10.94%, 05/07/2021

     755        748        721  

2327760, 10.97%, 05/07/2021

     2,742        2,732        1,466  

2327794, 9.76%, 05/07/2021

     1,970        1,963        1,432  

2327951, 9.78%, 05/07/2021

     451        447        423  

2328014, 6.9%, 05/07/2021

     734        731        644  

2328270, 9.78%, 05/07/2021

     530        528        428  

2328293, 6.91%, 05/07/2021

     0        0        0  

2328459, 9.76%, 05/07/2021

     2,663        2,636        2,212  

2328532, 5.27%, 05/07/2021

     725        721        647  

2328560, 5.25%, 05/07/2021

     3,102        3,086        2,162  

2328592, 5.71%, 05/07/2021

     97        87        93  

2328648, 5.24%, 05/07/2021

     3,438        3,423        2,767  

2328724, 10.24%, 05/07/2021(b)

     26,997        26,938        13,914  

2329092, 8.57%, 05/07/2021

     433        430        407  

2329106, 8.89%, 05/07/2021

     167        167        94  

2329109, 7.62%, 05/07/2021

     2,002        1,989        1,934  

2329192, 9.76%, 05/07/2021

     3,640        3,630        1,401  

2329260, 5.24%, 05/07/2021

     1,010        976        983  

2329369, 7.62%, 05/07/2021

     475        470        461  

2329420, 10.95%, 05/07/2021

     8,603        8,573        2,798  

2329575, 8.81%, 05/07/2021

     1,020        1,017        986  

2329665, 7.62%, 05/07/2021

     11,803        11,753        9,861  

2329922, 5.24%, 05/07/2021

     861        846        840  

2329950, 8.57%, 05/07/2021(b)

     1,300        1,295        1,000  

2329976, 8.81%, 05/07/2021(b)

     13,206        13,199        3,923  

2330123, 8.78%, 05/07/2021(b)

     710        709        174  

2330131, 6.93%, 05/07/2021

     776        770        736  

2330138, 10.24%, 05/07/2021(b)

     7,234        7,227        5,259  

2330268, 5.24%, 05/07/2021(b)

     5,342        5,316        4,296  

2330366, 8.57%, 05/07/2021

     2,021        2,016        1,357  

2330385, 10.23%, 05/07/2021(b)

     2,588        2,585        2,190  

2330401, 10.95%, 05/07/2021

     1,108        1,103        905  

2330427, 7.62%, 05/07/2021

     906        887        887  

2330565, 10.96%, 05/07/2021

     9,632        9,600        6,247  

2330723, 7.63%, 05/07/2021

     1,138        1,124        1,110  

2330800, 10.95%, 05/07/2021

     299        290        290  

2330839, 10.25%, 05/07/2021(b)

     3,618        3,616        1,567  

2330906, 10.95%, 05/07/2021

     357        352        336  

2330911, 5.72%, 05/07/2021

     1,889        1,865        1,834  

2330958, 9.77%, 05/07/2021(b)

     2,268        2,256        1,911  

2331008, 8.81%, 05/07/2021

     77        75        75  

2331094, 6.9%, 05/08/2021

     691        647        672  

2331213, 6.9%, 05/08/2021

     883        881        481  

2331224, 5.24%, 05/08/2021

     4,823        4,788        4,548  

2331294, 5.25%, 05/08/2021

     2,331        2,318        1,874  

2331338, 6.92%, 05/08/2021

     816        805        790  

2331369, 7.62%, 05/08/2021(b)

     1,408        1,405        726  

2331390, 10.95%, 05/08/2021

     410        408        370  

2331416, 5.24%, 05/08/2021

     338        335        327  

2331422, 7.62%, 05/08/2021

     790        788        577  

2331453, 10.23%, 05/08/2021

     2,710        2,701        2,126  


Table of Contents

2331537, 5.24%, 05/08/2021

     623        617        604  

2331588, 6.9%, 05/08/2021

     2,078        2,055        2,002  

2331820, 8.81%, 05/08/2021

     3,317        3,317        1,475  

2331865, 10.23%, 05/08/2021

     2,468        2,465        2,205  

2331899, 5.25%, 05/08/2021

     2,891        2,877        1,894  

2331985, 6.9%, 05/08/2021

     694        688        660  

2332009, 7.63%, 05/08/2021

     1,931        1,919        1,847  

2332056, 5.24%, 05/08/2021

     3,149        3,107        3,062  

2332237, 8.8%, 05/08/2021

     2,453        2,451        756  

2332261, 10.24%, 05/08/2021

     402        400        392  

2332307, 9.79%, 05/08/2021

     835        831        725  

2332401, 5.25%, 05/08/2021

     2,038        2,028        1,415  

2332499, 5.24%, 05/08/2021

     8,627        8,545        8,374  

2332665, 5.75%, 05/08/2021(b)

     1,188        1,184        823  

2332675, 8.81%, 05/08/2021(b)

     11,385        11,378        3,737  

2332772, 5.24%, 05/08/2021

     9,804        9,703        9,524  

2333671, 10.24%, 05/08/2021

     135        133        132  

2333910, 6.91%, 05/08/2021

     719        712        686  

2333929, 10.96%, 05/08/2021

     1,575        1,548        1,517  

2334070, 8.57%, 05/08/2021

     4,056        4,044        2,434  

2334140, 8.81%, 05/08/2021

     516        517        462  

2334179, 8.84%, 05/08/2021(b)

     1,415        1,415        592  

2334200, 5.24%, 05/08/2021

     1,807        1,793        1,748  

2334259, 7.62%, 05/08/2021

     5,108        5,071        4,958  

2334342, 8.81%, 05/08/2021(b)

     11,154        11,149        2,989  

2334398, 8.81%, 05/08/2021

     4,354        4,350        3,354  

2334488, 6.91%, 05/08/2021

     3,568        3,542        3,141  

2334674, 4.25%, 05/11/2021

     10,455        10,321        10,167  

2334716, 9.76%, 05/11/2021

     3,409        3,415        3,142  

2334920, 5.71%, 05/11/2021

     2,964        2,950        1,787  

2334925, 7.55%, 05/09/2021

     5,236        5,189        5,078  

2334953, 7.62%, 05/11/2021

     10,133        10,091        8,774  

2335045, 7.31%, 05/09/2021

     1,422        1,419        1,362  

2335112, 8.73%, 05/09/2021

     4,856        4,831        4,005  

2335180, 6.61%, 05/11/2021

     3,853        3,842        3,222  

2335252, 5.9%, 05/09/2021

     966        953        939  

2335277, 5.23%, 05/09/2021

     1,795        1,778        1,739  

2335316, 6.84%, 05/11/2021

     17,344        17,209        16,360  

2335369, 8.8%, 05/09/2021

     117        117        113  

2335386, 6.67%, 05/09/2021

     3,210        3,175        3,060  

2335517, 6.91%, 05/09/2021

     6,533        6,490        6,217  

2335653, 4.25%, 05/09/2021

     2,951        2,930        2,861  

2335716, 9.2%, 05/09/2021(b)

     2,615        2,612        1,685  

2335749, 9.91%, 05/09/2021

     3,856        3,837        2,842  

2335780, 5.71%, 05/09/2021

     16,215        16,095        14,561  

2335797, 5.9%, 05/09/2021

     855        846        819  

2335812, 8.73%, 05/11/2021

     1,486        1,479        1,290  

2335840, 4.74%, 05/09/2021

     762        757        724  

2335865, 9.26%, 05/09/2021(b)

     454        454        187  

2335894, 5.9%, 05/11/2021

     1,103        1,095        1,072  

2335943, 4.25%, 05/09/2021

     4,670        4,645        4,470  

2336040, 8.71%, 05/09/2021

     1,285        1,280        1,056  

2336051, 9.92%, 05/11/2021

     3,322        3,311        1,801  

2336088, 4.72%, 05/10/2021

     871        863        844  

2336126, 9.19%, 05/10/2021

     84        83        82  

2336174, 4.26%, 05/10/2021

     1,365        1,359        1,106  

2336201, 4.25%, 05/11/2021

     39,459        39,262        32,030  

2336343, 7.62%, 05/11/2021(b)

     3,237        3,227        1,985  

2336420, 9.77%, 05/10/2021

     2,660        2,650        1,542  

2336459, 6.92%, 05/10/2021

     412        410        369  

2336464, 8.81%, 05/11/2021

     2,922        2,919        2,306  

2336584, 10.95%, 05/11/2021(b)

     13,345        13,279        10,377  

2336813, 4.25%, 05/11/2021

     4,161        4,141        3,382  

2336883, 9.91%, 05/11/2021

     342        325        333  

2336951, 5.24%, 05/11/2021

     5,863        5,798        5,695  

2336953, 7.55%, 05/11/2021

     294        291        286  

2336967, 4.25%, 05/11/2021

     1,280        1,273        1,121  

2336987, 5.91%, 05/11/2021(b)

     4,590        4,583        2,259  

2337017, 4.26%, 05/11/2021

     1,376        1,370        1,116  

2337035, 4.72%, 05/11/2021(b)

     14,483        14,410        9,557  

2337231, 4.25%, 05/11/2021

     2,400        2,385        2,303  

2337283, 4.72%, 05/11/2021

     2,998        2,986        2,115  

2337328, 9.19%, 05/11/2021

     2,109        2,108        1,323  

2337339, 9.77%, 05/11/2021(b)

     1,947        1,934        1,703  

2337392, 8.81%, 05/11/2021

     2,885        2,874        2,466  

2337422, 9.93%, 05/11/2021(b)

     992        987        740  

2337441, 5.9%, 05/11/2021

     7,043        7,037        3,502  

2337542, 8.72%, 05/11/2021

     1,996        1,981        1,812  

2337568, 7.66%, 05/11/2021

     382        380        367  

2337591, 7.55%, 05/11/2021

     128        126        124  

2337602, 7.55%, 05/11/2021

     547        544        443  

2337606, 5.89%, 05/11/2021

     1,055        1,022        1,027  


Table of Contents

2337663, 4.26%, 05/11/2021

     911        903        885  

2337685, 10.23%, 05/11/2021(b)

     1,002        1,001        278  

2337694, 9.92%, 05/11/2021

     712        704        658  

2337706, 9.78%, 05/11/2021

     1,975        1,965        1,252  

2337718, 6.84%, 05/11/2021

     660        656        534  

2337766, 5.89%, 05/11/2021(b)

     3,078        3,056        2,890  

2337769, 5.23%, 05/11/2021

     806        800        777  

2337813, 8.33%, 05/11/2021(b)

     3,308        3,306        1,132  

2337830, 5.9%, 05/11/2021

     3,729        3,726        2,507  

2337867, 5.71%, 05/11/2021(b)

     4,241        4,219        3,084  

2337877, 9.16%, 05/11/2021

     206        206        193  

2337884, 4.25%, 05/11/2021

     5,577        5,538        5,393  

2337939, 6.9%, 05/11/2021

     1,425        1,420        1,229  

2337977, 9.78%, 05/11/2021(b)

     1,807        1,799        1,461  

2337985, 4.24%, 05/11/2021(b)

     5,503        5,482        4,474  

2338009, 9.78%, 05/11/2021

     289        283        275  

2338030, 7.79%, 05/11/2021

     7,141        7,138        2,638  

2338036, 6.94%, 05/11/2021(b)

     337        336        229  

2338050, 7.86%, 05/11/2021(b)

     11,374        11,306        9,151  

2338090, 6.84%, 05/11/2021(b)

     1,633        1,630        1,171  

2338118, 4.72%, 05/11/2021

     1,702        1,684        1,655  

2338186, 5.9%, 05/11/2021(b)

     1,279        1,277        868  

2338196, 9.21%, 05/11/2021

     908        906        766  

2338239, 8.71%, 05/11/2021

     1,140        1,137        516  

2338249, 7.76%, 05/11/2021(b)

     1,156        1,154        302  

2338449, 9.22%, 05/12/2021

     67        66        64  

2338460, 7.55%, 05/12/2021

     1,014        1,010        847  

2338465, 7.62%, 05/12/2021(b)

     35,160        34,989        20,310  

2338475, 5.66%, 05/12/2021

     1,247        1,202        1,216  

2338580, 4.73%, 05/12/2021

     2,819        2,803        2,281  

2338641, 7.78%, 05/12/2021

     5,223        5,219        4,246  

2338943, 5.9%, 05/12/2021

     6,955        6,932        6,321  

2339141, 7.55%, 05/12/2021

     5,286        5,247        4,911  

2339409, 6.9%, 05/12/2021

     4,391        4,361        4,255  

2339514, 7.78%, 05/12/2021(b)

     1,923        1,923        593  

2339556, 7.78%, 05/12/2021(b)

     13,907        13,926        0  

2339761, 7.08%, 05/12/2021

     439        437        427  

2339775, 7.55%, 05/12/2021

     1,066        1,061        955  

2339803, 5.9%, 05/12/2021

     2,487        2,431        2,424  

2339823, 8.83%, 05/12/2021(b)

     1,486        1,485        885  

2340031, 9.18%, 05/12/2021

     409        408        299  

2340041, 7.83%, 05/12/2021

     211        210        201  

2340056, 6.84%, 05/12/2021

     1,815        1,802        1,721  

2340058, 10.25%, 05/12/2021(b)

     2,130        2,127        1,381  

2340176, 9.76%, 05/12/2021

     2,461        2,451        1,668  

2340459, 5.23%, 05/12/2021

     2,314        2,293        2,240  

2340522, 6.63%, 05/12/2021

     117        113        114  

2340564, 7.79%, 05/12/2021(b)

     887        886        678  

2340588, 8.83%, 05/12/2021(b)

     1,805        1,804        613  

2340627, 5.89%, 05/12/2021

     3,074        3,063        2,686  

2340648, 9.77%, 05/12/2021

     982        975        913  

2340695, 7.62%, 05/12/2021

     439        434        427  

2340754, 10.95%, 05/12/2021

     8,853        8,820        3,007  

2340798, 5.9%, 05/12/2021

     8,105        8,065        5,356  

2340955, 7.82%, 05/12/2021

     707        706        502  

2341032, 10.24%, 05/12/2021(b)

     3,234        3,229        2,533  

2341090, 6.84%, 05/12/2021

     5,382        5,360        4,933  

2341178, 9.76%, 05/12/2021(b)

     3,062        3,052        1,637  

2341293, 7.63%, 05/12/2021

     4,192        4,160        3,628  

2341321, 5.66%, 05/12/2021

     3,038        3,022        2,139  

2341410, 4.23%, 05/12/2021

     710        706        682  

2341474, 9.2%, 05/12/2021

     13,907        13,898        7,159  

2341746, 7.62%, 05/12/2021(b)

     3,556        3,529        3,074  

2341791, 4.25%, 05/12/2021

     2,087        2,064        2,033  

2341864, 10.93%, 05/12/2021(b)

     960        957        334  

2341916, 9.76%, 05/12/2021

     687        682        623  

2341933, 4.25%, 05/12/2021

     2,957        2,945        2,412  

2341955, 6.9%, 05/12/2021

     2,673        2,664        2,019  

2342048, 10.93%, 05/12/2021(b)

     787        783        422  

2342054, 10.95%, 05/12/2021

     696        692        499  

2342068, 10.96%, 05/12/2021

     1,549        1,535        1,469  

2342222, 6.91%, 05/12/2021

     2,822        2,804        2,276  

2342350, 5.24%, 05/12/2021

     3,238        3,216        3,105  

2342510, 4.25%, 05/12/2021

     4,948        4,923        4,005  

2342710, 8.74%, 05/12/2021

     1,299        1,290        1,205  

2342725, 9.77%, 05/12/2021

     1,365        1,357        1,215  

2342746, 8.83%, 05/13/2021(b)

     1,409        1,403        516  

2342792, 9.74%, 05/13/2021

     96        93        93  

2342812, 7.64%, 05/13/2021

     84        80        82  

2342859, 7.86%, 05/13/2021

     19,068        18,871        18,250  

2343462, 7.62%, 05/13/2021

     917        880        894  

2343682, 8.81%, 05/13/2021

     235        233        230  


Table of Contents

2343716, 5.95%, 05/13/2021

     1,157        1,146        1,105  

2343729, 5.23%, 05/13/2021(b)

     1,600        1,594        1,061  

2343757, 10.24%, 05/13/2021

     396        395        324  

2343803, 5.24%, 05/13/2021

     14,086        13,996        11,491  

2344446, 5.72%, 05/13/2021

     2,940        2,913        2,818  

2344929, 10.95%, 05/13/2021

     1,332        1,294        1,294  

2345054, 9.76%, 05/13/2021

     2,181        2,131        2,117  

2345183, 8.83%, 05/13/2021

     1,280        1,279        355  

2345206, 6.9%, 05/13/2021

     3,061        3,038        2,668  

2345272, 8.81%, 05/13/2021

     1,959        1,959        930  

2345510, 5.97%, 05/13/2021

     1,461        1,448        1,395  

2345543, 6.9%, 05/13/2021

     8,200        8,173        6,205  

2345726, 5.24%, 05/13/2021

     3,265        3,223        3,174  

2345999, 7.62%, 05/13/2021

     8,598        8,552        6,504  

2346178, 8.79%, 05/13/2021

     577        567        514  

2346333, 5.71%, 05/13/2021

     4,011        3,981        3,629  

2346413, 5.24%, 05/13/2021

     591        587        538  

2346433, 5.24%, 05/13/2021

     1,297        1,291        1,060  

2346437, 5.72%, 05/13/2021(b)

     6,427        6,400        3,746  

2346517, 10.95%, 05/13/2021

     19,543        19,406        14,079  

2346866, 7.62%, 05/13/2021

     2,597        2,582        2,451  

2346919, 5.71%, 05/13/2021(b)

     13,234        13,171        8,094  

2348604, 6.91%, 05/14/2021

     658        649        631  

2349242, 6.67%, 05/14/2021

     5,998        5,958        4,218  

2349371, 7.86%, 05/14/2021

     3,880        3,849        3,160  

2349459, 5.95%, 05/14/2021

     13,966        13,802        13,512  

2350079, 5.95%, 05/14/2021

     2,878        2,855        2,341  

2350218, 8.57%, 05/14/2021

     3,034        3,014        2,727  

2350292, 10.24%, 05/14/2021

     519        517        503  

2350308, 8.81%, 05/14/2021(b)

     7,751        7,747        2,070  

2350410, 8.57%, 05/14/2021

     0        0        0  

2350555, 10.95%, 05/14/2021(b)

     1,452        1,445        854  

2350568, 7.86%, 05/14/2021

     4,465        4,384        4,322  

2350853, 5.96%, 05/14/2021

     4,302        4,248        4,164  

2350988, 10.96%, 05/14/2021

     2,057        2,038        1,910  

2351061, 9.76%, 05/14/2021(b)

     45,210        45,028        26,944  

2351912, 8.57%, 05/14/2021(b)

     10,097        10,072        4,904  

2352086, 8.83%, 05/14/2021

     485        485        426  

2352233, 6.67%, 05/14/2021(b)

     4,022        3,997        2,831  

2352422, 9.78%, 05/14/2021(b)

     1,098        1,091        898  

2352450, 8.81%, 05/14/2021

     3,896        3,894        1,952  

2352631, 6.67%, 05/14/2021

     7,196        7,139        6,645  

2352763, 9.76%, 05/14/2021

     2,829        2,804        2,663  

2352868, 7.87%, 05/14/2021

     1,830        1,821        1,064  

2353547, 7.55%, 05/15/2021

     112        108        110  

2353641, 7.55%, 05/15/2021

     1,782        1,762        1,726  

2353652, 4.25%, 05/15/2021

     5,738        5,699        5,508  

2353675, 7.62%, 05/15/2021(b)

     1,651        1,639        1,438  

2353744, 6.6%, 05/15/2021

     2,205        2,188        1,919  

2353763, 5.96%, 05/15/2021

     629        621        609  

2353765, 5.88%, 05/15/2021

     265        262        257  

2353767, 7.55%, 05/15/2021

     9,458        9,414        6,282  

2353780, 7.85%, 05/15/2021

     535        509        511  

2353841, 5.66%, 05/15/2021(b)

     2,551        2,535        1,814  

2353855, 5.9%, 05/15/2021(b)

     3,558        3,543        1,694  

2353875, 6.85%, 05/15/2021(b)

     1,230        1,227        1,019  

2353905, 5.86%, 05/15/2021

     737        736        380  

2353915, 7.86%, 05/15/2021(b)

     10,605        10,575        5,607  

2353927, 6.61%, 05/15/2021

     3,071        3,083        2,935  

2353971, 4.95%, 05/15/2021

     1,873        1,859        1,794  

2353983, 7.79%, 05/15/2021

     1,278        1,273        1,222  

2353999, 7.32%, 05/15/2021

     1,401        1,400        463  

2354067, 7.55%, 05/15/2021

     4,411        4,398        2,275  

2354103, 6.84%, 05/15/2021

     75        68        73  

2354114, 7.79%, 05/15/2021

     1,548        1,546        1,295  

2354181, 4.25%, 05/15/2021

     2,349        2,332        2,273  

2354199, 4.95%, 05/15/2021

     2,473        2,458        2,019  

2354210, 7.62%, 05/15/2021

     5,717        5,684        5,031  

2354231, 7.78%, 05/15/2021(b)

     1,676        1,675        611  

2354235, 6.83%, 05/15/2021(b)

     5,776        5,760        3,178  

2354272, 9.21%, 05/15/2021(b)

     225        224        217  

2354278, 4.95%, 05/15/2021(b)

     2,561        2,547        2,092  

2354294, 6.83%, 05/15/2021

     977        971        797  

2354316, 5.66%, 05/15/2021

     7,292        7,247        5,175  

2354348, 4.75%, 05/15/2021

     423        417        409  

2354453, 6.92%, 05/15/2021(b)

     413        412        316  

2354461, 4.95%, 05/15/2021

     18,645        18,528        15,223  

2354638, 6.84%, 05/15/2021(b)

     18,310        18,226        14,066  

2354715, 10.24%, 05/15/2021

     1,826        1,823        1,544  

2354790, 8.84%, 05/15/2021(b)

     1,067        1,066        307  

2354813, 9.2%, 05/15/2021

     1,024        1,023        867  

2354825, 7.62%, 05/15/2021(b)

     4,195        4,167        2,763  


Table of Contents

2354831, 6.84%, 05/15/2021

     3,861        3,831        3,635  

2354863, 6.6%, 05/15/2021

     5,615        5,574        3,711  

2354922, 5.66%, 05/15/2021

     1,755        1,737        1,688  

2354946, 6.84%, 05/15/2021

     11,206        11,126        9,975  

2355048, 7.79%, 05/15/2021(b)

     4,406        4,427        1,255  

2355082, 6.6%, 05/15/2021(b)

     3,391        3,366        2,947  

2355096, 5.9%, 05/15/2021

     4,927        4,876        4,641  

2355154, 6.91%, 05/15/2021

     937        926        879  

2355158, 5.89%, 05/15/2021

     1,657        1,645        1,279  

2355185, 6.86%, 05/15/2021

     1,562        1,558        1,294  

2355205, 6.86%, 05/15/2021

     1,566        1,557        1,275  

2355214, 7.62%, 05/15/2021

     1,398        1,384        1,216  

2355241, 6.61%, 05/15/2021

     6,104        6,059        4,039  

2355277, 5.66%, 05/15/2021

     1,722        1,707        1,597  

2355287, 6.6%, 05/15/2021

     2,408        2,384        2,262  

2355292, 6.67%, 05/15/2021

     4,159        4,119        3,853  

2355299, 6.83%, 05/15/2021(b)

     2,107        2,099        1,619  

2355340, 4.95%, 05/15/2021

     2,841        2,825        2,321  

2355354, 6.84%, 05/15/2021

     2,330        2,310        2,213  

2355375, 4.74%, 05/15/2021(b)

     2,014        2,007        909  

2355381, 6.84%, 05/15/2021

     12,494        12,475        6,175  

2355417, 6.6%, 05/15/2021(b)

     1,046        1,043        702  

2355425, 6.67%, 05/15/2021

     1,450        1,429        1,402  

2355459, 7.36%, 05/15/2021

     539        539        391  

2355465, 6.6%, 05/15/2021

     1,648        1,630        1,574  

2355473, 6.85%, 05/15/2021

     722        714        692  

2355512, 6.6%, 05/15/2021

     2,656        2,636        1,764  

2355517, 5.95%, 05/15/2021

     995        986        810  

2355522, 5.66%, 05/15/2021

     14,740        14,595        14,194  

2355559, 7.62%, 05/15/2021

     2,145        2,124        1,874  

2355625, 4.95%, 05/15/2021

     2,191        2,162        2,124  

2355707, 5.9%, 05/15/2021

     1,510        1,491        1,462  

2355763, 5.66%, 05/15/2021

     3,121        3,093        2,982  

2355778, 7.35%, 05/15/2021

     687        689        556  

2355780, 6.85%, 05/15/2021

     510        499        495  

2355786, 7.62%, 05/15/2021

     22        20        22  

2355824, 9.91%, 05/15/2021

     1,976        1,960        1,832  

2355848, 6.84%, 05/15/2021

     14,338        14,259        11,666  

2355851, 5.96%, 05/15/2021

     5,443        5,397        5,202  

2355935, 7.31%, 05/15/2021

     2,356        2,353        2,269  

2355963, 6.85%, 05/15/2021

     2,280        2,265        1,859  

2355972, 5.66%, 05/15/2021

     2,466        2,436        2,384  

2355988, 7.87%, 05/15/2021

     709        706        616  

2356006, 5.93%, 05/15/2021(b)

     536        536        230  

2356008, 9.2%, 05/15/2021

     1,292        1,288        1,202  

2356022, 8.57%, 05/15/2021

     1,583        1,582        1,163  

2356025, 5.66%, 05/15/2021

     5,530        5,466        5,342  

2356092, 6.84%, 05/15/2021

     1,189        1,172        1,158  

2356148, 5.66%, 05/15/2021(b)

     6,405        6,372        4,554  

2356180, 4.96%, 05/15/2021(b)

     2,213        2,201        1,807  

2356190, 4.95%, 05/15/2021

     3,705        3,684        3,025  

2356220, 4.25%, 05/15/2021

     5,362        5,340        3,648  

2356263, 6.84%, 05/15/2021(b)

     4,246        4,243        2,223  

2356296, 6.84%, 05/15/2021

     2,948        2,931        2,729  

2356313, 4.96%, 05/15/2021

     628        627        436  

2356324, 4.95%, 05/15/2021

     2,820        2,800        2,284  

2356334, 7.76%, 05/15/2021(b)

     1,153        1,152        489  

2356341, 9.19%, 05/15/2021(b)

     1,886        1,884        1,411  

2356349, 4.25%, 05/15/2021

     1,367        1,356        1,321  

2356360, 5.66%, 05/15/2021

     0        0        0  

2356451, 6.84%, 05/15/2021

     6,510        6,477        5,994  

2356473, 5.88%, 05/15/2021

     629        622        607  

2356479, 5.26%, 05/15/2021

     681        674        659  

2356483, 6.85%, 05/15/2021

     275        274        245  

2356530, 5.66%, 05/15/2021

     499        492        483  

2356542, 4.72%, 05/15/2021

     3,125        3,107        2,553  

2356622, 7.63%, 05/15/2021(b)

     4,371        4,335        2,904  

2356639, 4.91%, 05/15/2021

     308        308        212  

2356646, 7.09%, 05/15/2021

     644        642        621  

2356655, 4.72%, 05/15/2021

     1,653        1,640        1,596  

2356690, 6.6%, 05/15/2021

     14,178        14,017        13,554  

2356790, 7.62%, 05/15/2021(b)

     1,422        1,416        1,104  

2356847, 7.77%, 05/15/2021

     52        51        46  

2356878, 6.6%, 05/15/2021(b)

     2,135        2,122        1,407  

2356923, 4.97%, 05/15/2021

     400        399        341  

2356930, 4.95%, 05/15/2021

     2,052        2,025        1,993  

2356959, 4.95%, 05/15/2021

     2,218        2,200        2,141  

2356983, 6.84%, 05/15/2021

     712        703        693  

2357005, 5.66%, 05/15/2021

     1,030        1,019        994  

2357020, 4.96%, 05/15/2021

     738        737        375  

2357023, 7.09%, 05/15/2021(b)

     793        795        764  

2357037, 4.25%, 05/15/2021

     5,372        5,338        5,163  


Table of Contents

2357103, 6.84%, 05/15/2021

     18,146        18,094        13,178  

2357170, 4.26%, 05/15/2021

     1,486        1,479        1,204  

2357193, 4.72%, 05/15/2021

     1,218        1,211        1,021  

2357198, 6.85%, 05/15/2021

     2,119        2,118        1,117  

2357215, 5.66%, 05/15/2021

     1,036        1,024        1,002  

2357230, 9.92%, 05/15/2021

     585        576        562  

2357241, 6.84%, 05/15/2021

     1,457        1,451        843  

2357244, 6.83%, 05/15/2021

     1,215        1,206        1,179  

2357269, 6.84%, 05/15/2021

     9,971        9,919        5,855  

2357289, 4.95%, 05/15/2021

     3,310        3,278        3,203  

2357322, 5.9%, 05/15/2021

     6,655        6,582        6,482  

2357423, 6.84%, 05/15/2021

     11,712        11,531        11,345  

2357511, 7.62%, 05/15/2021

     2,235        2,215        1,949  

2357559, 7.85%, 05/15/2021

     2,468        2,455        2,148  

2357583, 6.6%, 05/15/2021

     1,940        1,927        1,290  

2357636, 6.84%, 05/15/2021

     3,625        3,606        2,125  

2357640, 5.95%, 05/15/2021

     2,062        2,044        1,973  

2357657, 6.84%, 05/15/2021

     2,485        2,442        2,414  

2357696, 7.55%, 05/15/2021

     1,828        1,815        1,751  

2357708, 7.85%, 05/15/2021

     2,548        2,527        2,268  

2357713, 4.95%, 05/15/2021

     9,811        9,743        7,965  

2357773, 6.91%, 05/15/2021

     28,944        28,590        27,880  

2357798, 6.86%, 05/15/2021

     603        598        570  

2357808, 5.9%, 05/15/2021

     298        276        289  

2357826, 6.6%, 05/15/2021

     10,171        10,074        9,526  

2357871, 6.61%, 05/15/2021

     833        799        813  

2357883, 4.96%, 05/15/2021(b)

     3,606        3,588        2,928  

2357897, 7.55%, 05/15/2021

     3,522        3,520        1,722  

2357908, 6.84%, 05/15/2021(b)

     30,610        30,495        17,104  

2357980, 6.6%, 05/15/2021

     1,044        1,033        998  

2357990, 8.73%, 05/15/2021

     2,896        2,880        2,285  

2358008, 4.72%, 05/15/2021

     12,333        12,242        11,842  

2358084, 6.87%, 05/15/2021

     120        119        117  

2358099, 4.26%, 05/15/2021(b)

     1,820        1,813        1,238  

2358114, 6.84%, 05/15/2021

     992        987        864  

2358119, 7.08%, 05/15/2021

     8,621        8,627        7,293  

2358157, 5.91%, 05/15/2021

     1,844        1,823        1,738  

2358212, 8.72%, 05/15/2021(b)

     3,536        3,518        2,896  

2358231, 6.82%, 05/15/2021

     398        393        381  

2358236, 7.08%, 05/15/2021

     7,004        6,987        6,752  

2358336, 5.66%, 05/15/2021(b)

     21,980        21,853        15,628  

2358405, 5.66%, 05/15/2021

     2,310        2,262        2,247  

2358462, 6.84%, 05/15/2021

     2,421        2,407        1,976  

2358488, 4.96%, 05/15/2021(b)

     4,154        4,139        2,968  

2358498, 4.25%, 05/15/2021

     9,497        9,441        9,111  

2358539, 5.66%, 05/15/2021

     2,706        2,685        2,509  

2358561, 6.67%, 05/15/2021

     2,138        2,113        2,058  

2358571, 4.96%, 05/15/2021

     3,109        3,083        2,998  

2358598, 4.95%, 05/15/2021

     1,989        1,969        1,927  

2358610, 9.19%, 05/15/2021

     73        67        70  

2358626, 6.6%, 05/15/2021

     26,884        26,687        23,337  

2358691, 8.81%, 05/16/2021

     1,763        1,760        1,583  

2358731, 9.21%, 05/16/2021

     299        298        289  

2358733, 5.66%, 05/16/2021

     18,034        17,813        17,419  

2358770, 7.86%, 05/16/2021

     47,088        46,837        41,068  

2358804, 7.55%, 05/16/2021(b)

     18,553        18,489        8,842  

2358850, 5.9%, 05/16/2021

     595        560        581  

2358868, 6.83%, 05/16/2021

     1,216        1,205        1,077  

2358880, 4.25%, 05/16/2021

     1,473        1,462        1,425  

2358909, 4.95%, 05/16/2021(b)

     3,465        3,447        2,834  

2358925, 5.66%, 05/16/2021(b)

     6,969        6,924        4,972  

2359024, 6.6%, 05/16/2021

     1,342        1,323        1,292  

2359034, 6.6%, 05/16/2021

     3,042        2,995        2,967  

2359095, 4.96%, 05/16/2021

     3,377        3,352        3,227  

2359115, 6.87%, 05/16/2021

     361        360        350  

2359136, 7.07%, 05/16/2021(b)

     3,742        3,739        2,470  

2359153, 5.66%, 05/16/2021

     1,541        1,524        1,476  

2359172, 6.6%, 05/16/2021

     529        523        515  

2359185, 4.95%, 05/16/2021(b)

     1,329        1,328        624  

2359194, 9.18%, 05/16/2021

     545        544        434  

2359200, 6.61%, 05/16/2021

     2,202        2,154        2,136  

2359233, 7.79%, 05/16/2021

     9,049        9,071        6,131  

2359271, 4.25%, 05/16/2021

     2,469        2,445        2,397  

2359285, 4.96%, 05/16/2021

     2,835        2,811        2,734  

2359297, 9.21%, 05/16/2021(b)

     1,125        1,124        631  

2359314, 4.25%, 05/16/2021

     4,072        4,041        3,925  

2359339, 6.84%, 05/16/2021

     4,768        4,749        4,495  

2359389, 6.84%, 05/16/2021

     653        652        448  

2359393, 9.93%, 05/16/2021

     1,346        1,338        1,074  

2359410, 5.66%, 05/16/2021

     1,855        1,806        1,807  

2359447, 6.84%, 05/16/2021

     4,689        4,661        4,357  

2359485, 6.85%, 05/16/2021

     1,865        1,851        1,754  


Table of Contents

2359505, 4.25%, 05/16/2021

     2,280        2,262        2,128  

2359524, 5.66%, 05/16/2021(b)

     4,340        4,319        2,987  

2359538, 6.84%, 05/16/2021

     3,330        3,323        2,741  

2359551, 6.86%, 05/16/2021

     1,952        1,951        892  

2359559, 6.87%, 05/16/2021

     283        281        231  

2359562, 7.55%, 05/16/2021

     294        291        285  

2359575, 5.66%, 05/16/2021

     1,340        1,328        1,280  

2359588, 6.84%, 05/16/2021

     1,815        1,803        1,720  

2359606, 9.91%, 05/16/2021

     1,491        1,483        1,094  

2359618, 6.85%, 05/16/2021

     1,420        1,413        1,363  

2359668, 5.66%, 05/16/2021

     1,175        1,167        839  

2359678, 6.84%, 05/16/2021

     3,212        3,210        3,118  

2359715, 6.84%, 05/16/2021

     1,039        1,030        1,008  

2359731, 6.84%, 05/16/2021

     433        430        402  

2359736, 7.78%, 05/16/2021

     1,932        1,925        1,804  

2359767, 7.55%, 05/16/2021(b)

     9,463        9,427        7,027  

2359808, 7.83%, 05/16/2021

     177        177        162  

2359812, 4.91%, 05/16/2021(b)

     356        356        215  

2359814, 5.66%, 05/16/2021

     2,201        2,180        2,107  

2359846, 4.31%, 05/16/2021

     116        114        112  

2359855, 6.84%, 05/16/2021(b)

     8,847        8,826        4,514  

2359877, 6.83%, 05/16/2021

     590        581        572  

2359887, 5.9%, 05/16/2021

     163        153        158  

2359905, 5.66%, 05/16/2021(b)

     1,788        1,778        1,276  

2359917, 5.66%, 05/16/2021(b)

     2,833        2,814        2,020  

2359930, 5.93%, 05/16/2021(b)

     404        402        204  

2359935, 6.83%, 05/16/2021

     1,516        1,501        1,440  

2359953, 6.6%, 05/16/2021

     1,873        1,858        1,639  

2359965, 6.6%, 05/16/2021

     853        843        802  

2359977, 6.84%, 05/16/2021(b)

     1,908        1,900        1,469  

2359996, 6.84%, 05/16/2021

     5,428        5,387        5,268  

2360070, 7.78%, 05/17/2021(b)

     658        658        332  

2360228, 7.3%, 05/17/2021(b)

     1,034        1,030        841  

2360230, 8.81%, 05/17/2021(b)

     6,918        6,914        3,007  

2360236, 6.61%, 05/17/2021(b)

     3,834        3,795        3,352  

2360264, 6.6%, 05/17/2021

     1,222        1,172        1,191  

2360279, 7.08%, 05/17/2021

     2,932        2,926        2,293  

2360296, 6.84%, 05/17/2021

     2,433        2,431        1,858  

2360348, 5.66%, 05/17/2021

     688        679        662  

2360356, 7.75%, 05/17/2021(b)

     609        609        362  

2360362, 4.94%, 05/17/2021

     1,092        1,085        895  

2360364, 7.62%, 05/17/2021

     114        113        107  

2360371, 4.95%, 05/17/2021

     2,309        2,295        1,894  

2360373, 7.86%, 05/17/2021

     2,016        2,003        1,645  

2360398, 9.91%, 05/17/2021

     150        148        146  

2360407, 4.96%, 05/17/2021

     2,303        2,287        1,891  

2360425, 6.84%, 05/17/2021

     5,878        5,842        4,813  

2360457, 6.67%, 05/17/2021

     2,786        2,757        2,663  

2360463, 6.85%, 05/17/2021

     1,965        1,946        1,863  

2360490, 7.33%, 05/17/2021

     200        199        193  

2360501, 5.92%, 05/17/2021

     1,627        1,619        966  

2360517, 4.95%, 05/17/2021

     3,421        3,362        3,324  

2360569, 4.25%, 05/17/2021

     1,217        1,203        1,184  

2360580, 5.24%, 05/17/2021

     695        686        675  

2360582, 5.66%, 05/17/2021(b)

     8,392        8,339        6,011  

2360627, 7.85%, 05/17/2021

     1,754        1,747        1,358  

2360634, 7.55%, 05/17/2021

     8,965        8,926        6,961  

2360695, 7.62%, 05/17/2021

     2,608        2,572        2,496  

2360697, 7.79%, 05/17/2021

     46        46        42  

2360701, 6.83%, 05/17/2021

     1,270        1,265        1,109  

2360709, 6.6%, 05/17/2021

     1,683        1,631        1,637  

2360742, 4.23%, 05/17/2021

     909        903        767  

2360748, 6.84%, 05/17/2021

     2,891        2,880        2,669  

2360800, 7.08%, 05/17/2021

     1,541        1,525        1,499  

2360842, 7.82%, 05/17/2021(b)

     905        905        376  

2360849, 6.85%, 05/17/2021(b)

     1,691        1,681        1,478  

2360857, 10.97%, 05/17/2021(b)

     2,005        1,993        1,469  

2360863, 5.66%, 05/17/2021(b)

     3,704        3,689        2,342  

2360883, 6.6%, 05/17/2021

     317        312        309  

2360998, 9.2%, 05/18/2021

     5,308        5,301        4,044  

2361054, 8.57%, 05/18/2021

     16,271        16,200        11,476  

2361059, 7.31%, 05/18/2021

     3,506        3,502        2,869  

2361131, 6.84%, 05/18/2021

     1,592        1,576        1,526  

2361189, 7.79%, 05/18/2021(b)

     9,503        9,503        4,155  

2361248, 4.24%, 05/18/2021

     5,407        5,384        3,419  

2361335, 9.21%, 05/18/2021

     325        324        313  

2361393, 6.84%, 05/18/2021

     1,265        1,248        1,232  

2361406, 4.96%, 05/18/2021

     2,112        2,095        2,036  

2361412, 6.84%, 05/18/2021

     21,086        20,944        17,286  

2361635, 4.72%, 05/18/2021

     1,584        1,577        1,002  

2361650, 4.95%, 05/18/2021

     7,766        7,684        7,508  

2361722, 6.84%, 05/18/2021(b)

     9,384        9,363        4,753  


Table of Contents

2361777, 4.72%, 05/18/2021

     1,620        1,593        1,575  

2361832, 5.91%, 05/18/2021

     1,175        1,164        1,069  

2361869, 4.72%, 05/18/2021

     1,174        1,145        1,143  

2361880, 10.95%, 05/18/2021

     3,628        3,606        3,038  

2361943, 6.84%, 05/18/2021

     4,245        4,191        4,101  

2362008, 4.95%, 05/18/2021

     4,845        4,817        3,977  

2362051, 6.83%, 05/18/2021

     712        705        692  

2362058, 8.1%, 05/18/2021

     5,484        5,480        4,683  

2362062, 6.85%, 05/18/2021

     0        0        0  

2362071, 6.85%, 05/18/2021(b)

     3,373        3,367        1,697  

2362080, 5.66%, 05/18/2021

     1,233        1,222        1,179  

2362128, 6.84%, 05/18/2021

     6,276        6,218        5,945  

2362218, 6.86%, 05/18/2021

     932        926        868  

2362231, 6.84%, 05/18/2021

     3,534        3,487        3,414  

2362296, 4.24%, 05/18/2021

     3,416        3,390        3,289  

2362317, 5.91%, 05/18/2021

     1,100        1,090        1,052  

2362325, 6.87%, 05/18/2021(b)

     1,655        1,654        461  

2362333, 6.84%, 05/18/2021

     1,203        1,195        1,121  

2362340, 6.67%, 05/18/2021

     1,049        1,037        1,005  

2362342, 6.86%, 05/18/2021

     1,685        1,678        1,303  

2362385, 5.66%, 05/18/2021

     1,011        999        978  

2362397, 4.96%, 05/18/2021

     1,218        1,201        1,182  

2362410, 4.95%, 05/18/2021

     2,742        2,719        2,643  

2362427, 4.24%, 05/18/2021

     2,374        2,355        2,297  

2362437, 7.3%, 05/18/2021(b)

     2,707        2,706        918  

2362454, 6.84%, 05/18/2021

     3,603        3,566        3,423  

2362503, 6.6%, 05/18/2021

     1,337        1,315        1,302  

2362529, 6.6%, 05/18/2021(b)

     5,275        5,257        3,071  

2362563, 6.85%, 05/18/2021

     1,165        1,159        1,117  

2362592, 7.55%, 05/18/2021

     95        92        92  

2362601, 5.91%, 05/18/2021(b)

     1,152        1,144        847  

2362607, 6.6%, 05/18/2021

     933        925        818  

2362613, 4.25%, 05/18/2021

     5,044        5,004        4,882  

2362679, 5.91%, 05/18/2021

     2,320        2,319        548  

2362686, 5.9%, 05/18/2021

     2,628        2,620        1,856  

2362694, 6.84%, 05/18/2021

     5,841        5,813        5,114  

2362727, 7.55%, 05/18/2021

     4,038        4,022        3,019  

2362765, 6.86%, 05/18/2021

     471        470        412  

2362770, 7.08%, 05/18/2021

     6,942        6,934        4,601  

2362786, 7.62%, 05/18/2021(b)

     2,495        2,468        2,348  

2362797, 9.92%, 05/18/2021

     990        979        891  

2362830, 7.09%, 05/18/2021

     793        791        770  

2362837, 7.31%, 05/18/2021

     1,426        1,424        1,373  

2362850, 5.9%, 05/18/2021(b)

     4,148        4,128        2,302  

2362858, 7.85%, 05/18/2021

     1,386        1,380        1,076  

2362860, 6.84%, 05/18/2021

     4,564        4,531        4,081  

2362889, 5.89%, 05/18/2021

     956        949        926  

2362893, 7.62%, 05/18/2021

     798        788        753  

2362900, 5.9%, 05/18/2021

     1,136        1,123        1,104  

2362921, 9.21%, 05/18/2021

     903        901        874  

2362938, 5.95%, 05/18/2021

     4,325        4,299        3,533  

2362943, 6.86%, 05/18/2021

     662        654        640  

2362948, 6.6%, 05/18/2021

     1,267        1,252        1,207  

2362968, 5.9%, 05/18/2021

     6,488        6,432        6,304  

2363045, 5.66%, 05/18/2021

     1,744        1,730        1,622  

2363073, 6.84%, 05/18/2021

     6,263        6,210        5,920  

2363105, 8.8%, 05/18/2021

     558        557        460  

2363140, 5.95%, 05/18/2021

     6,895        6,789        6,695  

2363142, 5.66%, 05/18/2021

     3,422        3,403        2,441  

2363148, 7.55%, 05/18/2021(b)

     15,738        15,727        10,680  

2363318, 5.66%, 05/18/2021

     8,189        8,140        5,875  

2363355, 6.86%, 05/18/2021(b)

     2,791        2,789        1,366  

2363371, 5.89%, 05/18/2021

     231        230        225  

2363379, 6.6%, 05/18/2021(b)

     4,620        4,589        3,109  

2363410, 6.6%, 05/18/2021

     1,661        1,647        1,461  

2363493, 5.66%, 05/18/2021

     1,309        1,287        1,271  

2363517, 6.6%, 05/18/2021

     3,930        3,887        3,750  

2363546, 4.74%, 05/18/2021

     987        980        902  

2363579, 6.83%, 05/18/2021

     2,288        2,275        1,870  

2363583, 6.84%, 05/18/2021

     2,136        2,130        1,971  

2363660, 5.96%, 05/18/2021

     1,608        1,606        1,302  

2363674, 4.96%, 05/18/2021

     804        784        785  

2363720, 6.84%, 05/18/2021

     4,456        4,422        3,989  

2363746, 6.85%, 05/18/2021

     2,215        2,204        1,939  

2363750, 7.32%, 05/18/2021

     2,889        2,887        2,580  

2363752, 7.86%, 05/18/2021

     1,077        1,075        785  

2363781, 4.96%, 05/18/2021

     2,205        2,194        1,813  

2363812, 5.66%, 05/18/2021(b)

     2,483        2,470        1,775  

2363818, 7.33%, 05/18/2021

     547        546        477  

2363839, 6.85%, 05/18/2021

     2,487        2,472        2,042  

2363854, 8.7%, 05/18/2021(b)

     1,541        1,537        356  

2363865, 9.9%, 05/18/2021

     6,073        6,034        4,835  


Table of Contents

2363924, 5.66%, 05/18/2021

     6,394        6,340        5,953  

2363969, 5.66%, 05/18/2021

     6,845        6,787        6,365  

2364010, 6.85%, 05/18/2021

     1,265        1,265        564  

2364100, 5.24%, 05/18/2021

     28,468        28,271        26,624  

2364207, 7.34%, 05/18/2021

     552        552        407  

2364217, 6.83%, 05/18/2021

     691        688        664  

2364245, 6.84%, 05/18/2021

     3,722        3,707        3,540  

2364291, 9.2%, 05/18/2021(b)

     34,325        34,294        17,948  

2364366, 6.84%, 05/18/2021

     2,912        2,890        2,835  

2364661, 6.6%, 05/18/2021(b)

     23,519        23,399        14,642  

2364732, 7.8%, 05/18/2021

     1,636        1,635        373  

2364738, 6.85%, 05/18/2021

     2,139        2,132        1,975  

2364749, 8.73%, 05/18/2021

     2,391        2,383        1,461  

2364759, 7.08%, 05/18/2021

     898        894        873  

2364833, 7.78%, 05/18/2021

     1,208        1,207        620  

2364836, 7.55%, 05/18/2021

     932        928        726  

2364842, 7.8%, 05/18/2021

     194        194        181  

2364849, 6.85%, 05/18/2021

     1,541        1,532        1,435  

2364859, 5.89%, 05/18/2021

     4,400        4,340        4,255  

2364886, 6.6%, 05/18/2021

     18,935        18,692        18,220  

2364928, 6.89%, 05/18/2021

     487        487        249  

2364941, 7.86%, 05/18/2021

     4,949        4,806        4,819  

2365097, 6.83%, 05/18/2021(b)

     2,484        2,474        1,930  

2365108, 6.6%, 05/18/2021

     2,465        2,442        2,318  

2365116, 6.6%, 05/18/2021

     984        977        957  

2365137, 7.55%, 05/18/2021(b)

     1,615        1,621        478  

2365170, 5.9%, 05/18/2021

     11,351        11,308        10,774  

2365250, 6.6%, 05/18/2021(b)

     4,716        4,703        2,977  

2365269, 7.55%, 05/18/2021

     2,672        2,670        1,833  

2365289, 7.55%, 05/18/2021

     553        553        412  

2365300, 7.33%, 05/18/2021

     330        329        321  

2365317, 6.61%, 05/18/2021

     2,910        2,868        2,809  

2365340, 6.84%, 05/18/2021

     2,901        2,885        2,817  

2365414, 7.09%, 05/18/2021

     1,545        1,544        669  

2365420, 7.55%, 05/18/2021

     405        400        393  

2365422, 6.85%, 05/18/2021

     85        81        83  

2365427, 8.73%, 05/18/2021

     4,131        4,109        3,507  

2365469, 5.92%, 05/18/2021(b)

     1,602        1,593        1,090  

2365479, 4.95%, 05/18/2021

     12,418        12,262        12,054  

2365510, 7.62%, 05/18/2021

     2,198        2,165        2,116  

2365563, 6.84%, 05/18/2021(b)

     8,626        8,590        5,105  

2365572, 8.11%, 05/18/2021

     1,796        1,793        1,533  

2365594, 6.84%, 05/18/2021

     7,746        7,720        7,149  

2365634, 8.14%, 05/19/2021(b)

     932        931        410  

2365686, 7.62%, 05/19/2021(b)

     3,088        3,073        2,443  

2365834, 6.67%, 05/19/2021

     1,823        1,808        1,308  

2365910, 7.86%, 05/19/2021

     5,800        5,767        5,335  

2366137, 7.62%, 05/19/2021(b)

     1,736        1,729        1,422  

2366178, 7.62%, 05/19/2021

     19,394        19,232        13,149  

2366425, 7.87%, 05/19/2021

     1,096        1,095        846  

2366457, 6.67%, 05/19/2021

     1,222        1,209        1,176  

2366487, 7.86%, 05/19/2021

     2,318        2,283        2,254  

2366697, 6.67%, 05/19/2021

     3,972        3,930        3,796  

2366806, 5.27%, 05/19/2021

     898        891        745  

2366857, 5.71%, 05/19/2021

     391        388        378  

2366865, 7.86%, 05/19/2021

     8,439        8,367        8,120  

2367027, 4.25%, 05/19/2021

     7,850        7,707        7,633  

2367029, 4.25%, 05/19/2021

     2,011        1,963        1,962  

2367031, 7.79%, 05/19/2021

     1,192        1,191        967  

2367034, 9.91%, 05/19/2021

     2,271        2,253        2,025  

2367036, 6.6%, 05/19/2021

     4,416        4,345        4,260  

2367039, 4.96%, 05/19/2021

     4,019        3,992        3,314  

2367041, 6.83%, 05/19/2021

     1,432        1,428        1,197  

2367046, 8.72%, 05/19/2021

     905        896        869  

2367049, 7.8%, 05/19/2021

     1,430        1,429        1,062  

2367052, 6.6%, 05/19/2021(b)

     3,395        3,374        2,285  

2367056, 7.55%, 05/19/2021

     196        194        191  

2367058, 6.6%, 05/19/2021

     2,246        2,216        2,142  

2367060, 6.6%, 05/19/2021

     849        839        817  

2367062, 4.96%, 05/19/2021

     3,212        3,187        3,083  

2367073, 6.85%, 05/19/2021

     1,002        991        973  

2367087, 6.85%, 05/19/2021

     2,714        2,697        2,536  

2367089, 6.6%, 05/19/2021

     8,410        8,345        8,159  

2367094, 4.96%, 05/19/2021

     10,709        10,644        8,821  

2367099, 7.79%, 05/19/2021

     1,639        1,638        1,435  

2367101, 6.84%, 05/19/2021

     2,870        2,860        2,244  

2367103, 5.9%, 05/19/2021

     3,900        3,846        3,795  

2367105, 5.66%, 05/19/2021

     10,373        10,261        9,984  

2367113, 6.84%, 05/19/2021(b)

     13,691        13,657        10,072  

2367116, 6.84%, 05/19/2021

     7,229        7,168        7,010  

2367118, 6.6%, 05/19/2021

     3,651        3,620        3,215  

2367126, 4.96%, 05/19/2021(b)

     3,558        3,537        2,932  


Table of Contents

2367226, 7.8%, 05/19/2021

     77        75        74  

2367244, 7.55%, 05/19/2021

     4,714        4,686        4,511  

2367261, 7.86%, 05/19/2021(b)

     2,142        2,131        1,675  

2367277, 5.66%, 05/19/2021

     31,402        31,020        30,337  

2367293, 5.71%, 05/19/2021

     1,615        1,601        1,548  

2367339, 5.95%, 05/19/2021

     3,797        3,771        3,130  

2367422, 8.81%, 05/19/2021

     0        0        0  

2367457, 6.89%, 05/19/2021

     974        971        514  

2367476, 8.8%, 05/19/2021(b)

     3,082        3,080        2,170  

2367508, 5.95%, 05/19/2021(b)

     13,770        13,684        11,294  

2367597, 6.6%, 05/19/2021

     0        0        0  

2367628, 6.84%, 05/19/2021(b)

     4,131        4,119        3,227  

2367673, 5.9%, 05/19/2021

     21,583        21,426        20,880  

2367717, 8.33%, 05/19/2021(b)

     2,590        2,589        936  

2367748, 7.62%, 05/19/2021

     1,047        1,033        986  

2367788, 5.24%, 05/19/2021

     26,058        25,903        16,569  

2367993, 9.19%, 05/19/2021(b)

     4,497        4,493        1,938  

2368011, 5%, 05/19/2021

     160        160        149  

2368025, 9.18%, 05/19/2021(b)

     1,284        1,282        699  

2368036, 6.83%, 05/19/2021

     1,805        1,789        1,711  

2368056, 6.84%, 05/19/2021

     7,010        6,947        6,627  

2368126, 5.89%, 05/19/2021(b)

     862        855        764  

2368128, 4.95%, 05/19/2021

     5,737        5,700        4,732  

2368193, 6.83%, 05/19/2021

     798        796        695  

2368205, 8.73%, 05/19/2021

     7,494        7,434        6,530  

2368255, 6.84%, 05/19/2021

     2,711        2,702        2,370  

2368258, 5.96%, 05/19/2021

     1,641        1,626        1,574  

2368269, 6.84%, 05/19/2021

     3,527        3,499        3,163  

2368274, 9.76%, 05/19/2021(b)

     40,693        40,480        27,320  

2368281, 6.84%, 05/19/2021

     21,111        21,004        12,674  

2368391, 6.6%, 05/19/2021

     7,685        7,649        7,203  

2368478, 9.2%, 05/19/2021

     572        564        555  

2368560, 6.84%, 05/19/2021

     3,696        3,638        3,573  

2368580, 6.84%, 05/19/2021

     1,918        1,881        1,870  

2368615, 8.73%, 05/19/2021

     1,418        1,412        960  

2368618, 4.95%, 05/19/2021(b)

     18,463        18,455        6,993  

2368761, 7.78%, 05/19/2021

     1,579        1,578        1,174  

2368765, 6.6%, 05/19/2021

     1,491        1,471        1,452  

2368795, 4.72%, 05/19/2021

     322        316        314  

2368799, 6.6%, 05/19/2021

     4,951        4,850        4,805  

2368834, 7.78%, 05/19/2021

     1,906        1,904        1,023  

2368871, 6.6%, 05/19/2021

     2,386        2,359        2,279  

2368897, 7.62%, 05/19/2021

     5,644        5,565        5,395  

2368916, 7.08%, 05/19/2021

     32        31        31  

2368965, 7.31%, 05/19/2021

     510        507        494  

2369006, 4.24%, 05/19/2021

     4,858        4,831        4,022  

2369059, 4.95%, 05/19/2021(b)

     7,313        7,275        5,994  

2369071, 7.86%, 05/19/2021

     7,454        7,424        7,137  

2369102, 7.55%, 05/19/2021

     4,629        4,611        3,167  

2369146, 6.6%, 05/19/2021

     14,335        14,160        13,713  

2369350, 5.89%, 05/19/2021

     5,842        5,820        4,605  

2369410, 7.9%, 05/20/2021(b)

     353        350        272  

2369467, 8.8%, 05/20/2021

     3,224        3,236        1,437  

2369514, 10.24%, 05/20/2021

     1,842        1,835        1,647  

2369526, 5.24%, 05/20/2021

     821        814        784  

2369558, 5.95%, 05/20/2021

     4,005        3,937        3,884  

2369644, 6.67%, 05/20/2021

     3,397        3,369        2,457  

2369684, 9.76%, 05/20/2021

     3,014        2,964        1,732  

2369699, 8.1%, 05/20/2021(b)

     4,102        4,097        2,748  

2369813, 5.95%, 05/20/2021

     2,227        2,197        2,150  

2369922, 7.86%, 05/20/2021

     4,055        4,012        3,640  

2370226, 10.26%, 05/20/2021

     192        189        187  

2370247, 7.84%, 05/20/2021

     292        280        284  

2370274, 7.62%, 05/20/2021

     653        648        418  

2370283, 7.86%, 05/20/2021

     2,310        2,290        2,162  

2370368, 5.96%, 05/20/2021

     2,993        2,970        2,478  

2370448, 6.67%, 05/20/2021

     1,640        1,612        1,585  

2370479, 8.57%, 05/20/2021(b)

     980        977        487  

2370501, 6.67%, 05/20/2021

     844        834        807  

2370608, 7.62%, 05/20/2021

     4,622        4,569        4,068  

2370708, 6.67%, 05/20/2021

     5,029        4,959        4,822  

2370867, 5.24%, 05/20/2021

     644        615        628  

2370925, 5.27%, 05/20/2021

     861        855        715  

2370955, 5.95%, 05/20/2021

     2,177        2,146        2,103  

2371018, 6.91%, 05/20/2021

     2,513        2,496        2,312  

2371071, 6.9%, 05/20/2021(b)

     6,032        6,000        3,407  

2371134, 8.1%, 05/20/2021

     400        398        389  

2371148, 6.94%, 05/20/2021

     483        475        463  

2371160, 7.86%, 05/20/2021

     583        572        562  

2371175, 5.96%, 05/20/2021

     3,658        3,611        3,527  

2371297, 7.83%, 05/20/2021

     262        259        255  

2371314, 7.62%, 05/20/2021(b)

     1,404        1,397        1,152  


Table of Contents

2371326, 5.24%, 05/20/2021

     12,782        12,630        12,265  

2371602, 8.11%, 05/20/2021(b)

     1,731        1,727        1,161  

2371655, 6.9%, 05/20/2021

     886        855        865  

2371795, 7.62%, 05/20/2021

     6,692        6,610        6,322  

2372002, 6.9%, 05/20/2021

     17,632        17,495        17,012  

2372400, 9.76%, 05/20/2021

     3,246        3,215        3,107  

2372459, 7.86%, 05/20/2021(b)

     4,560        4,546        2,463  

2372514, 7.87%, 05/20/2021

     913        912        413  

2372528, 9.76%, 05/20/2021(b)

     3,507        3,485        2,197  

2372621, 8.09%, 05/20/2021(b)

     3,071        3,064        2,441  

2373848, 10.26%, 05/21/2021

     50        48        49  

2373866, 6.6%, 05/21/2021

     5,490        5,426        5,194  

2373901, 5.96%, 05/21/2021

     3,651        3,617        3,500  

2373940, 5.71%, 05/21/2021

     3,455        3,331        3,376  

2374004, 4.72%, 05/21/2021

     2,181        2,164        1,813  

2374046, 7.06%, 05/21/2021

     144        143        141  

2374070, 4.72%, 05/21/2021

     1,463        1,443        1,422  

2374132, 5.95%, 05/21/2021

     640        635        614  

2374231, 7.08%, 05/21/2021(b)

     1,612        1,610        1,287  

2374293, 9.78%, 05/21/2021(b)

     591        586        515  

2374304, 9.19%, 05/21/2021

     5,621        5,611        2,586  

2374307, 5.95%, 05/21/2021

     9,894        9,805        8,211  

2374401, 6.63%, 05/21/2021

     645        640        618  

2374438, 4.72%, 05/21/2021

     7,502        7,464        4,797  

2374530, 6.67%, 05/21/2021

     3,513        3,481        2,544  

2374635, 7.86%, 05/21/2021

     428        404        418  

2374682, 6.6%, 05/21/2021(b)

     1,955        1,938        1,722  

2374734, 7.86%, 05/21/2021

     3,179        3,165        2,953  

2374743, 7.31%, 05/21/2021

     1,627        1,625        1,525  

2374831, 6.67%, 05/21/2021

     3,284        3,249        2,376  

2374838, 5.66%, 05/21/2021

     1,280        1,251        1,246  

2374937, 6.9%, 05/21/2021

     1,087        1,073        1,019  

2374958, 7.62%, 05/21/2021

     6,559        6,496        4,475  

2375072, 4.95%, 05/21/2021(b)

     857        857        451  

2375143, 7.88%, 05/21/2021

     513        506        499  

2375160, 8.8%, 05/21/2021

     841        840        532  

2375169, 6.67%, 05/21/2021

     879        864        852  

2375171, 4.96%, 05/21/2021

     1,985        1,972        1,647  

2375185, 8.1%, 05/21/2021

     2,230        2,203        2,151  

2375214, 4.93%, 05/21/2021

     672        671        349  

2375229, 5.9%, 05/21/2021

     3,276        3,274        1,762  

2375282, 6.83%, 05/21/2021

     1,239        1,231        1,141  

2375312, 9.9%, 05/21/2021(b)

     5,192        5,161        3,826  

2375386, 6.85%, 05/21/2021

     1,799        1,783        1,619  

2375408, 7.85%, 05/21/2021

     433        425        422  

2375453, 7.09%, 05/21/2021

     1,092        1,089        1,012  

2375457, 8.57%, 05/21/2021

     609        606        433  

2375519, 7.62%, 05/21/2021

     564        546        549  

2375561, 5.95%, 05/21/2021

     5,850        5,792        5,615  

2375574, 6.61%, 05/21/2021(b)

     8,944        8,890        5,897  

2375627, 10.95%, 05/21/2021

     2,467        2,436        2,353  

2375652, 4.25%, 05/21/2021

     374        367        365  

2375654, 7.62%, 05/21/2021(b)

     880        874        594  

2375656, 6.86%, 05/21/2021

     836        827        811  

2375659, 7.62%, 05/21/2021

     4,793        4,735        4,520  

2375697, 6.6%, 05/21/2021(b)

     18,646        18,579        10,741  

2375742, 6.9%, 05/21/2021

     1,440        1,375        1,399  

2375889, 5.96%, 05/21/2021(b)

     4,656        4,613        4,465  

2376055, 6.67%, 05/21/2021

     4,080        4,042        3,788  

2376100, 6.84%, 05/21/2021(b)

     8,321        8,303        4,290  

2376137, 8.8%, 05/21/2021

     1,023        1,021        864  

2376148, 6.9%, 05/21/2021

     1,264        1,252        1,041  

2376180, 7.85%, 05/21/2021(b)

     1,307        1,294        1,233  

2376217, 7.85%, 05/21/2021(b)

     3,621        3,597        2,200  

2376226, 6.6%, 05/21/2021

     1,886        1,866        1,671  

2376272, 7.87%, 05/21/2021

     165        158        160  

2376294, 4.25%, 05/21/2021

     8,019        7,955        7,740  

2376597, 5.95%, 05/21/2021

     3,113        3,074        3,007  

2376791, 8.35%, 05/21/2021

     57        56        56  

2376808, 5.25%, 05/21/2021

     2,343        2,324        2,098  

2376815, 7.55%, 05/21/2021

     92        91        89  

2376838, 6.6%, 05/21/2021(b)

     4,479        4,443        3,056  

2376852, 5.71%, 05/21/2021

     0        0        0  

2376879, 6.9%, 05/21/2021(b)

     629        629        284  

2376887, 6.9%, 05/21/2021(b)

     2,420        2,404        1,709  

2376926, 6.67%, 05/21/2021(b)

     11,355        11,275        8,189  

2376953, 7.78%, 05/21/2021

     301        301        259  

2377081, 4.95%, 05/21/2021

     3,330        3,307        2,769  

2377087, 9.76%, 05/21/2021

     11,396        11,224        10,989  

2377136, 4.72%, 05/21/2021

     3,498        3,480        2,901  

2377170, 6.84%, 05/21/2021

     4,659        4,625        3,850  

2377275, 5.66%, 05/21/2021

     1,222        1,206        1,179  


Table of Contents

2377320, 9.91%, 05/21/2021(b)

     2,545        2,525        2,108  

2377424, 5.95%, 05/21/2021

     4,467        4,426        3,701  

2377442, 6.83%, 05/21/2021(b)

     814        814        387  

2377447, 7.55%, 05/21/2021

     602        599        515  

2377508, 4.25%, 05/22/2021

     15,233        15,116        14,697  

2377540, 9.76%, 05/22/2021

     2,936        2,921        1,539  

2377611, 7.62%, 05/22/2021

     274        245        267  

2377812, 9.76%, 05/22/2021

     346        309        337  

2378047, 6.67%, 05/22/2021(b)

     5,131        5,090        3,736  

2378064, 7.85%, 05/22/2021

     5,916        5,869        3,609  

2378099, 5.95%, 05/22/2021(b)

     4,044        4,048        807  

2378103, 7.09%, 05/22/2021

     1,801        1,798        1,558  

2378129, 7.62%, 05/22/2021

     2,145        2,123        2,048  

2378135, 6.83%, 05/22/2021(b)

     1,731        1,723        993  

2378160, 4.27%, 05/22/2021

     919        911        889  

2378162, 5.97%, 05/22/2021

     1,114        1,097        1,079  

2378185, 6.61%, 05/22/2021

     1,953        1,935        1,880  

2378208, 5.27%, 05/22/2021

     638        631        614  

2378236, 7.62%, 05/22/2021

     3,864        3,811        3,656  

2378267, 6.6%, 05/22/2021

     471        460        457  

2378322, 7.87%, 05/22/2021

     2,258        2,241        1,371  

2378406, 6.6%, 05/22/2021

     8,406        8,343        5,752  

2378440, 5.24%, 05/22/2021

     7,891        7,828        6,592  

2378638, 6.84%, 05/22/2021

     6,303        6,257        5,205  

2378644, 8.1%, 05/22/2021

     144        137        141  

2378700, 5.97%, 05/22/2021

     1,584        1,571        1,319  

2378743, 8.57%, 05/22/2021

     2,140        2,126        1,631  

2378805, 5.95%, 05/22/2021

     4,433        4,400        3,674  

2378874, 7.86%, 05/22/2021

     1,268        1,251        1,215  

2378913, 6.84%, 05/22/2021(b)

     7,918        7,867        4,837  

2378980, 7.86%, 05/22/2021

     2,605        2,570        2,497  

2379102, 7.08%, 05/22/2021

     2,585        2,606        2,497  

2379159, 8.57%, 05/22/2021

     2,032        2,017        1,842  

2379253, 5.95%, 05/22/2021

     3,363        3,323        3,243  

2379387, 7.55%, 05/22/2021(b)

     7,977        7,937        5,494  

2379402, 8.11%, 05/22/2021

     1,134        1,132        765  

2379436, 7.86%, 05/22/2021(b)

     12,062        11,976        7,356  

2379675, 5.95%, 05/22/2021

     3,299        3,197        3,217  

2379736, 6.6%, 05/22/2021

     11,282        11,161        10,007  

2379846, 6.91%, 05/22/2021

     2,109        2,046        2,055  

2379968, 8.34%, 05/22/2021(b)

     4,405        4,403        1,529  

2380059, 5.89%, 05/22/2021

     891        885        856  

2380099, 7.86%, 05/22/2021

     3,539        3,512        2,919  

2380138, 6.83%, 05/22/2021

     1,666        1,647        1,584  

2380194, 6.84%, 05/22/2021

     1,931        1,917        1,644  

2380243, 5.66%, 05/22/2021

     4,611        4,576        3,346  

2380289, 7.86%, 05/22/2021(b)

     3,936        3,909        2,403  

2380327, 4.95%, 05/22/2021(b)

     4,649        4,622        3,846  

2380346, 7.86%, 05/22/2021(b)

     6,320        6,284        3,784  

2380409, 7.55%, 05/22/2021(b)

     2,507        2,498        952  

2380438, 6.84%, 05/22/2021

     1,937        1,928        1,531  

2380461, 5.66%, 05/22/2021(b)

     6,995        6,954        5,052  

2380716, 5.96%, 05/22/2021(b)

     3,184        3,182        722  

2380778, 7.62%, 05/22/2021(b)

     24,456        24,254        16,738  

2380996, 6.67%, 05/22/2021

     3,143        3,109        2,933  

2381049, 9.8%, 05/22/2021(b)

     1,041        1,035        732  

2381195, 7.62%, 05/23/2021

     28,410        27,925        27,324  

2381242, 7.06%, 05/23/2021

     489        482        473  

2381246, 5.89%, 05/23/2021

     4,498        4,474        3,712  

2381272, 4.93%, 05/23/2021(b)

     1,214        1,210        473  

2381287, 5.9%, 05/23/2021

     1,771        1,734        1,721  

2381310, 5.9%, 05/23/2021(b)

     76,759        76,325        40,698  

2381697, 5.66%, 05/23/2021

     1,822        1,804        1,704  

2381728, 6.85%, 05/23/2021

     3,303        3,301        1,809  

2381792, 6.84%, 05/23/2021

     1,985        1,963        1,886  

2381821, 9.91%, 05/23/2021

     671        648        653  

2381833, 6.9%, 05/23/2021

     3,838        3,808        3,536  

2381868, 6.84%, 05/23/2021

     2,018        1,978        1,971  

2381917, 8.57%, 05/23/2021

     275        270        267  

2381992, 5.97%, 05/23/2021(b)

     253        253        179  

2381996, 4.25%, 05/23/2021

     1,033        1,027        766  

2382020, 6.6%, 05/23/2021(b)

     4,976        4,945        3,251  

2382049, 5.92%, 05/23/2021

     444        444        399  

2382061, 7.31%, 05/23/2021(b)

     2,471        2,421        2,039  

2382075, 5.66%, 05/23/2021

     6,920        6,861        5,061  

2382082, 8.74%, 05/23/2021

     503        502        134  

2382088, 8.57%, 05/23/2021(b)

     6,224        6,216        1,896  

2382119, 5.89%, 05/24/2021

     737        729        713  

2382127, 7.79%, 05/24/2021

     1,158        1,149        1,130  

2382143, 6.67%, 05/24/2021

     1,454        1,440        1,063  

2382166, 8.34%, 05/24/2021

     67        66        66  

2382169, 6.84%, 05/24/2021

     5,696        5,658        3,500  


Table of Contents

2382203, 5.95%, 05/24/2021

     5,754        5,694        4,811  

2382236, 6.84%, 05/24/2021

     803        786        783  

2382279, 4.97%, 05/24/2021(b)

     1,725        1,713        1,439  

2382297, 4.25%, 05/24/2021

     1,080        1,074        795  

2382316, 5.66%, 05/24/2021

     3,058        3,034        2,243  

2382331, 6.67%, 05/24/2021

     4,776        4,733        3,507  

2382349, 4.95%, 05/24/2021

     5,360        5,305        5,156  

2382404, 5.26%, 05/24/2021

     1,212        1,203        1,167  

2382416, 7.55%, 05/24/2021

     1,598        1,591        1,521  

2382431, 7.86%, 05/24/2021

     2,106        2,083        1,982  

2382454, 7.55%, 05/24/2021

     262        257        255  

2382468, 4.25%, 05/24/2021

     1,203        1,194        1,009  

2382488, 6.83%, 05/24/2021

     72        69        69  

2382499, 6.6%, 05/24/2021(b)

     3,704        3,677        2,534  

2382503, 7.86%, 05/24/2021

     424        422        361  

2382517, 7.85%, 05/24/2021

     345        338        337  

2382525, 6.6%, 05/24/2021

     1,140        1,122        1,100  

2382536, 4.72%, 05/24/2021

     607        598        589  

2382556, 7.76%, 05/24/2021(b)

     862        862        357  

2382558, 6.82%, 05/24/2021

     769        767        576  

2382569, 7.78%, 05/24/2021(b)

     429        429        313  

2382593, 5.66%, 05/24/2021

     2,447        2,426        1,795  

2382617, 7.33%, 05/24/2021

     532        531        500  

2382630, 6.85%, 05/24/2021

     951        946        884  

2382641, 5.66%, 05/24/2021

     2,216        2,194        2,070  

2382651, 6.85%, 05/24/2021(b)

     2,890        2,879        1,474  

2382673, 6.6%, 05/24/2021

     2,800        2,765        2,649  

2382753, 6.61%, 05/24/2021

     2,503        2,467        2,386  

2382781, 7.63%, 05/24/2021

     2,076        2,025        2,010  

2382886, 5.9%, 05/25/2021(b)

     3,209        3,207        1,771  

2383048, 6.6%, 05/25/2021

     375        369        361  

2383116, 4.96%, 05/25/2021

     1,861        1,820        1,811  

2383850, 9.77%, 05/25/2021(b)

     11,543        11,476        6,198  

2383896, 6.85%, 05/25/2021

     2,467        2,454        1,961  

2383898, 4.96%, 05/25/2021

     3,079        3,029        2,981  

2383905, 4.95%, 05/25/2021

     3,080        3,039        2,984  

2383914, 7.33%, 05/25/2021

     1,441        1,439        893  

2383930, 5.66%, 05/25/2021

     1,161        1,151        853  

2383932, 6.85%, 05/25/2021

     990        985        874  

2383934, 8.74%, 05/25/2021

     474        466        442  

2383936, 4.25%, 05/25/2021

     423        419        410  

2383938, 6.84%, 05/25/2021

     2,004        1,997        1,706  

2383942, 4.96%, 05/25/2021

     3,165        3,135        3,049  

2383944, 5.91%, 05/25/2021

     150        149        134  

2383957, 5.91%, 05/25/2021(b)

     1,740        1,728        1,432  

2383971, 6.6%, 05/25/2021

     984        971        956  

2383973, 6.63%, 05/25/2021

     877        871        727  

2383981, 4.95%, 05/25/2021(b)

     19,221        19,103        16,023  

2384008, 4.72%, 05/25/2021

     12,978        12,885        10,900  

2384013, 9.93%, 05/25/2021(b)

     2,300        2,289        1,082  

2384037, 8.73%, 05/25/2021(b)

     18,681        18,585        12,954  

2384048, 5.66%, 05/25/2021(b)

     6,463        6,416        4,762  

2384052, 6.6%, 05/25/2021

     303        293        296  

2384056, 6.6%, 05/25/2021

     1,515        1,488        1,464  

2384060, 5.66%, 05/25/2021

     3,731        3,695        3,482  

2384072, 5.91%, 05/25/2021

     1,325        1,312        1,282  

2384076, 5.66%, 05/25/2021(b)

     2,438        2,422        1,792  

2384106, 4.95%, 05/25/2021

     4,448        4,412        3,726  

2384108, 6.85%, 05/25/2021

     1,137        1,130        1,050  

2384112, 5.66%, 05/25/2021

     1,371        1,354        1,316  

2384115, 7.55%, 05/25/2021

     1,310        1,305        1,245  

2384120, 4.95%, 05/25/2021

     3,343        3,320        2,800  

2384123, 7.76%, 05/25/2021(b)

     1,518        1,518        711  

2384129, 7.07%, 05/25/2021

     3,070        3,064        2,673  

2384131, 4.96%, 05/25/2021

     1,596        1,584        1,337  

2384133, 7.08%, 05/25/2021

     759        756        735  

2384141, 4.95%, 05/25/2021

     847        839        816  

2384143, 6.84%, 05/25/2021

     707        701        681  

2384145, 4.25%, 05/25/2021

     2,496        2,480        1,757  

2384147, 6.84%, 05/25/2021

     12,430        12,372        9,865  

2384179, 6.84%, 05/25/2021

     2,268        2,227        2,192  

2384201, 5.66%, 05/25/2021

     1,275        1,261        1,219  

2384328, 6.84%, 05/25/2021(b)

     2,363        2,353        1,380  

2384345, 6.84%, 05/25/2021(b)

     3,108        3,106        2,251  

2384382, 6.84%, 05/25/2021

     2,534        2,523        2,366  

2384476, 7.86%, 05/25/2021

     755        732        738  

2384499, 6.84%, 05/25/2021

     928        923        868  

2384550, 4.96%, 05/25/2021

     4,089        4,048        3,938  

2384597, 5.66%, 05/25/2021

     3,518        3,490        2,591  

2384632, 7.55%, 05/25/2021

     1,295        1,292        922  

2384646, 5.9%, 05/25/2021

     2,128        2,110        1,989  

2384659, 7.78%, 05/25/2021(b)

     9,230        9,225        2,303  


Table of Contents

2384701, 6.61%, 05/25/2021

     2,681        2,656        1,856  

2384711, 6.6%, 05/25/2021

     5,386        5,314        5,134  

2384748, 4.26%, 05/25/2021

     65        62        64  

2384762, 4.96%, 05/25/2021

     2,293        2,268        2,206  

2384791, 7.78%, 05/25/2021(b)

     1,395        1,395        711  

2384794, 4.72%, 05/25/2021

     4,152        4,094        4,035  

2384848, 6.84%, 05/25/2021

     1,103        1,071        1,073  

2384864, 6.6%, 05/25/2021

     2,828        2,797        2,521  

2384900, 5.66%, 05/25/2021

     5,772        5,700        5,535  

2384933, 9.92%, 05/25/2021

     286        278        277  

2384948, 6.85%, 05/25/2021(b)

     4,284        4,274        2,198  

2384970, 7.55%, 05/25/2021

     569        569        537  

2384987, 5.66%, 05/25/2021

     2,649        2,615        2,549  

2385000, 6.85%, 05/25/2021

     2,013        1,998        1,889  

2385020, 7.55%, 05/25/2021

     8,664        8,572        8,144  

2385060, 7.62%, 05/25/2021

     6,131        6,071        4,224  

2385113, 6.85%, 05/25/2021

     134        132        130  

2385118, 6.84%, 05/25/2021

     1,249        1,240        1,038  

2385129, 6.84%, 05/25/2021

     247        242        241  

2385138, 7.33%, 05/25/2021(b)

     1,221        1,221        768  

2385140, 6.84%, 05/25/2021

     938        929        847  

2385147, 7.78%, 05/25/2021

     1,424        1,422        852  

2385175, 6.85%, 05/25/2021

     246        239        241  

2385180, 10.97%, 05/25/2021

     220        213        213  

2385185, 6.6%, 05/25/2021

     21,764        21,566        15,076  

2385187, 5.95%, 05/25/2021

     1,542        1,521        1,487  

2385246, 8.1%, 05/25/2021

     1,246        1,235        1,210  

2385297, 6.6%, 05/25/2021(b)

     10,762        10,662        7,458  

2385375, 10.95%, 05/25/2021

     1,110        1,096        1,039  

2385394, 6.84%, 05/25/2021(b)

     4,933        4,916        2,815  

2385417, 5.95%, 05/25/2021

     1,041        1,031        871  

2385419, 5.89%, 05/25/2021(b)

     8,109        8,071        4,979  

2385457, 6.6%, 05/25/2021

     3,115        3,086        2,764  

2385510, 8.71%, 05/25/2021

     367        360        355  

2385528, 7.08%, 05/25/2021

     700        693        683  

2385538, 8.84%, 05/25/2021

     481        481        415  

2385554, 6.67%, 05/25/2021(b)

     3,120        3,091        2,298  

2385560, 6.87%, 05/25/2021(b)

     796        791        633  

2385571, 4.95%, 05/25/2021

     2,020        2,001        1,942  

2385592, 4.25%, 05/25/2021

     1,221        1,212        1,151  

2385596, 5.66%, 05/25/2021

     1,374        1,343        1,329  

2385609, 7.86%, 05/25/2021

     1,697        1,687        1,611  

2385614, 7.07%, 05/25/2021

     2,062        2,052        2,000  

2385687, 6.67%, 05/25/2021(b)

     1,435        1,422        1,057  

2385704, 4.95%, 05/25/2021

     3,271        3,246        2,740  

2385736, 5.9%, 05/25/2021(b)

     7,516        7,461        5,247  

2385784, 6.85%, 05/25/2021

     40        36        39  

2385794, 5.24%, 05/25/2021

     2,127        2,103        2,056  

2385796, 4.26%, 05/25/2021

     479        471        467  

2385810, 9.22%, 05/25/2021(b)

     1,270        1,268        836  

2385812, 4.74%, 05/25/2021

     1,406        1,396        917  

2385823, 7.55%, 05/25/2021(b)

     14,205        14,144        5,467  

2385905, 6.6%, 05/25/2021

     21,957        21,796        15,139  

2386003, 5.66%, 05/25/2021

     13,104        12,929        12,644  

2386127, 4.95%, 05/25/2021

     12,492        12,377        12,014  

2386200, 9.18%, 05/25/2021

     556        554        514  

2386210, 5.66%, 05/25/2021

     885        877        825  

2386223, 7.08%, 05/25/2021

     390        371        381  

2386316, 6.84%, 05/25/2021(b)

     19,950        19,834        12,359  

2386428, 6.6%, 05/25/2021(b)

     18,179        18,101        11,022  

2386538, 4.95%, 05/25/2021(b)

     73,541        73,201        57,246  

2386764, 5.9%, 05/25/2021(b)

     25,908        25,818        20,442  

2387334, 6.67%, 05/26/2021

     4,042        3,889        3,930  

2387465, 7.3%, 05/26/2021

     1,233        1,232        925  

2387467, 8.74%, 05/26/2021

     1,351        1,336        1,200  

2387471, 5.9%, 05/26/2021

     43,847        43,551        31,217  

2387558, 7.86%, 05/26/2021

     6,584        6,555        5,849  

2387631, 5.9%, 05/26/2021

     8,490        8,379        8,139  

2387684, 5.66%, 05/26/2021

     5,815        5,772        4,272  

2387694, 7.62%, 05/26/2021

     331        326        313  

2387702, 5.25%, 05/26/2021(b)

     3,002        2,983        1,901  

2387717, 6.85%, 05/26/2021

     838        823        809  

2387728, 9.21%, 05/26/2021(b)

     1,367        1,365        378  

2387730, 8.33%, 05/26/2021

     767        761        745  

2387733, 6.84%, 05/26/2021(b)

     18,746        18,697        9,900  

2387780, 5.95%, 05/26/2021

     4,022        3,974        3,864  

2387836, 5.66%, 05/26/2021

     32,187        31,827        30,149  

2387849, 7.86%, 05/26/2021(b)

     25,304        25,136        15,286  

2388133, 4.26%, 05/26/2021

     2,115        2,102        1,586  

2388159, 6.6%, 05/26/2021

     3,543        3,465        3,430  

2388175, 7.87%, 05/26/2021

     1,741        1,713        1,670  

2388238, 4.25%, 05/26/2021(b)

     6,159        6,120        4,609  


Table of Contents

2388242, 5.95%, 05/26/2021

     3,214        3,168        3,101  

2388308, 7.55%, 05/26/2021

     955        949        930  

2388497, 5.9%, 05/26/2021

     3,952        3,939        2,153  

2388529, 6.67%, 05/26/2021

     2,876        2,838        2,752  

2388540, 6.86%, 05/26/2021

     2,226        2,215        1,300  

2388556, 5.9%, 05/26/2021

     4,340        4,253        4,214  

2388637, 6.67%, 05/26/2021

     696        688        665  

2388643, 7.55%, 05/26/2021

     737        717        707  

2388649, 6.67%, 05/26/2021(b)

     11,313        11,213        8,364  

2388662, 5.91%, 05/26/2021

     1,890        1,874        1,575  

2388721, 8.72%, 05/26/2021

     1,500        1,491        923  

2388747, 6.84%, 05/26/2021

     1,170        1,146        1,137  

2388769, 6.84%, 05/26/2021

     5,069        5,039        4,028  

2388823, 6.6%, 05/26/2021

     7,553        7,437        7,276  

2388836, 8.57%, 05/26/2021

     209        206        203  

2388848, 7.88%, 05/26/2021

     904        897        800  

2388886, 7.62%, 05/26/2021(b)

     6,464        6,412        4,348  

2388939, 4.96%, 05/26/2021

     1,607        1,590        1,550  

2388967, 5.9%, 05/26/2021

     4,154        4,102        3,941  

2388989, 8.1%, 05/26/2021

     6,803        6,766        5,911  

2389003, 6.84%, 05/26/2021(b)

     7,249        7,246        2,051  

2389054, 4.96%, 05/26/2021

     1,040        1,028        1,005  

2389065, 9.16%, 05/26/2021

     432        431        285  

2389067, 4.95%, 05/26/2021

     3,635        3,593        3,512  

2389108, 6.84%, 05/26/2021

     1,709        1,694        1,426  

2389117, 6.6%, 05/26/2021

     1,767        1,739        1,673  

2389136, 4.95%, 05/26/2021

     2,044        2,021        1,971  

2389163, 7.86%, 05/26/2021

     2,715        2,684        2,613  

2389173, 7.55%, 05/26/2021

     1,530        1,529        1,175  

2389191, 7.55%, 05/26/2021(b)

     9,784        9,727        5,431  

2389265, 7.55%, 05/26/2021

     2,831        2,808        2,500  

2389283, 5.95%, 05/26/2021

     277        271        269  

2389330, 6.82%, 05/26/2021

     544        539        527  

2389341, 7.1%, 05/26/2021(b)

     1,294        1,291        1,055  

2389345, 7.55%, 05/26/2021

     354        349        344  

2389456, 5.95%, 05/26/2021(b)

     8,513        8,450        7,085  

2389504, 9.2%, 05/26/2021(b)

     1,988        1,986        672  

2389516, 6.6%, 05/26/2021

     934        917        901  

2389528, 8.72%, 05/26/2021

     1,356        1,342        1,202  

2389560, 6.87%, 05/26/2021

     509        509        435  

2389573, 4.97%, 05/26/2021(b)

     864        863        637  

2389583, 6.84%, 05/26/2021

     2,776        2,719        2,704  

2389599, 5.95%, 05/26/2021

     4,169        4,115        4,014  

2389653, 5.66%, 05/26/2021

     2,630        2,606        2,456  

2389665, 6.84%, 05/26/2021

     4,784        4,768        3,599  

2389676, 8.34%, 05/26/2021(b)

     8,588        8,576        3,226  

2389685, 7.36%, 05/26/2021

     392        390        350  

2389689, 5.66%, 05/26/2021

     4,891        4,854        3,613  

2389752, 6.84%, 05/26/2021

     807        806        718  

2389760, 5.66%, 05/26/2021

     1,432        1,409        1,382  

2389788, 6.84%, 05/26/2021

     20,202        20,032        16,856  

2389798, 5.95%, 05/26/2021

     2,739        2,707        2,633  

2389853, 6.67%, 05/26/2021(b)

     4,185        4,155        3,048  

2389913, 7.86%, 05/26/2021

     25,023        24,821        19,882  

2389930, 4.96%, 05/26/2021

     2,384        2,363        2,290  

2389948, 4.96%, 05/26/2021

     2,981        2,950        2,874  

2389973, 6.6%, 05/26/2021(b)

     12,840        12,750        7,757  

2390254, 9.22%, 05/26/2021

     350        338        321  

2390544, 7.55%, 05/26/2021

     67        65        66  

2390564, 7.08%, 05/26/2021

     3,688        3,673        3,218  

2390697, 7.08%, 05/26/2021

     127        120        124  

2390780, 6.6%, 05/26/2021(b)

     1,868        1,838        1,801  

2390900, 5.66%, 05/26/2021

     814        801        788  

2391067, 5.9%, 05/26/2021(b)

     1,242        1,241        696  

2391245, 6.6%, 05/26/2021

     44,088        43,479        41,848  

2392934, 10.95%, 05/26/2021

     491        486        424  

2393015, 7.85%, 05/26/2021

     852        843        821  

2393053, 7.87%, 05/26/2021

     441        435        427  

2393065, 5.95%, 05/26/2021

     4,417        4,371        3,687  

2393202, 7.63%, 05/26/2021(b)

     3,288        3,262        2,259  

2393234, 5.9%, 05/26/2021

     970        879        947  

2393273, 7.86%, 05/26/2021

     3,160        3,122        2,974  

2393368, 8.31%, 05/26/2021

     451        449        423  

2393372, 4.96%, 05/26/2021

     1,901        1,880        1,830  

2393402, 5.95%, 05/26/2021

     2,207        2,181        2,123  

2393535, 4.95%, 05/26/2021

     6,397        6,341        6,137  

2393577, 7.55%, 05/26/2021

     4,274        4,273        3,034  

2393652, 7.85%, 05/26/2021

     1,042        1,024        1,006  

2393668, 4.99%, 05/26/2021

     344        342        330  

2393678, 6.6%, 05/26/2021

     1,142        1,131        1,015  

2393696, 6.61%, 05/26/2021

     4,150        4,110        3,683  

2393725, 10.23%, 05/26/2021

     1,428        1,415        1,205  


Table of Contents

2393757, 7.08%, 05/26/2021

     1,047        1,044        853  

2393778, 6.6%, 05/26/2021

     10,282        10,117        9,825  

2393866, 7.62%, 05/26/2021

     4,547        4,472        4,342  

2393907, 4.96%, 05/26/2021

     3,231        3,198        3,114  

2393947, 6.84%, 05/26/2021(b)

     15,583        15,504        8,626  

2394001, 5.95%, 05/26/2021(b)

     3,541        3,514        2,957  

2394023, 4.25%, 05/26/2021

     2,716        2,700        1,914  

2395369, 10.22%, 05/27/2021

     841        837        735  

2395400, 10.98%, 05/27/2021(b)

     1,609        1,594        917  

2395434, 6.67%, 05/27/2021

     4,080        4,025        3,903  

2395495, 7.62%, 05/27/2021

     1,874        1,853        1,293  

2395516, 6.67%, 05/27/2021(b)

     4,569        4,532        3,366  

2395558, 8.09%, 05/27/2021

     3,818        3,807        3,426  

2395599, 7.62%, 05/27/2021

     2,980        2,863        2,901  

2395670, 7.86%, 05/27/2021

     2,368        2,285        2,306  

2395752, 6.95%, 05/27/2021

     541        535        474  

2395758, 5.74%, 05/27/2021

     993        983        894  

2395765, 7.86%, 05/27/2021

     2,469        2,462        1,866  

2395791, 7.62%, 05/27/2021

     2,077        2,049        1,853  

2395816, 7.86%, 05/27/2021

     2,502        2,482        2,377  

2395965, 7.85%, 05/27/2021

     1,060        1,052        1,008  

2395997, 8.34%, 05/27/2021

     709        708        629  

2396017, 7.87%, 05/27/2021

     1,803        1,783        1,500  

2396071, 8.33%, 05/27/2021(b)

     18,693        18,671        7,097  

2397991, 8.83%, 05/27/2021(b)

     262        262        249  

2398115, 8.11%, 05/27/2021

     769        766        690  

2398398, 7.86%, 05/27/2021

     2,123        2,032        2,070  

2398788, 5.24%, 05/27/2021(b)

     4,669        4,634        3,613  

2398950, 7.85%, 05/27/2021

     591        590        545  

2399060, 6.67%, 05/27/2021

     2,140        2,104        2,067  

2399195, 9.77%, 05/27/2021(b)

     5,703        5,678        2,209  

2399324, 8.1%, 05/27/2021

     4,477        4,457        4,296  

2399626, 7.62%, 05/27/2021(b)

     9,250        9,175        6,191  

2399996, 7.62%, 05/28/2021(b)

     8,785        8,728        5,908  

2400068, 6.92%, 05/27/2021

     294        293        286  

2400082, 7.86%, 05/28/2021

     3,469        3,460        2,526  

2400146, 5.71%, 05/28/2021

     2,221        2,199        2,090  

2400197, 8.11%, 05/28/2021

     1,142        1,139        929  

2400214, 5.24%, 05/28/2021

     11,880        11,788        7,869  

2400418, 7.85%, 05/28/2021(b)

     1,771        1,761        1,041  

2400456, 8.57%, 05/28/2021

     5,140        5,139        4,710  

2400745, 7.86%, 05/28/2021

     615        600        596  

2400760, 6.67%, 05/28/2021

     6,236        6,141        5,977  

2401267, 7.86%, 05/29/2021

     1,868        1,834        1,802  

2401407, 10.97%, 05/29/2021(b)

     1,015        1,006        711  

2401437, 6.91%, 05/29/2021

     107        100        105  

2401481, 7.62%, 05/29/2021(b)

     12,400        12,268        8,634  

2401810, 7.86%, 05/29/2021

     2,129        1,985        2,076  

2402524, 6.92%, 05/29/2021

     763        752        699  

2402558, 7.84%, 05/29/2021

     1,390        1,385        1,054  

2402593, 7.88%, 05/29/2021

     1,156        1,145        1,074  

2402668, 6.67%, 05/29/2021

     5,145        5,096        3,832  

2402887, 6.67%, 05/29/2021

     1,971        1,943        1,887  

2403022, 5.96%, 05/29/2021

     1,714        1,689        1,654  

2403092, 5.96%, 05/29/2021

     2,078        2,059        1,750  

2403187, 7.86%, 05/29/2021

     11,054        10,919        10,061  

2404244, 7.87%, 05/29/2021

     392        388        381  

2404295, 7.86%, 05/29/2021

     2,893        2,858        2,730  

2404429, 8.1%, 05/30/2021(b)

     1,964        1,960        1,359  

2404449, 7.07%, 05/30/2021

     3,953        3,942        3,244  

2404516, 5.95%, 05/30/2021

     2,426        2,402        2,040  

2404559, 6.85%, 05/30/2021(b)

     3,066        3,053        2,336  

2404606, 6.82%, 05/30/2021

     1,120        1,119        648  

2404627, 7.63%, 05/30/2021(b)

     3,768        3,722        3,372  

2404636, 6.84%, 05/30/2021

     9,715        9,652        7,787  

2404834, 7.28%, 05/30/2021

     658        657        418  

2404848, 9.25%, 05/30/2021

     290        289        279  

2404856, 4.95%, 05/30/2021

     216        216        189  

2404863, 7.55%, 05/30/2021

     2,856        2,853        2,461  

2404905, 6.67%, 05/30/2021

     6,414        6,309        4,792  

2404943, 6.6%, 05/30/2021

     1,746        1,731        1,219  

2404987, 5.66%, 05/30/2021(b)

     3,234        3,213        2,261  

2405029, 6.6%, 05/30/2021

     1,444        1,429        1,013  

2405044, 7.35%, 05/30/2021

     416        415        371  

2405054, 4.96%, 05/30/2021

     1,707        1,680        1,652  

2405124, 6.84%, 05/30/2021

     1,128        1,121        1,071  

2405173, 7.86%, 05/30/2021

     2,106        2,089        2,030  

2405176, 6.84%, 05/30/2021

     3,907        3,888        2,322  

2405243, 4.96%, 05/30/2021(b)

     4,741        4,702        3,993  

2405308, 6.84%, 05/30/2021(b)

     12,648        12,642        3,613  

2405407, 7.86%, 06/01/2021(b)

     2,148        2,131        1,361  

2405481, 5.95%, 06/01/2021

     1,877        1,843        1,819  


Table of Contents

2405500, 6.84%, 06/01/2021(b)

     4,190        4,166        2,504  

2405571, 7.36%, 06/01/2021

     421        420        377  

2405617, 8.1%, 06/01/2021(b)

     2,135        2,132        924  

2405656, 5.96%, 06/01/2021

     6,366        6,273        6,140  

2405693, 7.55%, 06/01/2021

     1,682        1,680        935  

2405723, 6.84%, 06/01/2021(b)

     3,218        3,186        2,047  

2405810, 6.6%, 06/01/2021

     1,855        1,796        1,799  

2405996, 9.25%, 06/01/2021(b)

     882        880        370  

2406007, 4.95%, 06/01/2021

     8,268        8,179        7,935  

2406066, 5.96%, 06/01/2021

     3,180        3,148        2,686  

2406198, 6.85%, 06/01/2021

     1,877        1,868        1,119  

2406224, 7.62%, 06/01/2021(b)

     1,779        1,767        1,068  

2406231, 6.61%, 06/01/2021

     740        693        723  

2406363, 5.95%, 06/02/2021

     9,925        9,802        9,547  

2406562, 6.84%, 06/02/2021

     3,018        2,989        2,542  

2406685, 7.31%, 06/02/2021

     5,163        5,154        4,874  

2407065, 7.55%, 06/02/2021

     1,545        1,544        1,126  

2407110, 6.85%, 06/02/2021

     262        261        243  

2407132, 7.34%, 06/02/2021

     134        133        130  

2407143, 6.6%, 06/02/2021(b)

     9,113        9,029        6,424  

2407349, 6.61%, 06/02/2021

     7,003        6,910        6,293  

2407385, 7.86%, 06/02/2021

     922        909        874  

2407447, 7.86%, 06/02/2021

     1,897        1,866        1,839  

2407526, 4.97%, 06/02/2021

     747        740        717  

2407540, 5.66%, 06/02/2021

     953        940        917  

2407595, 9.9%, 06/02/2021

     4,992        4,935        4,466  

2407687, 7.87%, 06/02/2021

     738        730        622  

2407694, 4.97%, 06/02/2021

     1,138        1,123        1,098  

2407767, 7.86%, 06/02/2021(b)

     7,223        7,181        4,336  

2407775, 4.96%, 06/02/2021(b)

     14,176        14,071        11,965  

2408043, 8.1%, 06/02/2021

     4,916        4,896        4,419  

2408056, 4.94%, 06/02/2021

     1,061        1,049        1,022  

2408082, 5.66%, 06/02/2021(b)

     4,214        4,183        3,136  

2408170, 4.72%, 06/02/2021(b)

     700        696        570  

2408184, 5.66%, 06/02/2021

     3,386        3,333        3,274  

2408286, 7.08%, 06/02/2021(b)

     10,565        10,545        7,381  

2408351, 7.9%, 06/02/2021(b)

     598        593        382  

2408420, 6.67%, 06/02/2021

     2,122        2,097        1,984  

2408495, 8.73%, 06/02/2021

     493        487        444  

2408503, 4.96%, 06/02/2021

     1,966        1,950        1,663  

2408525, 8.57%, 06/02/2021(b)

     1,232        1,231        682  

2408540, 6.84%, 06/02/2021

     19,743        19,562        18,624  

2408735, 6.67%, 06/02/2021(b)

     2,290        2,269        1,716  

2409051, 5.95%, 06/02/2021

     2,434        2,413        2,043  

2409053, 6.84%, 06/02/2021

     1,949        1,930        1,892  

2409122, 6.85%, 06/02/2021

     1,895        1,877        1,582  

2409126, 7.86%, 06/02/2021

     1,056        1,037        1,026  

2409184, 6.61%, 06/02/2021

     1,274        1,235        1,235  

2409272, 6.6%, 06/02/2021

     4,169        4,116        3,764  

2409276, 7.62%, 06/02/2021

     10,408        10,312        7,288  

2409399, 6.84%, 06/02/2021

     11,646        11,466        11,193  

2409746, 5.95%, 06/02/2021

     1,536        1,508        1,489  

2409907, 10.95%, 06/02/2021

     6,221        6,179        2,241  

2409928, 5.66%, 06/02/2021

     4,331        4,288        4,043  

2410001, 6.6%, 06/02/2021(b)

     419        417        285  

2410014, 4.95%, 06/02/2021(b)

     36,810        36,574        30,722  

2410128, 5.95%, 06/02/2021

     3,084        3,049        2,955  

2410319, 7.86%, 06/02/2021

     2,957        2,936        2,772  

2410574, 7.86%, 06/02/2021(b)

     1,784        1,772        1,095  

2410621, 5.95%, 06/02/2021

     1,048        1,044        1,013  

2410653, 7.08%, 06/02/2021(b)

     12,864        12,844        5,935  

2410779, 9.91%, 06/02/2021

     9,797        9,723        4,881  

2410924, 7.08%, 06/02/2021

     1,841        1,835        1,617  

2411110, 4.25%, 06/02/2021

     809        778        791  

2411264, 6.6%, 06/02/2021(b)

     1,128        1,115        1,016  

2411275, 6.93%, 06/02/2021(b)

     956        960        244  

2411324, 4.96%, 06/03/2021

     1,685        1,667        1,620  

2411371, 6.85%, 06/03/2021(b)

     3,524        3,504        1,915  

2411422, 6.6%, 06/03/2021

     3,166        3,138        2,234  

2411483, 6.61%, 06/03/2021

     6,272        6,185        5,943  

2411612, 6.84%, 06/03/2021

     2,039        2,016        1,957  

2411639, 7.87%, 06/03/2021(b)

     2,784        2,765        2,244  

2411660, 6.61%, 06/03/2021

     3,984        3,943        2,821  

2411719, 7.87%, 06/03/2021

     1,169        1,146        1,137  

2411721, 5.92%, 06/03/2021

     885        884        659  

2411732, 5.66%, 06/03/2021

     2,500        2,460        2,417  

2411784, 7.08%, 06/03/2021(b)

     14,630        14,602        7,044  

2411795, 9.76%, 06/03/2021

     2,107        2,055        2,000  

2411901, 8.11%, 06/03/2021(b)

     1,950        1,944        1,615  

2411959, 5.66%, 06/03/2021

     6,627        6,246        6,468  

2412045, 7.85%, 06/03/2021

     1,168        1,142        1,133  

2412128, 7.62%, 06/03/2021

     2,484        2,458        1,752  


Table of Contents

2412231, 7.87%, 06/03/2021(b)

     1,511        1,503        910  

2412274, 5.95%, 06/03/2021

     3,217        3,179        3,090  

2412400, 7.86%, 06/03/2021

     1,357        1,345        871  

2412463, 7.62%, 06/03/2021

     125        115        122  

2412578, 8.57%, 06/03/2021

     2,866        2,808        2,778  

2412605, 6.6%, 06/03/2021

     1,670        1,648        1,582  

2412684, 6.6%, 06/03/2021

     32,289        31,743        31,063  

2412856, 6.67%, 06/03/2021(b)

     1,039        1,027        784  

2412890, 7.62%, 06/03/2021

     10,560        10,428        9,483  

2413355, 7.62%, 06/03/2021(b)

     3,017        2,990        2,091  

2413407, 7.87%, 06/03/2021(b)

     3,804        3,788        2,087  

2413456, 5.96%, 06/03/2021

     2,318        2,294        1,967  

2413515, 7.55%, 06/03/2021

     4,089        4,025        3,665  

2413573, 5.95%, 06/03/2021

     3,669        3,595        3,560  

2413657, 5.9%, 06/03/2021

     37,947        37,650        36,282  

2413842, 5.96%, 06/03/2021

     2,924        2,891        2,474  

2414290, 7.08%, 06/03/2021

     1,579        1,570        1,527  

2414356, 6.84%, 06/03/2021

     1,704        1,687        1,428  

2414375, 6.85%, 06/03/2021

     1,351        1,340        1,305  

2414424, 5.66%, 06/03/2021

     1,981        1,957        1,894  

2414466, 5.89%, 06/03/2021

     2,913        2,895        2,438  

2414561, 5.66%, 06/03/2021

     519        511        501  

2414589, 5.89%, 06/03/2021(b)

     10,056        9,978        7,110  

2414738, 7.55%, 06/03/2021

     56        56        55  

2414745, 4.25%, 06/03/2021

     803        795        777  

2414784, 4.97%, 06/03/2021

     224        224        217  

2414798, 7.32%, 06/03/2021(b)

     3,493        3,491        1,393  

2414839, 5.66%, 06/03/2021(b)

     5,590        5,543        4,220  

2414912, 4.95%, 06/03/2021

     2,931        2,900        2,818  

2414935, 4.97%, 06/03/2021(b)

     984        976        833  

2414951, 5.66%, 06/03/2021(b)

     1,322        1,316        993  

2414998, 6.84%, 06/03/2021(b)

     18,282        18,180        11,015  

2415282, 5.66%, 06/03/2021(b)

     4,226        4,196        3,136  

2415313, 5.66%, 06/03/2021

     604        596        582  

2415316, 5.66%, 06/03/2021

     13,835        13,461        13,452  

2415622, 6.67%, 06/04/2021

     12,458        12,229        11,642  

2415659, 6.82%, 06/04/2021

     304        304        243  

2415673, 5.9%, 06/04/2021

     13,371        13,232        10,129  

2415884, 6.85%, 06/04/2021

     864        863        808  

2415943, 6.6%, 06/04/2021

     16,087        15,844        15,249  

2416063, 7.85%, 06/04/2021

     1,455        1,443        1,180  

2416186, 7.86%, 06/04/2021

     1,359        1,342        1,305  

2416260, 5.9%, 06/04/2021

     1,986        1,954        1,927  

2416310, 7.86%, 06/04/2021

     13,692        13,582        11,833  

2416340, 6.6%, 06/04/2021

     6,181        6,101        5,859  

2416447, 4.97%, 06/04/2021

     1,063        1,051        1,027  

2416528, 4.96%, 06/04/2021

     4,070        4,029        3,459  

2416647, 6.85%, 06/04/2021(b)

     1,967        1,940        1,270  

2416684, 5.66%, 06/04/2021

     1,404        1,374        1,353  

2416838, 4.25%, 06/04/2021

     9,326        9,222        9,020  

2417102, 5.66%, 06/04/2021

     8,003        7,792        7,766  

2417420, 6.6%, 06/04/2021

     580        569        559  

2417422, 8.1%, 06/04/2021

     4,268        4,261        2,061  

2417507, 8.31%, 06/04/2021

     404        398        390  

2417544, 6.84%, 06/04/2021(b)

     2,659        2,631        2,301  

2417566, 7.86%, 06/04/2021

     2,743        2,703        2,599  

2417593, 5.66%, 06/04/2021

     732        711        711  

2417621, 7.32%, 06/04/2021

     2,522        2,519        2,135  

2417654, 7.62%, 06/04/2021

     16,147        15,940        11,476  

2417741, 5.66%, 06/04/2021

     15,585        15,416        14,572  

2417947, 6.84%, 06/04/2021(b)

     14,511        14,331        13,249  

2418121, 7.86%, 06/04/2021

     3,784        3,754        3,347  

2418182, 4.95%, 06/04/2021

     3,646        3,612        3,093  

2418228, 5.91%, 06/04/2021

     1,245        1,238        930  

2418243, 7.86%, 06/04/2021

     10,608        10,540        6,417  

2418256, 5.66%, 06/04/2021

     4,139        4,043        4,019  

2418316, 6.86%, 06/04/2021

     1,995        1,987        1,539  

2418319, 4.96%, 06/04/2021

     1,413        1,436        1,185  

2418357, 6.84%, 06/04/2021

     2,918        2,896        2,833  

2418414, 6.67%, 06/04/2021

     2,025        1,994        1,938  

2418458, 4.26%, 06/04/2021

     1,455        1,438        1,408  

2418535, 6.82%, 06/04/2021

     495        490        480  

2418539, 6.9%, 06/04/2021

     2,747        2,723        2,626  

2418547, 6.86%, 06/04/2021

     1,011        1,005        817  

2418620, 7.62%, 06/04/2021(b)

     4,520        4,474        3,146  

2418675, 9.77%, 06/04/2021

     4,919        4,870        3,100  

2418691, 6.84%, 06/04/2021(b)

     69,515        68,968        44,906  

2418751, 8.34%, 06/04/2021

     486        484        445  

2418761, 7.87%, 06/04/2021

     1,806        1,794        1,093  

2418897, 7.62%, 06/04/2021

     118        97        112  

2418923, 8.57%, 06/04/2021

     1,208        1,204        1,047  

2419170, 6.6%, 06/04/2021

     7,406        7,196        7,180  


Table of Contents

2419282, 7.86%, 06/04/2021

     2,360        2,269        2,298  

2419340, 6.84%, 06/04/2021

     2,497        2,431        2,417  

2419381, 7.08%, 06/04/2021

     799        797        716  

2419390, 6.83%, 06/04/2021

     1,364        1,347        1,303  

2419418, 6.84%, 06/04/2021(b)

     3,695        3,680        1,994  

2419420, 8.35%, 06/04/2021

     2,096        2,080        1,630  

2419444, 5.9%, 06/04/2021(b)

     4,890        4,842        3,712  

2419473, 9.75%, 06/04/2021

     1,588        1,567        1,470  

2419486, 6.85%, 06/04/2021

     1,993        1,990        1,778  

2419500, 8.35%, 06/04/2021

     1,363        1,359        1,154  

2420708, 6.67%, 06/05/2021

     2,658        2,608        2,577  

2420808, 5.95%, 06/05/2021

     36,413        35,978        30,987  

2422058, 5.95%, 06/05/2021

     12,088        11,938        10,283  

2422544, 5.95%, 06/05/2021(b)

     16,952        16,727        16,285  

2423124, 5.95%, 06/05/2021(b)

     8,954        8,963        5,295  

2423349, 8.11%, 06/05/2021

     620        617        557  

2423375, 8.33%, 06/05/2021

     0        0        0  

2423580, 5.95%, 06/05/2021

     1,112        1,101        946  

2423605, 5.95%, 06/05/2021

     28,286        27,964        24,029  

2424393, 6.67%, 06/05/2021

     3,891        3,822        3,745  

2424524, 8.1%, 06/05/2021(b)

     2,945        2,938        1,435  

2424577, 8.16%, 06/06/2021

     154        153        149  

2424608, 6.6%, 06/06/2021

     624        582        609  

2424628, 7.87%, 06/06/2021

     403        397        391  

2424713, 4.96%, 06/06/2021

     3,038        3,009        2,584  

2424748, 5.66%, 06/06/2021(b)

     5,227        5,192        3,650  

2424751, 7.87%, 06/06/2021

     1,343        1,320        1,299  

2424806, 7.86%, 06/06/2021

     8,826        8,669        8,566  

2424833, 6.84%, 06/06/2021

     4,369        4,342        2,637  

2424958, 6.84%, 06/06/2021

     15,631        15,308        15,123  

2425402, 8.1%, 06/06/2021(b)

     2,878        2,871        1,403  

2425437, 5.95%, 06/06/2021

     2,969        2,923        2,861  

2425512, 7.62%, 06/06/2021

     4,156        4,064        4,002  

2425621, 4.95%, 06/06/2021

     14,227        14,045        13,700  

2425664, 7.86%, 06/06/2021(b)

     1,323        1,308        862  

2425743, 7.81%, 06/06/2021

     298        298        183  

2425745, 5.95%, 06/06/2021

     2,161        2,134        1,839  

2425971, 8.81%, 06/06/2021

     2,862        2,860        1,863  

2426002, 6.6%, 06/06/2021

     4,080        4,032        3,681  

2426004, 7.62%, 06/06/2021

     2,388        2,322        2,313  

2426072, 6.84%, 06/06/2021

     7,478        7,393        6,327  

2426164, 5.97%, 06/06/2021

     1,830        1,813        1,550  

2426206, 10.96%, 06/06/2021

     3,170        3,134        1,999  

2426260, 7.1%, 06/06/2021

     254        251        247  

2426371, 4.25%, 06/06/2021

     518        509        505  

2426374, 8.83%, 06/06/2021

     149        148        145  

2426391, 4.96%, 06/06/2021

     5,362        5,310        4,569  

2426427, 6.9%, 06/06/2021

     1,731        1,703        1,650  

2426462, 7.85%, 06/06/2021

     2,130        2,108        1,901  

2426479, 7.09%, 06/06/2021(b)

     3,388        3,388        1,605  

2426526, 6.84%, 06/06/2021

     1,039        1,027        950  

2426532, 5.95%, 06/06/2021

     19,689        19,194        19,105  

2426594, 4.72%, 06/06/2021

     26,799        26,485        24,635  

2427219, 7.3%, 06/06/2021

     598        596        537  

2427319, 4.72%, 06/06/2021(b)

     7,312        7,266        5,531  

2427544, 4.95%, 06/06/2021

     7,456        7,395        6,345  

2427708, 7.12%, 06/06/2021

     286        284        276  

2427720, 6.84%, 06/06/2021

     3        0        0  

2428161, 4.72%, 06/07/2021

     5,967        5,867        5,789  

2428230, 6.84%, 06/07/2021

     4,136        4,086        3,786  

2428252, 7.55%, 06/07/2021

     22,930        22,883        19,967  

2428332, 5.96%, 06/07/2021

     1,261        1,260        1,091  

2428381, 8.33%, 06/07/2021

     798        796        680  

2428388, 6.84%, 06/07/2021

     2,844        2,799        2,703  

2428420, 5.95%, 06/07/2021

     3,044        2,991        2,940  

2428432, 4.95%, 06/07/2021

     2,734        2,703        2,625  

2428474, 5.93%, 06/07/2021

     349        349        245  

2428477, 6.84%, 06/07/2021

     346        346        276  

2428483, 6.81%, 06/07/2021

     36        36        35  

2428502, 6.84%, 06/07/2021

     6,076        5,983        5,772  

2428561, 4.95%, 06/07/2021

     5,407        5,341        5,193  

2428610, 6.85%, 06/07/2021(b)

     2,658        2,635        1,740  

2428633, 6.86%, 06/07/2021

     1,516        1,502        995  

2428659, 6.83%, 06/07/2021

     613        608        584  

2428754, 6.84%, 06/07/2021

     7,040        6,961        5,959  

2428772, 8.57%, 06/07/2021(b)

     849        848        623  

2428803, 7.62%, 06/07/2021(b)

     3,192        3,155        2,281  

2428805, 4.96%, 06/07/2021

     3,288        3,249        3,157  

2428829, 5.66%, 06/07/2021(b)

     6,719        6,666        5,020  

2428865, 4.26%, 06/07/2021

     2,403        2,382        2,060  

2428878, 5.95%, 06/07/2021

     1,892        1,871        1,612  

2428881, 6.84%, 06/07/2021

     3,774        3,733        3,187  


Table of Contents

2428903, 7.09%, 06/07/2021

     1,077        1,065        1,046  

2428937, 6.67%, 06/07/2021(b)

     1,920        1,897        1,471  

2428951, 7.32%, 06/07/2021(b)

     3,915        3,910        1,605  

2428976, 6.84%, 06/07/2021(b)

     4,883        4,865        2,700  

2428986, 7.83%, 06/07/2021(b)

     987        980        763  

2429001, 6.85%, 06/07/2021

     2,221        2,208        1,925  

2429016, 5.66%, 06/07/2021

     1,839        1,820        1,408  

2429020, 5.95%, 06/07/2021

     5,914        5,851        5,034  

2429036, 6.61%, 06/08/2021

     3,033        2,979        2,897  

2429063, 4.96%, 06/08/2021(b)

     8,762        8,688        7,459  

2429102, 6.84%, 06/08/2021

     1,419        1,381        1,383  

2429160, 4.94%, 06/08/2021

     1,753        1,740        1,491  

2429168, 6.62%, 06/08/2021

     790        773        762  

2429181, 6.86%, 06/08/2021(b)

     867        865        785  

2429195, 8.38%, 06/08/2021(b)

     291        288        277  

2429198, 6.83%, 06/08/2021

     2,650        2,632        1,633  

2429214, 5.66%, 06/08/2021

     1,990        1,951        1,925  

2429244, 6.84%, 06/08/2021

     3,909        3,883        2,411  

2429294, 6.6%, 06/08/2021

     1,098        1,087        791  

2429298, 7.55%, 06/08/2021

     513        509        497  

2429314, 4.95%, 06/08/2021

     4,058        4,019        3,465  

2429352, 7.1%, 06/08/2021

     81        78        79  

2429358, 4.96%, 06/08/2021

     1,763        1,732        1,707  

2429377, 7.31%, 06/08/2021

     489        486        473  

2429390, 6.84%, 06/08/2021

     4,533        4,475        4,157  

2429450, 6.6%, 06/08/2021

     1,087        1,072        990  

2429479, 6.67%, 06/08/2021(b)

     3,420        3,381        2,633  

2429498, 8.72%, 06/08/2021(b)

     1,159        1,147        940  

2429512, 7.55%, 06/08/2021

     2,246        2,243        1,964  

2429540, 6.84%, 06/08/2021

     977        964        945  

2429608, 7.86%, 06/08/2021

     3,619        3,501        3,513  

2430074, 6.84%, 06/09/2021(b)

     4,889        4,872        2,678  

2430330, 4.95%, 06/09/2021

     4,806        4,748        4,623  

2430390, 5.89%, 06/09/2021(b)

     2,863        2,861        2,195  

2430422, 6.84%, 06/09/2021

     832        818        807  

2430453, 6.6%, 06/09/2021

     1,264        1,244        1,201  

2430468, 7.55%, 06/09/2021

     1,789        1,787        1,669  

2430475, 7.86%, 06/09/2021

     3,009        2,966        2,854  

2430515, 6.84%, 06/09/2021

     2,298        2,265        2,195  

2430588, 4.96%, 06/09/2021

     2,592        2,550        2,510  

2430652, 6.84%, 06/09/2021

     2,651        2,597        2,555  

2430713, 4.95%, 06/09/2021

     1,450        1,426        1,399  

2430803, 7.32%, 06/09/2021

     1,916        1,912        1,645  

2430873, 7.55%, 06/09/2021

     10,361        10,355        6,252  

2430877, 5.95%, 06/09/2021

     1,851        1,823        1,782  

2430965, 6.61%, 06/09/2021(b)

     8,961        8,873        6,405  

2430992, 8.34%, 06/09/2021

     5,652        5,621        5,463  

2431046, 5.66%, 06/09/2021

     2,586        2,535        2,500  

2431124, 5.66%, 06/09/2021

     5,398        5,342        4,166  

2431157, 4.72%, 06/09/2021(b)

     8,434        8,378        7,012  

2431222, 4.97%, 06/09/2021(b)

     2,562        2,541        2,188  

2431244, 6.6%, 06/09/2021

     8,028        7,900        7,625  

2431341, 6.84%, 06/09/2021

     4,124        4,014        3,997  

2431416, 4.96%, 06/09/2021

     3,087        3,056        2,646  

2431437, 6.6%, 06/09/2021(b)

     1,795        1,776        1,296  

2431450, 5.66%, 06/09/2021

     2,471        2,443        2,315  

2431468, 4.99%, 06/09/2021

     392        391        346  

2431531, 4.96%, 06/09/2021(b)

     2,265        2,245        1,938  

2431545, 4.96%, 06/09/2021

     6,626        6,510        6,422  

2431571, 5.95%, 06/09/2021(b)

     2,883        2,859        2,417  

2431598, 6.6%, 06/09/2021

     3,160        3,117        2,872  

2431620, 5.96%, 06/09/2021

     6,399        6,322        5,474  

2431625, 6.6%, 06/09/2021

     2,257        2,225        2,055  

2431645, 6.83%, 06/09/2021(b)

     3,948        3,919        2,539  

2431676, 6.85%, 06/09/2021(b)

     4,275        4,254        2,548  

2431691, 7.55%, 06/09/2021

     357        357        344  

2431698, 4.95%, 06/09/2021

     16,489        16,319        14,116  

2431802, 6.83%, 06/09/2021(b)

     1,880        1,879        1,534  

2431822, 5.66%, 06/09/2021

     699        677        679  

2431829, 4.96%, 06/09/2021

     3,178        3,148        2,715  

2431912, 7.85%, 06/09/2021

     2,956        2,939        1,791  

2431975, 4.95%, 06/09/2021(b)

     863        862        675  

2431983, 7.08%, 06/09/2021

     649        637        631  

2431996, 7.62%, 06/09/2021

     8,930        8,752        8,535  

2432000, 7.08%, 06/09/2021

     5,711        5,696        2,870  

2432031, 6.84%, 06/09/2021(b)

     6,010        5,954        3,991  

2432049, 5.66%, 06/09/2021

     3,406        3,365        3,194  

2432080, 6.85%, 06/09/2021

     3,835        3,804        2,540  

2432110, 7.36%, 06/09/2021(b)

     914        913        379  

2432126, 4.96%, 06/09/2021

     2,521        2,490        2,423  

2432145, 4.95%, 06/09/2021

     1,048        1,038        893  

2432151, 6.84%, 06/09/2021

     4,625        4,603        4,173  


Table of Contents

2432193, 5.66%, 06/09/2021

     219        215        211  

2432201, 4.96%, 06/09/2021

     11,108        11,014        9,498  

2432305, 6.84%, 06/09/2021

     247        246        219  

2432323, 6.84%, 06/09/2021(b)

     5,061        5,026        3,293  

2432340, 6.6%, 06/09/2021

     1,176        1,155        1,130  

2432378, 7.55%, 06/09/2021

     1,365        1,362        1,322  

2432398, 5.66%, 06/09/2021

     8,005        7,939        6,089  

2432460, 6.84%, 06/09/2021

     7,316        7,247        6,852  

2432495, 7.86%, 06/09/2021

     4,826        4,768        4,579  

2432515, 5.66%, 06/09/2021

     1,405        1,389        1,314  

2432556, 6.6%, 06/09/2021

     1,916        1,878        1,846  

2432573, 6.6%, 06/09/2021(b)

     16,226        16,085        11,411  

2432725, 6.84%, 06/09/2021

     2,455        2,454        803  

2432768, 6.6%, 06/09/2021

     25,511        25,168        23,209  

2432790, 7.86%, 06/09/2021

     18,177        17,968        15,403  

2432921, 4.95%, 06/09/2021

     43,272        42,823        37,040  

2433375, 6.84%, 06/09/2021

     16,089        15,985        9,917  

2433507, 6.85%, 06/09/2021

     497        496        486  

2433535, 6.86%, 06/09/2021

     777        766        748  

2433582, 7.86%, 06/09/2021

     265        252        259  

2433625, 7.62%, 06/09/2021(b)

     2,544        2,513        1,836  

2433647, 6.6%, 06/09/2021(b)

     2,968        2,943        2,047  

2433653, 5.66%, 06/09/2021(b)

     2,665        2,645        1,967  

2433694, 7.86%, 06/10/2021

     16,084        15,852        14,735  

2434210, 8.57%, 06/10/2021(b)

     977        976        333  

2434250, 7.88%, 06/10/2021(b)

     788        787        412  

2434259, 5.96%, 06/10/2021

     1,078        1,065        923  

2434284, 7.86%, 06/10/2021

     19,335        19,107        18,131  

2435886, 6.67%, 06/10/2021

     852        835        823  

2435983, 5.95%, 06/10/2021

     1,929        1,902        1,854  

2436037, 6.67%, 06/10/2021

     10,535        10,439        8,117  

2436268, 7.86%, 06/10/2021

     3,100        3,053        2,983  

2436475, 7.86%, 06/10/2021

     6,077        6,012        4,055  

2436601, 6.67%, 06/10/2021

     670        654        648  

2436650, 6.67%, 06/10/2021

     4,483        4,424        4,196  

2436718, 6.9%, 06/10/2021

     1,133        1,132        783  

2436780, 6.67%, 06/10/2021

     3,137        3,094        2,938  

2436969, 5.95%, 06/10/2021

     2,997        2,967        2,557  

2437020, 7.62%, 06/10/2021

     7,895        7,740        7,557  

2437276, 7.86%, 06/10/2021

     9,258        9,192        8,104  

2437495, 8.57%, 06/10/2021

     291        290        275  

2437514, 7.87%, 06/10/2021(b)

     3,209        3,198        1,643  

2437677, 7.62%, 06/10/2021

     10,534        10,406        7,615  

2438089, 8.57%, 06/10/2021

     418        417        403  

2438122, 6.67%, 06/10/2021

     628        621        485  

2438143, 7.88%, 06/10/2021

     1,340        1,339        850  

2438180, 7.87%, 06/10/2021(b)

     2,276        2,265        1,297  

2438260, 5.99%, 06/10/2021

     200        196        194  

2438281, 6.9%, 06/10/2021(b)

     1,087        1,086        302  

2438310, 5.96%, 06/10/2021

     2,611        2,579        2,238  

2438436, 8.37%, 06/10/2021

     442        441        382  

2438508, 9.21%, 06/11/2021

     865        858        734  

2438555, 6.84%, 06/11/2021

     1,889        1,840        1,835  

2438570, 5.96%, 06/11/2021

     2,581        2,545        2,476  

2438609, 7.31%, 06/11/2021

     797        791        718  

2438622, 6.6%, 06/11/2021

     1,325        1,283        1,281  

2438659, 7.62%, 06/11/2021

     198        144        187  

2438716, 7.1%, 06/11/2021(b)

     2,276        2,270        1,079  

2438744, 5.91%, 06/11/2021

     593        592        427  

2438760, 6.6%, 06/11/2021(b)

     12,573        12,425        9,133  

2438857, 6.87%, 06/11/2021(b)

     798        789        516  

2438874, 4.97%, 06/11/2021(b)

     894        893        396  

2438881, 6.84%, 06/11/2021

     3,961        3,922        3,722  

2438923, 4.95%, 06/11/2021

     2,679        2,651        2,303  

2438953, 6.84%, 06/11/2021

     10,905        10,731        10,374  

2439113, 4.95%, 06/11/2021(b)

     6,262        6,208        5,322  

2439174, 6.67%, 06/11/2021

     35,566        35,151        27,328  

2439196, 5.9%, 06/11/2021

     179        179        172  

2439214, 6.84%, 06/11/2021

     3,202        3,117        3,116  

2439381, 6.6%, 06/11/2021

     2,031        1,999        1,855  

2439601, 4.95%, 06/11/2021

     3,801        3,765        3,256  

2439650, 5.66%, 06/11/2021(b)

     4,732        4,694        3,594  

2439733, 4.95%, 06/11/2021

     13,607        13,457        11,701  

2439951, 6.84%, 06/11/2021(b)

     2,779        2,755        2,518  

2439993, 6.84%, 06/11/2021

     3,089        3,059        2,782  

2440035, 5.66%, 06/11/2021

     2,590        2,553        2,476  

2440113, 6.84%, 06/11/2021

     3,820        3,734        3,707  

2440233, 6.6%, 06/11/2021

     2,574        2,533        2,353  

2440292, 4.94%, 06/11/2021

     1,537        1,523        1,323  

2440307, 5.93%, 06/11/2021

     257        256        227  

2440321, 5.66%, 06/11/2021

     9,939        9,823        9,294  

2440325, 5.95%, 06/11/2021

     15,476        15,239        13,319  


Table of Contents

2440441, 6.6%, 06/11/2021

     8,035        7,921        7,318  

2440511, 6.87%, 06/11/2021

     604        590        585  

2440524, 4.96%, 06/11/2021

     4,304        4,257        3,706  

2440595, 6.85%, 06/11/2021

     3,213        3,186        2,907  

2440634, 6.6%, 06/11/2021

     12,807        12,621        9,299  

2440727, 7.62%, 06/11/2021

     72        64        70  

2440738, 8.57%, 06/11/2021

     1,508        1,506        919  

2440752, 7.62%, 06/11/2021

     516        510        373  

2440758, 7.62%, 06/11/2021

     4,331        4,240        4,139  

2440763, 6.85%, 06/11/2021

     1,262        1,228        1,219  

2440821, 6.84%, 06/11/2021

     1,331        1,317        890  

2440830, 5.66%, 06/11/2021

     3,180        3,139        2,989  

2440877, 4.95%, 06/11/2021(b)

     64,241        63,724        54,771  

2440905, 5.95%, 06/11/2021

     5,424        5,350        4,667  

2441073, 6.92%, 06/11/2021

     179        178        174  

2441085, 7.86%, 06/11/2021

     2,004        1,963        1,944  

2441166, 7.62%, 06/11/2021

     3,499        3,439        3,200  

2441237, 7.86%, 06/11/2021

     3,823        3,768        3,503  

2441393, 7.86%, 06/11/2021

     9,429        9,332        6,297  

2441499, 6.6%, 06/11/2021

     18,802        18,556        13,678  

2441623, 8.1%, 06/11/2021

     73        68        71  

2441650, 7.87%, 06/11/2021

     348        329        337  

2441689, 7.86%, 06/11/2021(b)

     14,117        14,020        7,924  

2441717, 6.6%, 06/11/2021

     1,605        1,586        1,162  

2441745, 6.86%, 06/11/2021

     911        888        881  

2441757, 6.84%, 06/11/2021

     3,256        3,230        2,843  

2441786, 6.6%, 06/11/2021

     1,134        1,058        1,107  

2441835, 8.57%, 06/11/2021(b)

     1,944        1,943        677  

2441856, 8.33%, 06/11/2021

     1,385        1,382        1,195  

2441862, 6.84%, 06/11/2021(b)

     18,315        18,322        6,244  

2441939, 6.89%, 06/11/2021(b)

     355        355        275  

2441942, 6.84%, 06/11/2021

     8,777        8,601        8,470  

2441950, 10.22%, 06/11/2021(b)

     773        771        160  

2441960, 7.86%, 06/11/2021

     1,621        1,589        1,570  

2442018, 10.95%, 06/11/2021(b)

     9,038        8,957        5,060  

2442084, 4.95%, 06/11/2021

     5,164        5,113        4,435  

2442116, 6.84%, 06/11/2021

     1,575        1,513        1,530  

2442125, 6.67%, 06/11/2021

     429        423        402  

2442156, 8.57%, 06/11/2021

     938        937        825  

2443470, 7.62%, 06/12/2021(b)

     14,313        14,141        10,286  

2443506, 5.66%, 06/12/2021

     1,732        1,712        1,624  

2443515, 7.31%, 06/12/2021

     19,379        19,344        13,189  

2443615, 6.85%, 06/12/2021(b)

     1,534        1,523        1,391  

2443617, 6.84%, 06/12/2021

     13,557        13,388        12,885  

2443695, 8.34%, 06/12/2021

     593        572        581  

2443700, 7.32%, 06/12/2021

     2,305        2,295        1,547  

2443717, 6.84%, 06/12/2021

     7,069        6,966        6,712  

2443752, 7.55%, 06/12/2021

     7,046        7,040        5,283  

2443771, 7.32%, 06/12/2021

     1,084        1,079        978  

2443774, 7.32%, 06/12/2021

     1,231        1,229        1,068  

2443779, 7.08%, 06/12/2021

     6,083        6,049        3,108  

2443791, 4.96%, 06/12/2021

     3,131        3,096        2,700  

2443812, 4.95%, 06/12/2021

     1,073        1,063        923  

2443815, 6.6%, 06/12/2021

     7,261        7,122        6,947  

2443876, 5.89%, 06/12/2021

     1,064        1,063        829  

2443888, 7.36%, 06/12/2021(b)

     832        830        357  

2443893, 5.66%, 06/12/2021

     6,187        6,080        5,963  

2443961, 6.83%, 06/12/2021

     1,038        1,029        863  

2443982, 4.96%, 06/12/2021(b)

     3,420        3,391        2,923  

2444006, 5.66%, 06/12/2021

     2,511        2,378        2,456  

2444075, 5.97%, 06/12/2021

     1,977        1,955        1,693  

2444108, 5.96%, 06/12/2021

     4,662        4,589        4,480  

2444146, 6.6%, 06/12/2021

     4,424        4,350        4,200  

2444206, 4.95%, 06/12/2021

     9,934        9,842        8,535  

2444311, 4.95%, 06/12/2021

     3,995        3,958        3,435  

2444316, 8.08%, 06/12/2021

     527        522        510  

2444335, 6.79%, 06/12/2021

     17        15        16  

2444634, 5.96%, 06/12/2021(b)

     4,343        4,298        3,704  

2444647, 5.9%, 06/12/2021

     2,824        2,749        2,749  

2444785, 4.96%, 06/12/2021

     2,466        2,431        2,375  

2444788, 6.67%, 06/12/2021

     1,185        1,171        918  

2444839, 6.6%, 06/12/2021

     9,264        9,132        8,446  

2444956, 6.67%, 06/12/2021

     13,048        12,841        12,268  

2444975, 6.85%, 06/12/2021

     2,194        2,162        2,079  

2445023, 7.08%, 06/12/2021

     273        272        258  

2445032, 4.91%, 06/12/2021

     130        129        124  

2445034, 7.08%, 06/12/2021

     600        596        572  

2445042, 4.95%, 06/12/2021

     5,386        5,334        4,636  

2445091, 6.6%, 06/12/2021

     6,115        6,023        5,585  

2445189, 7.08%, 06/12/2021(b)

     895        891        745  

2445257, 7.32%, 06/12/2021

     1,926        1,920        1,671  

2445270, 7.08%, 06/12/2021

     1,436        1,430        1,220  


Table of Contents

2445276, 6.6%, 06/12/2021

     4,567        4,515        3,312  

2445294, 6.84%, 06/12/2021

     128        126        121  

2445314, 6.79%, 06/12/2021

     447        447        287  

2445390, 4.96%, 06/12/2021

     376        375        333  

2445400, 4.97%, 06/12/2021

     1,067        1,059        913  

2445404, 6.84%, 06/12/2021

     569        569        540  

2445412, 6.83%, 06/12/2021(b)

     3,674        3,640        2,458  

2445435, 7.09%, 06/12/2021(b)

     2,942        2,935        1,508  

2445447, 6.85%, 06/12/2021

     1,058        1,019        1,032  

2445520, 5.97%, 06/12/2021

     727        726        627  

2445526, 6.6%, 06/12/2021

     2,903        2,844        2,792  

2445566, 5.66%, 06/12/2021

     3,730        3,558        3,632  

2445570, 7.85%, 06/12/2021(b)

     3,170        3,152        1,829  

2445645, 7.86%, 06/12/2021

     2,133        2,011        2,074  

2445676, 7.55%, 06/12/2021

     112        108        108  

2445720, 5.9%, 06/12/2021

     4,561        4,550        4,441  

2445916, 4.95%, 06/12/2021

     12,942        12,767        12,475  

2445982, 5.95%, 06/12/2021

     23,246        22,562        22,581  

2446028, 6.83%, 06/12/2021(b)

     861        861        282  

2446034, 6.83%, 06/12/2021

     1,221        1,213        1,104  

2446082, 6.81%, 06/12/2021(b)

     752        747        472  

2446089, 7.08%, 06/12/2021(b)

     726        723        617  

2446107, 4.95%, 06/12/2021

     1,368        1,353        1,180  

2446118, 6.84%, 06/12/2021(b)

     81,065        80,524        40,442  

2446478, 7.55%, 06/12/2021(b)

     6,924        6,942        4,169  

2446530, 6.61%, 06/12/2021(b)

     3,911        3,838        3,747  

2446568, 6.85%, 06/12/2021(b)

     1,229        1,214        1,157  

2446594, 4.95%, 06/12/2021

     5,488        5,367        5,331  

2446666, 6.84%, 06/12/2021

     11,116        10,830        10,781  

2446883, 6.81%, 06/12/2021(b)

     555        554        358  

2446895, 6.86%, 06/12/2021

     654        653        626  

2446917, 5.66%, 06/12/2021(b)

     4,785        4,747        3,496  

2446942, 5.66%, 06/12/2021(b)

     8,528        8,407        8,149  

2447028, 6.85%, 06/12/2021(b)

     4,795        4,793        1,655  

2447051, 6.84%, 06/12/2021(b)

     2,410        2,409        849  

2447067, 5.91%, 06/12/2021

     2,346        2,344        1,197  

2447080, 5.66%, 06/12/2021

     6,070        5,964        5,833  

2447110, 7.08%, 06/12/2021

     922        917        825  

2447113, 6.84%, 06/12/2021

     2,525        2,484        2,444  

2447137, 6.84%, 06/12/2021

     3,782        3,703        3,645  

2447220, 6.83%, 06/12/2021

     1,742        1,729        1,096  

2447229, 6.84%, 06/12/2021

     1,775        1,733        1,724  

2447292, 7.62%, 06/12/2021

     889        844        865  

2447401, 7.85%, 06/13/2021

     2,135        2,102        1,823  

2447415, 7.31%, 06/13/2021

     524        523        357  

2447528, 6.67%, 06/13/2021(b)

     2,405        2,377        1,864  

2447651, 5.97%, 06/13/2021

     176        176        168  

2447664, 6.84%, 06/13/2021

     3,484        3,458        2,206  

2447672, 7.63%, 06/13/2021(b)

     5,968        5,887        4,208  

2447726, 4.95%, 06/13/2021

     15,135        14,941        14,546  

2447777, 7.87%, 06/13/2021(b)

     4,552        4,527        2,632  

2447957, 8.11%, 06/13/2021

     903        899        649  

2447987, 5.95%, 06/13/2021

     6,770        6,674        5,832  

2448129, 6.6%, 06/13/2021

     20,565        20,226        18,798  

2448199, 7.9%, 06/13/2021

     192        191        184  

2448231, 7.62%, 06/13/2021(b)

     2,818        2,782        2,053  

2448312, 8.37%, 06/13/2021

     524        522        419  

2448337, 7.62%, 06/13/2021

     1,243        1,219        1,180  

2448374, 6.67%, 06/13/2021

     3,262        3,221        2,538  

2448546, 8.57%, 06/13/2021(b)

     736        735        454  

2448636, 7.62%, 06/13/2021

     1,743        1,710        1,652  

2448742, 8.57%, 06/13/2021

     627        625        595  

2448771, 7.62%, 06/13/2021

     1,899        1,868        1,731  

2448809, 6.84%, 06/13/2021

     1,322        1,314        1,049  

2448829, 5.95%, 06/13/2021

     3,731        3,681        3,220  

2448857, 4.95%, 06/13/2021

     4,882        4,817        4,696  

2448926, 8.1%, 06/13/2021

     2,470        2,455        2,208  

2448954, 4.96%, 06/13/2021

     2,081        2,061        1,795  

2448979, 7.62%, 06/13/2021

     5,793        5,550        5,616  

2448984, 7.31%, 06/13/2021

     3,099        3,084        2,855  

2449068, 4.95%, 06/13/2021

     10,759        10,665        9,270  

2449262, 4.97%, 06/13/2021

     2,357        2,332        2,035  

2449264, 8.33%, 06/13/2021(b)

     7,725        7,707        5,274  

2449296, 5.66%, 06/13/2021

     2,372        2,337        2,268  

2449329, 6.84%, 06/13/2021(b)

     10,161        10,108        5,696  

2449413, 8.57%, 06/13/2021

     373        371        364  

2449457, 6.86%, 06/13/2021

     2,517        2,505        1,455  

2449469, 7.62%, 06/13/2021

     1,722        1,671        1,666  

2449486, 6.84%, 06/13/2021

     9,995        9,853        9,176  

2449514, 6.67%, 06/13/2021(b)

     4,503        4,457        3,414  

2449558, 8.57%, 06/13/2021

     643        642        387  

2449573, 7.62%, 06/13/2021

     4,503        4,428        4,101  


Table of Contents

2449619, 7.3%, 06/13/2021(b)

     1,779        1,776        752  

2449635, 6.89%, 06/13/2021

     629        624        523  

2449645, 4.95%, 06/13/2021

     3,219        3,152        3,126  

2449647, 7.62%, 06/13/2021

     30,810        30,038        29,660  

2449721, 6.86%, 06/13/2021(b)

     1,294        1,288        750  

2449748, 7.34%, 06/13/2021

     188        186        183  

2449754, 6.84%, 06/13/2021

     18,166        17,981        16,419  

2449975, 7.3%, 06/13/2021

     1,039        1,037        709  

2449983, 7.31%, 06/13/2021(b)

     9,118        9,108        3,891  

2450072, 6.6%, 06/13/2021

     1,077        1,056        1,035  

2450184, 5.66%, 06/13/2021

     8,468        8,406        6,401  

2450345, 6.85%, 06/13/2021

     1,587        1,561        1,510  

2450383, 6.84%, 06/13/2021

     12,241        12,102        10,460  

2450412, 7.88%, 06/13/2021

     520        507        502  

2450442, 7.62%, 06/13/2021

     12,231        12,061        8,937  

2450484, 7.55%, 06/13/2021(b)

     1,048        1,047        366  

2450487, 7.08%, 06/13/2021

     4,334        4,308        3,983  

2450526, 7.62%, 06/14/2021

     21,338        20,780        20,480  

2450545, 6.84%, 06/14/2021

     9,741        9,604        9,278  

2450686, 6.81%, 06/14/2021(b)

     721        720        235  

2450752, 6.82%, 06/14/2021(b)

     809        802        674  

2450766, 5.9%, 06/14/2021

     589        588        565  

2450799, 6.86%, 06/14/2021

     339        333        330  

2450810, 7.31%, 06/14/2021

     3,942        3,930        3,167  

2450865, 4.96%, 06/14/2021(b)

     1,930        1,912        1,656  

2450948, 6.6%, 06/14/2021(b)

     5,071        5,018        3,643  

2451071, 4.96%, 06/14/2021

     2,413        2,376        2,324  

2451111, 6.84%, 06/14/2021

     1,446        1,445        1,091  

2451141, 7.55%, 06/14/2021(b)

     2,185        2,182        1,653  

2451171, 7.06%, 06/14/2021

     784        778        723  

2451189, 6.86%, 06/14/2021(b)

     1,985        1,972        1,578  

2451222, 7.55%, 06/14/2021

     645        631        629  

2451315, 6.6%, 06/14/2021(b)

     3,199        3,169        2,228  

2451351, 4.95%, 06/14/2021

     3,063        3,027        2,642  

2451391, 6.61%, 06/14/2021(b)

     5,699        5,649        4,179  

2451469, 4.95%, 06/15/2021(b)

     4,981        4,942        4,193  

2451528, 6.67%, 06/15/2021

     11,090        10,865        10,654  

2451549, 6.84%, 06/15/2021(b)

     6,422        6,358        4,320  

2451592, 5.66%, 06/15/2021

     1,150        1,136        900  

2451605, 5.66%, 06/15/2021

     713        698        690  

2451629, 6.6%, 06/15/2021

     2,315        2,280        2,122  

2451684, 4.97%, 06/15/2021

     1,887        1,864        1,633  

2451714, 5.66%, 06/15/2021

     1,956        1,915        1,890  

2451747, 5.94%, 06/15/2021

     166        166        159  

2451812, 4.95%, 06/15/2021

     3,769        3,721        3,256  

2451915, 5.9%, 06/15/2021

     944        944        788  

2451948, 6.85%, 06/15/2021

     1,104        1,092        1,000  

2451983, 6.82%, 06/15/2021

     767        766        498  

2451998, 4.95%, 06/15/2021

     250        249        240  

2452046, 4.95%, 06/15/2021

     10,577        10,457        10,140  

2452076, 5.95%, 06/15/2021

     4,942        4,858        4,756  

2452315, 4.95%, 06/16/2021(b)

     1,519        1,507        1,283  

2452360, 6.84%, 06/16/2021(b)

     1,982        1,962        1,663  

2452398, 6.6%, 06/16/2021

     2,035        1,973        1,966  

2452513, 6.86%, 06/16/2021

     443        440        433  

2452667, 5.66%, 06/16/2021

     744        721        722  

2453113, 4.95%, 06/16/2021

     2,184        2,156        1,889  

2453982, 7.86%, 06/16/2021

     1,851        1,822        1,794  

2454459, 6.6%, 06/16/2021

     1,824        1,764        1,772  

2454620, 5.95%, 06/16/2021

     4,298        4,231        4,130  

2454665, 5.66%, 06/16/2021

     925        911        884  

2454685, 4.95%, 06/16/2021

     17,464        17,286        15,113  

2454884, 7.62%, 06/16/2021

     3,945        3,887        2,917  

2455024, 7.86%, 06/16/2021

     578        564        562  

2455047, 5.93%, 06/16/2021(b)

     292        292        229  

2455060, 5.66%, 06/16/2021(b)

     1,983        1,957        1,555  

2455116, 6.61%, 06/16/2021

     4,661        4,606        3,434  

2455125, 7.86%, 06/16/2021(b)

     8,253        8,204        4,836  

2455168, 6.84%, 06/16/2021

     10,870        10,731        9,386  

2455336, 6.83%, 06/16/2021

     764        754        721  

2455365, 7.88%, 06/16/2021

     689        688        455  

2455368, 6.84%, 06/16/2021

     4,068        3,990        3,904  

2455383, 8.57%, 06/16/2021

     525        525        434  

2455416, 5.96%, 06/16/2021

     6,025        5,957        5,181  

2455534, 6.86%, 06/16/2021

     234        225        228  

2455594, 5.66%, 06/16/2021(b)

     1,165        1,153        905  

2455652, 6.84%, 06/16/2021

     10,162        10,002        9,802  

2455833, 8.57%, 06/16/2021

     839        838        518  

2455854, 8.57%, 06/16/2021

     1,826        1,825        1,402  

2455898, 7.62%, 06/16/2021

     3,447        3,271        3,339  

2455980, 4.96%, 06/16/2021

     3,005        2,975        2,602  

2456049, 6.84%, 06/16/2021(b)

     6,697        6,644        4,288  


Table of Contents

2456136, 6.84%, 06/16/2021

     5,670        5,567        5,453  

2456169, 6.91%, 06/16/2021(b)

     7,370        7,366        2,181  

2456291, 4.93%, 06/16/2021(b)

     1,335        1,367        355  

2456328, 6.6%, 06/16/2021(b)

     9,941        9,849        6,754  

2456397, 6.9%, 06/16/2021(b)

     771        770        485  

2456432, 7.85%, 06/16/2021

     3,558        3,525        2,283  

2456473, 5%, 06/16/2021

     717        710        616  

2456612, 7.62%, 06/16/2021(b)

     15,381        15,144        11,375  

2456626, 6.86%, 06/16/2021(b)

     2,403        2,387        1,540  

2456687, 4.96%, 06/16/2021

     2,388        2,361        2,071  

2456730, 6.86%, 06/16/2021(b)

     2,130        2,129        764  

2456776, 5.66%, 06/16/2021

     26,956        26,608        25,319  

2457169, 7.85%, 06/16/2021

     1,485        1,470        1,350  

2457251, 6.6%, 06/16/2021

     3,376        3,337        2,490  

2457264, 5.95%, 06/16/2021(b)

     8,048        7,965        6,882  

2457331, 7.07%, 06/16/2021(b)

     5,649        5,630        2,970  

2457443, 6.84%, 06/16/2021(b)

     9,547        9,458        6,448  

2457629, 7.89%, 06/16/2021

     703        690        648  

2457681, 6.86%, 06/16/2021(b)

     1,856        1,850        1,557  

2457702, 8.57%, 06/17/2021(b)

     1,630        1,624        1,264  

2457763, 7.85%, 06/17/2021

     1,402        1,384        1,336  

2457830, 8.33%, 06/17/2021

     397        390        387  

2457855, 6.67%, 06/17/2021(b)

     32,113        31,719        25,052  

2458177, 6.67%, 06/17/2021(b)

     1,980        1,955        1,554  

2458193, 7.86%, 06/17/2021(b)

     5,616        5,556        3,798  

2458260, 5.95%, 06/17/2021(b)

     1,758        1,757        792  

2458294, 7.9%, 06/17/2021

     663        655        569  

2458313, 7.87%, 06/17/2021

     490        488        469  

2458357, 8.1%, 06/17/2021

     5,138        5,104        4,378  

2458432, 8.1%, 06/17/2021(b)

     551        548        406  

2458476, 6.67%, 06/17/2021

     12,528        12,339        9,836  

2458661, 6.67%, 06/17/2021(b)

     772        763        601  

2458665, 6.67%, 06/17/2021

     484        470        469  

2458685, 5.97%, 06/17/2021(b)

     2,098        2,077        1,810  

2458705, 7.86%, 06/17/2021

     6,201        6,151        4,965  

2458783, 7.86%, 06/17/2021

     4,037        3,976        3,707  

2458951, 5.96%, 06/17/2021

     3,815        3,755        3,664  

2459086, 7.85%, 06/17/2021

     6,208        6,135        4,240  

2459271, 7.86%, 06/17/2021

     11,202        11,015        10,328  

2459482, 7.85%, 06/17/2021(b)

     7,635        7,583        4,501  

2459528, 5.94%, 06/17/2021(b)

     1,781        1,780        436  

2459568, 5.97%, 06/17/2021

     1,840        1,817        1,595  

2459697, 7.86%, 06/17/2021

     2,838        2,722        2,764  

2459850, 7.85%, 06/17/2021

     3,926        3,900        3,471  

2459882, 7.85%, 06/17/2021(b)

     2,082        2,070        1,229  

2459997, 7.83%, 06/17/2021

     287        282        279  

2460008, 7.86%, 06/17/2021

     1,874        1,816        1,814  

2460176, 7.62%, 06/18/2021

     3,539        3,473        3,252  

2460448, 5.66%, 06/18/2021

     3,206        3,156        3,024  

2460497, 6.87%, 06/18/2021(b)

     1,180        1,172        698  

2460507, 5.95%, 06/18/2021

     2,015        1,886        1,968  

2460515, 5.66%, 06/18/2021

     1,986        1,950        1,897  

2460533, 6.83%, 06/18/2021

     819        795        793  

2460570, 4.96%, 06/18/2021

     2,633        2,596        2,523  

2460778, 6.86%, 06/18/2021

     80        75        78  

2460803, 6.83%, 06/18/2021

     173        162        169  

2460813, 4.95%, 06/18/2021(b)

     10,846        10,739        9,317  

2460951, 5.66%, 06/18/2021

     3,123        3,074        2,939  

2461008, 8.57%, 06/18/2021(b)

     2,011        2,008        1,268  

2461010, 7.31%, 06/18/2021

     5,925        5,903        4,838  

2461060, 7.62%, 06/18/2021

     1,486        1,448        1,426  

2461097, 7.09%, 06/18/2021

     1,511        1,503        1,302  

2461119, 7.3%, 06/18/2021

     2,839        2,834        1,256  

2461127, 6.67%, 06/18/2021(b)

     2,433        2,401        1,901  

2461156, 4.96%, 06/18/2021

     3,195        3,161        2,765  

2461206, 6.84%, 06/18/2021

     2,380        2,320        2,314  

2461236, 7.86%, 06/18/2021

     62        54        61  

2461277, 6.84%, 06/18/2021(b)

     6,844        6,818        3,623  

2461329, 7.55%, 06/18/2021

     288        286        279  

2461339, 6.91%, 06/18/2021

     1,910        1,906        1,821  

2461348, 6.84%, 06/18/2021

     1,582        1,563        1,493  

2461393, 7.08%, 06/18/2021

     6,195        6,167        4,586  

2461471, 7.55%, 06/18/2021(b)

     7,452        7,446        2,729  

2461484, 8.57%, 06/18/2021(b)

     9,185        9,168        5,744  

2461672, 7.55%, 06/18/2021

     822        822        515  

2461692, 6.86%, 06/18/2021(b)

     1,743        1,722        1,185  

2461718, 7.35%, 06/18/2021

     241        240        233  

2461759, 6.84%, 06/18/2021

     4,093        4,054        3,441  

2461781, 7.86%, 06/18/2021

     5,792        5,698        5,239  

2461816, 4.95%, 06/18/2021

     958        958        677  

2461834, 7.31%, 06/18/2021

     7,095        7,032        6,558  

2461972, 8.57%, 06/18/2021(b)

     7,398        7,389        2,708  


Table of Contents

2461985, 4.95%, 06/18/2021

     2,741        2,711        2,373  

2462038, 7.55%, 06/18/2021

     17,235        17,236        13,285  

2462147, 6.67%, 06/18/2021

     19,054        18,788        14,978  

2462343, 6.84%, 06/18/2021

     4,520        4,452        3,915  

2462419, 6.84%, 06/18/2021

     5,164        5,063        4,953  

2462593, 4.96%, 06/18/2021(b)

     8,904        8,824        7,596  

2462731, 4.97%, 06/18/2021

     886        874        771  

2462747, 6.84%, 06/18/2021

     2,021        1,993        1,907  

2462810, 4.96%, 06/18/2021(b)

     4,130        4,097        3,432  

2462854, 8.1%, 06/18/2021

     2,027        2,003        1,748  

2462864, 6.84%, 06/18/2021

     4,042        3,974        3,726  

2462942, 6.89%, 06/18/2021

     766        759        495  

2462956, 4.95%, 06/18/2021

     5,978        5,907        5,188  

2463027, 5.96%, 06/18/2021

     7,068        6,957        6,776  

2463073, 7.08%, 06/18/2021

     6,410        6,376        3,405  

2463164, 4.95%, 06/18/2021

     3,594        3,544        3,448  

2463235, 6.6%, 06/18/2021(b)

     9,066        8,966        6,185  

2463317, 6.84%, 06/18/2021(b)

     7,428        7,342        5,075  

2463345, 5.95%, 06/18/2021

     1,586        1,566        1,371  

2463465, 8.1%, 06/18/2021

     853        841        828  

2463482, 6.84%, 06/18/2021(b)

     9,091        9,028        5,723  

2463621, 7.87%, 06/18/2021

     2,619        2,593        1,739  

2463637, 4.94%, 06/18/2021

     1,629        1,610        1,414  

2463689, 5.66%, 06/18/2021

     3,120        3,089        2,411  

2463732, 5.96%, 06/18/2021

     4,132        4,044        3,983  

2463939, 8.57%, 06/18/2021

     1,051        1,048        815  

2464008, 7.62%, 06/18/2021

     7,301        7,036        7,060  

2464375, 5.66%, 06/18/2021

     2,422        2,377        2,330  

2464453, 6.84%, 06/18/2021(b)

     14,541        14,356        12,581  

2464771, 7.86%, 06/18/2021(b)

     5,361        5,325        3,142  

2464803, 4.95%, 06/18/2021

     3,298        3,253        3,164  

2464882, 4.96%, 06/18/2021

     5,823        5,745        5,589  

2464925, 8.1%, 06/18/2021

     1,398        1,382        1,356  

2465021, 6.85%, 06/18/2021

     1,069        1,056        967  

2465041, 4.95%, 06/18/2021

     3,262        3,221        2,835  

2465064, 7.86%, 06/18/2021

     3,329        3,262        3,167  

2465173, 4.96%, 06/18/2021

     2,230        2,201        1,940  

2465246, 5.92%, 06/18/2021

     249        248        239  

2465270, 6.84%, 06/18/2021

     29,256        28,965        19,994  

2465452, 7.86%, 06/18/2021(b)

     13,479        13,361        8,657  

2465782, 6.84%, 06/18/2021

     7,359        7,305        5,906  

2465822, 8.33%, 06/18/2021

     4,946        4,929        4,039  

2465938, 4.95%, 06/18/2021

     4,064        4,017        3,529  

2467360, 6.67%, 06/19/2021

     1,085        1,068        856  

2467425, 8.14%, 06/19/2021(b)

     1,107        1,103        539  

2467446, 8.1%, 06/19/2021(b)

     4,159        4,126        3,092  

2467530, 7.86%, 06/19/2021

     2,723        2,717        2,491  

2467628, 7.88%, 06/19/2021(b)

     1,142        1,141        770  

2467662, 6.67%, 06/19/2021

     2,654        2,611        2,499  

2467718, 7.62%, 06/19/2021

     1,090        1,073        813  

2467756, 7.86%, 06/19/2021

     3,434        3,407        2,038  

2467808, 6.9%, 06/19/2021

     148        148        142  

2467830, 6.67%, 06/19/2021

     4,116        4,045        3,882  

2467988, 7.86%, 06/19/2021

     2,954        2,953        2,316  

2468093, 7.62%, 06/19/2021

     2,134        2,095        1,968  

2468139, 5.96%, 06/19/2021(b)

     2,109        2,086        1,801  

2468188, 5.95%, 06/19/2021

     5,355        5,285        4,639  

2468433, 7.62%, 06/19/2021

     3,707        3,521        3,602  

2468668, 5.96%, 06/19/2021

     5,479        5,408        4,719  

2468770, 6.93%, 06/19/2021

     992        991        787  

2468825, 7.87%, 06/19/2021(b)

     2,696        2,669        1,775  

2468970, 8.57%, 06/19/2021

     1,685        1,681        1,312  

2469043, 8.11%, 06/19/2021

     1,556        1,547        1,151  

2469068, 8.57%, 06/19/2021

     402        400        388  

2469088, 6.67%, 06/19/2021

     15,830        15,619        12,295  

2469370, 7.86%, 06/19/2021

     514        513        495  

2469425, 7.86%, 06/19/2021(b)

     18,294        18,109        11,933  

2469761, 5.95%, 06/19/2021

     15,355        15,013        14,853  

2470350, 8.31%, 06/19/2021

     576        573        534  

2470358, 7.62%, 06/19/2021

     9,618        9,370        9,258  

2470662, 7.86%, 06/20/2021

     7,491        7,379        6,492  

2470811, 5.66%, 06/20/2021(b)

     24,220        24,000        17,897  

2470832, 7.62%, 06/20/2021

     4,232        4,098        4,087  

2470956, 6.87%, 06/20/2021(b)

     1,926        1,914        1,106  

2470977, 5.66%, 06/20/2021

     4,013        3,978        2,959  

2471006, 7.62%, 06/20/2021

     2,301        2,270        1,695  

2471016, 6.6%, 06/20/2021

     12,583        12,348        11,899  

2471035, 6.67%, 06/20/2021(b)

     39,927        39,479        31,147  

2471210, 4.96%, 06/20/2021

     2,121        2,071        2,060  

2471263, 6.84%, 06/20/2021

     6,174        6,102        5,817  

2471363, 7.31%, 06/20/2021(b)

     1,959        1,953        1,382  

2471382, 4.95%, 06/20/2021

     2,406        2,379        2,094  


Table of Contents

2471410, 4.95%, 06/20/2021

     1,246        1,230        1,193  

2471499, 4.97%, 06/20/2021

     1,560        1,539        1,497  

2471539, 6.86%, 06/20/2021

     771        759        713  

2471567, 6.83%, 06/20/2021

     321        312        312  

2471577, 6.85%, 06/20/2021(b)

     1,773        1,772        653  

2471589, 6.6%, 06/20/2021(b)

     7,870        7,746        5,898  

2471672, 4.95%, 06/20/2021

     3,903        3,866        3,366  

2471708, 7.32%, 06/20/2021

     1,456        1,452        1,028  

2471719, 5.66%, 06/20/2021(b)

     1,217        1,204        946  

2471732, 4.95%, 06/20/2021

     20,845        20,639        17,955  

2471897, 8.13%, 06/20/2021

     1,141        1,135        610  

2471920, 7.88%, 06/20/2021(b)

     1,419        1,405        925  

2471940, 5.66%, 06/20/2021

     2,879        2,835        2,720  

2471943, 6.67%, 06/20/2021

     18,279        17,947        17,272  

2471981, 6.84%, 06/20/2021

     681        668        659  

2471991, 6.6%, 06/20/2021

     7,899        7,796        5,897  

2472075, 6.85%, 06/20/2021

     2,506        2,476        1,718  

2472114, 5.66%, 06/20/2021

     5,107        4,910        4,973  

2472366, 6.84%, 06/20/2021

     7,976        7,912        5,202  

2472487, 4.96%, 06/20/2021(b)

     3,608        3,607        1,724  

2472533, 6.83%, 06/20/2021

     1,010        1,010        677  

2472551, 6.84%, 06/20/2021

     22,330        22,113        19,820  

2472594, 7.86%, 06/20/2021

     1,385        1,328        1,342  

2472721, 7.86%, 06/20/2021

     3,688        3,642        3,113  

2472799, 5.95%, 06/20/2021

     45,552        44,846        43,690  

2472827, 6.6%, 06/20/2021(b)

     944        936        652  

2472864, 6.81%, 06/20/2021

     560        560        378  

2472869, 7.31%, 06/20/2021

     4,859        4,839        4,281  

2472911, 7.32%, 06/20/2021(b)

     1,436        1,432        648  

2472928, 4.93%, 06/20/2021(b)

     233        233        190  

2472933, 5.66%, 06/20/2021(b)

     20,237        20,034        15,616  

2473150, 6.6%, 06/20/2021

     360        335        351  

2473168, 7.08%, 06/20/2021

     1,396        1,379        1,351  

2473193, 7.08%, 06/20/2021

     771        767        575  

2473216, 5.91%, 06/20/2021(b)

     927        926        783  

2473245, 4.95%, 06/20/2021

     2,484        2,451        2,381  

2473261, 6.86%, 06/20/2021(b)

     825        821        467  

2473266, 7.08%, 06/20/2021

     1,734        1,705        1,686  

2473303, 6.85%, 06/20/2021

     2,506        2,476        1,729  

2473355, 6.6%, 06/20/2021

     9,230        9,090        6,919  

2473393, 7.34%, 06/20/2021

     513        511        421  

2473403, 6.6%, 06/20/2021

     1,302        1,284        971  

2473411, 6.6%, 06/20/2021

     6,903        6,724        6,665  

2473500, 5.66%, 06/20/2021

     4,334        4,282        3,424  

2473579, 5.66%, 06/20/2021

     2,999        2,952        2,835  

2473590, 5.66%, 06/20/2021

     2,031        2,011        1,579  

2473592, 4.97%, 06/20/2021

     316        315        304  

2473605, 7.09%, 06/20/2021

     1,196        1,190        892  

2473625, 5.66%, 06/20/2021

     6,011        5,921        5,665  

2473716, 6.84%, 06/20/2021

     1,807        1,753        1,762  

2473836, 7.31%, 06/20/2021

     10,986        10,958        4,943  

2473883, 7.35%, 06/20/2021(b)

     796        793        654  

2473952, 6.84%, 06/20/2021

     4,429        4,350        4,244  

2473966, 6.67%, 06/20/2021(b)

     2,768        2,734        2,153  

2474021, 6.67%, 06/20/2021

     1,678        1,644        1,600  

2474038, 6.85%, 06/20/2021

     2,677        2,643        1,848  

2474056, 6.88%, 06/20/2021

     239        239        230  

2474061, 5.9%, 06/20/2021

     7,397        7,354        7,086  

2474070, 5.97%, 06/20/2021

     1,053        1,023        1,021  

2474157, 7.85%, 06/20/2021(b)

     6,795        6,792        2,504  

2474861, 8.35%, 06/21/2021

     752        745        726  

2474881, 6.6%, 06/21/2021

     433        402        420  

2474912, 6.85%, 06/21/2021

     3,727        3,696        2,416  

2474930, 7.08%, 06/21/2021

     823        808        800  

2474937, 7.85%, 06/21/2021

     824        806        801  

2474951, 5.66%, 06/21/2021

     5,018        4,949        3,966  

2474990, 5.95%, 06/21/2021(b)

     4,919        4,865        4,181  

2474995, 6.84%, 06/21/2021

     4,058        3,980        3,925  

2475033, 4.97%, 06/21/2021(b)

     1,062        1,062        292  

2475040, 5.94%, 06/21/2021(b)

     472        472        375  

2475042, 6.84%, 06/21/2021

     1,607        1,499        1,566  

2475061, 7.9%, 06/21/2021

     565        554        491  

2475078, 5.96%, 06/21/2021

     1,963        1,935        1,710  

2475084, 5.66%, 06/21/2021

     1,078        1,053        1,043  

2475098, 4.95%, 06/21/2021

     758        749        660  

2475103, 5.66%, 06/21/2021

     4,482        4,362        4,342  

2475130, 6.67%, 06/21/2021

     10,767        10,595        8,531  

2475155, 7.08%, 06/21/2021

     2,267        2,232        2,199  

2475189, 5%, 06/21/2021

     675        668        586  

2475196, 7.11%, 06/21/2021

     799        793        692  

2475204, 4.95%, 06/21/2021

     5,486        5,408        5,268  

2475238, 6.84%, 06/21/2021

     2,570        2,530        2,437  


Table of Contents

2475251, 6.6%, 06/21/2021

     1,916        1,890        1,432  

2475265, 4.96%, 06/21/2021

     5,227        5,171        4,540  

2475292, 4.96%, 06/21/2021

     10,187        10,061        8,892  

2475375, 5.66%, 06/21/2021

     2,254        2,221        2,129  

2475401, 5.95%, 06/21/2021(b)

     140        140        135  

2475404, 4.97%, 06/21/2021

     914        912        826  

2475418, 4.97%, 06/21/2021

     1,807        1,784        1,575  

2475431, 4.99%, 06/21/2021(b)

     598        598        152  

2475439, 4.95%, 06/21/2021(b)

     4,963        4,917        4,253  

2475461, 5.66%, 06/21/2021

     2,248        2,221        1,771  

2475463, 7.62%, 06/21/2021

     1,365        1,342        1,026  

2475472, 6.6%, 06/21/2021(b)

     2,988        2,961        1,891  

2475492, 6.84%, 06/21/2021(b)

     8,701        8,650        5,049  

2475514, 5.97%, 06/21/2021

     1,327        1,307        1,158  

2475531, 6.6%, 06/21/2021

     11,977        11,663        11,556  

2475691, 7.1%, 06/21/2021

     1,334        1,325        1,156  

2475723, 6.67%, 06/21/2021

     5,150        5,166        4,073  

2475743, 5.66%, 06/21/2021

     1,101        1,073        1,067  

2475766, 6.86%, 06/21/2021(b)

     2,193        2,182        1,174  

2475785, 6.79%, 06/21/2021

     214        214        206  

2475806, 6.89%, 06/21/2021

     236        235        227  

2475816, 6.89%, 06/21/2021

     627        620        544  

2475819, 4.95%, 06/21/2021

     3,719        3,675        3,241  

2475849, 5.66%, 06/21/2021

     7,998        7,885        6,328  

2475894, 8.31%, 06/21/2021(b)

     922        919        420  

2475905, 7.09%, 06/21/2021

     1,216        1,217        1,116  

2475914, 7.62%, 06/21/2021

     3,087        3,026        2,845  

2475930, 6.6%, 06/21/2021

     2,375        2,338        2,182  

2475945, 7.11%, 06/22/2021

     303        297        293  

2475959, 4.96%, 06/22/2021

     3,025        2,987        2,639  

2475984, 6.83%, 06/22/2021

     3,410        3,391        2,009  

2476003, 6.84%, 06/22/2021(b)

     4,549        4,522        2,743  

2476050, 5.95%, 06/22/2021(b)

     4,855        4,850        1,241  

2476057, 5.66%, 06/22/2021

     1,168        1,151        1,101  

2476069, 6.82%, 06/22/2021(b)

     1,994        1,981        1,154  

2476075, 6.86%, 06/22/2021

     419        411        404  

2476096, 6.85%, 06/22/2021

     391        366        382  

2476114, 6.84%, 06/22/2021(b)

     6,550        6,487        5,571  

2476152, 4.96%, 06/22/2021

     1,174        1,156        1,128  

2476165, 6.84%, 06/22/2021

     681        667        651  

2476173, 4.95%, 06/22/2021

     5,617        5,556        4,879  

2476203, 5.93%, 06/22/2021

     179        178        174  

2476207, 6.6%, 06/22/2021

     1,462        1,439        1,345  

2476218, 4.95%, 06/22/2021

     4,829        4,764        4,222  

2476240, 7.55%, 06/22/2021

     2,359        2,350        2,249  

2476273, 4.96%, 06/22/2021

     2,451        2,421        2,142  

2476305, 6.6%, 06/22/2021

     7,483        7,318        7,182  

2476331, 5.96%, 06/22/2021

     5,636        5,568        4,872  

2476382, 5.91%, 06/22/2021

     1,195        1,190        936  

2476388, 5.9%, 06/22/2021(b)

     540        540        280  

2476409, 5.9%, 06/22/2021

     313        311        296  

2476456, 7.55%, 06/22/2021

     2,577        2,569        2,434  

2476505, 7.08%, 06/22/2021

     2,903        2,807        2,830  

2476508, 5.96%, 06/22/2021

     6,473        6,357        6,223  

2476610, 4.95%, 06/22/2021

     3,332        3,293        2,911  

2476623, 6.6%, 06/22/2021

     1,796        1,761        1,699  

2476638, 7.07%, 06/22/2021

     6,943        6,913        3,719  

2476664, 7.09%, 06/22/2021(b)

     4,181        4,166        2,023  

2476718, 4.94%, 06/23/2021

     991        978        868  

2476728, 6.86%, 06/23/2021

     1,333        1,324        807  

2476875, 5.66%, 06/23/2021

     5,455        5,363        5,210  

2476944, 7.86%, 06/23/2021(b)

     5,154        5,120        3,027  

2476965, 6.84%, 06/23/2021

     593        580        575  

2476986, 5.66%, 06/23/2021

     4,244        4,192        3,370  

2477015, 6.84%, 06/23/2021

     3,541        3,366        3,453  

2477099, 6.67%, 06/23/2021

     520        514        411  

2477110, 5.95%, 06/23/2021

     3,704        3,627        3,577  

2477140, 6.84%, 06/23/2021

     3,760        3,719        3,198  

2477172, 7.55%, 06/23/2021(b)

     2,972        2,966        1,888  

2477207, 7.09%, 06/23/2021

     1,656        1,646        1,438  

2477238, 6.6%, 06/23/2021

     3,764        3,691        3,603  

2477279, 4.95%, 06/23/2021

     1,118        1,116        1,070  

2477318, 6.84%, 06/23/2021(b)

     10,811        10,713        7,009  

2477322, 7.86%, 06/23/2021

     73,833        72,980        50,928  

2477333, 6.83%, 06/23/2021

     668        648        649  

2477427, 6.6%, 06/23/2021

     7,824        7,670        7,485  

2477583, 7.08%, 06/23/2021

     526        522        457  

2477591, 6.86%, 06/23/2021(b)

     1,731        1,716        1,143  

2477619, 6.6%, 06/23/2021

     9,748        9,519        9,370  

2477747, 7.55%, 06/23/2021

     210        209        205  

2477779, 6.84%, 06/23/2021(b)

     9,109        9,026        6,017  

2477821, 4.97%, 06/23/2021(b)

     3,264        3,263        847  


Table of Contents

2477848, 7.55%, 06/23/2021

     1,031        1,029        866  

2477872, 4.96%, 06/23/2021

     9,217        9,087        8,838  

2477982, 7.09%, 06/23/2021

     1,686        1,677        1,276  

2477996, 5.66%, 06/23/2021

     1,959        1,925        1,871  

2478022, 6.83%, 06/23/2021

     837        827        766  

2478027, 6.6%, 06/23/2021

     2,893        2,843        2,657  

2478067, 6.85%, 06/23/2021

     524        506        511  

2478080, 6.85%, 06/23/2021(b)

     2,333        2,314        1,898  

2478111, 6.81%, 06/23/2021(b)

     981        973        642  

2478122, 6.6%, 06/23/2021(b)

     21,227        21,025        13,484  

2478253, 6.83%, 06/23/2021

     1,395        1,373        1,288  

2478260, 6.84%, 06/23/2021

     3,862        3,711        3,746  

2478325, 7.55%, 06/23/2021

     663        654        647  

2478377, 4.96%, 06/23/2021(b)

     2,938        2,936        1,375  

2478385, 6.6%, 06/23/2021(b)

     4,970        4,911        3,650  

2478429, 6.84%, 06/23/2021

     1,061        1,055        635  

2478441, 6.6%, 06/23/2021

     3,608        3,548        3,321  

2478516, 6.84%, 06/23/2021

     4,094        4,041        3,548  

2478559, 7.08%, 06/23/2021

     10,093        10,038        7,623  

2478636, 6.84%, 06/23/2021(b)

     5,092        5,050        3,353  

2478683, 7.32%, 06/23/2021

     1,285        1,280        1,044  

2478707, 4.95%, 06/23/2021(b)

     38,787        38,376        33,661  

2478968, 6.83%, 06/23/2021

     1,418        1,393        1,348  

2479009, 6.85%, 06/23/2021(b)

     2,669        2,668        1,505  

2479115, 5.66%, 06/23/2021

     2,168        2,129        2,082  

2479141, 6.84%, 06/23/2021

     477        444        465  

2479187, 6.82%, 06/23/2021

     1,338        1,328        1,089  

2479195, 6.85%, 06/23/2021

     3,730        3,685        2,596  

2479220, 6.6%, 06/23/2021

     5,030        4,955        3,792  

2479273, 6.84%, 06/23/2021

     3,210        3,141        3,111  

2479336, 6.84%, 06/23/2021

     434        417        421  

2479351, 6.6%, 06/23/2021

     6,181        6,048        5,926  

2479427, 4.97%, 06/23/2021

     1,172        1,172        859  

2479514, 7.55%, 06/23/2021

     390        389        378  

2479523, 5.94%, 06/23/2021(b)

     835        834        257  

2479533, 6.6%, 06/23/2021

     1,140        1,111        1,100  

2479582, 5.66%, 06/23/2021

     2,000        1,969        1,907  

2479619, 7.08%, 06/23/2021(b)

     12,601        12,552        6,674  

2479669, 7.3%, 06/23/2021

     1,573        1,565        1,431  

2479682, 7.35%, 06/23/2021

     973        970        695  

2479687, 5.66%, 06/23/2021

     11,844        11,687        9,411  

2479710, 8.57%, 06/23/2021(b)

     664        662        626  

2479788, 6.67%, 06/23/2021

     4,389        4,295        4,214  

2479832, 4.95%, 06/23/2021

     38,252        37,834        33,357  

2479978, 5.96%, 06/23/2021

     3,304        3,255        2,885  

2480054, 6.83%, 06/23/2021

     1,343        1,331        887  

2480063, 6.86%, 06/23/2021

     363        345        353  

2480084, 4.95%, 06/23/2021(b)

     10,151        10,046        8,812  

2480125, 7.62%, 06/24/2021

     7,853        7,732        5,881  

2480142, 5.89%, 06/24/2021(b)

     4,869        4,824        3,868  

2480202, 6.6%, 06/24/2021

     8,817        8,644        8,334  

2480314, 6.79%, 06/24/2021

     120        115        116  

2480322, 7.85%, 06/24/2021

     694        637        678  

2480347, 6.87%, 06/24/2021

     517        517        299  

2480351, 6.6%, 06/24/2021

     1,407        1,387        1,056  

2480360, 4.95%, 06/24/2021

     1,678        1,675        456  

2480364, 7.55%, 06/24/2021

     289        284        280  

2480379, 6.6%, 06/24/2021

     1,290        1,261        1,238  

2480397, 6.85%, 06/24/2021(b)

     2,375        2,360        1,429  

2480416, 7.11%, 06/24/2021(b)

     716        708        648  

2480421, 6.85%, 06/24/2021(b)

     3,849        3,838        1,427  

2480438, 7.86%, 06/24/2021

     22,928        22,543        20,812  

2480460, 6.85%, 06/24/2021

     284        264        277  

2480490, 5.66%, 06/24/2021

     2,492        2,434        2,404  

2480520, 6.84%, 06/24/2021

     3,613        3,570        3,078  

2480559, 5.66%, 06/24/2021

     1,316        1,289        1,268  

2480598, 7.55%, 06/24/2021(b)

     1,424        1,420        545  

2480609, 7.55%, 06/24/2021

     798        790        778  

2480658, 7.55%, 06/24/2021

     687        677        671  

2480669, 4.95%, 06/24/2021

     15,660        15,479        13,594  

2480740, 6.6%, 06/24/2021

     3,622        3,569        2,736  

2480828, 6.84%, 06/24/2021

     9,801        9,699        7,986  

2480906, 4.96%, 06/24/2021

     5,379        5,316        4,673  

2480948, 6.6%, 06/24/2021(b)

     11,513        11,362        8,491  

2481095, 6.6%, 06/24/2021

     1,689        1,554        1,646  

2481332, 6.61%, 06/24/2021

     4,855        4,770        4,484  

2481357, 6.6%, 06/24/2021(b)

     2,046        2,020        1,521  

2481374, 6.85%, 06/24/2021(b)

     1,805        1,785        1,249  

2481378, 7.86%, 06/24/2021

     1,233        1,201        1,191  

2481430, 4.93%, 06/24/2021(b)

     417        411        308  

2481463, 6.6%, 06/24/2021

     2,622        2,577        2,417  

2481471, 7.86%, 06/24/2021

     4,369        4,285        3,799  


Table of Contents

2481523, 6.6%, 06/24/2021

     8,497        8,392        6,266  

2481554, 8.1%, 06/24/2021

     1,718        1,691        1,653  

2481576, 5.66%, 06/24/2021

     1,142        1,122        1,089  

2481590, 7.31%, 06/24/2021

     12,215        12,168        8,749  

2481656, 7.62%, 06/24/2021

     1,953        1,921        1,469  

2481688, 7.87%, 06/24/2021(b)

     2,516        2,488        1,648  

2481704, 5%, 06/24/2021

     460        459        339  

2481727, 6.84%, 06/24/2021

     13,480        13,310        9,398  

2481731, 8.1%, 06/24/2021

     11,307        11,217        8,559  

2481775, 6.84%, 06/24/2021

     8,132        8,000        7,079  

2481854, 7.08%, 06/24/2021

     888        877        856  

2481861, 4.95%, 06/24/2021

     2,162        2,131        1,893  

2481865, 4.95%, 06/24/2021

     3,686        3,646        3,207  

2481871, 7.09%, 06/24/2021(b)

     2,386        2,376        1,250  

2481877, 6.83%, 06/24/2021

     2,343        2,322        1,545  

2481881, 5.9%, 06/24/2021

     433        431        423  

2481938, 7.31%, 06/24/2021

     764        758        713  

2481944, 7.3%, 06/24/2021

     429        425        415  

2481955, 7.55%, 06/24/2021

     875        867        835  

2481959, 6.67%, 06/24/2021

     2,736        2,687        2,579  

2481961, 6.84%, 06/24/2021

     4,122        4,120        3,497  

2481992, 6.86%, 06/24/2021

     707        693        671  

2481996, 7.88%, 06/24/2021

     1,085        1,067        1,027  

2481998, 7.32%, 06/24/2021

     1,352        1,339        1,309  

2482018, 6.6%, 06/24/2021(b)

     2,251        2,224        1,652  

2482022, 7.62%, 06/24/2021

     23,185        22,624        21,431  

2482031, 7.08%, 06/24/2021

     16,418        16,273        12,405  

2482083, 4.96%, 06/24/2021

     2,677        2,638        2,568  

2482096, 4.95%, 06/24/2021(b)

     2,942        2,920        2,217  

2482110, 5.66%, 06/24/2021

     6,035        5,962        4,759  

2482151, 7.31%, 06/24/2021

     8,335        8,296        7,609  

2482204, 4.99%, 06/24/2021

     259        259        214  

2482212, 6.84%, 06/24/2021

     4,293        4,220        4,068  

2482256, 5.89%, 06/24/2021

     513        518        473  

2482262, 7.08%, 06/24/2021

     1,823        1,796        1,770  

2482287, 4.96%, 06/24/2021

     1,444        1,424        1,384  

2482293, 4.96%, 06/24/2021

     3,265        3,230        2,823  

2482314, 4.95%, 06/24/2021

     15,973        15,624        15,474  

2482400, 5.96%, 06/24/2021

     2,291        2,252        2,197  

2482431, 6.84%, 06/24/2021(b)

     4,772        4,747        2,586  

2482453, 8.08%, 06/24/2021

     988        977        892  

2482467, 6.6%, 06/24/2021(b)

     3,289        3,246        2,466  

2482480, 5.03%, 06/24/2021

     372        372        220  

2482492, 4.95%, 06/24/2021(b)

     68,919        68,401        51,934  

2482496, 7.62%, 06/24/2021

     39,890        39,232        29,985  

2482731, 6.6%, 06/24/2021

     8,172        8,047        6,173  

2482797, 4.96%, 06/24/2021

     5,625        5,540        5,409  

2482829, 4.96%, 06/24/2021

     2,792        2,752        2,683  

2482843, 6.85%, 06/24/2021(b)

     4,074        4,030        2,823  

2482866, 5.66%, 06/24/2021

     18,457        18,123        17,712  

2483009, 4.95%, 06/24/2021

     4,584        4,518        4,401  

2483043, 5.66%, 06/24/2021

     4,117        4,053        3,888  

2483064, 4.97%, 06/24/2021

     102        100        98  

2483080, 7.55%, 06/24/2021

     1,344        1,340        1,068  

2483094, 4.95%, 06/24/2021

     32,299        31,800        30,993  

2483204, 7.87%, 06/24/2021

     1,326        1,303        921  

2483227, 7.86%, 06/24/2021(b)

     6,434        6,396        3,483  

2483410, 7.62%, 06/24/2021

     0        0        0  

2483455, 5.95%, 06/24/2021

     2,029        2,025        1,206  

2483486, 7.06%, 06/24/2021

     697        692        630  

2483498, 6.6%, 06/24/2021

     4,972        4,810        4,804  

2483507, 7.62%, 06/24/2021

     1,184        1,097        1,155  

2483586, 4.95%, 06/24/2021

     6,532        6,454        5,706  

2484681, 7.62%, 06/25/2021

     47,605        46,454        45,013  

2485327, 5.94%, 06/25/2021(b)

     1,664        1,644        1,432  

2485343, 7.62%, 06/25/2021(b)

     1,586        1,564        1,161  

2485357, 7.86%, 06/25/2021

     1,754        1,723        1,527  

2485379, 7.86%, 06/25/2021(b)

     6,040        5,980        3,960  

2485439, 7.86%, 06/25/2021(b)

     5,877        5,814        3,874  

2485471, 6.67%, 06/25/2021

     8,462        8,317        6,743  

2486720, 5.95%, 06/26/2021

     1,440        1,419        1,263  

2486740, 7.62%, 06/26/2021(b)

     2,691        2,636        2,490  

2486836, 7.85%, 06/26/2021(b)

     6,047        6,008        3,284  

2487130, 5.95%, 06/26/2021

     8,099        7,984        7,068  

2487304, 8.1%, 06/26/2021(b)

     18,183        18,066        9,890  

2487669, 8.1%, 06/26/2021(b)

     5,739        5,692        3,133  

2487814, 7.86%, 06/26/2021(b)

     1,473        1,454        1,016  

2487833, 6.67%, 06/26/2021

     7,165        7,044        5,710  

2488182, 5.96%, 06/26/2021

     4,908        4,835        4,300  

2488287, 7.86%, 06/26/2021(b)

     4,205        4,202        1,538  

2488426, 7.84%, 06/27/2021

     84        84        82  

2488531, 8.34%, 06/27/2021(b)

     6,024        6,002        2,796  


Table of Contents

2488613, 5.93%, 06/27/2021

     826        814        725  

2488621, 7.87%, 06/27/2021

     1,069        1,037        1,031  

2488674, 6.67%, 06/27/2021(b)

     3,143        3,093        2,502  

2488703, 7.85%, 06/27/2021(b)

     8,273        8,185        5,266  

2488946, 7.62%, 06/27/2021

     824        798        795  

2489003, 7.86%, 06/27/2021

     13,986        13,697        12,989  

2489287, 6.67%, 06/27/2021(b)

     28,086        27,783        21,190  

2489960, 7.86%, 06/27/2021

     1,049        1,027        974  

2489985, 8.08%, 06/27/2021

     477        470        460  

2490014, 5.95%, 06/27/2021

     2,015        1,975        1,937  

2490044, 7.86%, 06/27/2021

     19,498        19,200        13,683  

2490396, 7.62%, 06/27/2021(b)

     2,761        2,723        1,939  

2490424, 7.86%, 06/27/2021

     19,894        19,483        18,481  

2490902, 7.85%, 06/27/2021(b)

     6,781        6,721        4,042  

2490948, 5.96%, 06/27/2021(b)

     3,824        3,776        3,311  

2490995, 7.85%, 06/27/2021

     1,379        1,355        1,255  

2491019, 5.9%, 06/27/2021

     324        324        238  

2491069, 7.87%, 06/27/2021

     3,370        3,341        2,065  

2491125, 7.83%, 06/27/2021

     312        312        287  

2491135, 7.86%, 06/27/2021

     9,855        9,689        8,556  

2491352, 8.1%, 06/27/2021

     584        580        446  

2491356, 6.89%, 06/27/2021(b)

     1,382        1,381        934  

2491430, 6.67%, 06/27/2021

     1,669        1,642        1,332  

2492212, 8.57%, 06/28/2021(b)

     827        825        321  

2492250, 5.95%, 06/28/2021(b)

     6,491        6,413        5,546  

2492312, 7.86%, 06/28/2021(b)

     3,215        3,183        2,083  

2492349, 5.98%, 06/28/2021

     627        627        398  

2492369, 7.86%, 06/28/2021

     800        783        775  

2492391, 6.67%, 06/28/2021(b)

     5,584        5,518        4,016  

2492489, 5.95%, 06/28/2021

     6,920        6,819        6,055  

2492666, 8.34%, 06/28/2021(b)

     4,085        4,063        2,959  

2492721, 7.81%, 06/28/2021

     298        297        271  

2492728, 8.1%, 06/28/2021(b)

     2,461        2,442        1,885  

2492799, 7.62%, 06/28/2021

     610        559        594  

2492893, 7.86%, 06/28/2021

     3,433        3,380        2,949  

2492942, 8.57%, 06/28/2021

     207        205        196  

2492953, 6.67%, 06/28/2021(b)

     3,811        3,763        2,903  

2492998, 8.1%, 06/28/2021

     1,472        1,457        1,285  

2493033, 8.41%, 06/28/2021

     156        154        151  

2493042, 7.88%, 06/28/2021(b)

     2,482        2,453        1,609  

2493063, 6.67%, 06/28/2021(b)

     9,001        8,832        8,485  

2493266, 8.13%, 06/29/2021

     795        789        604  

2493281, 5.96%, 06/29/2021(b)

     1,045        1,045        521  

2493324, 5.96%, 06/29/2021

     5,686        5,616        4,938  

2493406, 7.9%, 06/29/2021

     329        317        317  

2493423, 7.62%, 06/29/2021

     2,283        2,225        2,185  

2493498, 7.85%, 06/29/2021

     1,345        1,311        1,286  

2493540, 8.32%, 06/29/2021(b)

     928        923        435  

2493556, 5.95%, 06/29/2021

     1,536        1,518        1,331  

2493582, 8.12%, 06/29/2021

     295        290        286  

2493641, 7.86%, 06/29/2021

     3,281        3,243        2,695  

2493752, 8.33%, 06/29/2021

     989        983        713  

2493782, 5.95%, 06/29/2021

     1,905        1,867        1,830  

2493842, 7.85%, 06/30/2021

     797        794        774  

2494027, 7.86%, 06/30/2021(b)

     4,937        4,893        3,044  

2494155, 8.34%, 06/30/2021

     3,779        3,761        1,770  

2494298, 7.86%, 06/30/2021

     254        211        241  

2494441, 5.96%, 06/30/2021

     2,320        2,283        2,034  

2494461, 7.86%, 06/30/2021(b)

     13,905        13,781        8,165  

2494591, 7.86%, 06/30/2021

     3,974        3,903        3,457  

2494664, 6.67%, 06/30/2021

     2,470        2,403        2,382  

2494773, 7.86%, 06/30/2021

     3,269        3,160        3,155  

2497539, 7.86%, 06/30/2021(b)

     724        706        703  

2497570, 5.96%, 06/30/2021

     4,788        4,694        4,603  

2497772, 7.62%, 06/30/2021

     1,587        1,557        1,211  

2497805, 7.87%, 06/30/2021

     2,025        1,998        1,386  

2497848, 7.62%, 06/30/2021(b)

     16,128        15,857        12,208  

2498378, 7.86%, 06/30/2021(b)

     3,274        3,235        2,145  

2498410, 5.96%, 06/30/2021

     356        355        328  

2498435, 7.86%, 06/30/2021(b)

     5,297        5,226        3,610  

2498503, 6.9%, 06/30/2021(b)

     6,891        6,888        2,398  

2498622, 8.1%, 06/30/2021

     3,897        3,854        3,410  

2498740, 7.86%, 06/30/2021

     4,847        4,756        4,225  

2498795, 8.33%, 06/30/2021(b)

     2,905        2,889        1,386  

2498855, 8.14%, 06/30/2021(b)

     904        896        503  

2498860, 7.86%, 06/30/2021

     2,635        2,613        1,570  

2498872, 7.86%, 06/30/2021

     38,913        38,427        26,023  

2499580, 6.67%, 06/30/2021

     1,694        1,644        1,635  

2499694, 7.83%, 06/30/2021

     745        736        615  

2499713, 8.33%, 06/30/2021

     5,949        5,884        4,995  

2499960, 8.1%, 06/30/2021(b)

     1,912        1,895        1,475  

2500064, 7.86%, 06/30/2021

     4,177        4,153        3,511  


Table of Contents

2500298, 8.34%, 06/30/2021

     50        46        49  

2500411, 8.08%, 06/30/2021(b)

     826        818        636  

2500439, 7.86%, 06/30/2021

     14,839        14,531        14,089  

2500997, 6.67%, 06/30/2021

     6,676        6,567        5,330  

2501372, 8.11%, 06/30/2021(b)

     2,243        2,231        1,234  

2501442, 7.83%, 06/30/2021(b)

     386        384        333  

2501451, 7.62%, 06/30/2021

     1,354        1,312        1,301  

2501478, 7.86%, 06/30/2021

     4,539        4,523        4,365  

2502705, 6.9%, 07/01/2021

     3,004        3,002        2,082  

2502757, 7.62%, 07/01/2021

     3,459        3,387        2,643  

2502777, 6.91%, 07/01/2021

     1,297        1,295        1,203  

2502799, 5.96%, 07/01/2021

     3,217        3,163        2,828  

2502837, 5.95%, 07/01/2021(b)

     51,375        50,757        43,209  

2503299, 7.86%, 07/01/2021

     4,129        3,864        4,021  

2503507, 7.63%, 07/01/2021

     4,030        3,935        3,738  

2503573, 5.96%, 07/01/2021

     979        978        627  

2503748, 7.63%, 07/02/2021

     2,538        2,444        2,453  

2503931, 7.09%, 07/01/2021

     677        671        593  

2503933, 7.36%, 07/01/2021

     436        432        402  

2503935, 5.66%, 07/02/2021

     16,545        16,333        13,076  

2503959, 6.83%, 07/02/2021

     2,725        2,719        2,474  

2503963, 4.96%, 07/02/2021

     12,142        11,949        11,629  

2503981, 4.94%, 07/02/2021

     253        252        243  

2503985, 6.61%, 07/02/2021(b)

     10,940        10,813        7,041  

2504007, 6.84%, 07/02/2021

     2,596        2,426        2,533  

2504017, 6.84%, 07/02/2021

     2,050        2,028        2,000  

2504064, 6.6%, 07/02/2021

     4,041        3,931        3,887  

2504082, 7.08%, 07/02/2021

     2,047        1,957        1,991  

2504159, 4.95%, 07/02/2021

     3,944        3,889        3,468  

2504216, 5.66%, 07/02/2021

     3,318        3,277        2,655  

2504231, 6.6%, 07/02/2021

     482        471        455  

2504234, 4.95%, 07/02/2021

     3,263        3,222        2,856  

2504272, 6.85%, 07/02/2021

     3,006        2,965        2,124  

2504287, 6.6%, 07/02/2021

     7,465        7,290        7,054  

2504339, 5.66%, 07/02/2021

     1,960        1,929        1,575  

2504344, 6.6%, 07/02/2021

     6,509        6,411        4,925  

2504366, 6.83%, 07/02/2021

     3,692        3,643        2,547  

2504372, 5.66%, 07/02/2021

     1,607        1,583        1,288  

2504380, 5.66%, 07/02/2021

     5,614        5,541        4,461  

2504405, 6.6%, 07/02/2021

     9,552        9,320        9,155  

2504481, 5.66%, 07/02/2021

     3,973        3,903        3,756  

2504494, 7.55%, 07/02/2021

     810        807        690  

2504512, 7.32%, 07/02/2021

     1,377        1,369        1,005  

2504545, 6.6%, 07/02/2021

     6,054        5,954        4,623  

2504578, 4.96%, 07/02/2021

     3,839        3,775        3,684  

2504602, 4.95%, 07/02/2021

     10,949        10,768        10,506  

2504692, 6.6%, 07/02/2021

     807        784        776  

2504719, 4.95%, 07/02/2021

     13,970        13,811        12,094  

2505514, 6.67%, 07/02/2021

     20,373        20,018        16,368  

2505543, 6.6%, 07/02/2021

     1,270        1,186        1,238  

2505714, 6.84%, 07/02/2021

     10,713        10,598        7,090  

2505876, 7.31%, 07/02/2021(b)

     22,469        22,366        10,808  

2506013, 8.1%, 07/02/2021

     17,294        17,165        9,652  

2506050, 6.84%, 07/02/2021

     8,801        8,676        6,219  

2506176, 6.85%, 07/02/2021

     2,647        2,609        2,284  

2506277, 6.6%, 07/02/2021

     6,537        6,406        6,083  

2506451, 6.89%, 07/02/2021

     700        689        498  

2506477, 7.08%, 07/02/2021

     8,103        8,020        7,086  

2506596, 7.62%, 07/02/2021

     18,002        17,697        13,609  

2506619, 6.6%, 07/02/2021

     862        835        833  

2506650, 6.84%, 07/02/2021

     5,169        5,132        3,039  

2506689, 4.95%, 07/02/2021

     10,247        10,122        8,948  

2506754, 6.6%, 07/02/2021

     1,712        1,681        1,312  

2506835, 5.66%, 07/02/2021

     2,060        2,010        1,988  

2506921, 4.97%, 07/02/2021

     2,540        2,508        2,218  

2506955, 6.84%, 07/02/2021

     916        910        895  

2507017, 6.9%, 07/02/2021

     686        685        456  

2507026, 4.95%, 07/02/2021

     4,752        4,694        4,156  

2507068, 7.84%, 07/02/2021

     264        251        258  

2507105, 7.86%, 07/02/2021

     4,377        4,276        4,188  

2507134, 4.95%, 07/02/2021

     888        887        672  

2507152, 6.6%, 07/02/2021

     7,496        7,309        7,189  

2507214, 6.67%, 07/02/2021

     2,477        2,429        1,993  

2507283, 6.83%, 07/02/2021

     1,856        1,834        1,263  

2507322, 6.6%, 07/02/2021

     128        120        125  

2507324, 7.87%, 07/02/2021

     2,191        2,154        1,557  

2507353, 4.95%, 07/02/2021

     8,158        8,044        7,163  

2507391, 5.98%, 07/02/2021

     754        743        662  

2507409, 5.95%, 07/02/2021

     3,604        3,520        3,471  

2507524, 6.6%, 07/02/2021

     3,805        3,751        2,881  

2507661, 6.9%, 07/03/2021

     450        449        434  

2507733, 8.35%, 07/03/2021

     462        448        450  


Table of Contents

2507834, 6.67%, 07/03/2021

     3,334        3,273        2,687  

2507960, 7.86%, 07/03/2021

     12,378        12,251        7,697  

2508187, 7.62%, 07/03/2021

     25,044        24,471        23,251  

2508840, 7.62%, 07/03/2021

     9,588        9,327        9,089  

2509014, 7.86%, 07/03/2021(b)

     4,515        4,460        3,007  

2509153, 5.97%, 07/03/2021

     1,894        1,865        1,659  

2509200, 6.67%, 07/03/2021

     15,497        15,114        14,887  

2509629, 6.91%, 07/03/2021

     2,312        2,315        1,302  

2509648, 8.57%, 07/03/2021

     543        536        528  

2509653, 7.86%, 07/03/2021

     13,006        12,885        8,039  

2509852, 7.86%, 07/03/2021(b)

     57,377        56,778        33,963  

2510653, 7.88%, 07/03/2021

     1,118        1,098        968  

2510682, 7.85%, 07/03/2021

     1,310        1,284        1,244  

2510723, 7.86%, 07/03/2021(b)

     14,940        14,817        8,845  

2510949, 8.34%, 07/03/2021

     2,566        2,546        2,166  

2511083, 5.93%, 07/04/2021

     942        927        826  

2511475, 5.96%, 07/04/2021

     1,973        1,938        1,742  

2511539, 7.62%, 07/04/2021

     10,496        10,021        10,162  

2512322, 7.62%, 07/05/2021

     1,624        1,534        1,571  

2512885, 7.62%, 07/06/2021

     3,094        3,027        2,388  

2512990, 7.86%, 07/06/2021

     11,707        11,576        7,355  

2513334, 7.62%, 07/06/2021

     16,548        16,268        12,557  

2513776, 5.96%, 07/06/2021

     3,526        3,479        3,034  

2513868, 7.62%, 07/06/2021

     5,196        5,081        4,820  

2514057, 6.67%, 07/06/2021

     2,323        2,269        2,222  

2514094, 6.67%, 07/06/2021

     17,839        17,534        14,350  

2514501, 5.95%, 07/06/2021(b)

     8,074        7,969        6,928  

2514690, 8.33%, 07/06/2021

     2,476        2,460        1,829  

2514782, 8.3%, 07/06/2021(b)

     933        928        457  

2514813, 7.86%, 07/06/2021

     6,428        6,415        5,272  

2515034, 8.57%, 07/06/2021

     1,410        1,400        1,341  

2515100, 7.85%, 07/06/2021

     4,472        4,362        4,162  

2515256, 5.96%, 07/06/2021

     1,601        1,600        797  

2515384, 7.86%, 07/06/2021

     5,251        5,240        3,635  

2515572, 5.95%, 07/06/2021

     2,636        2,583        2,531  

2515740, 7.87%, 07/07/2021

     1,554        1,509        1,484  

2515766, 5.66%, 07/07/2021

     2,139        2,066        2,077  

2515801, 6.81%, 07/07/2021

     426        425        373  

2515804, 6.84%, 07/07/2021

     56,414        55,708        38,503  

2515816, 8.1%, 07/07/2021

     19,679        19,348        17,965  

2515919, 6.84%, 07/07/2021

     11,823        11,656        8,413  

2515933, 4.95%, 07/07/2021

     5,579        5,497        4,923  

2515945, 5.66%, 07/07/2021

     13,266        12,937        12,762  

2515982, 6.84%, 07/07/2021(b)

     3,366        3,329        2,002  

2515986, 7.08%, 07/07/2021

     2,496        2,460        2,312  

2515991, 7.35%, 07/07/2021

     589        582        557  

2515993, 7.55%, 07/07/2021

     251        247        245  

2515996, 4.95%, 07/07/2021

     67,161        66,239        59,259  

2516079, 7.62%, 07/07/2021

     3,538        3,464        2,736  

2516139, 6.67%, 07/07/2021

     30,519        30,086        23,924  

2516441, 6.6%, 07/07/2021(b)

     5,951        5,864        4,500  

2516501, 7.08%, 07/07/2021(b)

     2,976        2,956        1,692  

2516598, 6.6%, 07/07/2021

     1,970        1,936        1,517  

2516620, 4.95%, 07/07/2021

     2,322        2,280        2,234  

2516646, 6.6%, 07/07/2021

     2,598        2,551        2,010  

2516668, 6.6%, 07/07/2021(b)

     2,079        2,047        1,582  

2516702, 5.66%, 07/07/2021(b)

     4,276        4,220        3,358  

2516742, 6.85%, 07/07/2021

     1,411        1,393        963  

2516767, 6.6%, 07/07/2021

     1,682        1,646        1,569  

2516775, 6.84%, 07/07/2021

     3,648        3,553        3,505  

2516827, 6.6%, 07/07/2021

     8,385        8,233        6,479  

2516882, 6.84%, 07/07/2021

     1,777        1,684        1,732  

2517028, 5.66%, 07/07/2021

     7,580        7,415        7,280  

2517083, 5.66%, 07/07/2021

     6,140        6,036        4,969  

2517103, 4.98%, 07/07/2021

     627        626        486  

2517107, 6.61%, 07/07/2021

     3,826        3,714        3,676  

2517109, 6.89%, 07/07/2021

     1,035        1,036        820  

2517131, 5.66%, 07/07/2021

     20,129        19,758        18,990  

2517138, 6.67%, 07/07/2021

     30,905        30,300        25,054  

2517286, 6.84%, 07/07/2021

     1,779        1,693        1,734  

2517322, 4.96%, 07/07/2021

     2,916        2,868        2,795  

2517327, 6.87%, 07/07/2021

     1,119        1,117        783  

2517332, 6.86%, 07/07/2021

     1,574        1,571        1,094  

2517346, 6.84%, 07/07/2021

     13,902        13,718        11,573  

2517429, 6.84%, 07/07/2021(b)

     2,279        2,261        1,387  

2517436, 7.3%, 07/07/2021

     39        34        37  

2517449, 5.66%, 07/07/2021

     22,507        22,144        18,237  

2517576, 5.66%, 07/07/2021

     11,010        10,751        10,601  

2517640, 6.84%, 07/07/2021

     6,668        6,523        6,334  

2517679, 6.6%, 07/07/2021

     7,452        7,327        5,740  

2517705, 6.83%, 07/07/2021(b)

     1,888        1,875        1,054  

2517709, 6.6%, 07/07/2021

     16,549        16,253        12,792  


Table of Contents

2517771, 7.32%, 07/07/2021

     3,356        3,339        1,648  

2517800, 4.95%, 07/07/2021

     2,895        2,893        1,838  

2517813, 7.09%, 07/07/2021

     646        620        630  

2517827, 4.95%, 07/07/2021

     8,139        8,044        7,057  

2517838, 7.62%, 07/07/2021

     3,382        3,309        2,606  

2517864, 6.84%, 07/07/2021

     58,102        57,086        51,124  

2517906, 7.88%, 07/07/2021

     891        862        848  

2517934, 6.67%, 07/07/2021

     17,722        17,403        14,343  

2518156, 6.84%, 07/07/2021

     15,304        15,120        13,913  

2518270, 6.84%, 07/07/2021

     13,913        13,708        9,964  

2518351, 6.84%, 07/07/2021(b)

     28,979        28,932        11,284  

2518353, 8.57%, 07/07/2021

     632        628        546  

2518476, 7.86%, 07/07/2021

     2,114        2,087        1,764  

2518482, 5.66%, 07/07/2021

     2,499        2,393        2,431  

2518517, 7.08%, 07/07/2021

     2,945        2,918        2,316  

2518556, 5.97%, 07/07/2021

     1,429        1,394        1,377  

2518565, 6.84%, 07/07/2021

     2,221        2,194        1,854  

2518575, 4.95%, 07/07/2021

     18,115        17,827        16,028  

2518616, 7.87%, 07/07/2021

     3,498        3,444        3,023  

2518670, 7.31%, 07/07/2021

     44,270        43,940        37,513  

2518677, 7.62%, 07/07/2021

     12,817        12,521        11,896  

2518882, 6.84%, 07/07/2021

     554        553        333  

2518888, 4.93%, 07/07/2021

     726        727        628  

2518902, 5.66%, 07/07/2021(b)

     5,341        5,275        4,251  

2518927, 7.84%, 07/07/2021

     536        525        516  

2518948, 4.95%, 07/07/2021

     2,897        2,895        2,247  

2518964, 4.95%, 07/07/2021

     5,474        5,401        4,822  

2518971, 7.86%, 07/07/2021

     1,585        1,561        1,441  

2518985, 6.63%, 07/07/2021

     911        887        874  

2519009, 6.6%, 07/07/2021

     15,372        15,116        11,846  

2519050, 5.66%, 07/07/2021

     5,892        5,727        5,694  

2519055, 7.87%, 07/07/2021

     1,346        1,312        1,291  

2519084, 6.84%, 07/07/2021(b)

     12,728        12,585        7,694  

2519124, 6.84%, 07/07/2021

     7,865        7,770        5,366  

2519178, 7.32%, 07/07/2021(b)

     3,028        3,016        1,350  

2519185, 7.08%, 07/07/2021

     871        865        496  

2519193, 7.29%, 07/07/2021

     623        618        527  

2519215, 6.84%, 07/07/2021(b)

     24,009        23,725        16,749  

2519254, 5.95%, 07/08/2021

     5,858        5,740        5,608  

2519348, 7.86%, 07/08/2021

     6,813        6,677        6,222  

2519480, 5.95%, 07/08/2021

     6,036        5,942        5,274  

2519617, 5.95%, 07/08/2021

     387        386        339  

2519714, 7.86%, 07/08/2021

     733        693        712  

2519767, 7.85%, 07/08/2021

     772        732        749  

2519801, 6.67%, 07/08/2021

     1,339        1,315        1,086  

2519841, 7.88%, 07/08/2021

     1,654        1,649        660  

2519865, 6.67%, 07/08/2021

     2,985        2,915        2,821  

2519940, 8.1%, 07/08/2021

     2,908        2,878        2,287  

2520027, 6.67%, 07/08/2021(b)

     891        878        694  

2520038, 7.88%, 07/08/2021

     1,167        1,144        1,026  

2520077, 7.62%, 07/08/2021

     2,060        1,982        1,987  

2520147, 7.86%, 07/08/2021

     5,653        5,590        3,570  

2520233, 5.97%, 07/08/2021(b)

     3,246        3,207        2,642  

2520304, 7.87%, 07/08/2021

     1,017        993        944  

2520320, 7.63%, 07/08/2021

     2,509        2,409        2,414  

2520414, 8.08%, 07/08/2021

     629        619        607  

2520428, 7.62%, 07/08/2021(b)

     19,887        19,557        14,352  

2520612, 8.57%, 07/08/2021

     3,878        3,850        3,123  

2520678, 8.57%, 07/08/2021

     394        387        383  

2520703, 7.62%, 07/08/2021

     16,751        16,445        12,567  

2520915, 7.62%, 07/08/2021

     790        761        760  

2520922, 7.62%, 07/08/2021

     1,889        1,842        1,752  

2520948, 7.63%, 07/08/2021

     1,859        1,737        1,804  

2521006, 6.92%, 07/08/2021

     700        688        654  

2521043, 5.97%, 07/08/2021

     981        980        625  

2521052, 7.86%, 07/08/2021

     10,410        10,133        10,030  

2521454, 7.62%, 07/08/2021

     2,223        2,174        1,713  

2521501, 5.95%, 07/08/2021

     3,657        3,606        3,160  

2521635, 7.86%, 07/08/2021(b)

     7,395        7,385        3,001  

2521713, 5.97%, 07/08/2021

     993        977        875  

2521778, 7.63%, 07/08/2021

     2,005        1,905        1,943  

2521832, 7.86%, 07/08/2021

     2,535        2,472        2,433  

2523030, 7.85%, 07/09/2021

     1,482        1,451        1,071  

2523086, 5.96%, 07/09/2021

     7,267        7,111        6,968  

2523185, 7.87%, 07/09/2021(b)

     3,109        3,073        1,940  

2523239, 8.1%, 07/09/2021

     462        455        428  

2523254, 6.67%, 07/09/2021

     1,894        1,861        1,531  

2523263, 7.87%, 07/09/2021

     2,908        2,849        2,099  

2523317, 5.96%, 07/09/2021

     3,204        3,147        2,834  

2523395, 7.63%, 07/09/2021

     6,278        6,181        4,251  

2523509, 7.62%, 07/09/2021

     11,412        11,165        8,844  

2523783, 8.1%, 07/09/2021

     3,055        3,005        2,828  


Table of Contents

2523858, 7.85%, 07/09/2021(b)

     5,080        5,036        2,842  

2524056, 6.67%, 07/09/2021

     1,682        1,650        1,364  

2524108, 5.93%, 07/09/2021

     1,221        1,220        791  

2524142, 5.95%, 07/09/2021

     6,022        5,920        5,303  

2524410, 5.95%, 07/09/2021

     2,970        2,916        2,630  

2524482, 7.62%, 07/09/2021

     1,690        1,636        1,622  

2524517, 8.1%, 07/09/2021

     1,567        1,551        1,242  

2524567, 6.94%, 07/09/2021

     383        383        307  

2524577, 5.97%, 07/09/2021

     1,239        1,221        1,067  

2524660, 7.62%, 07/09/2021

     1,522        1,481        1,444  

2524736, 5.95%, 07/09/2021

     1,393        1,368        1,235  

2524763, 6.67%, 07/09/2021(b)

     11,213        11,050        8,549  

2524988, 8.35%, 07/09/2021

     1,257        1,247        940  

2525001, 8.57%, 07/09/2021

     889        883        772  

2525019, 6.67%, 07/09/2021

     3,028        2,970        2,450  

2525083, 7.63%, 07/09/2021

     3,204        3,115        3,042  

2525191, 7.86%, 07/09/2021

     1,521        1,502        964  

2525213, 6.67%, 07/09/2021

     24,144        23,747        19,366  

2525692, 8.33%, 07/09/2021(b)

     3,109        3,086        1,533  

2525717, 5.95%, 07/09/2021

     8,950        8,428        8,722  

2526133, 7.86%, 07/10/2021

     1,334        1,278        1,295  

2526255, 6.67%, 07/10/2021

     6,184        6,018        5,931  

2526450, 7.62%, 07/10/2021

     5,357        5,103        5,190  

2526808, 8.34%, 07/10/2021

     595        580        579  

2526862, 7.62%, 07/10/2021(b)

     5,089        5,013        3,304  

2526938, 5.96%, 07/10/2021

     5,795        5,708        5,028  

2527024, 7.86%, 07/10/2021

     1,155        1,140        729  

2527034, 6.67%, 07/10/2021

     2,725        2,648        2,619  

2527062, 5.97%, 07/10/2021

     139        139        130  

2527074, 7.88%, 07/10/2021

     1,910        1,906        1,177  

2527110, 6.91%, 07/10/2021

     928        926        870  

2527161, 7.85%, 07/10/2021

     93        12        91  

2527186, 8.08%, 07/10/2021

     917        904        804  

2527218, 7.85%, 07/10/2021

     5,788        5,639        5,391  

2527402, 7.62%, 07/10/2021

     26,235        25,723        20,170  

2528589, 7.62%, 07/10/2021

     23,113        22,619        17,896  

2528827, 7.62%, 07/10/2021

     1,579        1,555        1,096  

2528835, 7.88%, 07/10/2021

     1,354        1,336        860  

2528863, 6.91%, 07/10/2021

     4,551        4,547        3,221  

2528944, 5.94%, 07/10/2021

     4        4        4  

2528952, 6.92%, 07/10/2021

     107        106        104  

2528955, 6.67%, 07/10/2021

     9,446        9,184        9,081  

2529213, 7.85%, 07/10/2021

     661        657        619  

2529245, 8.07%, 07/10/2021(b)

     819        812        473  

2529269, 8.57%, 07/10/2021

     2,157        2,137        1,958  

2529369, 8.07%, 07/10/2021

     652        643        575  

2529407, 5.95%, 07/10/2021

     2,258        2,224        1,967  

2529470, 8.3%, 07/10/2021

     850        844        425  

2529479, 5.96%, 07/10/2021

     2,930        2,887        2,511  

2529540, 5.95%, 07/10/2021

     14,321        13,962        13,808  

2529853, 5.97%, 07/10/2021

     529        528        495  

2529862, 5.95%, 07/10/2021

     3,307        3,204        3,205  

2529901, 5.95%, 07/11/2021

     5,055        4,948        4,836  

2529941, 6.87%, 07/11/2021

     495        479        481  

2529948, 6.6%, 07/11/2021

     4,120        4,009        3,948  

2529979, 6.84%, 07/11/2021

     2,367        2,283        2,299  

2529995, 4.95%, 07/11/2021

     10,315        10,119        9,922  

2530012, 5.96%, 07/11/2021

     11,663        11,451        10,303  

2530024, 6.84%, 07/11/2021

     2,993        2,935        2,851  

2530049, 5.66%, 07/11/2021

     1,586        1,562        1,284  

2530054, 5.66%, 07/11/2021

     2,022        1,971        1,948  

2530082, 4.95%, 07/11/2021

     4,552        4,469        4,362  

2530095, 7.55%, 07/11/2021

     525        522        218  

2530100, 5.66%, 07/11/2021

     2,179        2,131        2,085  

2530107, 7.29%, 07/11/2021

     648        640        597  

2530110, 6.6%, 07/11/2021(b)

     6,641        6,549        4,791  

2530143, 7.55%, 07/11/2021(b)

     2,028        2,021        865  

2530166, 6.6%, 07/11/2021

     1,142        1,115        1,085  

2530200, 6.85%, 07/11/2021

     1,505        1,463        1,439  

2530213, 6.84%, 07/12/2021

     9,571        9,377        8,502  

2530257, 7.12%, 07/11/2021

     475        467        452  

2530261, 5.66%, 07/11/2021

     4,674        4,586        3,801  

2530275, 5.96%, 07/11/2021

     2,640        2,592        2,339  

2530277, 6.84%, 07/11/2021

     1,533        1,490        1,482  

2530294, 7.3%, 07/12/2021

     780        768        746  

2530305, 6.85%, 07/11/2021

     3,394        3,329        2,991  

2530325, 4.95%, 07/11/2021

     7,120        7,016        6,285  

2530350, 5.95%, 07/11/2021

     3,269        3,204        2,897  

2530385, 4.97%, 07/11/2021

     417        416        401  

2530399, 5.66%, 07/11/2021

     7,241        7,068        6,961  

2530464, 6.86%, 07/11/2021

     1,013        997        886  

2530466, 7.86%, 07/11/2021

     824        807        793  


Table of Contents

2530476, 6.84%, 07/12/2021(b)

     5,995        5,985        2,506  

2530516, 7.55%, 07/11/2021

     777        770        744  

2530522, 6.6%, 07/11/2021

     9,758        9,361        9,441  

2530656, 6.61%, 07/12/2021

     1,969        1,902        1,899  

2530683, 5.89%, 07/12/2021

     657        656        530  

2530689, 6.85%, 07/12/2021

     1,104        1,070        1,073  

2530715, 5.66%, 07/12/2021

     5,657        5,544        5,330  

2530767, 5.66%, 07/12/2021

     16,856        16,456        16,169  

2530780, 5.95%, 07/12/2021

     4,962        4,859        4,399  

2530896, 6.84%, 07/12/2021

     4,142        4,052        3,665  

2530966, 4.95%, 07/12/2021(b)

     5,031        4,968        4,309  

2530983, 4.96%, 07/12/2021

     2,156        2,121        1,908  

2530999, 7.55%, 07/12/2021

     1,496        1,461        1,457  

2531041, 6.6%, 07/12/2021

     3,404        3,329        3,165  

2531057, 6.85%, 07/12/2021

     2,290        2,247        2,171  

2531059, 6.91%, 07/12/2021

     1,226        1,222        1,193  

2531083, 6.86%, 07/12/2021

     743        737        659  

2531089, 5.94%, 07/12/2021

     640        640        455  

2531091, 6.63%, 07/12/2021

     1,377        1,350        1,075  

2531099, 6.85%, 07/12/2021

     1,186        1,166        1,098  

2531109, 6.83%, 07/12/2021

     543        517        528  

2531121, 6.84%, 07/12/2021

     3,619        3,610        2,226  

2531141, 4.97%, 07/12/2021

     1,147        1,132        1,005  

2531153, 5.66%, 07/12/2021

     30,566        30,091        24,798  

2531165, 8.1%, 07/12/2021

     3,195        3,116        3,079  

2531458, 4.94%, 07/13/2021

     783        783        623  

2531464, 8.33%, 07/13/2021

     726        706        705  

2531502, 6.83%, 07/13/2021

     982        965        898  

2531516, 6.84%, 07/13/2021

     9,405        9,258        8,618  

2531644, 6.84%, 07/13/2021(b)

     9,343        9,253        5,643  

2531729, 7.31%, 07/13/2021

     8,761        8,659        7,933  

2531840, 5.66%, 07/13/2021

     12,328        12,103        10,079  

2531908, 6.6%, 07/13/2021

     2,235        2,143        2,165  

2531950, 5.95%, 07/13/2021

     4,180        4,098        3,712  

2531960, 7.55%, 07/13/2021

     973        963        947  

2531974, 6.84%, 07/13/2021

     2,908        2,857        2,119  

2532016, 6.83%, 07/13/2021

     1,043        1,025        916  

2532026, 6.61%, 07/13/2021

     4,437        4,343        4,117  

2532054, 6.85%, 07/13/2021

     2,603        2,568        2,191  

2532064, 4.96%, 07/13/2021

     2,346        2,344        2,035  

2532119, 7.86%, 07/13/2021

     171        164        167  

2532144, 6.84%, 07/13/2021

     5,596        5,441        5,424  

2532164, 8.1%, 07/13/2021(b)

     40,494        40,197        23,354  

2532236, 6.84%, 07/13/2021

     2,490        2,420        2,392  

2532265, 7.55%, 07/13/2021

     970        964        673  

2532271, 6.85%, 07/13/2021

     828        807        799  

2532293, 6.83%, 07/13/2021

     1,287        1,227        1,249  

2532298, 6.6%, 07/13/2021

     2,393        2,345        1,870  

2532330, 4.96%, 07/13/2021

     5,844        5,750        5,185  

2532379, 5.66%, 07/13/2021

     16,177        15,875        13,235  

2532470, 5.9%, 07/13/2021

     6,803        6,795        5,550  

2532498, 7.55%, 07/13/2021

     767        759        727  

2532515, 6.6%, 07/13/2021

     808        786        768  

2532540, 6.85%, 07/13/2021

     531        497        517  

2532657, 7.07%, 07/13/2021

     998        957        973  

2532714, 7.55%, 07/13/2021(b)

     35,592        35,432        14,896  

2532966, 5.66%, 07/13/2021

     3,042        2,992        2,473  

2533042, 6.61%, 07/13/2021

     3,986        3,884        3,786  

2533076, 4.96%, 07/13/2021

     3,801        3,727        3,653  

2533106, 4.96%, 07/13/2021

     3,107        3,105        2,028  

2533137, 6.81%, 07/13/2021

     532        531        371  

2533141, 5.89%, 07/13/2021

     1,888        1,886        1,339  

2533164, 7.86%, 07/13/2021

     1,506        1,471        1,341  

2533177, 7.31%, 07/13/2021

     891        817        867  

2533228, 5.95%, 07/13/2021

     22,063        21,564        21,159  

2533260, 5.66%, 07/13/2021

     2,968        2,929        2,369  

2533264, 6.6%, 07/13/2021

     4,552        4,453        4,227  

2533319, 7.55%, 07/13/2021(b)

     2,128        2,121        908  

2533327, 7.08%, 07/13/2021

     878        871        509  

2533331, 5.66%, 07/13/2021

     3,727        3,662        3,048  

2533350, 6.62%, 07/13/2021

     1,367        1,333        1,300  

2533391, 6.89%, 07/13/2021(b)

     808        806        314  

2533402, 4.95%, 07/13/2021

     3,830        3,781        3,347  

2533423, 6.61%, 07/13/2021

     9,653        9,487        7,454  

2533444, 4.95%, 07/13/2021

     2,788        2,706        2,698  

2533470, 6.6%, 07/13/2021

     3,292        3,217        3,066  

2533535, 6.86%, 07/13/2021

     1,885        1,858        1,303  

2533564, 6.84%, 07/13/2021

     20,512        20,090        18,256  

2533697, 6.6%, 07/13/2021

     1,694        1,664        1,312  

2533746, 6.84%, 07/13/2021

     33,586        33,049        30,810  

2533871, 8.35%, 07/13/2021(b)

     1,819        1,816        831  

2533898, 8.11%, 07/13/2021

     3,122        3,096        1,768  


Table of Contents

2533962, 6.86%, 07/13/2021

     1,093        1,089        918  

2533983, 6.84%, 07/13/2021

     5,274        5,163        5,005  

2534052, 8.35%, 07/13/2021

     930        917        883  

2534057, 6.85%, 07/13/2021

     816        811        785  

2534085, 6.6%, 07/13/2021

     26,136        25,642        20,399  

2534114, 6%, 07/13/2021

     641        629        569  

2534279, 7.32%, 07/13/2021

     1,232        1,216        1,180  

2534294, 7.62%, 07/13/2021

     3,141        3,031        3,024  

2534319, 6.82%, 07/13/2021

     1,382        1,383        853  

2534351, 5.66%, 07/13/2021

     1,785        1,758        1,440  

2534360, 6.6%, 07/13/2021(b)

     13,712        13,509        10,039  

2534443, 7.28%, 07/13/2021(b)

     1,040        1,034        499  

2534450, 7.08%, 07/13/2021

     13,895        13,746        11,160  

2534470, 7.65%, 07/13/2021(b)

     1,413        1,385        1,091  

2534484, 7.9%, 07/13/2021(b)

     756        746        486  

2534499, 7.85%, 07/13/2021

     1,980        1,945        1,434  

2534518, 6.84%, 07/13/2021

     6,702        6,528        6,396  

2534532, 7.86%, 07/13/2021

     1,380        1,351        1,262  

2534595, 6.9%, 07/13/2021

     3,491        3,488        1,209  

2534628, 7.86%, 07/14/2021

     12,805        12,545        11,242  

2534794, 7.86%, 07/14/2021(b)

     16,923        16,677        11,680  

2534894, 7.83%, 07/14/2021

     676        656        652  

2534910, 7.62%, 07/14/2021(b)

     2,719        2,673        1,948  

2534930, 8.32%, 07/14/2021

     951        937        904  

2534946, 8.1%, 07/14/2021

     17,539        17,347        10,193  

2535120, 5.95%, 07/14/2021

     1,964        1,917        1,889  

2535143, 7.87%, 07/14/2021(b)

     2,187        2,159        1,454  

2535154, 6.67%, 07/14/2021

     14,455        14,105        13,644  

2535606, 6.9%, 07/14/2021

     700        699        626  

2535630, 5.96%, 07/14/2021

     4,912        4,824        4,342  

2535687, 7.62%, 07/14/2021

     3,856        3,760        3,580  

2535756, 6.67%, 07/14/2021

     996        977        815  

2535838, 7.86%, 07/14/2021

     8,160        8,002        7,163  

2536595, 7.86%, 07/14/2021

     1,647        1,584        1,590  

2536954, 7.86%, 07/14/2021

     5,741        5,662        3,704  

2537077, 7.62%, 07/14/2021

     4,550        4,466        3,460  

2537151, 5.95%, 07/14/2021

     4,340        4,259        3,844  

2537233, 8.1%, 07/14/2021

     659        635        639  

2537273, 8.1%, 07/14/2021(b)

     13,309        13,159        10,709  

2537530, 8.1%, 07/14/2021

     12,172        11,986        10,730  

2537833, 6.67%, 07/14/2021

     6,203        6,070        5,079  

2538023, 7.9%, 07/15/2021

     397        384        383  

2538048, 7.62%, 07/15/2021

     1,819        1,733        1,755  

2538097, 7.86%, 07/15/2021

     2,130        2,082        1,950  

2538158, 5.95%, 07/15/2021

     3,336        3,271        2,960  

2538250, 6.94%, 07/15/2021(b)

     858        857        294  

2538268, 5.95%, 07/15/2021

     4,888        4,808        4,280  

2538327, 5.95%, 07/15/2021

     2,962        2,909        2,608  

2538372, 6.67%, 07/15/2021

     2,936        2,725        2,859  

2538515, 7.63%, 07/15/2021

     2,024        1,964        1,937  

2538571, 8.33%, 07/15/2021(b)

     1,181        1,161        899  

2538592, 6.96%, 07/15/2021(b)

     591        590        215  

2538611, 6%, 07/15/2021

     163        160        156  

2538619, 6.67%, 07/15/2021

     3,637        3,553        2,985  

2538672, 5.95%, 07/15/2021(b)

     5,467        5,371        4,779  

2538707, 7.86%, 07/15/2021

     4,789        4,680        4,447  

2539020, 6.9%, 07/15/2021(b)

     1,522        1,520        1,082  

2539049, 6.67%, 07/15/2021

     2,109        2,067        1,727  

2539088, 5.96%, 07/15/2021

     1,211        1,186        1,074  

2539137, 7.85%, 07/15/2021

     3,510        3,400        3,333  

2539220, 7.62%, 07/15/2021

     2,964        2,884        2,745  

2539276, 7.86%, 07/15/2021

     1,842        1,794        1,711  

2539328, 8.57%, 07/15/2021

     145        140        141  

2539340, 7.86%, 07/15/2021

     1,640        1,599        1,546  

2539411, 6.67%, 07/15/2021

     64,548        63,269        52,703  

2540513, 6.67%, 07/15/2021(b)

     2,026        1,992        1,608  

2540553, 7.86%, 07/15/2021

     13,557        13,269        11,989  

2540754, 7.86%, 07/15/2021

     7,131        6,949        6,342  

2540888, 7.62%, 07/15/2021

     1,652        1,613        1,294  

2542800, 8.1%, 07/16/2021

     651        642        530  

2542860, 7.86%, 07/16/2021

     564        553        550  

2542908, 7.86%, 07/16/2021(b)

     2,782        2,775        1,183  

2542927, 6.67%, 07/16/2021(b)

     13,522        13,298        10,661  

2543085, 7.86%, 07/16/2021

     14,187        13,865        10,415  

2543305, 5.96%, 07/16/2021

     2,796        2,747        2,445  

2543324, 7.62%, 07/16/2021

     1,480        1,442        1,371  

2543351, 5.96%, 07/16/2021

     3,489        3,424        3,086  

2543432, 5.97%, 07/16/2021

     247        246        199  

2543436, 7.86%, 07/16/2021

     2,749        2,683        2,526  

2543485, 7.86%, 07/16/2021

     349        339        340  

2543539, 7.62%, 07/16/2021

     1,593        1,541        1,525  

2543595, 7.86%, 07/16/2021

     1,659        1,647        1,497  


Table of Contents

2543673, 7.86%, 07/16/2021

     2,456        2,367        2,359  

2543799, 7.87%, 07/16/2021

     4,817        4,730        3,431  

2543896, 5.95%, 07/16/2021

     1,003        976        967  

2543901, 8.57%, 07/16/2021

     1,909        1,896        1,365  

2543974, 7.86%, 07/16/2021

     8,295        8,127        6,074  

2544155, 5.95%, 07/16/2021

     1,917        1,868        1,845  

2544198, 8.1%, 07/16/2021(b)

     9,369        9,265        5,507  

2544389, 7.62%, 07/16/2021

     2,928        2,869        2,251  

2544448, 7.88%, 07/16/2021(b)

     1,488        1,446        1,386  

2544481, 6.67%, 07/16/2021(b)

     4,230        4,161        3,269  

2544525, 6.67%, 07/16/2021

     22,363        21,681        21,508  

2545025, 5.96%, 07/16/2021

     2,683        2,635        2,364  

2545078, 6.67%, 07/16/2021

     2,231        2,181        1,833  

2545151, 6.67%, 07/16/2021

     10,855        10,517        10,453  

2545364, 7.62%, 07/16/2021

     7,594        7,429        5,920  

2545554, 6.67%, 07/16/2021

     1,420        1,382        1,359  

2545567, 5.96%, 07/16/2021

     9,042        8,873        8,025  

2545803, 6.91%, 07/16/2021(b)

     1,243        1,241        892  

2545864, 8.57%, 07/16/2021

     321        317        309  

2545892, 8.32%, 07/16/2021

     935        924        799  

2546006, 5.96%, 07/17/2021

     3,654        3,586        3,233  

2546124, 5.95%, 07/17/2021

     59,134        57,874        52,680  

2547562, 6.67%, 07/17/2021

     2,011        1,973        1,634  

2547582, 7.87%, 07/17/2021

     1,387        1,356        1,022  

2547598, 7.62%, 07/17/2021

     3,109        2,985        2,996  

2547655, 7.85%, 07/17/2021

     3,731        3,678        2,431  

2547912, 7.87%, 07/17/2021

     4,104        4,034        2,869  

2547973, 7.87%, 07/17/2021

     2,244        2,200        2,061  

2548043, 8.33%, 07/17/2021(b)

     8,863        8,802        4,130  

2548152, 7.62%, 07/17/2021

     9,464        9,189        8,799  

2548312, 7.86%, 07/17/2021

     2,625        2,560        2,416  

2548385, 5.96%, 07/17/2021

     1,560        1,522        1,497  

2548399, 6.67%, 07/17/2021

     2,837        2,723        2,743  

2548482, 7.86%, 07/17/2021

     7,172        6,943        6,849  

2548771, 7.62%, 07/17/2021

     13,474        13,157        10,571  

2549059, 8.34%, 07/17/2021

     2,097        2,081        1,037  

2549107, 7.86%, 07/18/2021(b)

     10,317        10,147        7,178  

2549147, 7.55%, 07/19/2021

     1,220        1,196        1,187  

2549188, 7.33%, 07/18/2021

     775        767        664  

2549195, 7.31%, 07/18/2021(b)

     2,902        2,873        2,233  

2549202, 4.96%, 07/18/2021

     14,498        14,243        12,896  

2549282, 7.55%, 07/18/2021

     2,657        2,635        2,127  

2549347, 5.95%, 07/18/2021

     6,669        6,535        5,919  

2549366, 7.55%, 07/18/2021

     5,299        5,265        2,297  

2549389, 7.55%, 07/18/2021

     1,868        1,843        1,783  

2549414, 6.84%, 07/18/2021

     4,807        4,720        3,521  

2549431, 4.96%, 07/18/2021

     4,380        4,298        3,905  

2549471, 7.08%, 07/18/2021

     4,013        3,948        3,705  

2549512, 5.66%, 07/18/2021

     6,575        6,488        6,202  

2549558, 7.09%, 07/18/2021

     3,794        3,752        2,247  

2549575, 4.96%, 07/18/2021

     9,399        9,269        8,159  

2549612, 7.87%, 07/18/2021(b)

     2,605        2,573        1,587  

2549636, 7.31%, 07/18/2021

     922        906        790  

2549644, 5.66%, 07/18/2021

     8,748        8,601        7,132  

2549696, 7.62%, 07/18/2021

     7,330        7,150        5,780  

2549700, 4.95%, 07/18/2021

     6,229        6,124        5,536  

2549762, 6.6%, 07/18/2021

     8,926        8,730        7,029  

2549830, 5.66%, 07/18/2021

     7,969        7,865        6,023  

2549899, 7.62%, 07/19/2021

     2,616        2,547        2,426  

2549945, 4.95%, 07/19/2021

     15,232        14,780        14,758  

2549989, 8.11%, 07/19/2021

     2,803        2,764        2,307  

2550073, 8.57%, 07/19/2021

     1,215        1,207        552  

2550093, 7.83%, 07/19/2021(b)

     1,443        1,421        982  

2550121, 4.95%, 07/19/2021

     3,062        3,005        2,721  

2550125, 7.87%, 07/19/2021

     654        636        629  

2550140, 4.96%, 07/19/2021

     4,402        4,314        4,224  

2550161, 5.95%, 07/19/2021

     7,713        7,564        6,843  

2550193, 6.85%, 07/19/2021(b)

     3,664        3,612        3,103  

2550213, 4.99%, 07/19/2021

     115        115        112  

2550221, 4.96%, 07/19/2021

     2,367        2,316        2,272  

2550236, 7.55%, 07/19/2021

     136        132        133  

2550246, 5.66%, 07/19/2021

     7,705        7,558        6,347  

2550314, 5.66%, 07/19/2021

     5,814        5,648        5,597  

2550385, 6.85%, 07/19/2021

     1,923        1,878        1,833  

2550404, 7.55%, 07/20/2021

     2,089        2,048        2,031  

2550432, 7.62%, 07/20/2021(b)

     1,665        1,633        1,257  

2550446, 6.84%, 07/20/2021

     5,390        5,312        4,578  

2550466, 6.67%, 07/20/2021(b)

     9,607        9,459        6,858  

2550478, 6.86%, 07/20/2021

     2,356        2,314        1,737  

2550500, 6.82%, 07/20/2021

     78        74        76  

2550510, 6.84%, 07/20/2021

     6,409        6,263        5,696  

2550604, 6.87%, 07/20/2021(b)

     1,211        1,208        526  


Table of Contents

2550608, 5.91%, 07/20/2021

     3,182        3,177        1,962  

2550629, 6.84%, 07/20/2021

     7,188        7,070        6,107  

2550678, 5.92%, 07/20/2021

     277        276        270  

2550683, 5.95%, 07/20/2021

     6,752        6,609        6,021  

2550725, 7.09%, 07/20/2021

     3,350        3,316        1,998  

2550730, 5.66%, 07/20/2021

     6,855        6,660        6,599  

2550781, 4.94%, 07/20/2021

     442        442        418  

2550790, 5.89%, 07/20/2021(b)

     2,570        2,568        990  

2550801, 6.84%, 07/20/2021

     12,937        12,741        8,522  

2550853, 6.91%, 07/20/2021

     2,888        2,884        993  

2550881, 6.6%, 07/20/2021

     17,198        16,897        13,231  

2550926, 6.67%, 07/20/2021(b)

     4,705        4,620        3,744  

2550972, 6.83%, 07/20/2021

     2,150        2,137        898  

2550983, 6.85%, 07/20/2021

     2,882        2,834        2,031  

2551001, 6.84%, 07/20/2021

     4,937        4,789        4,789  

2551041, 7.62%, 07/20/2021

     3,015        2,937        2,391  

2551064, 4.95%, 07/20/2021(b)

     8,715        8,601        7,525  

2551105, 7.08%, 07/20/2021

     705        693        651  

2551109, 6.84%, 07/20/2021(b)

     1,216        1,180        1,163  

2551124, 5.95%, 07/20/2021

     2,823        2,757        2,522  

2551134, 4.97%, 07/20/2021

     285        285        197  

2551138, 6.84%, 07/20/2021

     28,956        28,449        21,098  

2551250, 6.84%, 07/20/2021

     980        956        872  

2551252, 6.83%, 07/20/2021(b)

     1,757        1,731        1,212  

2551268, 6.84%, 07/20/2021

     10,921        10,734        7,977  

2551278, 8.57%, 07/20/2021

     6,331        6,272        5,092  

2551311, 6.61%, 07/20/2021

     3,959        3,830        3,804  

2551342, 6.84%, 07/20/2021

     2,813        2,758        2,487  

2551365, 6.6%, 07/20/2021

     20,833        20,392        16,508  

2551644, 5.95%, 07/21/2021

     3,989        3,906        3,562  

2552417, 6.84%, 07/21/2021

     3,415        3,397        2,922  

2552508, 6.83%, 07/21/2021

     1,532        1,501        1,410  

2552529, 7.55%, 07/21/2021

     474        464        459  

2552566, 6.86%, 07/21/2021

     2,508        2,465        1,830  

2552579, 7.09%, 07/21/2021

     2,022        1,998        1,205  

2552585, 7.62%, 07/21/2021

     3,255        3,153        3,023  

2552590, 6.6%, 07/21/2021(b)

     16,368        15,879        15,711  

2552764, 8.1%, 07/21/2021

     8,414        8,328        4,995  

2552817, 6.6%, 07/21/2021

     2,535        2,487        1,988  

2552831, 6.61%, 07/21/2021(b)

     8,659        8,499        6,748  

2552911, 7.31%, 07/21/2021

     1,494        1,475        1,362  

2552934, 6.84%, 07/21/2021

     1,612        1,583        1,482  

2552982, 5.66%, 07/21/2021

     3,039        2,958        2,922  

2552997, 6.84%, 07/21/2021(b)

     2,219        2,214        968  

2553007, 6.83%, 07/21/2021

     76        73        74  

2553011, 7.55%, 07/21/2021

     1,718        1,708        1,383  

2553014, 5.96%, 07/21/2021

     3,380        3,308        3,016  

2553028, 4.97%, 07/21/2021

     2,015        1,980        1,797  

2553048, 5.66%, 07/21/2021

     9,310        9,115        8,797  

2553153, 7.55%, 07/21/2021

     405        392        395  

2553170, 5.95%, 07/21/2021(b)

     3,094        3,043        2,677  

2553173, 6.85%, 07/21/2021

     786        729        765  

2553221, 6.84%, 07/21/2021

     5,081        4,947        4,826  

2553236, 7.86%, 07/21/2021(b)

     33,666        33,046        23,784  

2553258, 4.95%, 07/21/2021

     2,664        2,623        2,359  

2553268, 5.66%, 07/21/2021

     3,930        3,843        3,710  

2553300, 7.55%, 07/21/2021

     53        49        52  

2553326, 6.85%, 07/21/2021(b)

     3,662        3,627        2,122  

2553351, 5.66%, 07/21/2021

     8,201        8,019        7,764  

2553388, 6.6%, 07/21/2021

     15,399        14,902        14,781  

2553566, 6.6%, 07/21/2021

     783        767        618  

2553597, 7.55%, 07/21/2021

     450        446        399  

2553610, 4.97%, 07/21/2021

     1,966        1,930        1,756  

2553617, 6.85%, 07/21/2021

     1,285        1,264        894  

2553632, 7.55%, 07/21/2021(b)

     1,045        1,040        483  

2553641, 7.55%, 07/21/2021(b)

     1,640        1,626        1,315  

2553675, 6.85%, 07/21/2021

     4,521        4,434        3,990  

2553708, 7.55%, 07/21/2021

     672        667        488  

2553716, 4.96%, 07/21/2021

     2,427        2,390        2,152  

2553747, 5.91%, 07/21/2021

     1,068        1,067        651  

2553755, 4.95%, 07/21/2021

     2,622        2,570        2,514  

2553790, 6.83%, 07/21/2021(b)

     1,092        1,077        722  

2553802, 6.84%, 07/21/2021

     594        553        579  

2553838, 5.66%, 07/21/2021(b)

     16,816        16,583        12,856  

2553919, 4.97%, 07/21/2021

     2,583        2,538        2,303  

2553954, 5.66%, 07/21/2021

     14,706        14,433        12,130  

2554199, 6.6%, 07/21/2021

     876        860        677  

2554214, 5.87%, 07/21/2021

     192        192        188  

2554220, 4.96%, 07/21/2021

     10,074        9,902        8,970  

2554291, 5.66%, 07/21/2021

     1,842        1,806        1,521  

2554312, 4.95%, 07/21/2021

     137        136        133  

2554339, 7.08%, 07/21/2021

     1,015        988        982  


Table of Contents

2554408, 6.6%, 07/21/2021

     1,773        1,726        1,688  

2554442, 6.84%, 07/21/2021(b)

     4,691        4,600        3,483  

2554484, 6.6%, 07/21/2021

     8,271        8,073        7,671  

2554511, 7.62%, 07/21/2021

     21,555        20,926        20,024  

2554549, 7.08%, 07/21/2021

     4,204        4,142        3,728  

2554581, 5.66%, 07/21/2021

     26,449        25,946        21,851  

2554853, 6.83%, 07/21/2021(b)

     5,984        5,886        4,319  

2554930, 4.95%, 07/21/2021

     8,784        8,595        8,431  

2555021, 6.6%, 07/21/2021

     3,737        3,670        2,892  

2555037, 6.83%, 07/21/2021

     904        841        877  

2555082, 5.66%, 07/21/2021(b)

     9,546        9,404        7,626  

2555181, 6.84%, 07/21/2021

     2,068        2,024        1,968  

2555198, 4.96%, 07/21/2021

     4,639        4,555        4,143  

2555249, 6.84%, 07/21/2021

     6,877        6,482        6,679  

2555349, 6.93%, 07/21/2021(b)

     949        948        350  

2555383, 6.84%, 07/21/2021

     6,151        6,026        5,851  

2555443, 4.95%, 07/21/2021

     4,652        4,558        4,464  

2555456, 8.57%, 07/22/2021

     156        142        152  

2555505, 7.62%, 07/22/2021

     1,650        1,613        1,290  

2555524, 7.62%, 07/22/2021

     1,556        1,498        1,486  

2555545, 7.86%, 07/22/2021

     1,636        1,552        1,544  

2555576, 7.86%, 07/22/2021

     1,278        1,251        1,092  

2555589, 7.86%, 07/22/2021(b)

     18,473        18,127        13,283  

2555598, 6.6%, 07/22/2021

     10,082        9,840        9,317  

2555652, 7.08%, 07/22/2021

     8,154        8,004        7,538  

2555822, 6.85%, 07/22/2021(b)

     2,868        2,821        2,026  

2555848, 6.84%, 07/22/2021

     4,866        4,849        2,042  

2555887, 5.66%, 07/22/2021

     4,496        4,399        4,244  

2555908, 8.57%, 07/22/2021

     8,734        8,684        3,990  

2555926, 6.87%, 07/22/2021

     671        647        649  

2555936, 5.66%, 07/22/2021

     1,264        1,218        1,217  

2555969, 7.55%, 07/22/2021(b)

     4,814        4,787        2,240  

2556026, 6%, 07/22/2021

     651        637        581  

2556030, 7.09%, 07/22/2021

     932        920        768  

2556036, 5.96%, 07/22/2021

     3,874        3,802        3,425  

2556049, 7.31%, 07/22/2021(b)

     3,469        3,438        1,844  

2556076, 5%, 07/22/2021

     766        755        678  

2556103, 4.95%, 07/22/2021

     2,077        2,034        1,858  

2556133, 8.33%, 07/22/2021

     1,655        1,637        879  

2556175, 4.96%, 07/22/2021

     2,921        2,852        2,807  

2556191, 7.62%, 07/22/2021

     8,157        7,906        7,752  

2556258, 5.66%, 07/22/2021

     2,752        2,698        2,277  

2556324, 7.29%, 07/22/2021

     1,107        1,096        862  

2556345, 5.9%, 07/22/2021

     7,116        7,102        6,008  

2556493, 7.86%, 07/22/2021

     5,397        5,228        5,184  

2556750, 7.86%, 07/22/2021

     1,918        1,867        1,698  

2556807, 4.96%, 07/22/2021

     5,633        5,541        5,002  

2556809, 8.33%, 07/22/2021

     2,350        2,317        1,831  

2556884, 6.84%, 07/22/2021

     3,952        3,880        2,915  

2556897, 7.84%, 07/22/2021

     939        918        773  

2556922, 5.95%, 07/22/2021

     58,048        57,008        51,116  

2557157, 6.84%, 07/22/2021

     60,997        59,946        43,074  

2557761, 6.84%, 07/22/2021(b)

     1,551        1,527        1,024  

2557777, 6.84%, 07/22/2021

     5,169        5,073        4,553  

2557787, 7.87%, 07/22/2021(b)

     3,670        3,579        3,255  

2557865, 7.62%, 07/22/2021

     3,212        3,136        2,539  

2557976, 5.91%, 07/22/2021(b)

     554        553        344  

2557985, 6.84%, 07/22/2021(b)

     5,125        5,054        3,394  

2557996, 7.85%, 07/22/2021(b)

     2,189        2,151        1,535  

2558064, 8.11%, 07/22/2021

     1,433        1,403        1,272  

2558081, 4.97%, 07/22/2021

     1,103        1,102        903  

2558099, 6.67%, 07/22/2021(b)

     45,991        45,144        36,957  

2558143, 6.84%, 07/22/2021

     4,863        4,725        4,687  

2558280, 5.66%, 07/22/2021

     13,849        13,524        13,092  

2558511, 7.31%, 07/22/2021

     1,673        1,536        1,632  

2558680, 5.66%, 07/22/2021(b)

     4,660        4,587        3,710  

2558721, 6.61%, 07/22/2021(b)

     8,631        8,480        6,485  

2559892, 7.62%, 07/23/2021

     3,585        3,490        2,850  

2559975, 7.85%, 07/23/2021

     2,926        2,884        1,935  

2560003, 7.86%, 07/23/2021

     8,741        8,385        8,416  

2560283, 8.32%, 07/23/2021(b)

     1,808        1,791        952  

2560314, 5.95%, 07/23/2021(b)

     9,682        9,534        7,929  

2560533, 7.88%, 07/23/2021

     636        622        585  

2560548, 5.95%, 07/23/2021

     3,372        3,301        3,011  

2560662, 6.67%, 07/23/2021(b)

     22,083        21,660        17,752  

2560957, 7.86%, 07/23/2021(b)

     5,810        5,731        3,696  

2561009, 8.57%, 07/23/2021(b)

     2,413        2,382        2,207  

2561071, 7.86%, 07/23/2021(b)

     5,600        5,500        3,833  

2561125, 8.1%, 07/23/2021

     4,054        3,977        3,599  

2561185, 6.67%, 07/23/2021(b)

     2,945        2,886        2,399  

2561242, 7.86%, 07/23/2021

     4,914        4,759        4,718  

2561360, 7.85%, 07/23/2021(b)

     1,856        1,818        1,317  


Table of Contents

2561400, 7.87%, 07/23/2021

     2,745        2,708        1,800  

2561455, 8.57%, 07/23/2021

     797        778        776  

2561489, 5.96%, 07/23/2021

     1,090        1,090        614  

2561505, 8.1%, 07/23/2021

     19,513        19,254        11,761  

2561766, 7.62%, 07/23/2021

     14,242        13,829        13,234  

2562004, 5.95%, 07/23/2021

     20,935        20,550        18,429  

2562506, 8.12%, 07/23/2021

     1,546        1,525        932  

2562561, 7.62%, 07/23/2021

     3,959        3,871        3,099  

2562649, 7.86%, 07/23/2021(b)

     933        916        658  

2562666, 7.62%, 07/23/2021

     1,575        1,538        1,246  

2562698, 6.91%, 07/23/2021

     2,282        2,272        2,161  

2562804, 5.96%, 07/23/2021

     859        854        837  

2562904, 5.95%, 07/23/2021

     3,272        3,187        3,139  

2563033, 5.95%, 07/23/2021

     3,168        3,098        2,833  

2563072, 7.62%, 07/24/2021

     4,276        4,162        3,408  

2563176, 7.87%, 07/24/2021(b)

     3,441        3,397        2,102  

2563214, 7.85%, 07/24/2021

     2,382        2,329        2,031  

2563254, 7.86%, 07/24/2021

     3,538        3,476        2,470  

2563294, 8.33%, 07/24/2021

     3,957        3,895        3,410  

2563380, 8.57%, 07/24/2021

     707        706        647  

2563472, 7.86%, 07/24/2021

     4,446        4,308        4,149  

2563594, 7.62%, 07/24/2021

     9,325        9,055        8,649  

2563878, 5.95%, 07/24/2021

     7,162        7,036        6,272  

2564035, 5.95%, 07/24/2021

     5,651        5,534        5,040  

2564134, 8.57%, 07/24/2021

     3,745        3,622        3,663  

2564464, 6.67%, 07/24/2021

     657        640        618  

2564484, 5.96%, 07/24/2021

     4,396        4,286        4,214  

2564579, 7.86%, 07/24/2021

     2,031        1,972        1,892  

2564620, 8.35%, 07/24/2021(b)

     2,473        2,446        1,320  

2564637, 8.11%, 07/24/2021

     601        586        563  

2564665, 8.57%, 07/24/2021(b)

     14,002        13,881        6,410  

2565243, 6.91%, 07/24/2021

     2,684        2,673        2,407  

2565330, 5.96%, 07/24/2021

     7,039        6,906        6,231  

2565540, 7.65%, 07/24/2021

     1,171        1,137        1,086  

2565550, 7.86%, 07/24/2021

     2,336        2,319        2,009  

2565655, 6.9%, 07/24/2021(b)

     928        929        583  

2565700, 7.86%, 07/24/2021

     9,426        9,215        6,945  

2565829, 7.86%, 07/24/2021(b)

     3,668        3,615        2,406  

2565908, 8.35%, 07/24/2021

     1,073        1,053        1,003  

2566092, 8.1%, 07/24/2021

     3,865        3,717        3,750  

2566186, 7.86%, 07/24/2021

     7,964        7,715        7,594  

2566212, 5.95%, 07/25/2021

     51,510        50,398        46,058  

2566227, 7.31%, 07/25/2021(b)

     14,767        14,634        7,929  

2566322, 4.95%, 07/25/2021

     2,307        2,265        2,063  

2566333, 5.66%, 07/25/2021(b)

     45,717        44,951        36,911  

2566592, 7.3%, 07/25/2021(b)

     2,609        2,586        1,373  

2566610, 6.84%, 07/25/2021

     469        460        432  

2566614, 7.3%, 07/25/2021

     1,206        1,193        638  

2566642, 4.95%, 07/25/2021(b)

     5,466        5,387        4,716  

2566675, 5.66%, 07/25/2021

     4,702        4,624        3,806  

2566723, 6.86%, 07/25/2021

     1,026        1,002        910  

2566736, 6.84%, 07/25/2021

     1,773        1,746        1,514  

2566752, 5.66%, 07/25/2021

     3,970        3,899        3,234  

2566786, 4.96%, 07/25/2021

     1,914        1,885        1,682  

2566807, 6.6%, 07/25/2021

     1,502        1,448        1,445  

2566855, 7.06%, 07/25/2021

     1,447        1,431        866  

2566864, 4.95%, 07/25/2021

     2,964        2,915        2,636  

2566894, 4.97%, 07/25/2021

     2,011        1,973        1,798  

2566918, 6.87%, 07/25/2021

     0        0        0  

2566958, 4.92%, 07/25/2021

     500        499        443  

2566968, 6.61%, 07/25/2021

     2,393        2,312        2,295  

2567001, 6.6%, 07/25/2021

     489        480        386  

2567010, 7.55%, 07/25/2021(b)

     4,675        4,645        2,210  

2567029, 5.66%, 07/26/2021

     10,472        10,297        8,480  

2567081, 6.84%, 07/26/2021

     4,379        4,281        3,289  

2567125, 6.86%, 07/26/2021

     1,275        1,251        942  

2567133, 4.95%, 07/26/2021

     3,675        3,603        3,292  

2567165, 4.96%, 07/26/2021(b)

     6,353        6,259        5,510  

2567216, 6.6%, 07/26/2021(b)

     1,612        1,582        1,250  

2567229, 6.84%, 07/26/2021

     1,165        1,143        814  

2567244, 4.95%, 07/26/2021

     15,945        15,658        14,262  

2567395, 4.96%, 07/26/2021

     800        799        555  

2567410, 4.95%, 07/26/2021(b)

     5,997        5,913        5,109  

2567442, 6.6%, 07/26/2021(b)

     6,601        6,481        4,991  

2567477, 6.84%, 07/26/2021(b)

     669        660        449  

2567482, 4.99%, 07/26/2021

     639        639        351  

2567486, 6.85%, 07/26/2021

     1,921        1,909        1,651  

2567510, 4.96%, 07/26/2021

     2,626        2,581        2,341  

2567532, 4.95%, 07/26/2021(b)

     5,670        5,587        4,936  

2567578, 6.84%, 07/26/2021

     6,221        6,068        5,919  

2567753, 6.6%, 07/27/2021(b)

     13,735        13,504        9,526  

2567826, 8.32%, 07/27/2021

     275        260        268  


Table of Contents

2567961, 7.86%, 07/27/2021

     2,837        2,685        2,759  

2568022, 4.95%, 07/27/2021

     5,097        5,013        4,518  

2568089, 7.55%, 07/27/2021

     580        571        555  

2568112, 5.66%, 07/27/2021

     20,601        20,088        19,717  

2568311, 6.67%, 07/27/2021

     194        190        183  

2568327, 7.87%, 07/27/2021

     4,204        4,125        2,999  

2568458, 7.55%, 07/27/2021

     1,051        1,041        761  

2568471, 7.08%, 07/27/2021(b)

     2,597        2,569        1,591  

2568503, 7.31%, 07/27/2021

     16,009        15,810        13,862  

2568512, 7.86%, 07/27/2021

     4,561        4,326        4,414  

2568694, 4.96%, 07/27/2021(b)

     6,122        6,033        5,298  

2568767, 6.6%, 07/27/2021

     910        853        885  

2568794, 6.6%, 07/27/2021

     20,626        20,194        16,359  

2568829, 7.86%, 07/27/2021(b)

     27,125        26,656        19,081  

2568978, 7.11%, 07/27/2021(b)

     1,255        1,243        770  

2568982, 7.32%, 07/27/2021

     2,901        2,867        2,291  

2569010, 4.95%, 07/27/2021

     42,521        41,642        40,774  

2569409, 5.66%, 07/27/2021

     4,901        4,792        4,631  

2569465, 6.84%, 07/27/2021

     1,764        1,700        1,713  

2569471, 7.62%, 07/27/2021

     1,486        1,370        1,448  

2569478, 6.84%, 07/27/2021

     342        320        334  

2569495, 6.6%, 07/27/2021

     1,911        1,868        1,526  

2569547, 6.6%, 07/27/2021

     27,658        27,098        22,003  

2569738, 6.84%, 07/27/2021

     10,263        10,063        7,655  

2569756, 8.33%, 07/27/2021

     9,856        9,730        7,777  

2569834, 6.84%, 07/27/2021

     5,544        5,376        5,291  

2569925, 6.84%, 07/27/2021

     1,693        1,669        1,126  

2569940, 5.66%, 07/27/2021

     4,721        4,634        3,889  

2570092, 6.85%, 07/27/2021(b)

     3,539        3,493        2,192  

2570161, 6.67%, 07/27/2021

     13,418        13,043        12,712  

2570165, 4.91%, 07/27/2021

     295        291        282  

2570170, 6.84%, 07/27/2021

     13,908        13,622        12,834  

2570337, 5.66%, 07/27/2021

     4,319        4,191        4,160  

2570374, 6.84%, 07/27/2021

     939        933        694  

2570397, 5.66%, 07/27/2021

     1,584        1,541        1,520  

2570406, 7.32%, 07/27/2021

     2,759        2,724        2,176  

2570421, 7.08%, 07/27/2021

     230        214        224  

2570446, 7.55%, 07/27/2021

     1,036        1,030        494  

2570486, 7.55%, 07/27/2021(b)

     16,835        16,722        7,917  

2570578, 6.6%, 07/27/2021

     8,531        8,004        8,302  

2570621, 7.85%, 07/27/2021

     2,483        2,425        1,861  

2570650, 8.33%, 07/27/2021

     2,543        2,494        2,391  

2570794, 7.89%, 07/27/2021(b)

     1,318        1,301        774  

2570798, 6.86%, 07/27/2021(b)

     2,069        2,036        1,472  

2570814, 6.84%, 07/27/2021(b)

     5,537        5,463        3,716  

2570826, 7.86%, 07/27/2021

     11,063        10,763        9,847  

2570848, 5.66%, 07/27/2021

     22,768        22,321        18,923  

2570958, 6.84%, 07/27/2021

     1,095        1,069        1,038  

2570965, 7.31%, 07/27/2021

     8,569        8,452        7,401  

2571031, 6.85%, 07/27/2021

     1,647        1,588        1,600  

2571033, 7.85%, 07/27/2021

     1,358        1,256        1,321  

2571066, 6.6%, 07/27/2021

     1,124        1,094        1,068  

2571085, 7.08%, 07/27/2021

     9,287        9,172        5,687  

2571163, 8.34%, 07/27/2021

     3,083        3,036        2,640  

2571167, 4.96%, 07/27/2021

     460        458        450  

2571217, 5.66%, 07/27/2021

     897        876        848  

2571241, 4.95%, 07/27/2021

     13,209        13,008        11,630  

2571315, 7.85%, 07/28/2021

     5,755        5,636        3,626  

2571512, 6.92%, 07/28/2021

     360        359        307  

2571521, 7.62%, 07/28/2021

     18,167        17,535        17,386  

2572076, 6.67%, 07/28/2021

     2,401        2,331        2,274  

2572120, 7.84%, 07/28/2021(b)

     474        471        317  

2572129, 7.62%, 07/28/2021

     2,696        2,598        2,583  

2572234, 5.97%, 07/28/2021

     1,423        1,378        1,375  

2572307, 7.62%, 07/28/2021

     2,303        2,251        1,797  

2572332, 7.86%, 07/28/2021

     1,922        1,794        1,873  

2572474, 7.86%, 07/28/2021

     1,982        1,890        1,920  

2572556, 8.57%, 07/28/2021

     3,460        3,406        3,174  

2572675, 5.96%, 07/28/2021

     3,672        3,601        3,252  

2572708, 7.62%, 07/28/2021

     10,606        10,339        8,467  

2572907, 8.57%, 07/28/2021

     532        524        488  

2572924, 8.57%, 07/28/2021

     544        538        443  

2572935, 7.87%, 07/28/2021

     2,469        2,422        1,769  

2573023, 8.1%, 07/28/2021(b)

     15,661        15,480        8,955  

2573211, 7.85%, 07/28/2021(b)

     2,376        2,336        1,460  

2573249, 6.67%, 07/28/2021

     5,906        5,756        5,570  

2573343, 7.62%, 07/28/2021

     761        729        732  

2573358, 7.62%, 07/28/2021

     7,766        7,482        7,439  

2573478, 7.62%, 07/28/2021

     9,274        8,979        8,816  

2573751, 7.86%, 07/28/2021(b)

     15,496        15,254        10,414  

2573998, 7.86%, 07/28/2021

     1,824        1,752        1,753  

2574059, 8.57%, 07/28/2021

     925        916        683  


Table of Contents

2574070, 7.62%, 07/28/2021

     5,923        5,695        5,672  

2574235, 6.92%, 07/28/2021

     2,771        2,764        1,772  

2574281, 7.89%, 07/28/2021(b)

     625        622        277  

2574292, 5.95%, 07/28/2021

     995        995        319  

2574353, 5.95%, 07/28/2021

     10,256        9,986        9,849  

2574549, 5.95%, 07/28/2021

     3,177        3,095        3,049  

2574683, 7.87%, 07/29/2021

     2,277        2,236        1,535  

2574759, 5.96%, 07/29/2021

     3,517        3,429        3,157  

2574860, 7.86%, 07/29/2021

     12,095        11,806        10,734  

2575090, 8.34%, 07/29/2021

     14,920        14,743        8,171  

2575344, 6.9%, 07/29/2021

     9,653        9,612        8,257  

2575640, 8.33%, 07/29/2021

     6,751        6,616        6,174  

2575816, 6.67%, 07/29/2021(b)

     7,689        7,534        6,174  

2575919, 7.9%, 07/29/2021(b)

     777        766        527  

2575937, 7.62%, 07/29/2021

     2,271        2,184        2,178  

2576006, 8.57%, 07/29/2021

     1,098        1,088        511  

2576027, 6.91%, 07/29/2021(b)

     14,002        13,962        8,972  

2576355, 7.81%, 07/29/2021(b)

     634        630        275  

2576366, 7.88%, 07/29/2021

     2,021        2,005        1,373  

2576395, 7.86%, 07/29/2021

     2,917        2,843        2,203  

2576430, 8.57%, 07/29/2021

     521        515        425  

2576434, 8.57%, 07/29/2021

     2,675        2,634        2,397  

2576470, 8.33%, 07/29/2021

     2,277        2,249        1,243  

2576488, 6.9%, 07/29/2021(b)

     14,531        14,501        5,896  

2576699, 7.87%, 07/29/2021(b)

     1,507        1,481        1,001  

2576713, 7.62%, 07/29/2021

     2,600        2,540        2,022  

2576741, 7.86%, 07/29/2021(b)

     1,288        1,242        1,194  

2576781, 7.86%, 07/29/2021

     129        127        124  

2576861, 5.97%, 07/29/2021

     1,475        1,472        1,050  

2576924, 7.86%, 07/29/2021

     721        691        693  

2576949, 5.95%, 07/29/2021

     11,982        11,672        11,498  

2577253, 8.1%, 07/29/2021

     2,151        2,078        2,082  

2577306, 5.96%, 07/29/2021

     2,243        2,158        2,172  

2577371, 6.67%, 07/29/2021

     1,192        1,149        1,146  

2577405, 8.57%, 07/29/2021

     436        429        400  

2577413, 5.94%, 07/29/2021

     1,193        1,154        1,152  

2577450, 5.96%, 07/29/2021

     423        416        403  

2577463, 5.94%, 07/29/2021

     2,164        2,122        1,918  

2577563, 7.86%, 07/29/2021

     1,733        1,678        1,602  

2577601, 7.85%, 07/29/2021

     2,399        2,383        1,805  

2577644, 7.85%, 07/29/2021

     2,015        1,977        1,450  

2577702, 5.95%, 07/29/2021(b)

     4,578        4,575        1,604  

2577758, 8.32%, 07/29/2021

     1,409        1,390        1,117  

2579033, 7.62%, 07/30/2021(b)

     4,046        3,958        3,038  

2579083, 5.95%, 07/30/2021

     13,413        13,088        12,053  

2579171, 7.87%, 07/30/2021

     2,605        2,559        1,761  

2579195, 8.1%, 07/30/2021(b)

     6,907        6,779        5,768  

2579309, 7.88%, 07/30/2021

     1,147        1,123        989  

2579319, 7.87%, 07/30/2021

     1,544        1,532        1,169  

2579345, 7.86%, 07/30/2021

     1,954        1,899        1,740  

2579413, 5.99%, 07/30/2021

     412        411        288  

2579428, 8.57%, 07/30/2021

     461        447        449  

2579455, 7.86%, 07/30/2021(b)

     3,624        3,565        2,430  

2579563, 5.99%, 07/30/2021

     333        332        321  

2579579, 6%, 07/30/2021

     431        430        382  

2579586, 7.86%, 07/30/2021

     7,961        7,602        7,665  

2580028, 6.67%, 07/30/2021(b)

     6,046        5,938        4,299  

2580097, 7.86%, 07/30/2021

     852        820        825  

2580134, 7.88%, 07/30/2021(b)

     2,171        2,138        1,394  

2580163, 7.88%, 07/30/2021

     1,967        1,934        1,322  

2580189, 5.96%, 07/30/2021

     1,717        1,649        1,661  

2580246, 6.9%, 07/30/2021

     2,783        2,747        2,716  

2580411, 7.9%, 07/30/2021

     246        241        240  

2580419, 7.86%, 07/30/2021

     3,684        3,602        3,175  

2580469, 7.86%, 07/30/2021

     16,360        15,854        15,521  

2580709, 5.94%, 07/30/2021

     762        761        431  

2580724, 6.9%, 07/30/2021(b)

     3,268        3,259        1,337  

2580788, 7.84%, 07/30/2021

     616        587        596  

2580794, 5.95%, 07/30/2021

     500        499        354  

2580807, 7.62%, 07/30/2021

     3,356        3,251        3,120  

2580854, 5.96%, 07/30/2021

     3,823        3,743        3,407  

2580925, 7.85%, 07/30/2021(b)

     746        741        502  

2580940, 7.86%, 07/30/2021

     1,623        1,564        1,555  

2580999, 7.62%, 07/30/2021

     23,933        23,102        22,811  

2581359, 5.96%, 07/30/2021

     8,442        8,229        7,600  

2581508, 5.95%, 07/30/2021

     7,853        7,844        4,490  

2581614, 7.86%, 07/30/2021

     1,599        1,560        1,205  

2581646, 5.95%, 07/30/2021

     1,086        1,081        1,046  

2581697, 6.67%, 07/30/2021

     12,291        12,025        10,068  

2581886, 5.96%, 07/30/2021

     2,319        2,269        2,079  

2581918, 8.1%, 07/30/2021(b)

     12,870        12,689        7,931  

2582082, 7.9%, 07/30/2021(b)

     866        852        584  


Table of Contents

2582093, 8.57%, 07/30/2021

     2,334        2,287        2,237  

2582164, 7.86%, 07/30/2021

     1,794        1,759        1,207  

2582185, 7.86%, 07/30/2021(b)

     10,974        10,753        7,654  

2582264, 8.57%, 07/30/2021

     1,467        1,410        1,429  

2582329, 8.34%, 07/30/2021

     16,073        15,869        8,828  

2582492, 8.57%, 07/31/2021

     4,470        4,421        3,364  

2582688, 5.95%, 07/31/2021

     1,991        1,988        1,410  

2582730, 6%, 07/31/2021

     631        614        604  

2582906, 8.28%, 07/31/2021(b)

     695        689        343  

2582953, 7.9%, 07/31/2021

     473        455        456  

2582976, 6.91%, 07/31/2021

     5,752        5,728        3,697  

2583221, 6.67%, 07/31/2021

     3,725        3,640        3,083  

2583287, 7.86%, 07/31/2021

     6,949        6,783        6,157  

2583413, 5.95%, 07/31/2021

     3,876        3,798        3,440  

2583437, 5.95%, 07/31/2021

     1,688        1,657        1,485  

2583457, 5.95%, 07/31/2021

     4,878        4,744        4,678  

2583574, 7.62%, 07/31/2021

     1,434        1,396        1,150  

2583594, 5.95%, 07/31/2021

     50,432        49,479        44,024  

2584196, 7.84%, 07/31/2021

     944        918        885  

2584256, 8.1%, 07/31/2021

     2,070        2,034        1,728  

2584304, 7.86%, 07/31/2021

     2,246        2,194        2,073  

2584334, 7.62%, 07/31/2021(b)

     5,095        4,973        3,995  

2584387, 8.57%, 07/31/2021

     185        182        179  

2584391, 8.34%, 07/31/2021

     5,002        4,900        4,594  

2584521, 8.57%, 07/31/2021

     10,358        10,158        9,921  

2584797, 6.67%, 07/31/2021

     4,667        4,539        4,403  

2584874, 7.62%, 07/31/2021

     2,023        1,968        1,625  

2584897, 7.62%, 07/31/2021

     29,017        28,217        23,341  

2585231, 5.95%, 07/31/2021

     2,897        2,836        2,583  

2585245, 8.1%, 07/31/2021

     19,680        19,263        17,637  

2585673, 7.62%, 07/31/2021

     2,072        2,015        1,661  

2585721, 6.91%, 07/31/2021

     1,336        1,329        1,224  

2585733, 7.86%, 07/31/2021

     7,437        6,897        7,258  

2586043, 8.1%, 08/01/2021

     2,247        2,161        2,175  

2586122, 8.1%, 08/01/2021

     7,671        7,516        6,374  

2586195, 5.95%, 08/01/2021

     1,952        1,887        1,885  

2586240, 5.9%, 08/01/2021

     564        563        326  

2586257, 5.95%, 08/01/2021

     1,532        1,500        1,364  

2586273, 5.95%, 08/01/2021

     13,532        13,148        13,001  

2586488, 7.62%, 08/01/2021

     1,456        1,416        1,168  

2586512, 8.35%, 08/01/2021

     2,808        2,765        2,234  

2586558, 7.62%, 08/01/2021

     1,343        1,300        1,248  

2586577, 7.86%, 08/01/2021

     3,686        3,600        2,756  

2586618, 7.87%, 08/01/2021(b)

     3,356        3,285        2,321  

2586650, 7.62%, 08/01/2021

     2,262        2,139        2,189  

2586712, 8.34%, 08/01/2021(b)

     1,922        1,891        1,534  

2586766, 7.86%, 08/01/2021(b)

     3,099        3,028        2,302  

2586811, 8.1%, 08/01/2021

     2,689        2,628        2,409  

2586854, 7.86%, 08/01/2021

     2,434        2,373        2,248  

2586898, 7.86%, 08/01/2021

     1,335        1,255        1,300  

2586932, 8.1%, 08/01/2021

     349        317        340  

2587008, 7.63%, 08/02/2021

     4,247        4,124        3,430  

2587058, 6.67%, 08/02/2021

     1,799        1,744        1,703  

2587089, 7.85%, 08/02/2021

     3,182        3,120        2,176  

2587144, 6.67%, 08/02/2021

     796        768        766  

2587151, 6.67%, 08/02/2021

     2,749        2,682        2,293  

2587188, 6.67%, 08/02/2021(b)

     19,622        19,240        15,381  

2587361, 5.95%, 08/02/2021

     1,824        1,783        1,629  

2587390, 7.88%, 08/02/2021

     225        217        220  

2587396, 8.35%, 08/02/2021

     1,467        1,426        1,415  

2587513, 8.1%, 08/02/2021

     898        875        848  

2587537, 7.62%, 08/02/2021

     10,630        9,973        10,295  

2588206, 5.97%, 08/03/2021

     1,279        1,277        916  

2588251, 7.87%, 08/03/2021(b)

     2,489        2,438        2,155  

2588318, 7.62%, 08/03/2021

     2,296        2,175        2,220  

2588388, 6.67%, 08/03/2021

     2,155        2,089        2,058  

2588439, 6.67%, 08/03/2021

     2,256        2,195        2,128  

2588509, 7.85%, 08/03/2021(b)

     1,346        1,317        972  

2588536, 7.94%, 08/03/2021

     335        322        320  

2588547, 6.67%, 08/03/2021(b)

     17,161        16,771        13,820  

2589222, 8.33%, 08/03/2021

     3,269        3,187        3,131  

2589310, 5.95%, 08/03/2021(b)

     7,717        7,559        6,843  

2589430, 8.12%, 08/03/2021

     1,750        1,720        1,090  

2589467, 7.83%, 08/03/2021(b)

     1,399        1,376        950  

2589492, 6.9%, 08/03/2021

     1,833        1,824        1,385  

2589537, 7.86%, 08/03/2021

     13,080        12,760        12,090  

2589738, 5.95%, 08/03/2021

     7,823        7,613        7,486  

2589985, 8.57%, 08/03/2021(b)

     1,736        1,718        857  

2590032, 8.57%, 08/03/2021

     963        951        728  

2590069, 5.95%, 08/03/2021

     17,808        17,483        15,287  

2590661, 7.85%, 08/03/2021(b)

     1,706        1,678        1,146  

2590697, 7.86%, 08/03/2021

     2,506        2,443        1,910  


Table of Contents

2590723, 6.95%, 08/03/2021

     513        528        431  

2590745, 6.88%, 08/03/2021

     125        126        122  

2590757, 8.35%, 08/03/2021

     2,629        2,596        1,475  

2590864, 8.11%, 08/03/2021

     496        457        483  

2590897, 7.85%, 08/03/2021

     1,004        912        973  

2590984, 7.86%, 08/03/2021

     2,828        2,757        2,519  

2591062, 5.96%, 08/03/2021

     2,087        2,050        1,789  

2591113, 6.67%, 08/03/2021(b)

     7,050        6,906        5,690  

2591205, 5.99%, 08/03/2021(b)

     577        577        190  

2591237, 7.88%, 08/04/2021(b)

     1,802        1,773        1,158  

2591313, 8.38%, 08/04/2021(b)

     516        511        263  

2591321, 7.86%, 08/04/2021

     607        562        592  

2591363, 8.57%, 08/04/2021(b)

     1,318        1,305        665  

2591392, 8.1%, 08/04/2021(b)

     2,094        2,055        1,760  

2591438, 5.97%, 08/04/2021(b)

     2,502        2,498        911  

2591459, 5.97%, 08/04/2021

     1,424        1,421        1,029  

2591487, 8.1%, 08/04/2021

     1,418        1,353        1,375  

2591534, 7.62%, 08/04/2021

     15,273        14,850        12,349  

2591702, 7.87%, 08/04/2021

     985        975        853  

2591822, 8.11%, 08/04/2021

     878        850        848  

2591837, 7.62%, 08/04/2021

     22,992        22,408        18,380  

2592138, 6.67%, 08/04/2021

     5,132        4,806        4,996  

2592415, 6.67%, 08/04/2021

     2,377        2,328        1,972  

2592467, 8.34%, 08/04/2021

     2,425        2,387        1,948  

2593131, 7.87%, 08/04/2021

     2,104        2,065        1,445  

2593151, 7.62%, 08/04/2021

     1,804        1,743        1,682  

2593165, 7.86%, 08/04/2021(b)

     5,089        4,997        3,634  

2593269, 7.85%, 08/04/2021

     1,937        1,892        1,421  

2593316, 7.88%, 08/04/2021

     1,015        983        962  

2593331, 5.95%, 08/04/2021

     3,076        2,975        2,965  

2593403, 7.66%, 08/04/2021

     1,019        994        806  

2593434, 5.95%, 08/04/2021

     10,216        9,956        9,768  

2593571, 5.95%, 08/04/2021

     3,056        2,982        2,750  

2593671, 7.62%, 08/04/2021(b)

     2,455        2,398        1,890  

2593681, 7.87%, 08/04/2021(b)

     4,717        4,632        3,162  

2593766, 5.95%, 08/04/2021

     15,554        15,087        14,952  

2594034, 5.96%, 08/04/2021

     600        598        503  

2594078, 5.96%, 08/04/2021

     2,842        2,783        2,525  

2594127, 7.62%, 08/04/2021

     8,400        8,190        6,672  

2594224, 5.96%, 08/04/2021

     3,783        3,704        3,367  

2594397, 7.86%, 08/04/2021

     22,836        22,281        16,543  

2594747, 7.85%, 08/04/2021

     1,104        1,071        1,054  

2594800, 7.63%, 08/04/2021

     4,594        4,449        4,275  

2594878, 8.11%, 08/04/2021

     2,417        2,365        2,170  

2594914, 7.84%, 08/04/2021

     1,333        1,322        912  

2594946, 7.62%, 08/04/2021

     11,711        11,350        10,865  

2595281, 7.86%, 08/04/2021

     583        540        568  

2595334, 7.88%, 08/04/2021(b)

     2,422        2,370        1,769  

2595351, 8.33%, 08/04/2021

     2,322        2,287        1,868  

2595389, 5.96%, 08/05/2021

     4,143        4,057        3,665  

2595457, 5.95%, 08/05/2021

     7,957        7,779        7,088  

2595766, 5.95%, 08/05/2021

     9,117        8,915        8,130  

2595907, 5.96%, 08/05/2021

     4,909        4,783        4,412  

2596040, 8.57%, 08/05/2021

     23,140        22,879        11,606  

2596444, 7.86%, 08/05/2021

     2,861        2,778        2,643  

2596654, 7.87%, 08/05/2021(b)

     2,720        2,664        1,847  

2597355, 7.62%, 08/05/2021(b)

     19,806        19,380        14,123  

2597677, 6.67%, 08/05/2021

     1,053        1,000        1,020  

2597724, 7.86%, 08/05/2021

     1,620        1,549        1,568  

2597769, 8.11%, 08/05/2021

     2,294        2,231        2,166  

2597912, 6.67%, 08/05/2021

     980        951        927  

2597938, 7.86%, 08/05/2021

     34,081        33,177        25,911  

2598360, 6.67%, 08/05/2021

     2,674        2,560        2,581  

2598407, 7.86%, 08/05/2021

     11,887        11,620        8,732  

2598606, 7.62%, 08/05/2021

     14,591        14,154        11,859  

2598735, 7.85%, 08/05/2021(b)

     2,226        2,177        1,549  

2598801, 6.67%, 08/05/2021

     1,331        1,292        1,115  

2598804, 6.67%, 08/05/2021

     317        310        264  

2598808, 8.33%, 08/05/2021

     8,022        7,869        6,472  

2598911, 8.57%, 08/05/2021(b)

     1,399        1,381        672  

2598949, 7.88%, 08/05/2021

     2,094        2,048        1,437  

2598990, 7.86%, 08/05/2021(b)

     30,430        29,821        20,379  

2599171, 7.83%, 08/05/2021

     295        290        284  

2599173, 7.62%, 08/05/2021

     21,867        20,791        21,077  

2599449, 7.86%, 08/05/2021

     13,466        12,946        12,874  

2600625, 8.35%, 08/06/2021

     318        294        311  

2600687, 7.85%, 08/06/2021(b)

     3,686        3,615        2,408  

2600698, 8.1%, 08/06/2021

     9,250        9,082        5,897  

2600740, 8.35%, 08/06/2021

     1,403        1,366        1,317  

2600751, 6.92%, 08/06/2021

     569        561        556  

2600769, 5.95%, 08/06/2021

     15,616        15,300        13,700  

2600856, 8.57%, 08/06/2021(b)

     825        813        635  


Table of Contents

2600862, 7.86%, 08/06/2021

     6,888        6,720        5,945  

2600910, 7.83%, 08/06/2021

     243        236        236  

2600916, 8.33%, 08/06/2021

     5,460        5,368        4,413  

2600973, 8.33%, 08/06/2021

     1,544        1,480        1,501  

2601080, 8.57%, 08/06/2021(b)

     1,054        1,043        538  

2601090, 5.96%, 08/06/2021

     5,414        5,285        4,860  

2601165, 8.1%, 08/06/2021

     1,198        1,153        1,159  

2601191, 7.85%, 08/06/2021

     4,234        4,137        3,059  

2601316, 8.57%, 08/06/2021

     1,385        1,331        1,350  

2601398, 8.11%, 08/06/2021

     749        728        708  

2601418, 7.86%, 08/06/2021

     7,607        7,281        7,300  

2601557, 5.96%, 08/06/2021

     2,326        2,259        2,233  

2601588, 8.57%, 08/06/2021

     103        91        100  

2601757, 6.67%, 08/06/2021

     26,272        24,483        25,455  

2602727, 7.86%, 08/06/2021

     13,132        12,476        12,671  

2603193, 6.67%, 08/06/2021

     6,235        6,072        5,227  

2603333, 8.57%, 08/06/2021

     2,243        2,176        2,182  

2603412, 7.87%, 08/06/2021(b)

     2,725        2,670        1,972  

2603416, 6.67%, 08/06/2021

     11,164        10,433        10,895  

2604057, 7.87%, 08/07/2021(b)

     1,332        1,306        929  

2604127, 7.87%, 08/07/2021

     995        966        892  

2604143, 7.62%, 08/07/2021

     8,882        8,655        7,059  

2604206, 8.11%, 08/07/2021

     1,872        1,831        1,583  

2604253, 6.9%, 08/07/2021

     2,310        2,295        1,542  

2604304, 6.9%, 08/07/2021(b)

     629        626        430  

2604327, 6.67%, 08/07/2021

     6,148        5,988        5,158  

2604396, 5.95%, 08/07/2021

     1,677        1,669        1,541  

2604452, 8.1%, 08/07/2021(b)

     4,894        4,810        3,117  

2604550, 7.62%, 08/07/2021

     6,212        5,904        5,983  

2604685, 7.87%, 08/07/2021

     1,869        1,822        1,627  

2604729, 6.67%, 08/07/2021

     2,752        2,684        2,293  

2604765, 5.96%, 08/07/2021

     3,451        3,351        3,311  

2604828, 6.67%, 08/07/2021

     4,190        4,095        3,431  

2604918, 7.86%, 08/07/2021

     554        500        538  

2604990, 8.1%, 08/07/2021

     3,506        3,415        3,277  

2605078, 5.95%, 08/07/2021

     2,660        2,588        2,545  

2605104, 7.62%, 08/07/2021

     6,452        6,196        6,175  

2605200, 5.96%, 08/07/2021

     5,726        5,596        5,119  

2605271, 7.86%, 08/07/2021

     1,070        1,057        933  

2605309, 7.87%, 08/07/2021

     1,315        1,292        1,258  

2605390, 7.85%, 08/07/2021

     4,798        4,613        4,635  

2605495, 7.85%, 08/07/2021(b)

     3,876        3,796        2,781  

2605543, 7.62%, 08/07/2021

     9,621        9,374        7,688  

2605621, 6.67%, 08/07/2021

     5,859        5,710        4,904  

2605729, 7.86%, 08/07/2021

     2,065        2,004        1,851  

2605787, 7.9%, 08/07/2021

     690        673        600  

2605809, 7.62%, 08/07/2021

     12,390        11,729        11,972  

2606207, 8.34%, 08/07/2021

     2,209        2,207        1,262  

2606226, 7.62%, 08/07/2021

     30,181        29,323        24,476  

2606585, 7.62%, 08/07/2021

     1,226        1,181        1,161  

2606617, 5.95%, 08/07/2021

     4,250        4,164        3,705  

2606626, 7.86%, 08/07/2021

     8,732        8,438        8,402  

2606763, 6.67%, 08/07/2021

     51,188        49,639        48,493  

2607433, 6.9%, 08/07/2021

     2,289        2,276        1,473  

2607477, 5.95%, 08/07/2021(b)

     4,711        4,617        4,121  

2607547, 7.87%, 08/07/2021(b)

     1,149        1,139        529  

2607556, 6.67%, 08/07/2021

     13,594        13,291        11,064  

2607583, 8.36%, 08/08/2021(b)

     1,442        1,418        822  

2607622, 7.62%, 08/08/2021

     18,234        17,708        14,802  

2607687, 7.87%, 08/08/2021(b)

     1,483        1,453        1,034  

2607695, 8.08%, 08/08/2021

     1,407        1,377        1,193  

2607713, 8.34%, 08/08/2021

     1,683        1,650        1,359  

2607729, 6.67%, 08/08/2021

     10,596        10,331        8,835  

2607805, 7.86%, 08/08/2021

     4,308        4,167        4,109  

2607848, 7.62%, 08/08/2021

     6,136        5,937        5,017  

2607892, 5.95%, 08/08/2021

     325        323        311  

2607897, 7.86%, 08/08/2021

     14,621        14,145        14,082  

2608046, 8.13%, 08/08/2021

     720        700        675  

2608056, 7.89%, 08/08/2021(b)

     1,178        1,167        543  

2608069, 5.97%, 08/08/2021

     2,575        2,514        2,307  

2608097, 7.62%, 08/08/2021

     1,267        1,228        1,033  

2608101, 5.95%, 08/08/2021

     1,936        1,806        1,892  

2608199, 7.86%, 08/08/2021

     4,632        4,529        3,218  

2608245, 8.57%, 08/08/2021(b)

     1,589        1,571        821  

2608269, 7.87%, 08/08/2021

     1,992        1,940        1,736  

2608301, 8.11%, 08/08/2021(b)

     3,105        3,050        1,985  

2608323, 7.86%, 08/08/2021

     2,868        2,791        2,561  

2608354, 5.95%, 08/08/2021

     3,373        3,294        3,015  

2608383, 7.87%, 08/08/2021

     2,509        2,400        2,410  

2608422, 6.67%, 08/08/2021

     6,821        6,509        6,595  

2608553, 8.34%, 08/09/2021(b)

     3,084        3,036        1,775  

2608579, 5.96%, 08/09/2021

     7,858        7,656        7,087  


Table of Contents

2608635, 5.95%, 08/09/2021

     7,785        7,797        5,572  

2608713, 7.86%, 08/09/2021

     2,483        2,361        2,402  

2608751, 8.1%, 08/09/2021

     12,170        11,924        10,305  

2608854, 8.57%, 08/09/2021

     2,568        2,383        2,484  

2608954, 7.86%, 08/09/2021

     4,910        4,682        4,749  

2610986, 8.12%, 08/10/2021

     1,621        1,589        1,040  

2611044, 7.86%, 08/10/2021

     3,135        2,966        3,027  

2611142, 8.57%, 08/10/2021

     1,240        1,192        1,206  

2611214, 7.86%, 08/10/2021

     5,090        4,965        4,431  

2611322, 7.86%, 08/10/2021

     7,178        6,899        6,919  

2611551, 7.87%, 08/10/2021(b)

     4,288        4,186        3,157  

2611608, 7.62%, 08/10/2021(b)

     4,032        3,939        2,949  

2611766, 7.85%, 08/10/2021

     3,049        2,969        2,337  

2611812, 8.1%, 08/10/2021

     4,499        4,411        3,815  

2611879, 7.86%, 08/10/2021

     37,488        36,412        33,576  

2612576, 6.67%, 08/11/2021

     2,051        2,002        1,709  

2612602, 6.9%, 08/11/2021

     5,890        5,860        2,394  

2612780, 6.67%, 08/11/2021

     7,713        7,432        7,403  

2612859, 5.96%, 08/11/2021(b)

     6,753        6,625        5,692  

2612966, 6.67%, 08/11/2021

     1,622        1,573        1,535  

2612996, 6.91%, 08/11/2021(b)

     2,077        2,067        1,621  

2613052, 7.62%, 08/11/2021

     46,861        45,151        44,274  

2614068, 8.11%, 08/11/2021(b)

     3,185        3,133        2,042  

2614112, 5.95%, 08/11/2021

     2,687        2,627        2,390  

2614148, 5.95%, 08/11/2021

     3,622        3,526        3,278  

2614202, 5.95%, 08/11/2021

     4,504        4,392        4,056  

2614271, 7.86%, 08/11/2021(b)

     2,718        2,700        1,330  

2614301, 7.63%, 08/11/2021(b)

     7,344        7,162        5,704  

2614378, 5.9%, 08/11/2021

     85        84        83  

2614400, 7.86%, 08/11/2021

     3,024        2,902        2,917  

2614440, 8.57%, 08/11/2021

     14,709        14,384        13,633  

2614808, 8.34%, 08/11/2021

     617        595        597  

2614826, 6.67%, 08/11/2021

     2,693        2,629        2,231  

2614876, 5.95%, 08/11/2021

     2,425        2,351        2,329  

2614902, 8.57%, 08/11/2021

     5,950        5,731        5,789  

2615132, 7.86%, 08/11/2021

     913        835        891  

2615251, 8.1%, 08/11/2021(b)

     2,797        2,750        1,787  

2615361, 7.86%, 08/11/2021(b)

     6,920        6,757        5,162  

2615460, 8.57%, 08/11/2021

     368        359        353  

2615470, 6.67%, 08/11/2021

     3,705        3,570        3,557  

2615551, 6.67%, 08/11/2021(b)

     2,393        2,339        1,938  

2615585, 8.11%, 08/11/2021

     2,525        2,456        2,387  

2615640, 5.9%, 08/11/2021

     319        318        235  

2615646, 8.36%, 08/11/2021

     257        237        251  

2615652, 8.34%, 08/11/2021

     731        672        712  

2615706, 7.88%, 08/11/2021(b)

     1,571        1,541        1,076  

2615742, 7.62%, 08/11/2021

     2,538        2,474        1,986  

2615776, 5.95%, 08/11/2021

     5,271        5,128        4,769  

2615901, 8.13%, 08/11/2021

     226        209        221  

2615922, 6.9%, 08/11/2021(b)

     827        823        364  

2615932, 6.67%, 08/11/2021

     1,476        1,441        1,223  

2615951, 7.85%, 08/11/2021

     4,579        4,391        4,388  

2616051, 6.9%, 08/11/2021

     943        939        656  

2616069, 8.34%, 08/11/2021

     3,110        3,035        2,871  

2616141, 5.95%, 08/11/2021

     2,452        2,391        2,211  

2616184, 6.67%, 08/11/2021

     18,845        18,157        18,097  

2616509, 6.86%, 08/12/2021(b)

     2,654        2,607        1,806  

2616561, 6.79%, 08/12/2021

     155        151        143  

2616563, 6.79%, 08/12/2021

     142        133        138  

2616567, 4.95%, 08/12/2021

     2,921        2,865        2,570  

2616576, 7.31%, 08/12/2021

     1,575        1,519        1,529  

2616601, 7.32%, 08/12/2021

     4,390        4,328        2,573  

2616613, 6.67%, 08/12/2021

     899        871        847  

2616617, 5.9%, 08/12/2021

     455        453        331  

2616626, 6.67%, 08/12/2021

     35,075        33,969        33,073  

2616639, 7.55%, 08/12/2021

     7,061        6,986        3,753  

2616663, 6.81%, 08/12/2021

     859        850        615  

2616670, 6.82%, 08/12/2021(b)

     593        582        436  

2616677, 5.66%, 08/12/2021

     3,791        3,706        3,179  

2616732, 6.84%, 08/12/2021

     960        927        926  

2616743, 4.96%, 08/12/2021

     1,458        1,449        1,302  

2616763, 6.84%, 08/12/2021

     2,264        2,205        2,021  

2616789, 7.08%, 08/12/2021(b)

     1,484        1,460        953  

2616796, 4.96%, 08/12/2021

     8,591        8,413        7,722  

2616831, 7.55%, 08/12/2021

     732        708        608  

2616838, 6.84%, 08/12/2021

     23,104        22,178        22,135  

2616928, 6.67%, 08/12/2021

     355        344        334  

2616935, 6.9%, 08/12/2021

     5,815        5,724        5,651  

2617060, 5.95%, 08/12/2021(b)

     14,926        14,608        13,043  

2617161, 7.55%, 08/12/2021(b)

     10,446        10,351        5,435  

2617323, 6.84%, 08/12/2021

     8,413        8,175        7,930  

2617326, 7.85%, 08/12/2021

     9,012        8,787        6,699  


Table of Contents

2617448, 8.11%, 08/12/2021(b)

     4,036        3,970        2,520  

2617488, 7.55%, 08/12/2021(b)

     1,759        1,740        930  

2617503, 5.66%, 08/12/2021

     2,567        2,514        2,121  

2617506, 6.67%, 08/12/2021

     6,016        5,873        4,958  

2617522, 6.84%, 08/12/2021

     3,364        3,284        2,583  

2617561, 4.95%, 08/12/2021

     5,285        5,135        5,093  

2617568, 6.67%, 08/12/2021

     24,137        23,264        23,124  

2617642, 7.55%, 08/12/2021

     1,598        1,580        849  

2617733, 7.55%, 08/12/2021

     2,807        2,767        2,190  

2617794, 4.97%, 08/12/2021

     2,400        2,352        2,148  

2617836, 4.97%, 08/12/2021

     230        227        205  

2617838, 4.95%, 08/12/2021

     3,661        3,588        3,276  

2617871, 4.96%, 08/12/2021

     1,538        1,459        1,499  

2617950, 7.81%, 08/12/2021

     257        245        247  

2617959, 7.62%, 08/12/2021

     797        775        640  

2617967, 7.87%, 08/12/2021(b)

     4,787        4,672        3,498  

2618002, 6.6%, 08/12/2021

     15,102        14,680        12,397  

2618029, 7.88%, 08/12/2021(b)

     2,382        2,329        1,754  

2618092, 8.57%, 08/12/2021

     6,326        6,200        5,812  

2618179, 8.11%, 08/12/2021

     905        830        881  

2618205, 5.66%, 08/12/2021

     717        699        607  

2618207, 8.11%, 08/12/2021(b)

     4,758        4,688        2,687  

2618213, 6.83%, 08/12/2021(b)

     1,738        1,723        817  

2618226, 5.66%, 08/12/2021

     1,293        1,262        1,093  

2618254, 6.84%, 08/12/2021

     12,865        12,604        8,914  

2618256, 7.88%, 08/12/2021

     1,859        1,802        1,663  

2618308, 8.33%, 08/12/2021

     6,389        6,270        5,261  

2618391, 8.57%, 08/12/2021

     943        923        875  

2618411, 5.66%, 08/12/2021

     4,535        4,353        4,381  

2618421, 6.67%, 08/12/2021

     4,895        4,763        4,120  

2618460, 7.85%, 08/12/2021

     6,151        5,914        5,842  

2618472, 6.84%, 08/12/2021(b)

     5,483        5,379        3,451  

2618486, 6.85%, 08/12/2021

     3,808        3,689        3,620  

2618501, 8.57%, 08/12/2021

     8        7        7  

2618517, 6.67%, 08/12/2021

     771        751        648  

2618532, 7.87%, 08/12/2021

     1,088        1,018        1,057  

2618545, 6.83%, 08/12/2021

     2,342        2,296        1,710  

2618567, 7.08%, 08/12/2021(b)

     6,661        6,552        4,290  

2618576, 7.62%, 08/12/2021

     32,275        30,079        31,244  

2618642, 7.1%, 08/12/2021

     1,491        1,467        969  

2618662, 6.85%, 08/12/2021(b)

     2,456        2,398        1,848  

2618695, 6.84%, 08/12/2021

     3,676        3,571        3,384  

2618759, 6.89%, 08/12/2021

     699        679        622  

2618779, 5.66%, 08/12/2021

     5,194        5,083        4,348  

2618825, 6.84%, 08/12/2021

     1,730        1,599        1,685  

2618878, 6.6%, 08/12/2021

     1,731        1,686        1,411  

2618885, 5.9%, 08/12/2021(b)

     24,423        24,308        17,127  

2619098, 4.96%, 08/12/2021

     3,683        3,609        3,297  

2619128, 7.55%, 08/12/2021

     596        584        498  

2619132, 7.32%, 08/12/2021

     1,310        1,279        1,232  

2619161, 7.32%, 08/12/2021(b)

     3,821        3,765        2,233  

2619168, 6.86%, 08/12/2021(b)

     1,259        1,235        889  

2619177, 6.84%, 08/12/2021

     4,329        4,238        4,190  

2619184, 8.35%, 08/12/2021(b)

     2,400        2,354        1,397  

2619198, 7.86%, 08/12/2021

     2,795        2,732        2,017  

2619221, 7.89%, 08/12/2021

     919        908        654  

2619227, 7.31%, 08/12/2021

     560        546        538  

2619234, 6.6%, 08/12/2021

     9,386        9,058        8,898  

2619242, 8.1%, 08/12/2021(b)

     4,956        4,859        3,154  

2619256, 8.33%, 08/12/2021(b)

     40,506        39,973        22,390  

2619323, 4.95%, 08/12/2021

     21,299        20,896        18,898  

2619474, 6.84%, 08/12/2021

     1,774        1,667        1,722  

2621555, 6%, 08/13/2021

     727        708        658  

2621595, 8.1%, 08/13/2021

     1,318        1,226        1,281  

2621620, 8.1%, 08/13/2021

     4,280        4,172        3,663  

2621660, 6.67%, 08/13/2021

     7,481        7,295        6,209  

2621692, 5.93%, 08/13/2021

     300        298        280  

2621703, 5.97%, 08/13/2021

     2,238        2,186        1,987  

2621728, 7.62%, 08/13/2021

     2,614        2,524        2,425  

2621760, 6.67%, 08/13/2021

     3,466        3,388        2,759  

2621797, 7.62%, 08/13/2021

     3,566        3,402        3,423  

2621837, 7.62%, 08/13/2021(b)

     16,837        16,373        13,450  

2621993, 5.94%, 08/13/2021

     2,413        2,356        2,137  

2622009, 7.62%, 08/13/2021

     750        713        722  

2622028, 8.57%, 08/13/2021(b)

     1,454        1,436        751  

2622038, 8.3%, 08/13/2021

     925        909        537  

2622073, 5.95%, 08/13/2021

     4,665        4,548        4,201  

2622101, 7.86%, 08/13/2021

     7,483        7,045        7,257  

2622324, 7.62%, 08/13/2021

     10,361        10,045        8,443  

2622456, 8.33%, 08/13/2021

     1,849        1,795        1,737  

2622490, 5.96%, 08/13/2021

     3,780        3,681        3,406  

2622531, 8.57%, 08/13/2021

     1,534        1,511        804  


Table of Contents

2622553, 5.95%, 08/13/2021

     7,068        6,916        6,167  

2622613, 7.89%, 08/13/2021

     904        892        718  

2622651, 7.86%, 08/13/2021(b)

     17,648        17,257        11,133  

2622806, 7.62%, 08/13/2021

     7,464        6,951        7,233  

2623429, 7.86%, 08/13/2021

     7,348        7,120        5,695  

2623566, 8.33%, 08/13/2021

     2,964        2,899        2,616  

2623621, 7.62%, 08/13/2021

     3,393        3,280        2,795  

2623701, 5.93%, 08/13/2021

     882        858        842  

2623706, 8.33%, 08/13/2021

     5,303        5,182        4,682  

2623815, 7.86%, 08/13/2021

     26,532        25,748        24,559  

2624221, 7.86%, 08/13/2021

     5,142        4,992        3,967  

2624340, 8.57%, 08/13/2021

     399        387        381  

2624404, 5.94%, 08/13/2021

     1,281        1,275        1,007  

2624501, 8.1%, 08/13/2021

     493        484        322  

2624533, 8.57%, 08/13/2021

     4,044        3,981        3,178  

2624607, 5.95%, 08/13/2021

     3,839        3,716        3,683  

2624679, 6.93%, 08/13/2021

     964        956        759  

2624688, 8.37%, 08/13/2021

     339        325        329  

2624715, 7.62%, 08/13/2021

     3,231        3,133        2,640  

2624739, 8.33%, 08/13/2021

     6,184        5,965        5,983  

2624848, 8.57%, 08/13/2021(b)

     1,400        1,382        748  

2624854, 7.89%, 08/13/2021

     875        848        811  

2624861, 5.96%, 08/13/2021

     5,754        5,609        5,184  

2624918, 7.87%, 08/13/2021(b)

     5,732        5,619        3,871  

2624962, 7.86%, 08/13/2021(b)

     3,533        3,449        2,452  

2625003, 5.96%, 08/13/2021(b)

     4,571        4,479        3,847  

2625046, 6.67%, 08/13/2021

     2,089        1,953        2,033  

2625085, 7.86%, 08/13/2021(b)

     12,053        11,943        5,991  

2625284, 7.88%, 08/13/2021

     1,222        1,186        1,093  

2625324, 7.84%, 08/13/2021

     1,273        1,274        635  

2625327, 7.86%, 08/13/2021

     5,597        5,392        5,332  

2625395, 7.62%, 08/13/2021

     4,161        4,010        3,883  

2625529, 7.86%, 08/14/2021

     1,720        1,630        1,658  

2625592, 5.96%, 08/14/2021

     6,209        6,069        5,477  

2625701, 6.67%, 08/14/2021(b)

     5,387        5,264        4,242  

2625760, 7.86%, 08/14/2021(b)

     4,723        4,618        3,345  

2625850, 7.87%, 08/14/2021

     82        76        80  

2625873, 7.62%, 08/14/2021

     14,165        13,530        13,581  

2626146, 7.86%, 08/14/2021

     10,041        9,737        9,298  

2626282, 7.86%, 08/14/2021

     2,027        1,958        1,914  

2626292, 5.95%, 08/14/2021

     2,915        2,852        2,525  

2626390, 8.57%, 08/14/2021

     1,436        1,412        1,129  

2626405, 6.67%, 08/14/2021

     3,479        3,386        2,926  

2626469, 7.86%, 08/14/2021(b)

     21,361        20,902        14,940  

2626637, 7.85%, 08/14/2021

     3,143        3,047        2,913  

2626668, 5.95%, 08/14/2021(b)

     4,608        4,522        3,553  

2626721, 7.86%, 08/14/2021

     4,515        4,330        4,363  

2626791, 5.95%, 08/14/2021

     6,372        6,203        5,749  

2626855, 6.91%, 08/14/2021

     1,023        990        1,000  

2626893, 7.62%, 08/14/2021(b)

     42,535        41,464        31,329  

2627297, 8.33%, 08/14/2021

     3,746        3,686        2,187  

2627326, 7.85%, 08/14/2021

     827        811        773  

2627339, 7.86%, 08/14/2021

     8,734        8,517        6,202  

2627436, 7.85%, 08/14/2021

     2,717        2,555        2,628  

2627541, 6.67%, 08/14/2021(b)

     2,067        2,022        1,569  

2627579, 8.57%, 08/14/2021

     1,016        995        838  

2627597, 7.88%, 08/14/2021(b)

     2,326        2,277        1,504  

2627623, 8.57%, 08/14/2021

     860        820        838  

2627675, 8.57%, 08/14/2021(b)

     2,519        2,486        1,351  

2627710, 7.62%, 08/14/2021

     11,168        10,863        8,835  

2627858, 5.95%, 08/14/2021

     5,592        5,463        4,963  

2627959, 5.95%, 08/14/2021

     5,064        4,945        4,517  

2628060, 5.96%, 08/14/2021

     2,174        2,166        1,315  

2628114, 7.85%, 08/14/2021

     1,157        1,144        842  

2628150, 7.87%, 08/14/2021

     1,715        1,670        1,495  

2628173, 7.87%, 08/14/2021(b)

     4,577        4,535        2,272  

2628334, 5.94%, 08/14/2021

     1,322        1,288        1,190  

2628361, 5.95%, 08/14/2021

     27,601        26,970        24,513  

2628550, 7.86%, 08/15/2021

     13,466        13,034        12,067  

2628567, 5.66%, 08/15/2021

     7,676        7,518        6,261  

2628631, 7.31%, 08/15/2021

     1,808        1,768        1,597  

2628649, 6.6%, 08/15/2021

     3,409        3,310        2,815  

2628682, 6.84%, 08/15/2021

     3,270        3,141        3,136  

2628724, 4.95%, 08/15/2021

     5,984        5,852        5,394  

2628772, 6.85%, 08/15/2021

     3,259        3,198        2,286  

2628782, 5.66%, 08/15/2021

     6,323        6,159        5,369  

2628819, 7.62%, 08/15/2021

     16,673        16,050        15,559  

2628827, 6.6%, 08/15/2021

     3,862        3,723        3,691  

2628875, 5.89%, 08/15/2021

     734        716        705  

2628891, 6.84%, 08/15/2021

     2,523        2,469        1,885  

2628903, 5.66%, 08/15/2021

     24,842        24,277        20,783  

2629030, 4.97%, 08/15/2021

     2,434        2,376        2,208  


Table of Contents

2629046, 6.6%, 08/15/2021

     1,651        1,608        1,342  

2629056, 6.84%, 08/15/2021

     5,650        5,458        5,261  

2629103, 4.95%, 08/15/2021

     3,819        3,735        3,434  

2629107, 5.94%, 08/15/2021(b)

     1,354        1,349        540  

2629120, 5.95%, 08/15/2021

     4,193        4,077        3,794  

2629128, 7.08%, 08/15/2021

     821        799        771  

2629136, 5.66%, 08/15/2021

     1,446        1,408        1,227  

2629150, 4.95%, 08/15/2021

     2,974        2,868        2,871  

2629197, 6.84%, 08/15/2021(b)

     16,522        16,258        10,211  

2629210, 7.86%, 08/15/2021

     3,212        3,138        2,431  

2629241, 5.95%, 08/15/2021

     13,302        12,911        12,071  

2629260, 4.96%, 08/15/2021

     6,062        5,944        5,385  

2629323, 6.84%, 08/15/2021(b)

     15,000        14,712        10,606  

2629389, 4.95%, 08/16/2021(b)

     2,091        2,057        1,610  

2629397, 5.66%, 08/16/2021

     5,367        5,256        4,376  

2629429, 6.85%, 08/16/2021(b)

     3,627        3,545        2,689  

2629456, 5.95%, 08/16/2021

     451        449        313  

2629478, 5.66%, 08/16/2021

     2,744        2,668        2,592  

2629483, 8.57%, 08/16/2021

     1,760        1,729        1,395  

2629497, 7.32%, 08/16/2021(b)

     7,466        7,369        3,920  

2629514, 5.95%, 08/16/2021(b)

     7,717        7,555        6,552  

2629545, 4.93%, 08/16/2021

     698        683        630  

2629550, 6.83%, 08/16/2021

     4,054        3,949        3,150  

2629578, 6.84%, 08/16/2021

     1,394        1,328        1,362  

2629606, 6.6%, 08/16/2021(b)

     29,081        28,372        23,074  

2629612, 7.88%, 08/16/2021

     1,580        1,535        1,216  

2629634, 8.1%, 08/16/2021(b)

     1,963        1,930        1,127  

2629656, 7.85%, 08/16/2021(b)

     3,383        3,345        1,635  

2629718, 7.62%, 08/16/2021

     1,554        1,502        1,284  

2629750, 8.33%, 08/16/2021

     665        603        649  

2629775, 7.55%, 08/16/2021

     2,102        2,031        2,043  

2629784, 7.86%, 08/16/2021

     4,855        4,726        3,668  

2629793, 7.1%, 08/16/2021

     1,011        994        652  

2629801, 6.85%, 08/16/2021

     1,593        1,556        1,206  

2629811, 6.6%, 08/16/2021(b)

     5,824        5,696        4,080  

2629823, 6.6%, 08/16/2021(b)

     472        461        370  

2629827, 5.66%, 08/16/2021

     3,133        3,057        2,656  

2629838, 6.9%, 08/16/2021

     1,190        1,173        1,109  

2629870, 8.34%, 08/16/2021

     1,823        1,784        1,514  

2629872, 4.96%, 08/16/2021

     4,929        4,809        4,470  

2629898, 8.35%, 08/16/2021(b)

     2,291        2,257        1,202  

2629906, 4.95%, 08/16/2021

     2,069        1,952        2,019  

2629968, 7.83%, 08/17/2021

     633        615        556  

2629992, 5.95%, 08/17/2021

     1,839        1,830        1,459  

2630040, 8.33%, 08/17/2021

     821        792        775  

2630055, 5.93%, 08/17/2021

     395        391        378  

2630073, 7.62%, 08/17/2021

     5,703        5,444        5,461  

2630129, 4.95%, 08/17/2021

     3,728        3,649        3,361  

2630199, 7.62%, 08/17/2021

     6,029        5,740        5,799  

2630201, 4.95%, 08/17/2021

     5,566        5,433        5,052  

2630259, 4.95%, 08/17/2021

     4,695        4,600        4,209  

2630284, 6.6%, 08/17/2021

     2,237        2,176        1,842  

2630305, 4.95%, 08/17/2021(b)

     6,081        5,966        5,351  

2630331, 7.62%, 08/17/2021

     13,996        13,511        12,971  

2630342, 6.6%, 08/17/2021

     2,528        2,446        2,349  

2630365, 6.83%, 08/17/2021

     3,690        3,603        2,803  

2630503, 7.39%, 08/17/2021

     449        442        372  

2630508, 5.91%, 08/17/2021(b)

     2,435        2,422        1,032  

2630522, 6.83%, 08/17/2021

     1,566        1,518        1,418  

2630532, 6.83%, 08/17/2021

     132        122        129  

2630548, 7.09%, 08/17/2021

     2,210        2,166        1,467  

2630563, 6.84%, 08/17/2021

     18,752        18,157        16,968  

2630623, 7.62%, 08/17/2021(b)

     2,721        2,651        2,030  

2630663, 8.57%, 08/17/2021(b)

     9,321        9,196        5,076  

2630720, 5.66%, 08/17/2021

     6,465        6,325        5,364  

2630759, 4.97%, 08/17/2021

     1,175        1,172        721  

2630765, 6.85%, 08/17/2021

     844        831        780  

2630779, 7.08%, 08/17/2021

     5,531        5,394        4,769  

2630786, 7.62%, 08/17/2021

     16,507        15,977        13,604  

2630820, 6.6%, 08/17/2021

     5,247        5,057        5,013  

2630849, 7.31%, 08/17/2021

     4,036        3,779        3,927  

2630938, 5.66%, 08/17/2021

     20,404        19,948        16,908  

2631038, 7.55%, 08/17/2021

     529        511        514  

2631046, 4.95%, 08/17/2021

     3,320        3,215        3,191  

2631059, 7.86%, 08/17/2021(b)

     3,141        3,063        2,253  

2631076, 4.95%, 08/17/2021

     3,480        3,400        3,159  

2631107, 5.66%, 08/17/2021(b)

     3,396        3,330        2,625  

2631121, 7.86%, 08/17/2021

     1,551        1,536        795  

2631135, 4.95%, 08/17/2021

     6,895        6,764        6,091  

2631144, 7.84%, 08/17/2021

     1,742        1,696        1,527  

2631160, 6.67%, 08/17/2021

     3,552        3,317        3,459  

2631162, 4.95%, 08/17/2021

     11,149        10,809        10,744  


Table of Contents

2631425, 6.84%, 08/18/2021

     5,205        4,847        5,060  

2632233, 6.6%, 08/18/2021

     2,204        2,151        1,761  

2632246, 5.96%, 08/18/2021

     2,375        2,321        2,105  

2632277, 6.84%, 08/18/2021

     10,578        10,192        10,096  

2632321, 5.95%, 08/18/2021

     7,520        7,324        6,805  

2632400, 6.6%, 08/18/2021

     1,597        1,545        1,488  

2632422, 6.61%, 08/18/2021(b)

     12,161        11,885        9,264  

2632479, 5.97%, 08/18/2021

     648        645        518  

2632490, 8.1%, 08/18/2021(b)

     1,799        1,767        1,138  

2632501, 6.89%, 08/18/2021

     180        168        175  

2632512, 4.95%, 08/18/2021

     46,596        45,634        41,872  

2632527, 5.96%, 08/18/2021

     4,791        4,682        4,256  

2632606, 7.86%, 08/18/2021

     7,126        6,836        6,883  

2633171, 7.87%, 08/18/2021

     2,053        1,982        1,901  

2633224, 8.33%, 08/18/2021(b)

     1,691        1,666        893  

2633234, 6.86%, 08/18/2021

     1,385        1,363        1,299  

2633253, 6.84%, 08/18/2021

     8,618        8,431        6,477  

2633258, 5.95%, 08/18/2021

     1,456        1,425        1,277  

2633336, 5.66%, 08/18/2021

     1,817        1,763        1,737  

2633353, 5.03%, 08/18/2021

     439        438        273  

2633357, 6.84%, 08/18/2021

     5,132        4,973        4,760  

2633394, 6.84%, 08/18/2021

     11,761        11,477        8,935  

2633508, 4.95%, 08/18/2021

     4,997        4,883        4,536  

2633558, 5.66%, 08/18/2021

     6,624        6,459        5,626  

2633641, 4.95%, 08/18/2021

     12,671        12,443        10,924  

2633707, 6.67%, 08/18/2021

     3,146        3,071        2,538  

2633721, 5.66%, 08/18/2021

     3,567        3,483        3,020  

2633804, 7.86%, 08/18/2021

     4,897        4,749        4,528  

2633806, 6.84%, 08/18/2021

     2,305        2,150        2,244  

2633976, 6.83%, 08/18/2021(b)

     3,556        3,468        2,714  

2634034, 5.66%, 08/18/2021

     9,611        9,230        9,277  

2634051, 5.95%, 08/18/2021(b)

     5,329        5,199        4,768  

2634126, 6.9%, 08/18/2021

     4,117        4,086        2,921  

2634147, 6.85%, 08/18/2021

     4,519        4,394        3,546  

2634176, 6.84%, 08/18/2021(b)

     3,847        3,767        2,618  

2634204, 6.79%, 08/18/2021

     633        627        313  

2634206, 6.67%, 08/18/2021

     3,993        3,877        3,391  

2634208, 7.08%, 08/18/2021

     3,219        3,045        3,113  

2634278, 4.97%, 08/18/2021

     3,066        3,002        2,761  

2634309, 6.84%, 08/18/2021

     16,196        15,705        14,642  

2634315, 8.33%, 08/18/2021(b)

     3,060        3,013        1,750  

2634348, 7.62%, 08/18/2021

     27,056        25,809        25,955  

2634423, 5.66%, 08/18/2021

     6,688        6,492        6,388  

2634492, 5.66%, 08/18/2021

     1,826        1,782        1,550  

2634555, 5.66%, 08/18/2021(b)

     4,403        4,314        3,546  

2634579, 4.95%, 08/18/2021(b)

     677        675        264  

2634582, 6.84%, 08/18/2021

     1,051        1,029        1,006  

2634614, 5.66%, 08/18/2021(b)

     22,528        22,071        18,218  

2634778, 4.95%, 08/18/2021

     18,934        18,521        17,141  

2634901, 6.85%, 08/18/2021

     3,647        3,564        2,772  

2634907, 4.97%, 08/18/2021

     1,255        1,251        963  

2634930, 7.32%, 08/18/2021

     6,185        6,087        3,702  

2634958, 7.55%, 08/18/2021

     2,289        2,245        1,922  

2634976, 4.99%, 08/18/2021

     193        191        188  

2634992, 6.6%, 08/18/2021

     2,944        2,864        2,422  

2635009, 6.6%, 08/18/2021

     26,553        25,649        25,101  

2635050, 5.96%, 08/18/2021

     8,339        8,313        3,413  

2635181, 8.1%, 08/18/2021

     15,218        14,929        9,943  

2635233, 6.6%, 08/18/2021

     855        821        818  

2635293, 4.91%, 08/18/2021

     684        682        278  

2635301, 6.6%, 08/18/2021

     13,903        13,476        12,886  

2635406, 6.84%, 08/18/2021

     7,647        7,509        5,522  

2635449, 8.57%, 08/18/2021

     218        206        212  

2635464, 5.95%, 08/18/2021(b)

     12,072        11,844        9,328  

2635476, 6.84%, 08/18/2021

     6,389        6,222        5,900  

2635522, 6.6%, 08/18/2021

     9,524        9,112        9,161  

2635684, 8.09%, 08/19/2021(b)

     8,571        8,313        7,410  

2635812, 7.85%, 08/19/2021

     3,078        2,981        2,742  

2635842, 7.86%, 08/19/2021

     204        196        199  

2635856, 7.86%, 08/19/2021(b)

     4,150        4,048        2,762  

2635877, 6.94%, 08/19/2021

     0        0        0  

2635902, 7.86%, 08/19/2021

     1,800        1,654        1,752  

2636009, 7.86%, 08/19/2021

     4,012        3,901        3,515  

2636053, 5.95%, 08/19/2021

     5,221        5,098        4,629  

2636103, 5.94%, 08/19/2021

     2,015        1,956        1,831  

2636138, 8.57%, 08/19/2021(b)

     3,766        3,704        2,041  

2636168, 8.08%, 08/19/2021

     1,314        1,290        851  

2636181, 6.91%, 08/19/2021(b)

     2,637        2,605        1,169  

2636213, 7.62%, 08/19/2021(b)

     60,062        58,522        44,302  

2636918, 8.33%, 08/19/2021

     959        933        851  

2636938, 7.86%, 08/19/2021

     2,844        2,752        2,545  

2636976, 8.57%, 08/19/2021(b)

     2,490        2,459        1,288  


Table of Contents

2636991, 6.9%, 08/19/2021

     410        328        401  

2637036, 8.12%, 08/19/2021(b)

     1,052        1,032        666  

2637045, 7.62%, 08/19/2021(b)

     418        340        409  

2637085, 6.67%, 08/19/2021

     930        866        904  

2637127, 8.34%, 08/19/2021(b)

     5,372        5,291        2,843  

2637180, 7.86%, 08/19/2021

     13,340        12,949        10,198  

2637396, 8.1%, 08/19/2021

     4,950        4,814        4,265  

2637446, 7.86%, 08/19/2021

     16,695        16,116        15,059  

2637690, 7.62%, 08/19/2021

     9,544        9,142        9,101  

2637891, 7.86%, 08/19/2021

     5,916        5,758        4,503  

2637950, 7.62%, 08/19/2021

     40,121        38,659        37,186  

2638428, 7.62%, 08/19/2021

     19,781        19,094        16,449  

2638631, 7.86%, 08/19/2021

     7,425        7,217        6,511  

2638694, 7.63%, 08/19/2021(b)

     5,408        5,239        4,307  

2638764, 7.86%, 08/19/2021

     3,460        3,342        3,376  

2638907, 5.96%, 08/19/2021(b)

     3,410        3,400        1,386  

2638941, 8.57%, 08/19/2021

     1,311        1,239        1,275  

2639002, 8.11%, 08/19/2021(b)

     3,589        3,525        2,208  

2639053, 5.95%, 08/19/2021

     6,238        6,063        5,660  

2639134, 5.95%, 08/19/2021

     6,985        6,788        6,332  

2639200, 8.57%, 08/19/2021

     837        824        459  

2639224, 5.92%, 08/19/2021

     432        428        406  

2640075, 8.33%, 08/20/2021

     11,342        11,139        6,771  

2640165, 7.86%, 08/20/2021

     1,930        1,885        1,387  

2640173, 6.91%, 08/20/2021

     1,539        1,483        1,498  

2640210, 6.91%, 08/20/2021(b)

     4,219        4,196        1,981  

2640227, 6.96%, 08/20/2021(b)

     485        480        348  

2640232, 5.96%, 08/20/2021

     3,396        3,282        3,265  

2640243, 5.97%, 08/20/2021

     501        496        479  

2640252, 8.08%, 08/20/2021(b)

     1,997        1,960        1,239  

2640268, 5.95%, 08/20/2021

     2,634        2,620        1,630  

2640288, 5.95%, 08/20/2021

     36,742        35,909        32,167  

2640486, 7.86%, 08/20/2021

     1,619        1,485        1,579  

2640671, 7.87%, 08/20/2021

     1,121        1,091        985  

2640679, 8.1%, 08/20/2021

     2,348        2,295        1,576  

2640725, 5.95%, 08/20/2021

     6,375        6,206        5,759  

2640799, 5.95%, 08/20/2021

     1,781        1,740        1,578  

2640835, 8.1%, 08/20/2021

     8,087        7,821        7,576  

2640922, 6.67%, 08/20/2021

     8,058        7,829        6,824  

2641169, 6.91%, 08/20/2021

     5,118        5,072        3,662  

2641204, 7.86%, 08/20/2021(b)

     5,977        5,917        3,113  

2641238, 6.95%, 08/20/2021

     641        635        515  

2641259, 8.1%, 08/20/2021(b)

     31,795        31,255        18,390  

2641424, 5.95%, 08/20/2021

     4,262        4,100        4,112  

2641480, 7.86%, 08/20/2021

     1,845        1,753        1,783  

2641504, 6.9%, 08/20/2021

     656        648        565  

2641512, 7.87%, 08/20/2021(b)

     2,581        2,554        1,342  

2641531, 7.86%, 08/20/2021

     1,854        1,808        1,340  

2641544, 7.86%, 08/20/2021(b)

     40,064        39,172        26,247  

2641814, 7.85%, 08/20/2021

     6,152        5,933        5,575  

2641929, 7.62%, 08/20/2021(b)

     7,280        7,092        5,157  

2641980, 7.86%, 08/20/2021

     5,209        5,058        4,587  

2642042, 8.1%, 08/20/2021(b)

     5,570        5,471        3,231  

2642081, 6.67%, 08/20/2021

     5,752        5,486        5,541  

2642162, 7.86%, 08/20/2021

     10,110        9,619        9,767  

2642258, 7.85%, 08/20/2021

     421        390        411  

2642282, 5.95%, 08/20/2021

     4,905        4,773        4,435  

2642332, 7.62%, 08/20/2021

     2,689        2,610        2,164  

2642352, 6.67%, 08/20/2021(b)

     7,404        7,241        5,284  

2642430, 8.57%, 08/20/2021

     935        914        791  

2642466, 8.33%, 08/20/2021

     1,998        1,926        1,921  

2642579, 7.89%, 08/20/2021

     364        357        336  

2642584, 8.1%, 08/20/2021(b)

     4,516        4,439        2,609  

2642644, 5.95%, 08/20/2021

     414        396        404  

2642683, 7.62%, 08/21/2021

     2,317        2,235        1,927  

2642863, 5.99%, 08/21/2021(b)

     863        860        369  

2642873, 8.33%, 08/21/2021

     2,283        2,234        1,373  

2642888, 6.67%, 08/21/2021

     2,506        2,346        2,442  

2643043, 6.92%, 08/21/2021

     585        564        566  

2643061, 7.87%, 08/21/2021(b)

     5,050        4,943        3,430  

2643402, 8.11%, 08/21/2021

     2,820        2,732        2,447  

2643740, 7.86%, 08/21/2021(b)

     5,139        5,028        3,503  

2644328, 6.93%, 08/21/2021(b)

     2,261        2,246        1,069  

2644355, 8.36%, 08/21/2021

     691        660        670  

2644393, 5.94%, 08/21/2021

     830        826        531  

2644404, 5.95%, 08/21/2021

     6,024        5,859        5,464  

2644482, 7.86%, 08/21/2021(b)

     8,803        8,570        6,455  

2644698, 7.87%, 08/21/2021(b)

     4,303        4,173        3,356  

2644765, 7.85%, 08/21/2021

     8,437        8,208        6,230  

2644842, 5.95%, 08/21/2021

     1,584        1,542        1,433  

2644871, 5.96%, 08/21/2021

     4,003        3,894        3,626  

2644934, 6.67%, 08/21/2021

     3,055        2,943        2,920  


Table of Contents

2644996, 5.95%, 08/21/2021

     3,806        3,711        3,413  

2645043, 5.95%, 08/21/2021

     9,942        9,669        8,973  

2645266, 8.11%, 08/21/2021

     3,224        3,137        2,775  

2645322, 5.95%, 08/21/2021

     1        0        1  

2645423, 6.93%, 08/21/2021

     1,042        1,028        942  

2645486, 8.35%, 08/21/2021(b)

     887        872        489  

2645530, 8.57%, 08/21/2021

     236        223        229  

2645551, 7.86%, 08/21/2021(b)

     7,961        7,761        5,292  

2645762, 6.67%, 08/21/2021

     2,978        2,888        2,535  

2645794, 5.94%, 08/21/2021

     2,274        2,225        1,996  

2645815, 7.86%, 08/21/2021

     4,198        4,036        3,893  

2645900, 8.12%, 08/21/2021

     887        850        854  

2645921, 5.95%, 08/21/2021

     1,641        1,598        1,479  

2645948, 5.95%, 08/21/2021

     19,970        19,451        18,037  

2646152, 7.86%, 08/21/2021

     8,421        8,161        6,591  

2646262, 7.62%, 08/21/2021

     30,270        28,999        28,889  

2646717, 6.67%, 08/21/2021

     9,144        8,883        7,737  

2646930, 5.96%, 08/21/2021

     4,412        4,305        3,923  

2647017, 7.86%, 08/21/2021(b)

     14,322        13,990        10,030  

2647277, 7.83%, 08/22/2021(b)

     859        850        454  

2647341, 7.62%, 08/22/2021

     13,927        13,486        11,356  

2647415, 7.62%, 08/22/2021

     1,347        1,289        1,287  

2647427, 7.86%, 08/22/2021(b)

     1,852        1,810        1,215  

2647437, 5.95%, 08/22/2021

     2,081        2,029        1,860  

2647452, 7.87%, 08/22/2021

     2,387        2,320        1,823  

2647467, 7.62%, 08/22/2021

     3,020        2,797        2,929  

2647499, 7.68%, 08/22/2021

     765        742        625  

2647503, 7.86%, 08/22/2021(b)

     3,225        3,133        2,429  

2647525, 8.35%, 08/22/2021(b)

     1,294        1,271        758  

2647534, 5.95%, 08/22/2021

     2,930        2,845        2,659  

2647562, 7.86%, 08/22/2021

     12,755        12,425        9,282  

2647630, 7.85%, 08/22/2021

     2,644        2,579        1,907  

2647645, 7.87%, 08/22/2021

     3,206        3,093        2,895  

2647751, 7.62%, 08/22/2021(b)

     3,508        3,405        2,805  

2647769, 7.62%, 08/22/2021

     16,383        15,843        13,593  

2647867, 6.93%, 08/22/2021(b)

     1,096        1,086        794  

2647878, 7.86%, 08/22/2021(b)

     2,112        2,063        1,475  

2647893, 5.96%, 08/22/2021

     2,044        1,964        1,973  

2647927, 7.86%, 08/22/2021

     2,749        2,661        2,456  

2647940, 6.67%, 08/22/2021

     1,393        1,357        1,142  

2647957, 7.62%, 08/22/2021

     22,978        22,150        19,213  

2648827, 7.86%, 08/24/2021

     5,581        5,399        5,132  

2648909, 8.11%, 08/24/2021

     2,188        2,135        1,484  

2648970, 8.57%, 08/24/2021

     2,123        2,045        2,062  

2649114, 5.96%, 08/24/2021(b)

     3,656        3,548        3,334  

2649154, 8.33%, 08/24/2021

     7,082        6,968        4,309  

2649258, 7.86%, 08/24/2021

     15,375        14,850        13,907  

2649494, 7.86%, 08/24/2021

     4,002        3,703        3,891  

2649716, 8.1%, 08/24/2021(b)

     27,454        26,932        16,169  

2649873, 8.1%, 08/24/2021

     6,284        6,135        4,264  

2649948, 5.96%, 08/24/2021

     4,971        4,809        4,765  

2649998, 7.86%, 08/24/2021

     7,800        7,447        7,520  

2650054, 8.1%, 08/24/2021

     3,672        3,562        3,319  

2650103, 7.63%, 08/24/2021

     4,682        4,511        4,335  

2650139, 5.95%, 08/24/2021

     19,844        19,349        17,755  

2650298, 7.86%, 08/24/2021

     10,997        10,673        8,528  

2650365, 7.86%, 08/24/2021

     10,081        9,447        9,750  

2650481, 5.95%, 08/25/2021

     8,560        8,331        7,729  

2650647, 8.33%, 08/25/2021(b)

     11,036        10,823        6,600  

2650755, 7.86%, 08/25/2021

     6,398        6,278        5,273  

2650865, 5.95%, 08/25/2021(b)

     4,147        4,059        3,217  

2650934, 7.86%, 08/25/2021

     3,339        3,253        2,510  

2650982, 8.09%, 08/25/2021

     712        649        693  

2651033, 5.96%, 08/25/2021

     4,213        4,102        3,788  

2651085, 7.87%, 08/25/2021

     1,165        1,109        1,125  

2651095, 7.62%, 08/25/2021

     18,951        18,050        18,153  

2651430, 7.84%, 08/25/2021

     915        893        849  

2651449, 5.95%, 08/25/2021

     6,003        5,856        5,322  

2651505, 7.62%, 08/25/2021

     12,638        12,231        10,449  

2651693, 6.95%, 08/25/2021

     573        566        499  

2651709, 7.86%, 08/25/2021

     6,779        6,515        6,504  

2651863, 7.87%, 08/25/2021

     1,251        1,214        968  

2651893, 6.93%, 08/25/2021

     1,048        1,040        505  

2651911, 7.86%, 08/25/2021

     1,777        1,706        1,704  

2651937, 8.57%, 08/25/2021

     23,283        22,877        13,056  

2652251, 7.89%, 08/25/2021

     454        446        376  

2652312, 7.62%, 08/25/2021(b)

     5,596        5,436        4,381  

2652375, 7.9%, 08/25/2021

     618        593        592  

2652394, 7.86%, 08/25/2021(b)

     3,168        3,083        2,219  

2652433, 7.86%, 08/25/2021

     1,485        1,453        1,382  

2652455, 8.57%, 08/25/2021

     7,162        7,027        3,975  

2652629, 7.87%, 08/25/2021

     711        698        524  


Table of Contents

2652646, 6.67%, 08/25/2021

     3,053        2,902        2,950  

2652723, 7.64%, 08/25/2021(b)

     1,880        1,828        1,412  

2652749, 5.95%, 08/25/2021

     12,682        12,245        12,172  

2652947, 5.97%, 08/25/2021

     1,674        1,626        1,519  

2652970, 7.85%, 08/25/2021

     3,805        3,662        3,471  

2653027, 7.88%, 08/25/2021

     944        907        903  

2653038, 8.1%, 08/25/2021

     10,758        10,475        9,336  

2653241, 7.86%, 08/25/2021

     64,567        62,656        49,585  

2654322, 7.86%, 08/25/2021

     12,806        12,478        10,175  

2654622, 8.57%, 08/25/2021

     792        777        441  

2654652, 5.95%, 08/25/2021

     6,533        6,359        5,895  

2654771, 7.86%, 08/25/2021

     701        650        683  

2654800, 8.34%, 08/25/2021

     1,731        1,666        1,660  

2654842, 7.87%, 08/25/2021(b)

     5,310        5,178        3,392  

2654869, 5.97%, 08/25/2021(b)

     3,141        3,076        2,432  

2654895, 5.95%, 08/25/2021

     4,026        3,931        3,549  

2654975, 7.86%, 08/25/2021

     4,719        4,586        3,641  

2655058, 7.62%, 08/25/2021

     2,066        1,949        1,994  

2655161, 5.96%, 08/25/2021

     3,328        3,209        3,199  

2655242, 5.95%, 08/25/2021

     26,701        25,993        24,166  

2655805, 7.9%, 08/25/2021

     334        323        324  

2655819, 7.86%, 08/25/2021

     27,530        27,157        20,621  

2656193, 8.34%, 08/25/2021

     8,420        8,232        5,104  

2656355, 5.96%, 08/25/2021

     8,001        7,799        7,158  

2656455, 7.86%, 08/26/2021

     22,301        21,599        20,555  

2656792, 7.85%, 08/26/2021

     3,481        3,389        2,633  

2656833, 7.62%, 08/26/2021(b)

     29,027        28,225        20,986  

2657055, 7.62%, 08/26/2021

     3,258        3,144        2,716  

2657075, 8.1%, 08/26/2021(b)

     2,752        2,693        1,626  

2657094, 8.57%, 08/26/2021

     523        501        508  

2657100, 5.96%, 08/26/2021

     4,596        4,471        4,137  

2657151, 7.87%, 08/26/2021

     3,560        3,448        2,724  

2657175, 7.62%, 08/26/2021

     19,840        19,197        16,246  

2657397, 7.86%, 08/26/2021

     15,636        14,936        14,770  

2657715, 7.88%, 08/26/2021(b)

     1,941        1,882        1,496  

2657750, 8.1%, 08/26/2021

     2,160        2,088        1,961  

2657782, 7.86%, 08/26/2021

     9,818        9,347        9,485  

2658102, 6.67%, 08/26/2021(b)

     10,368        10,114        7,941  

2658222, 7.86%, 08/26/2021

     3,000        2,902        2,764  

2658271, 7.86%, 08/26/2021

     6,827        6,516        6,581  

2658372, 6.67%, 08/26/2021

     4,074        3,952        3,462  

2658412, 8.33%, 08/26/2021

     2,681        2,442        2,613  

2658562, 7.87%, 08/26/2021

     1,497        1,476        1,117  

2658592, 8.57%, 08/26/2021

     2,471        2,403        2,115  

2658626, 7.62%, 08/26/2021

     5,247        4,975        5,039  

2658668, 5.95%, 08/26/2021

     5,003        4,856        4,549  

2658727, 8.1%, 08/26/2021(b)

     4,968        4,864        3,192  

2658832, 7.85%, 08/26/2021(b)

     2,761        2,698        1,831  

2658847, 5.96%, 08/26/2021

     4,724        4,688        3,701  

2658943, 6.67%, 08/26/2021

     35,420        34,278        30,210  

2659325, 5.95%, 08/26/2021

     5,483        5,350        4,845  

2659423, 6.67%, 08/26/2021

     19,032        18,494        15,907  

2659643, 5.95%, 08/26/2021

     3,000        2,930        2,623  

2659760, 8.57%, 08/26/2021

     10,057        9,793        8,615  

2659936, 7.62%, 08/26/2021

     2,359        2,271        1,980  

2659963, 5.95%, 08/26/2021

     1,215        1,180        1,108  

2659969, 7.88%, 08/26/2021

     1,273        1,224        1,176  

2660003, 5.96%, 08/26/2021(b)

     4,687        4,676        2,101  

2661412, 5.95%, 08/27/2021

     12,968        12,648        11,541  

2661572, 5.95%, 08/27/2021

     3,663        3,544        3,502  

2661614, 6.67%, 08/27/2021

     36,416        35,282        30,991  

2661962, 7.83%, 08/27/2021

     623        608        581  

2661981, 5.95%, 08/27/2021(b)

     10,981        10,742        8,525  

2662157, 5.94%, 08/27/2021(b)

     2,241        2,194        1,740  

2662168, 8.13%, 08/27/2021

     493        479        430  

2662190, 7.86%, 08/27/2021

     7,705        7,475        5,959  

2662293, 8.35%, 08/27/2021

     869        836        833  

2662301, 6.67%, 08/27/2021

     9,532        9,148        9,133  

2662489, 8.57%, 08/27/2021

     1,918        1,852        1,804  

2662532, 6.9%, 08/27/2021(b)

     2,999        2,974        1,437  

2662575, 8.34%, 08/27/2021

     214        197        209  

2662633, 7.86%, 08/27/2021

     2,610        2,519        2,401  

2662687, 5.95%, 08/27/2021(b)

     5,912        5,775        5,015  

2662763, 7.86%, 08/27/2021

     4,560        4,389        4,431  

2662955, 7.62%, 08/27/2021(b)

     21,528        20,931        14,861  

2663207, 8.1%, 08/27/2021

     10,435        10,078        9,710  

2663479, 7.62%, 08/27/2021

     7,465        7,223        6,066  

2663605, 5.96%, 08/27/2021

     1,460        1,436        1,421  

2663656, 7.86%, 08/27/2021(b)

     6,341        6,147        4,930  

2663777, 8.1%, 08/27/2021(b)

     31,459        30,831        18,607  

2664013, 8.1%, 08/27/2021

     19,831        19,395        13,189  

2664306, 5.95%, 08/27/2021

     5,313        5,087        5,131  


Table of Contents

2664423, 6.67%, 08/27/2021

     24,363        23,697        20,111  

2664773, 5.95%, 08/27/2021

     5,717        5,569        5,117  

2664875, 7.62%, 08/27/2021

     5,507        5,305        4,619  

2665017, 7.86%, 08/28/2021

     8,733        8,452        6,871  

2665145, 7.87%, 08/28/2021

     2,262        2,186        2,086  

2665173, 7.86%, 08/28/2021

     12,274        11,841        11,331  

2665298, 7.86%, 08/28/2021

     2,994        2,852        2,872  

2665414, 6.9%, 08/28/2021

     1,651        1,630        1,354  

2665429, 8.57%, 08/28/2021

     3,271        3,201        1,847  

2665450, 7.84%, 08/28/2021

     1,486        1,439        1,308  

2665462, 7.62%, 08/28/2021(b)

     3,305        3,213        2,283  

2665483, 5.95%, 08/28/2021(b)

     7,649        7,472        6,482  

2665516, 6.67%, 08/28/2021(b)

     5,392        5,264        3,869  

2665545, 8.06%, 08/28/2021(b)

     747        731        491  

2665559, 5.95%, 08/28/2021

     3,874        3,761        3,525  

2665631, 6.9%, 08/28/2021

     576        549        563  

2665686, 7.86%, 08/28/2021

     1,354        1,316        996  

2665704, 6.93%, 08/28/2021

     560        550        486  

2665725, 5.95%, 08/28/2021

     5,784        5,599        5,521  

2665812, 5.94%, 08/28/2021

     3,409        3,386        2,223  

2665857, 7.86%, 08/28/2021

     4,901        4,750        3,814  

2665915, 8.57%, 08/28/2021

     2,039        1,990        1,758  

2666048, 7.85%, 08/28/2021

     2,083        2,045        1,540  

2666068, 7.86%, 08/28/2021

     1,794        1,658        1,752  

2666166, 7.64%, 08/28/2021

     1,740        1,685        1,400  

2666179, 8.1%, 08/28/2021

     589        567        547  

2666212, 8.57%, 08/28/2021(b)

     12,326        12,085        7,126  

2666479, 8.1%, 08/28/2021

     10,738        10,386        9,779  

2666632, 7.62%, 08/28/2021

     27,576        26,683        22,565  

2667004, 7.86%, 08/28/2021(b)

     4,201        4,105        2,738  

2667046, 5.99%, 08/28/2021(b)

     743        740        335  

2667052, 5.96%, 08/28/2021

     356        352        337  

2667068, 7.86%, 08/28/2021

     10,793        10,411        9,949  

2667290, 8.57%, 08/28/2021

     684        650        666  

2667319, 5.96%, 08/28/2021

     2,653        2,573        2,420  

2667383, 8.33%, 08/28/2021

     3,363        3,165        3,259  

2667506, 7.62%, 08/28/2021

     2,183        2,051        2,108  

2667591, 8.33%, 08/28/2021

     13,389        13,069        8,297  

2667737, 7.86%, 08/28/2021

     14,443        14,037        10,681  

2667992, 7.86%, 08/28/2021

     2,485        2,418        1,831  

2668066, 8.1%, 08/28/2021(b)

     11,369        11,126        7,358  

2668147, 7.63%, 08/28/2021

     5,734        5,506        5,327  

2668254, 6.94%, 08/28/2021

     1,271        1,259        614  

2668263, 5.95%, 08/28/2021

     2,259        2,195        2,045  

2668299, 7.86%, 08/28/2021

     2,187        2,156        1,169  

2668320, 7.62%, 08/28/2021

     7,699        7,419        6,465  

2668402, 8.33%, 08/29/2021

     2,988        2,915        1,860  

2668481, 6.67%, 08/29/2021(b)

     52,665        51,368        37,816  

2669248, 6.9%, 08/29/2021

     2,338        2,287        2,261  

2669335, 5.95%, 08/29/2021

     3,055        2,915        2,955  

2669440, 6.67%, 09/01/2021

     6,531        6,322        5,606  

2669551, 5.95%, 09/01/2021

     13,108        12,797        11,276  

2669742, 8.34%, 09/01/2021

     3,596        3,466        3,410  

2669849, 5.9%, 09/01/2021

     698        695        318  

2669863, 7.85%, 09/01/2021

     2,920        2,744        2,810  

2669961, 7.62%, 09/01/2021(b)

     40,781        39,640        28,214  

2671808, 7.85%, 09/02/2021

     5,162        4,998        4,575  

2672004, 5.95%, 09/02/2021

     11,790        11,474        10,538  

2672276, 6.92%, 09/02/2021

     823        801        804  

2672321, 6.67%, 09/02/2021

     27,848        27,035        23,489  

2672766, 8.57%, 09/02/2021

     1,949        1,800        1,900  

2672891, 8.33%, 09/02/2021

     2,031        1,991        1,223  

2672914, 6.67%, 09/02/2021(b)

     12,034        11,743        8,657  

2673158, 7.62%, 09/02/2021

     1,293        1,254        1,011  

2673173, 8.57%, 09/02/2021

     1,622        1,588        940  

2673186, 8.1%, 09/02/2021

     12,506        12,010        11,864  

2673601, 7.62%, 09/02/2021

     2,917        2,822        2,402  

2673618, 8.34%, 09/02/2021

     4,134        4,003        3,826  

2673725, 7.62%, 09/02/2021

     5,037        4,828        4,756  

2673861, 8.31%, 09/02/2021

     1,615        1,578        1,020  

2673894, 5.96%, 09/02/2021

     9,901        9,601        9,040  

2674069, 7.86%, 09/02/2021(b)

     6,607        6,532        3,615  

2674131, 7.85%, 09/02/2021(b)

     11,246        10,967        7,513  

2674364, 7.62%, 09/02/2021

     1,884        1,821        1,559  

2674389, 7.86%, 09/02/2021(b)

     6,145        5,991        4,104  

2674458, 5.96%, 09/03/2021

     3,913        3,796        3,570  

2674566, 6.67%, 09/03/2021

     7,709        7,463        6,615  

2674635, 7.85%, 09/03/2021

     1,973        1,922        1,838  

2674665, 6.67%, 09/03/2021

     8,851        8,574        7,554  

2675173, 7.62%, 09/03/2021

     2,266        2,167        2,142  

2675223, 5.95%, 09/03/2021

     3,391        3,304        2,998  

2675269, 8.11%, 09/03/2021

     1,118        1,035        1,087  


Table of Contents

2675303, 5.95%, 09/03/2021

     5,724        5,577        5,084  

2675482, 7.86%, 09/03/2021

     3,971        3,834        3,527  

2675599, 7.62%, 09/03/2021

     9,276        8,980        7,596  

2675730, 8.33%, 09/03/2021

     614        589        587  

2675759, 8.11%, 09/03/2021

     3,055        2,956        2,658  

2675792, 6.93%, 09/03/2021

     1,318        1,302        995  

2675829, 5.95%, 09/03/2021

     5,759        5,717        3,851  

2675904, 8.08%, 09/03/2021

     1,877        1,832        1,277  

2675944, 8.11%, 09/03/2021

     3,069        3,003        1,856  

2675985, 8.57%, 09/03/2021

     1,016        989        885  

2676027, 8.57%, 09/03/2021

     7,541        7,323        6,897  

2676197, 7.62%, 09/03/2021

     3,712        3,565        3,446  

2676275, 7.86%, 09/03/2021

     19,906        19,422        14,180  

2676528, 8.14%, 09/03/2021

     868        843        759  

2676534, 7.62%, 09/03/2021

     3,426        3,282        3,234  

2676632, 7.86%, 09/03/2021

     3,129        3,044        2,345  

2676674, 7.62%, 09/03/2021

     6,403        6,221        4,442  

2676871, 7.63%, 09/03/2021

     8,107        7,872        5,828  

2677332, 8.34%, 09/03/2021

     1,060        1,001        1,030  

2677366, 7.86%, 09/03/2021

     2,117        2,068        1,364  

2677386, 7.86%, 09/03/2021

     11,775        11,429        9,150  

2677579, 7.85%, 09/03/2021

     1,248        1,229        672  

2677593, 7.86%, 09/03/2021

     10,126        9,880        7,103  

2677724, 8.38%, 09/03/2021

     843        822        533  

2677740, 8.57%, 09/03/2021

     975        946        892  

2677771, 6.67%, 09/03/2021

     4,998        4,866        3,936  

2677790, 7.62%, 09/03/2021

     10,660        10,179        10,169  

2677935, 7.86%, 09/03/2021

     8,503        8,095        8,207  

2678086, 5.95%, 09/03/2021

     9,988        9,755        8,383  

2678190, 6.93%, 09/03/2021

     1,671        1,654        834  

2678201, 7.86%, 09/03/2021

     8,457        8,193        6,510  

2678309, 7.85%, 09/03/2021

     5,252        5,069        4,706  

2678368, 6.93%, 09/03/2021

     918        908        430  

2678372, 8.1%, 09/03/2021

     8,033        7,815        5,557  

2678461, 7.85%, 09/03/2021

     4,895        4,707        4,471  

2678511, 7.86%, 09/03/2021

     5,169        5,088        2,768  

2678569, 7.62%, 09/03/2021

     5,121        4,750        4,987  

2678658, 6.9%, 09/03/2021

     3,062        3,029        1,455  

2678721, 8.11%, 09/04/2021

     127        117        124  

2678877, 7.62%, 09/04/2021

     3,461        3,336        2,901  

2678931, 8.34%, 09/04/2021

     2,475        2,404        1,537  

2678952, 5.96%, 09/04/2021

     343        333        335  

2678980, 5.96%, 09/04/2021

     1,923        1,868        1,739  

2679011, 5.96%, 09/04/2021

     1,898        1,857        1,795  

2679079, 8.34%, 09/04/2021

     39        31        38  

2679091, 8.57%, 09/04/2021(b)

     1,637        1,610        907  

2679109, 8.1%, 09/04/2021

     4,673        4,571        2,807  

2679162, 7.62%, 09/04/2021

     2,838        2,709        2,704  

2679225, 7.86%, 09/04/2021

     10,998        10,540        10,203  

2679394, 7.85%, 09/04/2021

     10,904        10,577        7,865  

2679523, 5.95%, 09/04/2021

     7,595        7,502        6,039  

2679581, 7.62%, 09/04/2021

     2,817        2,714        2,349  

2679607, 7.86%, 09/04/2021

     5,322        5,187        3,541  

2679658, 6%, 09/04/2021

     853        829        769  

2679669, 5.96%, 09/04/2021

     4,268        4,136        3,897  

2679725, 7.85%, 09/04/2021

     758        719        739  

2679762, 8.57%, 09/04/2021

     4,736        4,555        4,539  

2679845, 6.67%, 09/04/2021

     10,262        9,926        8,791  

2680003, 8.05%, 09/04/2021

     284        272        274  

2680005, 7.86%, 09/04/2021

     5,717        5,529        5,063  

2680089, 5.95%, 09/04/2021

     4,752        4,616        4,317  

2680138, 7.84%, 09/04/2021(b)

     1,824        1,772        1,175  

2680164, 8.33%, 09/04/2021

     1,496        1,400        1,453  

2680211, 8.33%, 09/04/2021

     2,646        2,583        1,672  

2680302, 6.91%, 09/04/2021

     2,083        2,048        1,846  

2680366, 8.34%, 09/04/2021

     1,287        1,261        770  

2680390, 7.86%, 09/04/2021

     9,349        9,116        6,292  

2681306, 5.96%, 09/04/2021

     1,142        1,134        509  

2681348, 7.85%, 09/04/2021

     4,556        4,371        4,325  

2681464, 5.96%, 09/04/2021

     438        414        426  

2681491, 6.9%, 09/04/2021

     711        696        627  

2681577, 8.32%, 09/04/2021

     1,149        1,117        973  

2681594, 7.62%, 09/04/2021

     25,960        24,619        24,896  

2682228, 6.67%, 09/04/2021

     1,669        1,615        1,428  

2682255, 7.85%, 09/04/2021

     6,136        5,948        4,778  

2682399, 5.95%, 09/04/2021

     7,625        7,397        6,947  

2682574, 7.87%, 09/04/2021

     2,388        2,313        1,866  

2682599, 7.86%, 09/04/2021

     28,688        27,731        22,586  

2684235, 5.95%, 09/05/2021

     7,684        7,426        7,340  

2684340, 6.67%, 09/05/2021

     6,805        6,621        5,374  

2684385, 5.95%, 09/05/2021

     13,613        13,173        12,469  

2684484, 6.67%, 09/05/2021

     3,410        3,219        3,290  


Table of Contents

2684507, 7.85%, 09/05/2021

     1,038        973        1,001  

2684538, 8.57%, 09/05/2021

     10,316        10,123        5,818  

2684609, 6.67%, 09/05/2021

     0        0        0  

2684625, 5.95%, 09/05/2021

     12,915        12,571        11,473  

2684690, 8.1%, 09/05/2021

     4,502        4,402        2,695  

2684710, 7.86%, 09/05/2021

     9,485        9,333        5,282  

2684757, 7.63%, 09/05/2021

     5,392        5,210        4,412  

2684812, 8.33%, 09/05/2021(b)

     10,501        10,299        5,874  

2684894, 6.67%, 09/05/2021

     8,319        8,042        7,153  

2684970, 5.95%, 09/05/2021

     15,449        14,975        14,094  

2685190, 7.86%, 09/05/2021(b)

     17,639        17,169        11,834  

2686204, 7.86%, 09/05/2021

     11,508        11,045        10,682  

2686431, 7.85%, 09/05/2021

     1,646        1,603        1,532  

2686623, 6.92%, 09/05/2021

     1,632        1,612        805  

2686641, 5.96%, 09/05/2021

     181        175        176  

2686649, 7.86%, 09/05/2021

     2,950        2,902        1,641  

2686766, 8.1%, 09/05/2021

     5,610        5,386        5,308  

2686991, 5.96%, 09/05/2021

     1,330        1,288        1,218  

2687042, 8.1%, 09/05/2021

     5,140        4,960        4,691  

2687102, 7.62%, 09/05/2021

     13,062        12,670        9,419  

2687242, 6.9%, 09/05/2021

     0        0        0  

2687275, 5.96%, 09/05/2021

     4,567        4,446        4,056  

2687351, 8.36%, 09/05/2021

     497        458        483  

2687380, 6.92%, 09/05/2021(b)

     2,919        2,892        1,481  

2687388, 7.86%, 09/05/2021

     2,130        2,028        2,045  

2687460, 7.83%, 09/05/2021

     1,354        1,310        1,065  

2687466, 7.87%, 09/05/2021

     2,236        2,137        2,111  

2687521, 7.86%, 09/05/2021

     21,820        21,459        12,090  

2687815, 8.35%, 09/05/2021

     1,958        1,910        1,256  

2687837, 6.88%, 09/05/2021

     1,304        1,290        664  

2687859, 7.86%, 09/05/2021

     2,880        2,719        2,784  

2687974, 7.86%, 09/05/2021

     5,775        5,480        5,528  

2688072, 7.87%, 09/05/2021

     2,036        1,967        1,952  

2688134, 5.95%, 09/05/2021

     7,222        7,009        6,565  

2688252, 8.07%, 09/05/2021

     212        196        207  

2688255, 5.95%, 09/05/2021

     7,500        7,310        6,487  

2688324, 7.89%, 09/06/2021

     1,058        1,039        574  

2688381, 7.87%, 09/06/2021

     1,575        1,516        1,419  

2688414, 8.11%, 09/06/2021

     2,152        2,090        1,506  

2688454, 7.62%, 09/06/2021(b)

     67,166        65,176        46,620  

2688872, 6.67%, 09/06/2021

     12,956        12,481        12,175  

2689117, 7.62%, 09/06/2021(b)

     5,060        4,917        3,510  

2689204, 7.86%, 09/06/2021

     4,121        3,821        3,997  

2689333, 8.34%, 09/06/2021

     4,661        4,468        4,461  

2689420, 8.11%, 09/06/2021

     1,567        1,505        1,464  

2689464, 7.62%, 09/06/2021

     2,026        1,949        1,708  

2689497, 7.86%, 09/06/2021

     9,980        9,551        9,493  

2689708, 8.34%, 09/06/2021

     1,272        1,235        1,083  

2689726, 7.86%, 09/06/2021(b)

     3,520        3,421        2,280  

2689779, 7.86%, 09/06/2021

     2,667        2,564        2,401  

2689799, 8.1%, 09/06/2021

     2,804        2,730        1,944  

2689848, 7.62%, 09/06/2021

     6,189        5,825        5,961  

2690079, 6.67%, 09/06/2021

     3,172        3,058        2,740  

2690162, 7.87%, 09/06/2021

     4,790        4,658        3,252  

2690214, 7.87%, 09/06/2021

     4,261        4,120        3,353  

2690285, 7.86%, 09/06/2021

     8,090        7,783        6,499  

2690427, 6.67%, 09/06/2021

     8,462        8,244        6,088  

2690534, 7.62%, 09/06/2021

     15,045        14,240        14,434  

2690895, 5.95%, 09/06/2021

     3,910        3,791        3,553  

2690935, 8.1%, 09/06/2021

     7,192        7,006        4,946  

2691014, 7.86%, 09/06/2021

     20,853        20,259        14,319  

2691241, 7.65%, 09/06/2021

     1,610        1,558        1,290  

2691274, 7.86%, 09/06/2021

     877        859        667  

2691289, 8.12%, 09/06/2021

     872        846        610  

2691293, 7.62%, 09/06/2021(b)

     32,884        31,932        22,813  

2691688, 5.97%, 09/06/2021

     2,505        2,421        2,292  

2691733, 7.86%, 09/06/2021

     11,711        11,149        11,279  

2692150, 7.88%, 09/06/2021

     985        958        917  

2692176, 6.9%, 09/06/2021

     510        502        421  

2692192, 6.67%, 09/06/2021

     1,716        1,664        1,453  

2692201, 5.96%, 09/07/2021

     4,001        3,896        3,498  

2692300, 5.95%, 09/07/2021

     13,830        13,463        12,060  

2692426, 5.66%, 09/07/2021

     13,291        12,978        9,861  

2692551, 7.88%, 09/07/2021

     1,143        1,087        1,092  

2692555, 6.85%, 09/07/2021

     3,430        3,350        2,485  

2692580, 6.67%, 09/07/2021

     1,703        1,648        1,464  

2692592, 5.91%, 09/07/2021

     1,100        1,084        842  

2692615, 6.84%, 09/07/2021

     3,341        3,248        2,513  

2692638, 8.36%, 09/07/2021

     1,580        1,541        1,021  

2692666, 6.6%, 09/07/2021

     10,360        9,935        9,880  

2692689, 5.95%, 09/07/2021

     13,952        13,611        11,046  

2692826, 6.84%, 09/07/2021

     8,279        7,936        7,885  


Table of Contents

2692944, 7.87%, 09/07/2021

     2,982        2,846        2,849  

2693003, 5.9%, 09/07/2021

     3,482        3,438        2,700  

2693028, 8.33%, 09/07/2021

     398        368        389  

2693048, 6.83%, 09/07/2021

     4,248        4,061        4,052  

2693067, 7.62%, 09/07/2021(b)

     3,462        3,359        2,408  

2693111, 4.95%, 09/07/2021

     4,890        4,787        4,129  

2693159, 6.67%, 09/08/2021

     12,756        12,390        10,414  

2693161, 4.97%, 09/08/2021(b)

     3,170        3,107        2,464  

2693187, 7.55%, 09/08/2021

     3,303        3,185        3,180  

2693262, 5.87%, 09/08/2021

     558        548        458  

2693270, 5.92%, 09/08/2021

     127        120        124  

2693284, 4.95%, 09/08/2021

     11,335        11,094        9,559  

2693358, 5.96%, 09/08/2021

     3,113        2,872        3,007  

2693419, 6.6%, 09/08/2021

     6,548        6,332        5,503  

2693481, 6.67%, 09/08/2021(b)

     14,137        13,773        10,192  

2693520, 7.31%, 09/08/2021

     9,856        9,662        5,620  

2693651, 7.08%, 09/08/2021

     2,071        2,005        1,892  

2693745, 6.9%, 09/08/2021

     539        524        520  

2693749, 4.94%, 09/08/2021

     2,539        2,487        2,095  

2693769, 7.62%, 09/08/2021

     2,688        2,580        2,499  

2693917, 7.55%, 09/09/2021

     1,659        1,627        1,013  

2693960, 5.66%, 09/09/2021(b)

     38,098        37,248        27,539  

2694040, 7.85%, 09/09/2021

     1,559        1,492        1,447  

2694117, 6.67%, 09/09/2021

     2,706        2,566        2,601  

2694267, 7.86%, 09/09/2021

     10,537        10,096        9,774  

2694576, 4.95%, 09/09/2021

     4,215        4,115        3,782  

2694628, 8.33%, 09/09/2021

     4,765        4,572        4,524  

2694765, 6.91%, 09/09/2021(b)

     3,408        3,374        1,777  

2694789, 7.08%, 09/09/2021

     15,630        15,116        14,263  

2694821, 8.1%, 09/09/2021

     12,002        11,675        8,420  

2695075, 6.84%, 09/09/2021

     8,245        7,913        7,632  

2695081, 7.87%, 09/09/2021

     2,807        2,675        2,708  

2695159, 6.67%, 09/09/2021(b)

     2,906        2,830        2,101  

2695188, 7.55%, 09/09/2021

     12,007        11,457        11,666  

2695218, 5.95%, 09/09/2021(b)

     30,132        29,424        23,442  

2695556, 4.97%, 09/09/2021(b)

     2,893        2,878        1,413  

2695602, 6.84%, 09/09/2021(b)

     28,811        28,153        19,433  

2695786, 7.87%, 09/09/2021

     3,137        2,994        2,948  

2695876, 5.95%, 09/09/2021

     9,106        8,849        8,197  

2695917, 6.84%, 09/09/2021

     4,311        4,160        3,935  

2695981, 6.84%, 09/09/2021

     216        202        211  

2696050, 5.66%, 09/09/2021

     7,722        7,476        7,264  

2696080, 6.89%, 09/09/2021

     873        864        460  

2696102, 7.86%, 09/09/2021(b)

     11,170        10,859        7,260  

2696200, 5.66%, 09/09/2021

     5,392        5,243        4,622  

2696265, 7.55%, 09/09/2021

     2,612        2,566        1,542  

2696306, 5.66%, 09/09/2021(b)

     15,891        15,542        11,505  

2696320, 7.85%, 09/09/2021

     2,658        2,580        1,732  

2696357, 5.96%, 09/09/2021

     6,484        6,308        5,745  

2696417, 7.32%, 09/09/2021

     1,020        970        990  

2696441, 6.84%, 09/09/2021

     2,993        2,929        1,939  

2696483, 5.66%, 09/09/2021

     2,911        2,836        2,441  

2696492, 7.88%, 09/09/2021

     1,925        1,884        1,481  

2696525, 4.95%, 09/09/2021(b)

     7,231        7,195        3,531  

2696547, 6.67%, 09/09/2021

     24,590        23,603        23,478  

2696587, 5.66%, 09/09/2021

     34,367        33,410        29,499  

2697020, 7.32%, 09/09/2021

     2,394        2,230        2,332  

2697107, 5.66%, 09/09/2021

     11,738        11,270        11,289  

2697125, 8.34%, 09/09/2021

     2,108        2,050        1,352  

2697178, 5.95%, 09/09/2021

     10,975        10,656        9,945  

2697371, 6.85%, 09/09/2021(b)

     3,865        3,777        2,601  

2697395, 4.95%, 09/09/2021

     4,929        4,819        4,353  

2697422, 8.11%, 09/09/2021

     4,168        4,066        2,779  

2697426, 4.95%, 09/09/2021

     8,688        8,477        7,851  

2697473, 7.86%, 09/09/2021(b)

     14,369        13,992        9,698  

2697498, 6.6%, 09/09/2021

     10,780        10,431        9,071  

2697679, 7.55%, 09/09/2021

     12,647        12,428        7,386  

2697714, 6.67%, 09/09/2021

     3,260        3,164        2,698  

2697801, 6.67%, 09/09/2021

     8,559        8,154        8,227  

2697818, 4.95%, 09/09/2021

     5,298        5,173        4,758  

2697899, 7.08%, 09/09/2021

     24,655        24,146        14,947  

2698031, 8.1%, 09/09/2021(b)

     10,475        10,240        6,336  

2698139, 6.84%, 09/09/2021

     9,284        9,057        6,849  

2698216, 6.67%, 09/10/2021

     31,921        30,770        27,714  

2698971, 8.35%, 09/10/2021

     2,334        2,273        1,517  

2699007, 8.1%, 09/10/2021(b)

     13,858        13,550        8,398  

2699231, 7.62%, 09/10/2021

     9,808        9,486        7,579  

2699394, 8.57%, 09/10/2021

     7,270        7,067        6,076  

2699570, 7.86%, 09/10/2021

     1,713        1,651        1,646  

2699663, 7.62%, 09/10/2021

     17,868        16,837        17,191  

2700022, 6.67%, 09/10/2021

     2,590        2,503        2,231  

2700064, 8.1%, 09/10/2021

     1,334        1,293        945  


Table of Contents

2700104, 7.62%, 09/10/2021

     4,019        3,864        3,389  

2700161, 5.95%, 09/10/2021

     2,076        2,026        1,603  

2700167, 6.67%, 09/10/2021

     1,826        1,770        1,548  

2700195, 8.57%, 09/10/2021

     2,765        2,607        2,692  

2700274, 7.85%, 09/10/2021

     4,049        3,894        3,739  

2700328, 5.93%, 09/10/2021(b)

     976        969        481  

2700340, 8.12%, 09/10/2021

     907        880        642  

2700350, 8.1%, 09/10/2021(b)

     10,978        10,723        6,667  

2700503, 5.95%, 09/10/2021

     16,005        15,463        15,287  

2700773, 5.92%, 09/10/2021

     587        579        517  

2700796, 7.86%, 09/10/2021

     46,336        44,998        33,714  

2701399, 7.86%, 09/10/2021

     1,934        1,852        1,840  

2701413, 7.86%, 09/10/2021

     1,702        1,588        1,649  

2701459, 8.33%, 09/10/2021

     1,915        1,869        1,235  

2701495, 7.88%, 09/10/2021

     429        411        416  

2701503, 8.34%, 09/10/2021(b)

     2,222        2,175        1,262  

2701529, 8.57%, 09/10/2021

     1,822        1,772        1,524  

2701576, 7.62%, 09/10/2021

     6,114        5,758        5,892  

2701653, 8.1%, 09/10/2021

     19,564        19,050        13,626  

2701890, 6.67%, 09/10/2021

     17,992        17,396        15,489  

2702182, 7.86%, 09/10/2021

     4,713        4,595        3,929  

2702273, 8.57%, 09/10/2021

     602        567        585  

2702297, 7.64%, 09/10/2021

     2,075        2,012        1,442  

2702324, 7.62%, 09/10/2021

     2,722        2,641        2,244  

2702372, 6.84%, 09/11/2021(b)

     18,026        17,602        12,203  

2702433, 6.9%, 09/11/2021

     8,192        8,046        6,851  

2702462, 7.55%, 09/11/2021

     2,129        2,089        1,296  

2702464, 7.31%, 09/11/2021

     4,096        3,964        3,791  

2702479, 6.86%, 09/11/2021

     1,107        1,044        1,071  

2702486, 6.85%, 09/11/2021

     1,214        1,142        1,176  

2702491, 6.6%, 09/11/2021

     3,183        3,074        2,431  

2702506, 5.92%, 09/11/2021

     1,639        1,618        1,266  

2702510, 4.97%, 09/11/2021

     674        667        554  

2702515, 5.66%, 09/11/2021

     26,882        25,908        25,700  

2702557, 7.9%, 09/11/2021

     780        751        705  

2702573, 8.34%, 09/11/2021

     3,606        3,434        3,427  

2702646, 5.95%, 09/11/2021

     3,319        3,121        3,225  

2702657, 6.84%, 09/11/2021

     3,031        2,940        2,297  

2702672, 6.84%, 09/11/2021

     5,794        5,467        5,576  

2702744, 6.83%, 09/11/2021

     1,114        1,074        1,019  

2702809, 5.66%, 09/11/2021

     12,080        11,462        11,691  

2702811, 7.86%, 09/11/2021

     4,190        4,062        2,900  

2702880, 7.63%, 09/11/2021

     3,929        3,707        3,760  

2702919, 6.86%, 09/11/2021

     1,157        1,117        1,046  

2702934, 6.86%, 09/11/2021

     2,834        2,761        2,119  

2702947, 6.85%, 09/11/2021

     2,538        2,442        2,351  

2702959, 6.81%, 09/11/2021

     986        970        550  

2702980, 5.97%, 09/11/2021

     2,407        2,330        2,199  

2702982, 6.86%, 09/11/2021

     2,916        2,830        2,248  

2703023, 7.08%, 09/11/2021

     1,550        1,505        1,371  

2703027, 7.31%, 09/11/2021

     6,011        5,622        5,846  

2703050, 7.86%, 09/11/2021(b)

     5,634        5,483        3,804  

2703155, 6.63%, 09/11/2021

     1,530        1,478        1,289  

2703161, 7.86%, 09/11/2021

     2,860        2,746        2,727  

2703167, 6.6%, 09/11/2021

     1,514        1,451        1,445  

2703176, 4.96%, 09/11/2021

     13,331        13,049        10,737  

2703216, 7.31%, 09/11/2021

     6,751        6,573        4,367  

2703243, 7.9%, 09/11/2021

     848        814        683  

2703249, 7.86%, 09/11/2021

     3,583        3,405        3,419  

2703262, 6.83%, 09/11/2021

     5,236        5,106        3,546  

2703275, 6.6%, 09/11/2021

     21,008        20,296        17,710  

2703318, 7.86%, 09/11/2021

     9,181        8,825        7,435  

2703357, 6.84%, 09/11/2021

     6,406        6,250        4,695  

2703386, 7.31%, 09/11/2021

     2,689        2,609        2,306  

2703396, 5.66%, 09/11/2021

     6,898        6,676        6,475  

2703426, 5.87%, 09/11/2021

     732        723        572  

2703431, 6.85%, 09/11/2021(b)

     5,887        5,727        3,839  

2703453, 7.87%, 09/11/2021

     611        558        593  

2703457, 5.66%, 09/11/2021

     2,523        2,440        2,190  

2703465, 5.66%, 09/11/2021

     6,811        6,645        5,409  

2703491, 8.1%, 09/11/2021(b)

     62,844        61,337        38,227  

2703495, 6.83%, 09/11/2021

     1,794        1,733        1,620  

2703513, 7.06%, 09/11/2021

     1,039        1,008        920  

2703525, 6.84%, 09/11/2021

     17,465        16,879        15,768  

2703608, 6.84%, 09/11/2021

     1,438        1,397        1,138  

2703618, 6.84%, 09/11/2021

     1,974        1,832        1,921  

2703640, 7.32%, 09/11/2021

     1,516        1,463        1,438  

2703646, 7.33%, 09/11/2021

     1,909        1,847        1,637  

2703657, 5.66%, 09/11/2021

     2,618        2,548        2,206  

2703662, 4.97%, 09/11/2021

     1,047        1,030        995  

2703680, 4.97%, 09/11/2021

     2,873        2,807        2,498  

2703695, 7.11%, 09/11/2021(b)

     1,426        1,397        864  


Table of Contents

2703700, 4.96%, 09/11/2021

     2,885        2,810        2,629  

2703739, 6.6%, 09/11/2021

     966        940        777  

2703741, 6.86%, 09/11/2021

     899        868        809  

2703895, 4.97%, 09/11/2021(b)

     1,171        1,164        580  

2703900, 6.84%, 09/11/2021

     2,767        2,670        2,504  

2703910, 6.85%, 09/11/2021(b)

     2,570        2,536        1,472  

2703922, 7.32%, 09/11/2021

     7,655        7,459        5,008  

2703954, 6.61%, 09/11/2021

     6,201        6,006        5,125  

2703984, 6.82%, 09/11/2021

     1,388        1,348        1,100  

2703986, 4.95%, 09/11/2021

     2,522        2,507        1,250  

2704006, 4.95%, 09/11/2021

     18,603        18,123        16,914  

2704067, 7.55%, 09/11/2021

     4,660        4,539        3,901  

2704096, 4.96%, 09/11/2021

     2,205        2,147        2,014  

2704109, 6.86%, 09/11/2021

     910        869        875  

2704115, 7.29%, 09/11/2021

     786        755        752  

2704127, 4.95%, 09/11/2021

     15,107        14,765        13,277  

2704162, 7.89%, 09/11/2021

     1,126        1,081        1,025  

2704190, 5.96%, 09/11/2021

     2,616        2,523        2,493  

2704201, 4.94%, 09/11/2021

     1,767        1,753        1,224  

2704216, 4.95%, 09/11/2021

     3,187        3,117        2,710  

2704226, 6.84%, 09/11/2021

     33,301        31,820        32,113  

2704234, 8.1%, 09/11/2021

     6,247        5,983        5,912  

2704366, 5.95%, 09/11/2021

     5,803        5,633        5,227  

2704423, 7.62%, 09/11/2021(b)

     10,680        10,358        7,435  

2704435, 7.09%, 09/11/2021

     2,402        2,327        2,193  

2704449, 6.84%, 09/11/2021

     12,998        12,672        9,145  

2704491, 6.83%, 09/11/2021

     4,086        3,891        3,913  

2704501, 4.95%, 09/11/2021

     13,039        12,727        11,728  

2704517, 6.91%, 09/11/2021

     3,594        3,537        2,788  

2704557, 7.09%, 09/11/2021

     1,916        1,859        1,690  

2704573, 7.07%, 09/11/2021

     8,307        8,127        5,055  

2704595, 7.86%, 09/11/2021

     8,042        7,634        7,675  

2704697, 4.95%, 09/11/2021

     4,136        4,050        3,327  

2704709, 7.08%, 09/11/2021

     27,424        26,775        18,425  

2704717, 8.11%, 09/11/2021

     3,324        3,241        2,018  

2704764, 7.87%, 09/11/2021

     4,110        3,956        3,280  

2704786, 7.55%, 09/11/2021

     1,907        1,867        1,173  

2704799, 5.66%, 09/11/2021

     2,952        2,874        2,492  

2704817, 6.84%, 09/11/2021(b)

     2,697        2,634        1,826  

2704834, 6.84%, 09/11/2021

     9,395        9,118        7,363  

2704851, 7.87%, 09/11/2021

     2,815        2,741        1,935  

2704861, 6.85%, 09/11/2021

     2,846        2,758        2,256  

2704870, 5.96%, 09/11/2021

     4,287        4,148        3,935  

2704887, 4.97%, 09/11/2021

     1,827        1,812        907  

2704901, 6.85%, 09/11/2021

     1,525        1,482        1,415  

2704906, 7.31%, 09/11/2021

     8,062        7,853        6,895  

2704954, 6.85%, 09/11/2021

     2,792        2,660        2,671  

2704962, 7.87%, 09/11/2021

     3,722        3,601        2,807  

2704972, 6.86%, 09/11/2021

     2,816        2,738        2,204  

2704990, 4.95%, 09/11/2021

     3,007        2,922        2,871  

2704996, 7.09%, 09/11/2021(b)

     4,616        4,521        2,806  

2705014, 7.86%, 09/11/2021

     41,655        40,458        29,832  

2705021, 6.84%, 09/11/2021

     15,048        14,604        11,937  

2705067, 4.93%, 09/11/2021(b)

     1,446        1,438        716  

2705075, 6.84%, 09/11/2021(b)

     10,472        10,230        7,089  

2705120, 6.84%, 09/11/2021

     2,952        2,795        2,838  

2705127, 4.95%, 09/11/2021

     649        637        624  

2705134, 6.84%, 09/11/2021

     5,698        5,384        5,488  

2705152, 6.84%, 09/11/2021

     3,718        3,646        2,866  

2705184, 5.66%, 09/11/2021

     10,788        10,418        10,288  

2705216, 6.84%, 09/11/2021

     611        569        596  

2705221, 4.91%, 09/11/2021

     685        681        334  

2705234, 4.95%, 09/11/2021

     39,230        37,992        37,603  

2705368, 6.84%, 09/11/2021

     660        648        516  

2705371, 6.6%, 09/11/2021

     4,113        3,853        3,981  

2705388, 8.1%, 09/11/2021

     13,567        12,686        13,160  

2705418, 6.83%, 09/11/2021

     2,329        2,257        1,839  

2705423, 6.84%, 09/11/2021(b)

     8,777        8,591        5,709  

2705453, 4.95%, 09/11/2021(b)

     6,397        6,363        3,170  

2705463, 6.84%, 09/11/2021

     9,400        9,030        8,731  

2705509, 6.83%, 09/11/2021

     2,127        2,076        1,519  

2705516, 6.84%, 09/11/2021(b)

     15,069        14,735        9,802  

2705573, 6.85%, 09/11/2021

     275        253        269  

2705582, 6.84%, 09/11/2021

     1,794        1,736        1,724  

2705592, 7.31%, 09/11/2021

     11,884        11,513        10,891  

2705650, 6.6%, 09/11/2021

     2,514        2,442        1,966  

2705658, 5.66%, 09/11/2021(b)

     5,411        5,291        3,915  

2705677, 7.31%, 09/11/2021(b)

     8,247        8,095        4,696  

2705688, 7.31%, 09/11/2021

     19,440        19,039        11,614  

2706535, 7.85%, 09/12/2021

     6,331        6,067        5,861  

2706630, 7.86%, 09/12/2021

     2,107        2,018        1,992  

2706659, 8.1%, 09/12/2021

     459        413        445  


Table of Contents

2706734, 5.97%, 09/12/2021(b)

     1,177        1,166        586  

2706739, 8.1%, 09/12/2021

     252        228        244  

2706763, 6.67%, 09/12/2021

     30,261        29,252        25,884  

2707160, 7.62%, 09/12/2021(b)

     3,943        3,824        2,751  

2707186, 5.96%, 09/12/2021

     10,572        10,227        9,641  

2707348, 7.62%, 09/12/2021

     5,064        4,900        4,094  

2707398, 7.85%, 09/12/2021

     1,056        1,026        766  

2707415, 7.86%, 09/12/2021

     4,992        4,822        3,799  

2707478, 5.95%, 09/12/2021

     3,549        3,441        3,224  

2707558, 7.86%, 09/12/2021(b)

     13,590        13,247        8,850  

2707652, 8.1%, 09/12/2021

     16,956        16,135        16,270  

2708018, 8.33%, 09/12/2021

     8,512        8,224        7,319  

2708148, 6.67%, 09/12/2021

     1,676        1,611        1,276  

2708175, 8.57%, 09/12/2021(b)

     3,643        3,571        2,091  

2708212, 5.94%, 09/12/2021

     1,026        1,018        514  

2708216, 6.67%, 09/12/2021(b)

     3,662        3,561        2,654  

2708280, 8.57%, 09/12/2021

     1,119        1,085        994  

2708309, 8.1%, 09/12/2021(b)

     13,375        13,056        8,106  

2708470, 6.9%, 09/12/2021

     1,272        1,252        992  

2708474, 8.57%, 09/12/2021

     2,094        2,038        1,265  

2708506, 8.35%, 09/12/2021

     2,506        2,412        2,320  

2708535, 6.67%, 09/12/2021

     17,007        16,270        16,305  

2708807, 5.95%, 09/12/2021

     3,284        3,147        3,163  

2708874, 7.85%, 09/12/2021(b)

     4,983        4,845        3,369  

2708926, 7.85%, 09/12/2021

     4,107        3,933        3,728  

2709007, 5.95%, 09/12/2021

     8,042        7,826        6,997  

2709176, 7.62%, 09/12/2021

     1,385        1,331        1,170  

2709215, 8.1%, 09/12/2021

     2,419        2,290        2,338  

2709249, 8.57%, 09/12/2021

     999        965        912  

2709275, 7.62%, 09/12/2021

     2,158        2,057        2,056  

2709310, 7.85%, 09/12/2021(b)

     4,532        4,460        2,606  

2709346, 6.67%, 09/12/2021(b)

     36,673        35,693        26,580  

2709526, 5.95%, 09/12/2021

     3,829        3,689        3,663  

2709547, 6.91%, 09/12/2021(b)

     2,991        2,957        1,597  

2709583, 7.88%, 09/12/2021

     2,152        2,066        1,749  

2709605, 5.96%, 09/12/2021(b)

     4,228        4,127        3,292  

2709747, 8.1%, 09/13/2021(b)

     3,562        3,474        2,174  

2709780, 7.62%, 09/13/2021(b)

     4,520        4,383        3,154  

2709795, 7.86%, 09/13/2021

     25,402        23,908        24,564  

2710126, 8.35%, 09/13/2021

     2,098        2,013        1,994  

2710153, 6.9%, 09/13/2021

     20,868        20,569        10,878  

2710340, 5.96%, 09/13/2021

     2,757        2,718        2,406  

2710361, 7.87%, 09/13/2021

     3,419        3,249        3,245  

2710423, 8.34%, 09/13/2021

     3,527        3,409        3,035  

2710463, 8.34%, 09/13/2021(b)

     6,217        6,071        3,572  

2710519, 6.67%, 09/13/2021

     2,583        2,460        2,482  

2710528, 8.1%, 09/13/2021

     1,738        1,690        1,216  

2710542, 7.85%, 09/13/2021

     3,743        3,600        2,984  

2710567, 7.62%, 09/13/2021

     10,206        9,862        7,884  

2710594, 6.67%, 09/13/2021

     6,271        6,059        5,375  

2710691, 8.1%, 09/13/2021

     3,753        3,643        2,651  

2710775, 7.87%, 09/13/2021(b)

     4,711        4,581        3,171  

2710821, 8.57%, 09/13/2021

     3,412        3,304        2,863  

2710838, 7.86%, 09/13/2021

     39,895        38,743        29,003  

2711135, 7.87%, 09/13/2021

     2,868        2,767        2,222  

2711151, 7.62%, 09/13/2021(b)

     4,447        4,310        3,105  

2711183, 5.95%, 09/13/2021

     2,089        2,068        1,009  

2711195, 8.32%, 09/13/2021

     919        882        872  

2711211, 8.57%, 09/13/2021(b)

     2,451        2,401        1,414  

2711237, 7.87%, 09/13/2021

     893        867        818  

2711245, 7.62%, 09/13/2021

     3,010        2,859        2,875  

2711290, 7.87%, 09/13/2021

     1,906        1,847        1,447  

2711298, 7.86%, 09/13/2021(b)

     6,727        6,554        4,383  

2711357, 5.96%, 09/13/2021

     12,044        11,696        10,767  

2711481, 7.62%, 09/13/2021

     7,459        7,013        7,175  

2711533, 6.67%, 09/13/2021

     5,994        5,763        5,641  

2711573, 7.85%, 09/13/2021

     2,107        2,047        1,532  

2711580, 7.89%, 09/13/2021

     1,208        1,161        969  

2711583, 7.86%, 09/13/2021

     5,315        5,056        5,013  

2711634, 5.95%, 09/13/2021

     4,288        4,146        3,921  

2711657, 7.86%, 09/13/2021

     3,881        3,700        3,709  

2711687, 7.62%, 09/13/2021

     15,730        15,056        14,677  

2711742, 8.1%, 09/13/2021

     13,845        13,395        9,844  

2711821, 7.62%, 09/13/2021

     5,183        4,977        4,394  

2711865, 8.08%, 09/13/2021

     1,306        1,259        1,161  

2711882, 8.57%, 09/13/2021

     1,684        1,645        1,040  

2711887, 7.86%, 09/13/2021

     4,137        3,936        3,978  

2711949, 5.95%, 09/13/2021

     4,002        3,896        3,341  

2712076, 5.96%, 09/14/2021

     1,918        1,857        1,755  

2712117, 7.62%, 09/14/2021

     50,719        48,640        43,170  

2712447, 6.67%, 09/14/2021

     7,933        7,706        5,755  

2712513, 8.35%, 09/14/2021

     1,224        1,158        1,186  


Table of Contents

2712540, 5.95%, 09/15/2021

     3,400        3,301        3,026  

2712563, 7.86%, 09/15/2021

     2,143        2,045        2,026  

2712580, 6.93%, 09/15/2021(b)

     1,235        1,221        675  

2712590, 8.34%, 09/15/2021

     1,288        1,188        1,257  

2712624, 6.67%, 09/15/2021

     3,385        3,288        2,455  

2712640, 7.86%, 09/15/2021(b)

     2,187        2,119        1,435  

2712648, 7.86%, 09/15/2021(b)

     3,074        2,993        2,010  

2712679, 6.67%, 09/15/2021

     12,741        12,316        10,866  

2712740, 6.67%, 09/15/2021

     7,686        7,376        7,316  

2712787, 5.95%, 09/15/2021

     8,371        7,894        8,175  

2712937, 7.86%, 09/15/2021

     8,427        8,127        6,714  

2712977, 7.86%, 09/15/2021

     3,717        3,543        3,593  

2713143, 7.86%, 09/16/2021

     2,953        2,841        2,678  

2713182, 5.95%, 09/16/2021

     14,624        14,246        11,505  

2713343, 8.57%, 09/16/2021

     2,230        2,171        1,394  

2713365, 6.67%, 09/16/2021

     1,800        1,707        1,736  

2713387, 5.96%, 09/16/2021

     8,916        8,673        7,692  

2713445, 6.67%, 09/16/2021

     10,565        10,120        10,095  

2713568, 6.67%, 09/16/2021

     1,701        1,644        1,454  

2713578, 7.62%, 09/16/2021

     11,070        10,680        8,905  

2713631, 6.67%, 09/16/2021

     10,140        9,839        8,091  

2713678, 8.1%, 09/16/2021

     4,780        4,622        3,420  

2713705, 6.67%, 09/16/2021

     2,312        2,235        1,989  

2713733, 7.86%, 09/16/2021(b)

     3,624        3,531        2,376  

2713758, 6.67%, 09/16/2021(b)

     4,480        4,360        3,249  

2713786, 7.62%, 09/16/2021

     7,810        7,356        7,501  

2713857, 7.86%, 09/16/2021

     5,431        5,196        4,965  

2713894, 6.67%, 09/16/2021(b)

     4,984        4,849        3,612  

2713948, 6.96%, 09/16/2021

     253        244        247  

2713959, 7.86%, 09/16/2021

     8,553        8,301        5,811  

2714013, 7.62%, 09/16/2021

     5,236        5,065        3,870  

2714054, 6.67%, 09/16/2021

     4,219        4,070        3,661  

2714181, 5.97%, 09/16/2021(b)

     612        607        314  

2715009, 5.95%, 09/17/2021

     7,625        7,359        7,017  

2715063, 7.86%, 09/17/2021(b)

     10,972        10,633        7,195  

2715083, 6.92%, 09/17/2021

     1,110        1,094        620  

2715086, 7.86%, 09/17/2021

     10,652        10,334        7,330  

2715116, 7.86%, 09/17/2021

     12,063        11,661        9,263  

2715139, 7.62%, 09/17/2021(b)

     31,565        30,550        22,058  

2715241, 7.87%, 09/17/2021

     2,503        2,394        2,286  

2715249, 6.67%, 09/17/2021

     7,960        7,624        7,591  

2715304, 7.86%, 09/17/2021(b)

     6,720        6,546        4,423  

2715352, 7.87%, 09/17/2021

     4,157        4,032        3,093  

2715390, 5.95%, 09/17/2021

     4,736        4,578        4,345  

2715432, 7.83%, 09/17/2021

     902        880        715  

2715440, 7.86%, 09/17/2021

     5,937        5,758        4,106  

2715470, 8.1%, 09/17/2021

     1,286        1,253        790  

2715482, 6.9%, 09/17/2021

     3,580        3,480        3,432  

2715503, 5.96%, 09/17/2021

     2,298        2,203        2,210  

2715515, 6.67%, 09/17/2021

     23,271        22,570        18,597  

2715698, 8.08%, 09/17/2021(b)

     2,414        2,353        1,486  

2715705, 7.86%, 09/17/2021(b)

     11,608        11,282        7,896  

2715748, 7.86%, 09/17/2021

     1,357        1,330        1,070  

2715753, 7.88%, 09/17/2021

     2,687        2,599        1,956  

2715768, 5.95%, 09/17/2021

     4,096        3,983        3,597  

2715794, 6.91%, 09/17/2021

     13,295        12,951        12,394  

2715888, 6.92%, 09/17/2021

     899        884        705  

2715897, 8.57%, 09/17/2021

     8,648        8,415        5,426  

2715921, 7.62%, 09/17/2021

     11,135        10,755        8,771  

2715931, 6.67%, 09/17/2021

     36,848        35,803        27,025  

2716023, 5.96%, 09/17/2021

     15,084        14,620        13,678  

2716092, 5.95%, 09/17/2021

     3,798        3,690        3,371  

2716101, 7.84%, 09/17/2021(b)

     1,472        1,448        871  

2716109, 8.05%, 09/17/2021

     326        310        311  

2716113, 7.87%, 09/17/2021

     3,381        3,281        2,504  

2716115, 7.86%, 09/17/2021

     11,016        10,583        8,988  

2716280, 5.97%, 09/17/2021

     1,377        1,336        1,233  

2716536, 7.85%, 09/18/2021

     4,851        4,678        3,749  

2716597, 8.37%, 09/18/2021

     745        708        720  

2716604, 8.1%, 09/18/2021

     2,409        2,318        2,200  

2716616, 8.34%, 09/18/2021

     2,905        2,757        2,782  

2716640, 6.67%, 09/18/2021

     5,957        5,740        5,180  

2716682, 7.86%, 09/18/2021

     5,030        4,853        4,001  

2716700, 5.95%, 09/18/2021

     50,134        48,775        42,667  

2716944, 5.95%, 09/18/2021

     9,134        8,894        7,272  

2717002, 5.96%, 09/18/2021

     6,486        6,295        5,804  

2717029, 5.95%, 09/18/2021

     19,238        18,686        16,952  

2717110, 7.86%, 09/18/2021

     21,368        20,977        12,699  

2717201, 7.62%, 09/18/2021

     2,967        2,809        2,842  

2717223, 7.86%, 09/18/2021

     4,364        4,122        4,208  

2717266, 7.86%, 09/18/2021

     9,387        8,966        8,918  

2717361, 6.67%, 09/18/2021(b)

     19,985        19,429        14,539  


Table of Contents

2717509, 5.95%, 09/18/2021

     6,401        6,335        3,330  

2717539, 7.87%, 09/18/2021

     4,318        4,166        3,335  

2717716, 7.86%, 09/19/2021

     6,972        6,723        5,386  

2717878, 6.67%, 09/19/2021

     58,444        55,890        55,819  

2718297, 6.67%, 09/21/2021

     9,593        9,262        8,182  

2718585, 7.87%, 09/24/2021(b)

     2,444        2,360        1,632  

2718708, 6.91%, 09/25/2021

     2,428        2,352        2,335  

452262, 8.57%, 04/04/2018(b)

     1,726        1,474        1,081  

459867, 10.98%, 04/12/2018(b)

     267        157        157  

577106, 4.76%, 08/17/2018(b)

     1,589        1,284        1,511  

581027, 4.76%, 08/22/2018(b)

     505        184        483  

618165, 10.97%, 10/03/2018(b)

     801        645        346  

839368, 10.95%, 03/13/2019(b)

     4,465        3,517        3,160  

867719, 11.67%, 04/09/2019(b)

     426        279        257  
     

 

 

    

 

 

 

Total 18 Months

        30,144,543        23,809,861  
     

 

 

    

 

 

 

Total Small Business Loans

 

     30,144,543        23,809,861  
     

 

 

    

 

 

 

TOTAL WHOLE LOANS

        54,274,508        47,486,433  
     

 

 

    

 

 

 


Table of Contents

ASSET-BACKED SECURITIES - 26.31%(a)

        

MarketPlace Lending Residual Securities - 8.95%(d)

        

PMIT 2017-2A CERT 09/15/2023, 0.00%

     5,500,098        3,609,826        1,211,287  

PMIT 2017-3A CERT 11/15/2023, 0.00%

     5,500,000        2,864,419        1,260,820  

PMIT 2018-2A CERT 10/15/2024, 5.00%

     7,700,000        3,439,710        1,630,552  

PMIT 2019-1A CERT 04/15/2025, 13.00%

     22,190        1,773,200        1,744,924  

PMIT 2019-4A CERT 04/15/2025, 12.00%

     25,220        3,548,853        3,166,603  
     

 

 

    

 

 

 

Total MarketPlace Lending Residual Securities

        15,236,008        9,014,186  
     

 

 

    

 

 

 

MarketPlace Lending Senior Notes - 17.36%

        

FREEDOM FINANCIAL SERIES 2020-FP1, 2.52%, 03/18/2027

     1,934,309        1,934,198        1,931,603  

LENDINGPOINT ASSET SECURITIZATION 2019-1, 3.154%, 08/15/2025

     598,287        599,823        597,122  

MARLETTE FUNDING TRUST 2018-3A, 3.20%, 09/15/2028

     6,992        7,005        6,988  

MARLETTE FUNDING TRUST 2018-4A, 3.71%, 12/15/2028

     2,132,975        2,150,247        2,153,848  

MARLETTE FUNDING TRUST 2020-1A, 2.24%, 03/15/2030

     1,113,243        1,113,189        1,117,954  

MARLETTE FUNDING TRUST 2019-3A, 2.69%, 09/17/2029

     108,843        109,183        109,552  

MARLETTE FUNDING TRUST 2019-1A, 3.44%, 04/16/2029

     111,784        112,599        112,869  

MARLETTE FUNDING TRUST 2019-4A, 2.39%, 12/15/2029

     68,018        68,055        68,319  

PROSPER MARKETPLACE ISSUANCE TRUST 2019-3A, 3.19%, 09/15/2025

     1,839,173        1,852,872        1,846,744  

PROSPER MARKETPLACE ISSUANCE TRUST 2019-4A, 2.48%, 02/16/2026

     95,624        95,891        95,723  

SOFI CONSUMER LOAN PROGRAM 2016-1 A, 3.26%, 08/25/2025

     459,905        462,807        463,190  

SOFI CONSUMER LOAN PROGRAM 2018-2 A2, 3.35%, 04/26/2027

     326,363        328,026        329,049  

SOFI CONSUMER LOAN PROGRAM 2019-4 A, 2.45%, 08/25/2028

     1,627,522        1,640,068        1,646,141  

SOFI CONSUMER LOAN PROGRAM 2018-4 A, 3.54%, 11/26/2027

     122,461        123,409        123,853  

SOFI CONSUMER LOAN PROGRAM 2020-1 A, 2.02%, 01/25/2029

     1,187,492        1,187,456        1,200,620  

UPSTART SECURITIZATION TRUST 2020-1 A, 2.32%, 04/22/2030

     5,680,623        5,680,617        5,691,980  
     

 

 

    

 

 

 

Total MarketPlace Lending Senior Notes

        17,465,445        17,495,555  
     

 

 

    

 

 

 

TOTAL ASSET-BACKED SECURITIES

        32,701,453        26,509,741  
     

 

 

    

 

 

 

BUSINESS DEVELOPMENT COMPANIES NOTES - 29.66%

        

APOLLO INVT CORP, 5.25%, 03/03/2025

     4,311,929        4,273,748        3,995,690  

BAIN CAPITAL SPECIALTY FIN INC, 8.50%, 06/10/2023

     2,000,000        1,980,952        1,991,000  

BLACKROCK CAP INVT CORP, 5.00%, 06/15/2022

     1,498,000        1,361,860        1,321,461  

BLACKROCK TCP CAPITAL CORP, 4.625%, 03/01/2022

     2,954,000        2,870,501        2,894,989  

BUSINESS DEVELOPMENT CORP, 4.85%, 12/15/2024

     2,200,000        2,215,199        1,950,069  

FS KKR CAPITAL CORP, 4.750%, 05/15/2022

     2,500,000        2,398,503        2,480,581  

FS KKR CAPITAL CORP, 4.125%, 02/01/2025

     2,800,000        2,777,964        2,705,868  

FS KKR CAPITAL CORP II SR GLBL, 4.250%, 02/14/2025

     1,406,000        1,251,485        1,257,280  

HERCULES CAPITAL INC, 4.375%, 02/01/2022

     1,000,000        977,193        976,759  

HERCULES CAPITAL INC, 5.25%, 04/30/2025

     18,313        473,432        456,909  

KCAP FINL INC, 6.125%, 09/30/2022

     112,451        2,660,571        2,710,069  

MONROE CAP CORP, 5.75%, 10/31/2023

     9,936        253,677        226,143  

NEW MTN FIN CORP, 5.750%, 08/15/2023

     4,370,661        4,120,225        4,113,885  

NEW MTN FIN CORP, 5.750%, 10/01/2023

     5,598        131,005        134,352  

OXFORD SQUARE CAP CORP, 6.5%, 03/30/2024

     69,961        1,593,568        1,659,475  

OXFORD SQUARE CAP CORP, 6.25%, 04/30/2026

     601        15,536        13,910  

PENNANTPARK INVT CORP, 5.50%, 10/15/2024

     4,599        117,905        103,478  

THL CREDIT INC, 6.750%, 12/30/2022

     24,272        581,517        593,208  

THL CREDIT INC, 6.125%, 10/30/2023

     6,394        161,324        151,282  

WHITEHORSE FIN INC, 6.50%, 11/30/2025

     5,802        151,852        140,118  
     

 

 

    

 

 

 

TOTAL BUSINESS DEVELOPMENT COMPANIES NOTES

        30,368,017        29,876,526  
     

 

 

    

 

 

 

BUSINESS DEVELOPMENT COMPANIES - 6.71%

        

BAIN CAPITAL SPECIALTY FINANCE, INC.

     108,640        1,252,631        1,265,656  

GOLUB CAPITAL BDC, INC.

     124,146        1,359,051        1,375,538  

OAKTREE SPECIALTY LENDING CORPORATION

     922,324        4,183,625        4,122,788  
     

 

 

    

 

 

 

TOTAL BUSINESS DEVELOPMENT COMPANIES

        6,795,307        6,763,982  
     

 

 

    

 

 

 

SHORT-TERM INVESTMENTS - 31.52%

        

Money Market Fund

        

Fidelity Institutional Government Portfolio

     31,751,238        31,751,238        31,751,238  
     

 

 

    

 

 

 

(7 Day Yield 0.06%)

        

TOTAL SHORT-TERM INVESTMENTS

        31,751,238        31,751,238  
     

 

 

    

 

 

 

TOTAL INVESTMENTS - 141.33%

        155,890,523        142,387,920  
     

 

 

    

 

 

 

LIABILITIES IN EXCESS OF OTHER ASSETS - (41.33%)

           41,638,835  
        

 

 

 

TOTAL NET ASSETS - 100.00%

         $ 100,749,085  
        

 

 

 

 

(a)

Fair valued by a third party pricing service using unobservable inputs and subject to review by the Adviser pursuant to policies approved by the Board of Directors.

(b)

Past-due loan. A loan is deemed past-due at June 30, 2020, if the loan borrower has not made its required payment as of the most recent due date. Refer to the Past-Due Loans Table for a summary of past-due loans as of June 30, 2020.

(c)

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

(d)

Security is the unrated subordinated (residual) class of asset-backed securities with an estimated yield based on projected future cash flows.


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Past-Due Loans Table

 
Whole Loans - 6.01%(*)    Fair Value  

Consumer Loans - 0.26%(*)

 

SoFi - 0.26%(*)

  

36-Month

     8,497  

60-Month

     58,160  

72-Month

     26,199  

84-Month

     171,853  
  

 

 

 

Total SoFi

     264,709  
  

 

 

 

Total Consumer Loans

     264,709  
  

 

 

 

Small Business Loans - 5.75%(*)

 

Square - 5.75%(*)

 

18-Month

     5,796,314  
  

 

 

 

Total Square

     5,796,314  
  

 

 

 

Total Small Business Loans

     5,796,314  
  

 

 

 

Total Whole Loans

   $ 6,061,023  
  

 

 

 

 

(*) 

Calculated as a percentage of net assets.


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RSF Opinion

Report of Independent Registered Public Accounting Firm

To the Shareholders and Board of Directors

RiverNorth Specialty Finance Corporation:

Opinion on the Financial Statements

We have audited the accompanying statement of assets and liabilities of RiverNorth Specialty Finance Corporation (the Fund), including the summary schedule of investments, as of June 30, 2020, the related statements of operations and cash flows for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended, and the related notes (collectively, the financial statements) and the financial highlights for each of the years in the three-year period then ended and the period from September 22, 2016 (commencement of operations) through June 30, 2017 (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the schedule of investments as of June 30, 2020 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements and financial highlights present fairly, in all material respects, the financial position of the Fund as of June 30, 2020, the results of its operations and its cash flows for the year then ended, the changes in its net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the three-year period then ended and the period from September 22, 2016 through June 30, 2017, in conformity with U.S. generally accepted accounting principles.

Basis for Opinion

These financial statements, financial highlights and schedule of investments are the responsibility of the Fund’s management. Our responsibility is to express an opinion on these financial statements, financial highlights and schedule of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights and schedule of investments are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, financial highlights and schedule of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements, financial highlights and schedule of investments. Such procedures also included confirmation of securities owned as of June 30, 2020, by correspondence with custodians and brokers and other appropriate auditing procedures. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements, financial highlights and schedule of investments. We believe that our audits provide a reasonable basis for our opinion.

/s/ KPMG LLP

We have served as the auditor of the Fund since 2015.

Chicago, Illinois

August 28, 2020


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(b)

Not Applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable since the fund invests exclusively in non-voting securities.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Portfolio Managers

Patrick W. Galley, Andrew Kerai and Janae Stanton will be responsible for implementing portfolio management decisions for the Fund.

Patrick W. Galley, CFA is a co-portfolio manager of the Fund. Mr. Galley is the Chief Executive Officer and Chief Investment Officer for the Adviser. Mr. Galley heads the firm’s research and investment team and oversees all portfolio management activities at the Adviser. Mr. Galley also serves as the President and Chairman of RiverNorth Funds. Prior to joining the Adviser in 2004, he was most recently a Vice President at Bank of America in the Global Investment Bank’s Portfolio Management group, where he specialized in analyzing and structuring corporate transactions for investment management firms in addition to closed-end and open-end funds, hedge funds, funds of funds, structured investment vehicles and insurance/reinsurance companies. Mr. Galley graduated with honors from Rochester Institute of Technology with a B.S. in Finance. He has received the Chartered Financial Analyst (CFA) designation, is a member of the CFA Institute and is a member of the CFA Society of Chicago.

Andrew Kerai is a co-portfolio manager of the Fund. Mr. Kerai joined RiverNorth in 2015 and serves as a Senior Credit Strategist for the Adviser. Andrew analyzes credit performance and portfolio positioning within the marketplace lending strategy. Prior to joining RiverNorth, Mr. Kerai was a portfolio manager of an actively managed open-end mutual fund which invested in the equity securities of publicly-traded credit-focused investment funds, including business development companies (BDCs). Andrew was also an equity research analyst covering consumer and commercial lenders, credit card issuers, middle market commercial lenders, debt recovery companies and business development companies. He began his investment career as a portfolio analyst within high yield bonds and leveraged loans at Prudential Investments. Andrew graduated Summa Cum Laude from American University with a dual major in international finance and accounting. He has received the Chartered Financial Analyst (CFA) designation.

Janae Stanton is a co-portfolio manager of the Fund. Ms. Stanton joined RiverNorth in 2016 and serves as a Credit & Portfolio Risk Manager for the Adviser. Janae is responsible for quantitative portfolio analysis and asset valuation of the firm’s marketplace lending strategy

 

108


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assets, with a focus on building proprietary default and prepayment models. Prior to joining RiverNorth, Janae was a Senior Risk Analyst at a marketplace lending platform, where she was responsible for managing loss expectations, monitoring and reporting credit risk, and providing product recommendations to improve profitability. Janae began her career in the Multifamily Division at Freddie Mac in McLean, VA, where she focused on multifamily mortgages, including multifamily mortgage-backed securities. Janae graduated from Central Michigan University with a B.S. in Finance.

Compensation of Portfolio Managers

Mr. Galley’s, Mr. Kerai’s and Ms. Stanton’s total compensation includes a base salary fixed from year to year and a variable performance bonus consisting of cash incentives. The performance bonus reflects individual performance and the performance of the Adviser’s business as a whole. Mr. Galley, Mr. Kerai and Ms. Stanton also participate in a 401K program on the same basis as other employees of the Adviser.

Portfolio Manager Ownership of Fund Shares

The following table shows the dollar range of equity securities of the Fund beneficially owned by the portfolio managers of the Fund as of June 30, 2020.

 

Name of Portfolio Manager    Dollar Range of Equity
Securities of the Fund
Patrick W. Galley    Over $1,000,000
Andrew Kerai    None
Janae Stanton    $0 - $10,000

Conflicts of Interest

Actual or apparent conflicts of interest may arise when a portfolio manager has day-to-day management responsibilities with respect to more than one fund or other accounts. More specifically, portfolio managers who manage multiple funds are presented with the following potential conflicts:

The management of multiple accounts may result in a portfolio manager devoting unequal time and attention to the management of each account. The management of multiple funds and accounts also may give rise to potential conflicts of interest if the funds and accounts have different objectives, benchmarks, time horizons and fees as the portfolio manager must allocate his time and investment ideas across multiple funds and accounts. Another potential conflict of interest may arise where another account has the same investment objective as the Fund, whereby the portfolio manager could favor one account over another.

With respect to securities transactions for the Fund, the Adviser determines which broker to use to execute each order, consistent with the duty to seek best execution of the transaction. A portfolio manager may execute transactions for another fund or account that may adversely impact the value of securities held by the Fund. Securities selected for funds or accounts other than the Fund may outperform the securities selected for the Fund. Further, a potential conflict could include a portfolio manager’s knowledge about the size, timing and possible market impact of Fund trades, whereby they could use this information to the advantage of other accounts and to the disadvantage of the Fund. These potential conflicts of interest could create the appearance that a portfolio manager is favoring one investment vehicle over another.

 

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The management of personal accounts also may give rise to potential conflicts of interest. Although the portfolio manager generally does not trade securities in his or her own personal account, the Adviser and the Fund have each adopted a code of ethics that, among other things, permits personal trading by employees (including trading in securities that can be purchased, sold or held by the Fund) under conditions where it has been determined that such trades would not adversely impact client accounts. Nevertheless, the management of personal accounts may give rise to potential conflicts of interest, and there is no assurance that these codes of ethics will adequately address such conflicts.

The Adviser has adopted certain compliance procedures which are designed to address these types of conflicts. However, there is no guarantee that such procedures will detect each and every situation in which a conflict arises.

Other Accounts Managed

As of June 30, 2020, the portfolio managers of the Fund were responsible for the management of the following other accounts (in addition to the Fund):

 

Number of Other Accounts Managed and Assets by Account Type
As of June 30, 2020

Portfolio
Manager

   Registered
Investment
Companies
(other than the
Fund)
   Registered
Investment
Companies
Subject to
Performance-
Based Advisory
Fees
   Other Pooled
Investment
Vehicles
   Other Pooled
Investment
Vehicles Subject
to Performance-
Based Advisory
Fees
   Other
Accounts
   Other Accounts
Subject to
Performance-
Based Advisory
Fees
Patrick W. Galley    Number: 12
Assets:
$3.57B
   Number: 0
Assets: $0
   Number: 4
Assets:
$597M
   Number: 4
Assets:
$597M
   Number: 2
Assets:
$28M
   Number: 2
Assets:
$28M
Andrew Kerai    Number: 0
Assets: $0
   Number: 0
Assets: $0
   Number: 0
Assets: $0
   Number: 0
Assets: $0
   Number: 0
Assets: $0
   Number: 0
Assets: $0
Janae Stanton    Number: 0
Assets: $0
   Number: 0
Assets: $0
   Number: 0
Assets: $0
   Number: 0
Assets: $0
   Number: 0
Assets: $0
   Number: 0
Assets: $0

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

 

Period

   (a)
Total
Number
of Shares
(or Units)
Purchased
     (b)
Average
Price
Paid
per
Share
(or
Unit)
     (c)
Total
Number of
Shares (or
Units)
Purchased
as Part of
Publicly
Announced
Plans or
Programs
     (d)
Maximum
Number (or
Approximate
Dollar
Value) of
Shares (or
Units) that
May Yet Be
Purchased
Under the
Plans or
Programs
 

Month #1

1/1/20 – 1/31/20*

     362,489      $ 20.01        362,489        —    

 

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Month #2

2/1/20 – 2/28/20

     76,258        18.28        76,258        —    

Month #3

3/1/20 – 3/31/20

     47,580        18.21        47,580        —    

Month #4

4/1/20 – 4/30/20^

     328,523        18.01        328,523        —    

Month #5

5/1/20 – 5/31/20

     13,897        14.99        13,897        —    

Month #6

6/1/20 – 6/30/20

     15,252        15.12        15,252        —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

     843,999      $ 18.80        843,999        —    
  

 

 

    

 

 

    

 

 

    

 

 

 

 

*

The Fund issued a repurchase offer December 9, 2019. The repurchase offer enabled up to 330,914 shares to be redeemed by shareholders. The repurchased shares were paid out at the January 8, 2020 net asset value per share. The repurchase offer expired on January 9, 2020.

^

The Fund issued a repurchase offer March 9, 2020. The repurchase offer enabled up to 306,639 shares to be redeemed by shareholders. The repurchased shares were paid out at the April 8, 2020 net asset value per share. The repurchase offer expired on April 9, 2020.

Item 10. Submission of Matters to a Vote of Security Holders.

The registrant has not adopted procedures by which shareholders may recommend nominees to the registrant’s board of trustees.

Item 11. Controls and Procedures.

 

(a)

The Registrant’s President and Chief Financial Officer have reviewed the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “Act”)) as of a date within 90 days of the filing of this report, as required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934. Based on their review, such officers have concluded that the disclosure controls and procedures are effective in ensuring that information required to be disclosed in this report is appropriately recorded, processed, summarized and reported and made known to them by others within the Registrant and by the Registrant’s service provider.

 

(b)

There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies

The registrant did not engage in securities lending activities during the fiscal year reported on this Form N-CSR.

Item 13. Exhibits.

 

(a)

(1) Any code of ethics or amendment thereto, that is the subject of the disclosure required by Item 2, to the extent that the Registrant intends to satisfy Item 2 requirements through filing of an exhibit. None.

(2) Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. Filed herewith.

 

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(3) Any written solicitation to purchase securities under Rule 23c-1 under the Act sent or given during the period covered by the report by or on behalf of the Registrant to 10 or more persons. None.

 

(b)

Certification pursuant to Section  906 of the Sarbanes-Oxley Act of 2002. Furnished herewith.

 

 

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SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

   (Registrant) RiverNorth Specialty Finance Corporation  

 

  By (Signature and Title)  

/s/ Patrick W. Galley

  
    Patrick W. Galley, President   

 

  Date  

September 9, 2020

  

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

  By (Signature and Title)  

/s/ Patrick W. Galley

  
    Patrick W. Galley, President   

 

  Date  

September 9, 2020

  

 

  By (Signature and Title)  

/s/ Jonathan M. Mohrhardt

  
    Jonathan M. Mohrhardt, Chief Financial Officer and Treasurer   

 

  Date  

September 9, 2020

  

 

8