# EDGAR Filing Document

**Accession Number:** 0001559992
**File Stem:** 0001193125-26-287700
**Filing Date:** 2026-6
**Character Count:** 151808
**Document Hash:** 77082cb1b7631cde27e5718b0e91ebe9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-287700.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001193125-26-287700

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STONE RIDGE TRUST
- **CENTRAL INDEX KEY:** 0001559992

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22761
- **FILM NUMBER:** 261133392

**BUSINESS ADDRESS:**
- **BUSINESS PHONE:** 855-609-3680

**MAIL ADDRESS:**
- **STREET 1:** ONE VANDERBILT AVENUE
- **STREET 2:** 65TH FL.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Stone Ridge Trust
- **DATE OF NAME CHANGE:** 20121010

## Series and Classes Contracts Data

### Stone Ridge High Yield Reinsurance Risk Premium Fund (Series ID: S000039565)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000122023 | Class I      | SHRIX           |
| C000122024 | Class M      | SHRMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Stone Ridge Trust

- **b. Investment Company Act file number:** 811-22761

- **c. CIK number of Registrant:** 0001559992

- **d. LEI of Registrant:** 549300MJ41489Q5JST27

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

  - **Street Address 1:** One Vanderbilt Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 855-609-3680

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

- **a. Name of Series:** Stone Ridge High Yield Reinsurance Risk Premium Fund

- **b. EDGAR series identifier (if any):** S000039565

- **c. LEI of Series:** 549300S91Z6XXFPO9W37

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4509244233.86

**Total Liabilities:** $70657868.84

**Net Assets:** $4438586365.02

**Delayed Delivery Securities:** $8243000.00

**Cash Not Reported:** $1717224.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000122023 | 0.67%                | 0.46%                | 0.67%                |
| Class ID C000122024 | 0.56%                | 0.54%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2953.57                | $-7602741.42                               |
| Month 2  | $43889.60                | $-8272319.46                               |
| Month 3  | $-372276.16              | $-16677142.55                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Merna Re II Ltd                                     | Merna Re II 2025-3 Class A                              | CUSIP: 59013FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  26216000 | PA      | $27151911.20  | 0.61%             | 2028-07-07      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2021-2 Class B                            | CUSIP: 80001MAB8<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $881250.00    | 0.02%             | 2028-04-07      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2024-3 Class B                            | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |  19864000 | PA      | $20086476.80  | 0.45%             | 2029-04-07      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2026-1B Class B-1                        | CUSIP: 80001UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  37379000 | PA      | $37339752.05  | 0.84%             | 2030-04-08      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Luca Re Ltd.                                        | Luca Re 2025-1 Class A                                  | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |   2319000 | PA      | $2363061.00   | 0.05%             | 2028-07-22      | Floating      | 10.94%                | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2023-1 Class A                             | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  11402000 | PA      | $11396869.10  | 0.26%             | 2026-07-08      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2024-1 Class A                             | CUSIP: 57839MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8145000 | PA      | $8269211.25   | 0.19%             | 2027-07-08      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2025-1 Class A                             | CUSIP: 57839MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15900000 | PA      | $16178250.00  | 0.36%             | 2028-07-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2023-2 Class A                              | CUSIP: 59013MAJ1<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |  10600000 | PA      | $10750520.00  | 0.24%             | 2026-07-07      | Floating      | 14.16%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2025-1 Class A                              | CUSIP: 59013MAN2<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   7348000 | PA      | $7478427.00   | 0.17%             | 2028-07-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2025-1 Class B                             | CUSIP: 608800AK4<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   9129000 | PA      | $9148627.35   | 0.21%             | 2028-01-07      | Floating      | 14.28%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class C                             | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5694000 | PA      | $5773146.60   | 0.13%             | 2026-06-06      | Floating      | 20.93%                | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Limited                           | Kilimanjaro II Re 2025-1 Class B-1                      | CUSIP: 49407QAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1031650.00   | 0.02%             | 2029-07-09      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Locke Tavern Re Ltd.                                | Locke Tavern Re 2026-1 Class B                          | CUSIP: 539694AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6652000 | PA      | $6625724.60   | 0.15%             | 2029-04-09      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| Labrador (Horseshoe Re)                             | Labrador (Horseshoe Re)                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     34121 | NS      | $30978860.68  | 0.70%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IBRD                                                | IBRD CAR 132 Class A                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |  20958000 | PA      | $21340483.50  | 0.48%             | 2028-04-24      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Lion Re DAC                                         | Lion Re DAC 2025-1 Class B                              | CUSIP: 000000000<br>LEI: 635400VAABXOBOWHZR32 | Long             | DBT              | CORP              | IE        |   5565000 | PA      | $6583634.57   | 0.15%             | 2029-06-15      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                   | Mayflower Re 2023-1 Class B                             | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  20779000 | PA      | $20839259.10  | 0.47%             | 2026-07-08      | Floating      | 10.21%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2025-1 Class B                         | CUSIP: 30014LAU8<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |  26161000 | PA      | $27238833.20  | 0.61%             | 2028-05-19      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2024-1 Class B                            | CUSIP: 33975CAQ8<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |  10727000 | PA      | $10692137.25  | 0.24%             | 2027-03-12      | Floating      | 21.32%                | Yes           |                  2 | On Loan: No      |
| Galileo Re Ltd.                                     | Galileo Re 2023-1 Class A                               | CUSIP: 36354TAN2<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |  11633000 | PA      | $11985479.90  | 0.27%             | 2028-01-07      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Galileo Re Ltd.                                     | Galileo Re 2025-1 Class B                               | CUSIP: 36354TAR3<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $492450.00    | 0.01%             | 2030-01-08      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2024-1 Class AA                              | CUSIP: 36779CAG1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   9464000 | PA      | $9605486.80   | 0.22%             | 2027-07-08      | Floating      | 9.59%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class AAAA                            | CUSIP: 36779CAU0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |  12143000 | PA      | $12098070.90  | 0.27%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class AAA-1                           | CUSIP: 36779CAV8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |  11360000 | PA      | $11311152.00  | 0.25%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Genesee Street Re Ltd.                              | Genesee Street Re 2025-1 Class A                        | CUSIP: 37173WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10306000 | PA      | $10313214.20  | 0.23%             | 2028-04-07      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class A-1                       | CUSIP: 45870GAA4<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   1948000 | PA      | $1969135.80   | 0.04%             | 2027-06-06      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2026-1 Class A                               | CUSIP: 54180BAA2<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   7834000 | PA      | $7830083.00   | 0.18%             | 2029-04-30      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Fuchsia 2 2024-1 Class A                                | CUSIP: 541917AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  17684000 | PA      | $18034143.20  | 0.41%             | 2028-04-06      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Lower Ferry Re Ltd.                                 | Lower Ferry Re 2023-1 Class A                           | CUSIP: 547915AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7458000 | PA      | $7479255.30   | 0.17%             | 2026-07-08      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-II Class 5                          | CUSIP: 76090WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15862000 | PA      | $16422721.70  | 0.37%             | 2027-12-06      | Floating      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-I Class 13                          | CUSIP: 76133XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  13105000 | PA      | $9009687.50   | 0.20%             | 2027-06-06      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-I Class 14                          | CUSIP: 76133XAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  23567000 | PA      | $23760249.40  | 0.54%             | 2027-06-06      | Floating      | 10.45%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-1 Class A                           | CUSIP: 80001QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3162000 | PA      | $3213382.50   | 0.07%             | 2027-04-07      | Floating      | 9.14%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class B-2                          | CUSIP: 80001TAD9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |  29738000 | PA      | $31120817.00  | 0.70%             | 2030-04-08      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re IV Ltd.                                  | Sanders Re IV 2026-1A Class A-1                         | CUSIP: 80001WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  29117000 | PA      | $28994708.60  | 0.65%             | 2030-04-08      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Solis Re Ltd.                                       | Solis Re 2025-1 Class A                                 | CUSIP: 83423TAA9<br>LEI: 98450059AF1FA0FE4B29 | Long             | DBT              | CORP              | BM        |   6763000 | PA      | $6844832.30   | 0.15%             | 2028-07-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                 | Tomoni Re Pte 2024-1 Class A                            | CUSIP: 89009PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   8062000 | PA      | $8060387.60   | 0.18%             | 2028-04-05      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class B                          | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15291000 | PA      | $15763491.90  | 0.36%             | 2027-06-07      | Floating      | 10.80%                | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-3 Class D                                  | CUSIP: 90323WAQ3<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |  32573000 | PA      | $33327064.95  | 0.75%             | 2026-12-07      | Floating      | 12.44%                | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd                                | Vitality Re XVII 2026 Class A                           | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3330000 | PA      | $3327669.00   | 0.07%             | 2030-01-08      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd.                                     | Winston Re 2026-1 Class A                               | CUSIP: 975660AD3<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |  10982000 | PA      | $10982000.00  | 0.25%             | 2029-05-04      | Floating      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Yosemite Re Ltd.                                    | Yosemite Re 2025-1 Class A                              | CUSIP: 98740RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  12624000 | PA      | $13164938.40  | 0.30%             | 2028-06-07      | Floating      | 10.94%                | Yes           |                  2 | On Loan: No      |
| Hatteras (Artex Segregated Account Company)         | Hatteras (Artex Segregated Account Company)             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     37256 | NS      | $38884786.92  | 0.88%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RR-JP US 052226                                     | RR-JP US 052226                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -5000000 | PA      | $-5000000.01  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2023-1 Class A                                 | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |  66269000 | PA      | $66563897.05  | 1.50%             | 2026-06-07      | Floating      | 12.77%                | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2026-1 Class A                              | CUSIP: 04227FAG0<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   6276000 | PA      | $6276000.00   | 0.14%             | 2029-06-07      | Floating      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class D                             | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8594000 | PA      | $8722746.71   | 0.20%             | 2026-06-06      | Floating      | 26.49%                | Yes           |                  2 | On Loan: No      |
| Kendall Re Ltd.                                     | Kendall Re 2024-1 Class A                               | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15529000 | PA      | $15827933.25  | 0.36%             | 2027-04-30      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Kizuna Re III Pte. Ltd.                             | Kizuna Re III 2024-1 Class A                            | CUSIP: 49835JAB2<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |   3081000 | PA      | $3125366.40   | 0.07%             | 2029-04-09      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Long Point Re IV Ltd                                | Long Point Re IV 2022-1 Class A                         | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  65842000 | PA      | $65815663.20  | 1.48%             | 2026-06-01      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| Lower Ferry Re Ltd.                                 | Lower Ferry Re 2023-1 Class B                           | CUSIP: 547915AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  11219000 | PA      | $11235267.55  | 0.25%             | 2026-07-08      | Floating      | 9.20%                 | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2023-1 Class A                              | CUSIP: 59013MAH5<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |  10084000 | PA      | $10151058.60  | 0.23%             | 2026-07-07      | Floating      | 12.07%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-3 Class A                              | CUSIP: 59013MAM4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |  34846000 | PA      | $35757222.90  | 0.81%             | 2027-07-07      | Floating      | 12.18%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class A                             | CUSIP: 62865LAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6206000 | PA      | $6217481.10   | 0.14%             | 2028-01-10      | Floating      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| Nakama Re Ltd.                                      | Nakama Re 2023-1 Class 2                                | CUSIP: 62983QAP8<br>LEI: 2549003ZFVVVVKMRJ633 | Long             | DBT              | CORP              | BM        |   6781000 | PA      | $6959679.35   | 0.16%             | 2028-05-09      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2025-1 Class A                                | CUSIP: 74639NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8721000 | PA      | $9030595.50   | 0.20%             | 2028-06-07      | Floating      | 10.94%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2026-1 Class A                                | CUSIP: 74639NAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  39285000 | PA      | $39218215.50  | 0.88%             | 2029-06-07      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 4                          | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   9952000 | PA      | $10142580.80  | 0.23%             | 2028-12-06      | Floating      | 9.07%                 | Yes           |                  2 | On Loan: No      |
| Residential Re 2021 Limited                         | Residential Re 2021-I Class 12                          | CUSIP: 76114NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   9241000 | PA      | $6353187.50   | 0.14%             | 2028-06-06      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 12                          | CUSIP: 76119YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4421000 | PA      | $3083647.50   | 0.07%             | 2026-06-06      | Floating      | 8.85%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 13                          | CUSIP: 76119YAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  11154000 | PA      | $10317450.00  | 0.23%             | 2026-06-06      | Floating      | 9.28%                 | Yes           |                  2 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2024-1 Class A                                  | CUSIP: 88577CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1808975.00   | 0.04%             | 2027-07-08      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Foundation Re IV Ltd.                               | Foundation Re 2026-1 Class A                            | CUSIP: 349939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  21021000 | PA      | $21064093.05  | 0.47%             | 2030-01-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio                          | MSILF Government Portfolio                              | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  29147261 | NS      | $29147261.40  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2026-1 Class A                          | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  23550000 | PA      | $23386327.50  | 0.53%             | 2030-02-26      | Floating      | 11.70%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2024-1 Class A                                | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  26698000 | PA      | $27518963.50  | 0.62%             | 2027-06-07      | Floating      | 12.82%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-I Class 14                          | CUSIP: 76091BAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5160000 | PA      | $5109690.00   | 0.12%             | 2028-06-06      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-II Class 2                          | CUSIP: 76091JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5292000 | PA      | $5223733.20   | 0.12%             | 2029-12-06      | Floating      | 13.94%                | Yes           |                  2 | On Loan: No      |
| Peregrine HYR (Peregrine Segregated Account)        | Peregrine HYR                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   1800000 | NS      | $29958256.80  | 0.67%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class C                                 | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |  45061000 | PA      | $45263774.50  | 1.02%             | 2026-06-07      | Floating      | 15.57%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2026-1 Class B                            | CUSIP: 577092BC2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   2086000 | PA      | $2049703.60   | 0.05%             | 2029-02-16      | Floating      | 15.44%                | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2024-1 Class A                             | CUSIP: 608800AH1<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   8658000 | PA      | $9054536.40   | 0.20%             | 2027-06-25      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2026-1 Class B                             | CUSIP: 62865LAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6744000 | PA      | $6667455.60   | 0.15%             | 2029-01-08      | Floating      | 10.59%                | Yes           |                  2 | On Loan: No      |
| Northshore Re II Limited                            | Northshore Re II 2025-1 Class A                         | CUSIP: 666842AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  12460000 | PA      | $12488035.00  | 0.28%             | 2028-04-07      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Ocelot Re Ltd.                                      | Ocelot Re 2025-1 Class B                                | CUSIP: 675951AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2812000 | PA      | $2889189.40   | 0.07%             | 2029-02-26      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| 1886 Re Ltd.                                        | 1886 Re 2025-1 Class A                                  | CUSIP: 68252UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5760000 | PA      | $5939136.00   | 0.13%             | 2029-07-09      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2026-1 Class A                                  | CUSIP: 69664FAC2<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |  14097000 | PA      | $14082903.00  | 0.32%             | 2029-06-07      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 11                          | CUSIP: 76119YAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3094000 | PA      | $123914.70    | 0.00%             | 2026-06-06      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-2 Class A-1                          | CUSIP: 80001AAA6<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   4174000 | PA      | $4315081.20   | 0.10%             | 2028-06-07      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Sanders Re IV Ltd.                                  | Sanders Re IV 2026-1A Class A-2                         | CUSIP: 80001WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  29707000 | PA      | $29588172.00  | 0.67%             | 2031-04-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Stabilitas Re Ltd.                                  | Stabilitas Re 2023-1 Class A                            | CUSIP: 85237TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8399000 | PA      | $8427556.60   | 0.19%             | 2026-06-05      | Floating      | 12.17%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class C                          | CUSIP: 89141WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  17715000 | PA      | $18182676.00  | 0.41%             | 2028-06-07      | Floating      | 10.19%                | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-3 Class AA                                 | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |  21549000 | PA      | $21850686.00  | 0.49%             | 2026-12-07      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2025-1 Class G                               | CUSIP: 91734PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  42161000 | PA      | $43115946.65  | 0.97%             | 2028-06-07      | Floating      | 12.69%                | Yes           |                  2 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2025-2 Class E                               | CUSIP: 91734PAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10176000 | PA      | $10133260.80  | 0.23%             | 2029-12-07      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Madison (Artex Segregated Account Company)          | Madison (Artex Segregated Account Company)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      5011 | NS      | $1374582.89   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Taranis Reinsurance DAC                             | Taranis Re DAC 2023-1 Class A                           | CUSIP: 000000000<br>LEI: 635400FQ9HHTLYKADZ22 | Long             | DBT              | CORP              | IE        |   2384000 | PA      | $2895220.88   | 0.07%             | 2028-01-21      | Floating      | 10.07%                | Yes           |                  2 | On Loan: No      |
| Quercus Re DAC                                      | Quercus Re DAC                                          | CUSIP: 000000000<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |   2685000 | PA      | $3220903.36   | 0.07%             | 2027-07-08      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2024-1 Class B-1                            | CUSIP: 037987AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6972000 | PA      | $7220551.80   | 0.16%             | 2027-06-07      | Floating      | 12.04%                | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2023-1 Class C-1                            | CUSIP: 03843AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14903000 | PA      | $14995398.60  | 0.34%             | 2026-06-08      | Floating      | 12.52%                | Yes           |                  2 | On Loan: No      |
| Baldwin Re Ltd.                                     | Baldwin Re 2023-1 Class A                               | CUSIP: 05826BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3631000 | PA      | $3708340.30   | 0.08%             | 2027-07-07      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                  | Bluebonnet Re 2025-2 Class A                            | CUSIP: 09610NAD4<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |  15492000 | PA      | $15859935.00  | 0.36%             | 2027-06-07      | Floating      | 15.69%                | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class C                               | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |  10729000 | PA      | $10776207.60  | 0.24%             | 2027-12-19      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Bridge Street Re Ltd                                | Bridge Street Re 2025-1 Class A                         | CUSIP: 10807LAA5<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |  13052000 | PA      | $13090503.40  | 0.29%             | 2028-01-07      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Chartwell Re Ltd.                                   | Chartwell Re 2025-1 Class A                             | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |   9507000 | PA      | $9769868.55   | 0.22%             | 2028-06-07      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2025-1 Class B                                | CUSIP: 177510AR5<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   5715000 | PA      | $5868447.75   | 0.13%             | 2028-06-07      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Eden Re II Segregated Account 2022-1                | Eden Re II 2022-1 Class A                               | CUSIP: 27955KAA1<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |    155230 | PA      | $0.00         | 0.00%             | 2026-03-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2022-1 Class B                            | CUSIP: 33975CAK1<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   1660912 | PA      | $1187552.02   | 0.03%             | 2029-02-26      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-2 Class B                               | CUSIP: 36779CBA3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |  12574000 | PA      | $12484095.90  | 0.28%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Greengrove Re Ltd.                                  | Greengrove Re 2025-1 Class A                            | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |   5887000 | PA      | $6038884.60   | 0.14%             | 2028-04-07      | Floating      | 11.74%                | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Limited                           | Kilimanjaro II Re 2025-1 Class C-1                      | CUSIP: 49407QAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1684000 | PA      | $1716501.20   | 0.04%             | 2029-07-09      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Liongate Re DAC                                     | Liongate Re DAC                                         | CUSIP: 53625HAA4<br>LEI: 635400XWDC4YQUGGO620 | Long             | DBT              | CORP              | IE        |   2532000 | PA      | $2543647.20   | 0.06%             | 2028-04-25      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Fuchsia 3 2025-1 Class A                                | CUSIP: 54180EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2526000 | PA      | $2505792.00   | 0.06%             | 2029-04-06      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Fuchsia 2023-1 (London Bridge 2 PCC Protected Cell) | Fuchsia 2023-1 Class A                                  | CUSIP: 54180TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   7799000 | PA      | $8035309.70   | 0.18%             | 2027-04-06      | Floating      | 13.19%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-1 Class A                              | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |  23674000 | PA      | $24348709.00  | 0.55%             | 2027-07-07      | Floating      | 11.16%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class B                             | CUSIP: 62865LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7275000 | PA      | $7325561.25   | 0.17%             | 2028-01-10      | Floating      | 13.35%                | Yes           |                  2 | On Loan: No      |
| Nakama Re Pte. Ltd.                                 | Nakama Re 2026-1 Class 1                                | CUSIP: 62984JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2084000 | PA      | $2082437.00   | 0.05%             | 2031-04-09      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2025-2 Class A                          | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5273000 | PA      | $5433035.55   | 0.12%             | 2029-04-10      | Floating      | 13.87%                | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2024-3 Class A                              | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |  18736000 | PA      | $19558510.40  | 0.44%             | 2028-01-07      | Floating      | 14.28%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-II Class 5                          | CUSIP: 76091JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5292000 | PA      | $5230612.80   | 0.12%             | 2029-12-06      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Residential Re 2021 Limited                         | Residential Re 2021-I Class 11                          | CUSIP: 76114NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8094000 | PA      | $202754.70    | 0.00%             | 2028-06-06      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2022 Limited                | Residential Re 2022-I Class 14                          | CUSIP: 76119YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  12142000 | PA      | $12148678.10  | 0.27%             | 2026-06-06      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Magnolia (Artex Segregated Account Company)         | Magnolia (Artex Segregated Account Company)             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     10646 | NS      | $22513554.14  | 0.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rondout (Artex Segregated Account Company)          | Rondout (Artex Segregated Account Company)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    150090 | NS      | $184037177.38 | 4.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MMIFS Re Ltd                                        | MMIFS Re 2026-1 Class A                                 | CUSIP: 000000000<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |   8675000 | PA      | $6353215.30   | 0.14%             | 2029-01-08      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| Acorn Re Ltd.                                       | Acorn Re 2023-1 Class A                                 | CUSIP: 00485YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10616000 | PA      | $10725344.80  | 0.24%             | 2026-11-06      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Acorn Re Ltd.                                       | Acorn Re 2024-1 Class A                                 | CUSIP: 00485YAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  12029000 | PA      | $12195000.20  | 0.27%             | 2027-11-05      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class B                                 | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |  62462000 | PA      | $63667516.60  | 1.43%             | 2027-06-07      | Floating      | 12.13%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2023-1 Class A                            | CUSIP: 096003AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  17448000 | PA      | $17611138.80  | 0.40%             | 2027-01-08      | Floating      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2023-1 Class B                            | CUSIP: 096003AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  21241000 | PA      | $21456596.15  | 0.48%             | 2027-01-08      | Floating      | 11.97%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2025-1 Class A                            | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8115000 | PA      | $8156386.50   | 0.18%             | 2029-01-08      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2025-1 Class C                            | CUSIP: 096003AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4157000 | PA      | $4064506.75   | 0.09%             | 2029-01-08      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class C                                | CUSIP: 42703VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5586000 | PA      | $5505840.90   | 0.12%             | 2027-01-08      | Floating      | 28.49%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2025-1 Class A                                | CUSIP: 42703VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3579000 | PA      | $3858162.00   | 0.09%             | 2027-06-07      | Floating      | 34.69%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2022-1 Class A                             | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2931037 | PA      | $1264742.50   | 0.03%             | 2030-06-06      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class B                             | CUSIP: 45833UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3254000 | PA      | $3289468.60   | 0.07%             | 2026-06-06      | Floating      | 17.02%                | Yes           |                  2 | On Loan: No      |
| Kizuna Re III Pte. Ltd.                             | Kizuna Re III 2026-1 Class A                            | CUSIP: 49835JAC0<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |   9205000 | PA      | $9197636.00   | 0.21%             | 2031-04-09      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Locke Tavern Re Ltd.                                | Locke Tavern Re 2026-1 Class A                          | CUSIP: 539694AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4695000 | PA      | $4679271.75   | 0.11%             | 2029-04-09      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2025-4 Class A                              | CUSIP: 59013HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  27010000 | PA      | $27450263.00  | 0.62%             | 2028-07-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2024-2 Class A                              | CUSIP: 59013MAL6<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |  20332000 | PA      | $20858598.80  | 0.47%             | 2027-07-07      | Floating      | 12.44%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2025-1 Class C                             | CUSIP: 62865LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9538000 | PA      | $9092575.40   | 0.20%             | 2028-01-10      | Floating      | 17.82%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                   | Mystic Re IV 2026-1 Class A                             | CUSIP: 62865LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3967000 | PA      | $3939826.05   | 0.09%             | 2029-01-08      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Nakama Re Pte. Ltd.                                 | Nakama Re Pte. 2021-1 Class 1                           | CUSIP: 62984JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |  22838000 | PA      | $22786614.50  | 0.51%             | 2026-10-13      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Nakama Re Pte. Ltd.                                 | Nakama Re Pte. 2021-1 Class 2                           | CUSIP: 62984JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   9754000 | PA      | $9769606.40   | 0.22%             | 2026-10-13      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Nakama Re Ltd.                                      | Nakama Re 2025-1 Class 1                                | CUSIP: 62984JAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   3650000 | PA      | $3661862.50   | 0.08%             | 2030-04-23      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Parametric Re Ltd.                      | Puerto Rico Parametric Re 2024-1 Class A                | CUSIP: 74528TAA2<br>LEI: 254900GJDFHQXGUCMO94 | Long             | DBT              | CORP              | BM        |   3132000 | PA      | $3269181.60   | 0.07%             | 2027-06-07      | Floating      | 12.69%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2023-2 Class A                                | CUSIP: 74639NAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7888000 | PA      | $7943216.00   | 0.18%             | 2026-06-05      | Floating      | 14.27%                | Yes           |                  2 | On Loan: No      |
| Riverfront Re Ltd                                   | Riverfront Re 2025 Class B                              | CUSIP: 76870YAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1273875.00   | 0.03%             | 2029-01-08      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2022-3 Class A                           | CUSIP: 80000YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4607000 | PA      | $4716416.25   | 0.11%             | 2027-04-07      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2026-1B Class B-2                        | CUSIP: 80001UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  38363000 | PA      | $38190366.50  | 0.86%             | 2031-04-07      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2025-Dec Class GL-R                  | CUSIP: 81369AEU2<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |  18461464 | PA      | $20043344.88  | 0.45%             | 2030-12-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Sutter Re Ltd.                                      | Sutter Re 2023-1 Class E                                | CUSIP: 86944RAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  28683000 | PA      | $28740366.00  | 0.65%             | 2026-06-19      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2026-1 Class B                              | CUSIP: 92335TAG4<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   8026000 | PA      | $8022388.30   | 0.18%             | 2029-03-08      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Limited                             | Vitality Re XVI 2025 Class B                            | CUSIP: 92849FAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1750000 | PA      | $1738012.50   | 0.04%             | 2029-01-08      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XIV Limited                             | Vitality Re XIV 2023 Class B                            | CUSIP: 92851QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2416000 | PA      | $2434120.00   | 0.05%             | 2027-01-05      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd                                | Vitality Re XVII 2026 Class B                           | CUSIP: 92853KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3324000 | PA      | $3307878.60   | 0.07%             | 2030-01-08      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Windrose Re Ltd                                     | Windrose Re 2026-1 Class C                              | CUSIP: 972917AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2084000 | PA      | $2082020.20   | 0.05%             | 2029-02-13      | Floating      | 15.93%                | Yes           |                  2 | On Loan: No      |
| Thopas Re Ltd. Segregated Account 2024-2 (S)        | Thopas Re Ltd. 2024-2 (S)                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    151344 | NS      | $21247343.75  | 0.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Phoenix 2 Re Pte. Ltd.                              | Phoenix 2 Re Pte. Ltd. 2022-1 Class A                   | CUSIP: 000000000<br>LEI: 254900BAVIFK6NATLK85 | Long             | DBT              | CORP              | SG        |     75000 | PA      | $750.00       | 0.00%             | 2028-01-04      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Yoho (Artex Segregated Account Company)             | Yoho (Artex Segregated Account Company)                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     39886 | NS      | $197344.30    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Maschpark Re Ltd.                                   | Maschpark Re 2024-1 Class A                             | CUSIP: 574591AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2412000 | PA      | $2455898.40   | 0.06%             | 2028-01-10      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                     | Merna Re II 2025-2 Class A                              | CUSIP: 59013MAP7<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |  12711000 | PA      | $13331932.35  | 0.30%             | 2028-07-07      | Floating      | 12.44%                | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                     | Montoya Re 2025-1 Class A                               | CUSIP: 613752AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1735000 | PA      | $1731530.00   | 0.04%             | 2028-04-07      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Mountain Re Ltd.                                    | Mountain Re 2023-1 Class A                              | CUSIP: 62426LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7804000 | PA      | $7835216.00   | 0.18%             | 2026-06-05      | Floating      | 10.43%                | Yes           |                  2 | On Loan: No      |
| First Coast Re IV Ltd.                              | First Coast Re IV 2025-1 Class B                        | CUSIP: 31969UAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2165000 | PA      | $2188923.25   | 0.05%             | 2028-03-10      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| Fish Pond Re Ltd.                                   | Fish Pond Re 2024-1 Class A                             | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8722000 | PA      | $8804422.90   | 0.20%             | 2027-01-08      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2024-1 Class A                            | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |  15563000 | PA      | $15836130.65  | 0.36%             | 2028-01-07      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class AAA-2                           | CUSIP: 36779CAW6<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   7638000 | PA      | $7598282.40   | 0.17%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-2 Class A                               | CUSIP: 36779CAZ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1493100.00   | 0.03%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2022-1 Class A                                | CUSIP: 42703VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2306000 | PA      | $2384865.20   | 0.05%             | 2027-01-08      | Floating      | 17.19%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2022-1 Class A                                | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    445857 | PA      | $234075.00    | 0.01%             | 2029-04-22      | Floating      | 3.79%                 | Yes           |                  3 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2026-1 Class D                                | CUSIP: 42815KAH5<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   7826000 | PA      | $7817000.10   | 0.18%             | 2029-04-16      | Floating      | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class D                         | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   6509000 | PA      | $7148834.70   | 0.16%             | 2027-06-06      | Floating      | 29.19%                | Yes           |                  2 | On Loan: No      |
| Charles River Re Ltd.                               | Charles River Re 2024-1 Class A                         | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  11310000 | PA      | $11544682.50  | 0.26%             | 2027-05-10      | Floating      | 11.33%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2023-1 Class B                                | CUSIP: 177510AM6<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   6655000 | PA      | $6683616.50   | 0.15%             | 2026-06-07      | Floating      | 12.40%                | Yes           |                  2 | On Loan: No      |
| Commonwealth Re Ltd.                                | Commonwealth Re 2025-1 Class A                          | CUSIP: 203235AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  18566000 | PA      | $18897403.10  | 0.43%             | 2028-07-10      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class B                         | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |  36978000 | PA      | $37057502.70  | 0.83%             | 2027-05-13      | Floating      | 15.19%                | Yes           |                  2 | On Loan: No      |
| Seawall Re Ltd. Segregated Account 2025-B           | Seawall Re Ltd 2025-B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      3134 | NS      | $12387686.07  | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2023-1 Class B-1                            | CUSIP: 03843AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  12824000 | PA      | $12879143.20  | 0.29%             | 2026-06-08      | Floating      | 10.95%                | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2024-2 Class A                              | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |  13731000 | PA      | $14449131.30  | 0.33%             | 2028-01-07      | Floating      | 12.30%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2023-1 Class B                                 | CUSIP: 07304LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8335000 | PA      | $8422934.25   | 0.19%             | 2026-05-26      | Floating      | 22.74%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2024-1 Class A                                 | CUSIP: 07304LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15037000 | PA      | $15599383.80  | 0.35%             | 2027-04-30      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2026-1 Class A                                 | CUSIP: 07304LAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8243000 | PA      | $8243000.00   | 0.19%             | 2029-05-08      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2024-1 Class A                          | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  47978000 | PA      | $48241879.00  | 1.09%             | 2027-04-05      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class AAA                             | CUSIP: 36779CAM8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   5693000 | PA      | $5695846.50   | 0.13%             | 2028-07-07      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class A                               | CUSIP: 36779CAY2<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |  22914000 | PA      | $22738707.90  | 0.51%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| High Point Re Ltd.                                  | High Point Re 2023-1 Class A                            | CUSIP: 429932AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  22886000 | PA      | $23078242.40  | 0.52%             | 2027-01-06      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class B-1                       | CUSIP: 45870GAC0<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1522500.00   | 0.03%             | 2027-06-06      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class B-2                       | CUSIP: 45870GAD8<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   3458000 | PA      | $3536323.70   | 0.08%             | 2028-06-06      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2026-1 Class D                         | CUSIP: 45870GAL0<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   3349000 | PA      | $3280512.95   | 0.07%             | 2027-06-07      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-2 Class A                           | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  21069000 | PA      | $21160650.15  | 0.48%             | 2026-06-05      | Floating      | 11.41%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2023-1 Class B                           | CUSIP: 80001QAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3954000 | PA      | $3921972.60   | 0.09%             | 2027-04-07      | Floating      | 19.53%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2024-3 Class A                            | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |  19466000 | PA      | $19725871.10  | 0.44%             | 2029-04-07      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2025-1 Class B                                  | CUSIP: 88577CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6730000 | PA      | $6764659.50   | 0.15%             | 2028-02-07      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-I Class 13                          | CUSIP: 76091DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3565000 | PA      | $3573021.25   | 0.08%             | 2029-06-06      | Floating      | 16.69%                | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2025-1 Class B                               | CUSIP: 888329AH2<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   2107000 | PA      | $2196231.45   | 0.05%             | 2029-07-09      | Floating      | 19.94%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class A                          | CUSIP: 89141WAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  12288000 | PA      | $12524544.00  | 0.28%             | 2028-06-07      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re II Ltd.                                     | Ursa Re II 2025-2 Class FG                              | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  23320000 | PA      | $23466916.00  | 0.53%             | 2028-06-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2025-1 Class B                              | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |  11170000 | PA      | $11268296.00  | 0.25%             | 2028-03-08      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Wrigley Re Ltd.                                     | Wrigley Re 2023-1 Class A                               | CUSIP: 982533AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5603000 | PA      | $5632415.75   | 0.13%             | 2026-08-07      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Excelsa Re Ltd. Segregated Account 6                | Excelsa Re Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   7979000 | NS      | $10790774.94  | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aragonite Re Ltd.                                   | Aragonite Re 2024-1 Class A                             | CUSIP: 03851YAA7<br>LEI: 254900LF29LPMNPHA287 | Long             | DBT              | CORP              | BM        |   7442000 | PA      | $7567025.60   | 0.17%             | 2027-04-07      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2024-1 Class A                              | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |  15590000 | PA      | $16342997.00  | 0.37%             | 2027-05-07      | Floating      | 13.89%                | Yes           |                  2 | On Loan: No      |
| Hudson Charles (Mt. Logan Re)                       | Hudson Charles 3 (Mt. Logan Re)                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     47721 | NS      | $70412094.82  | 1.59%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2023-1 Class A                                 | CUSIP: 07304LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9942000 | PA      | $9997178.10   | 0.23%             | 2026-05-26      | Floating      | 16.08%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2025-1 Class A                                 | CUSIP: 07304LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  13371000 | PA      | $13489333.35  | 0.30%             | 2028-05-08      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                  | Bluebonnet Re 2025-1 Class C                            | CUSIP: 09610NAC6<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   7547000 | PA      | $7877558.60   | 0.18%             | 2028-06-07      | Floating      | 15.44%                | Yes           |                  2 | On Loan: No      |
| Chartwell Re Ltd.                                   | Chartwell Re 2025-1 Class B                             | CUSIP: 16140YAB8<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1537275.00   | 0.03%             | 2028-06-07      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Totara Re Pte. Ltd.                                 | Totara Re Pte. 2023-1                                   | CUSIP: 000000000<br>LEI: 984500B2A09D0F655059 | Long             | DBT              | CORP              | SG        |  16525000 | PA      | $9993038.74   | 0.23%             | 2027-06-08      | Fixed         | 13.38%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2025-1 Class A                                | CUSIP: 177510AQ7<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   6735000 | PA      | $6823565.25   | 0.15%             | 2028-06-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Commonwealth Re Ltd.                                | Commonwealth Re 2023-1 Class A                          | CUSIP: 203235AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8289000 | PA      | $8304749.10   | 0.19%             | 2026-07-08      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Eden Re II Segregated Account 2023-1                | Eden Re II 2023-1 Class B                               | CUSIP: 27955GAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |    104160 | PA      | $1477060.43   | 0.03%             | 2027-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class A                         | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |  35048000 | PA      | $35111086.40  | 0.79%             | 2027-05-13      | Floating      | 14.19%                | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 134 Class C                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |  15817000 | PA      | $16374549.25  | 0.37%             | 2028-04-24      | Floating      | 17.15%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2023-3 Class A                               | CUSIP: 36779CAF3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   5404000 | PA      | $5486951.40   | 0.12%             | 2026-07-08      | Floating      | 14.58%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class C2                              | CUSIP: 36779CAN6<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |  20740000 | PA      | $21166207.00  | 0.48%             | 2027-07-07      | Floating      | 13.19%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-2 Class A                               | CUSIP: 36779CAS5<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   8118000 | PA      | $8378587.80   | 0.19%             | 2028-07-07      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Golden Bear Re Ltd.                                 | Golden Bear Re 2026-1 Class A                           | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  53942000 | PA      | $54794283.60  | 1.23%             | 2029-01-08      | Floating      | 13.44%                | Yes           |                  2 | On Loan: No      |
| Golden Bear Re Ltd.                                 | Golden Bear Re 2026-2 Class A                           | CUSIP: 38090EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  29079000 | PA      | $29131342.20  | 0.66%             | 2029-03-07      | Floating      | 13.19%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class A                                | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6413000 | PA      | $6407869.60   | 0.14%             | 2029-01-08      | Floating      | 11.84%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2024-1 Class A                              | CUSIP: 92335TAC3<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |  14142000 | PA      | $14347059.00  | 0.32%             | 2027-03-08      | Floating      | 9.07%                 | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd.                                     | Winston Re 2026-1 Class B                               | CUSIP: 975660AE1<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |  10198000 | PA      | $10198000.00  | 0.23%             | 2029-05-04      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2025-1 Class A                                | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |  15901000 | PA      | $16069550.60  | 0.36%             | 2028-03-13      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2026-1 Class A                                | CUSIP: 42815KAE2<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   1875000 | PA      | $1872187.50   | 0.04%             | 2029-04-16      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class C                         | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |  10577000 | PA      | $10877386.80  | 0.25%             | 2028-06-06      | Floating      | 15.94%                | Yes           |                  2 | On Loan: No      |
| Logistics Re Ltd.                                   | Logistics Re 2024-1 Class A                             | CUSIP: 54143LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1782725.00   | 0.04%             | 2027-12-21      | Floating      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Ocelot Re Ltd.                                      | Ocelot Re 2025-1 Class A                                | CUSIP: 675951AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  19116000 | PA      | $19455309.00  | 0.44%             | 2029-02-26      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| One Shield Re Ltd.                                  | One Shield Re 2026-1 Class A                            | CUSIP: 68257MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14097000 | PA      | $14087836.95  | 0.32%             | 2029-04-27      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| Residential Re 2019 Ltd                             | Residential Re 2019-I Class 12                          | CUSIP: 76120FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     82500 | PA      | $37500.38     | 0.00%             | 2026-06-06      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| Sanders Re III Ltd.                                 | Sanders Re III 2024-1 Class A                           | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  16206000 | PA      | $16743228.90  | 0.38%             | 2028-04-07      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Sector Re V Limited                                 | Sector Re V Series 2024-Dec Class GL-R                  | CUSIP: 81369AES7<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |     12477 | PA      | $1157956.95   | 0.03%             | 2029-12-01      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Solomon Re Ltd.                                     | Solomon Re 2023-1 Class A                               | CUSIP: 83427GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4719000 | PA      | $4728909.90   | 0.11%             | 2026-06-08      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2024-1 Class B                                  | CUSIP: 88577CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3133000 | PA      | $3249547.60   | 0.07%             | 2027-07-08      | Floating      | 21.69%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2023-1 Class A                          | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8393000 | PA      | $8406428.80   | 0.19%             | 2026-06-05      | Floating      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                 | Tomoni Re Pte 2024-1 Class B                            | CUSIP: 89009PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   9729000 | PA      | $9822884.85   | 0.22%             | 2028-04-05      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Topanga Re Ltd.                                     | Topanga Re 2025-1 Class A                               | CUSIP: 89055TAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  33844000 | PA      | $33674780.00  | 0.76%             | 2030-01-07      | Floating      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class C                          | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  12638000 | PA      | $12689815.80  | 0.29%             | 2026-06-05      | Floating      | 13.07%                | Yes           |                  2 | On Loan: No      |
| Vitality Re XIV Limited                             | Vitality Re XIV 2023 Class A                            | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7417000 | PA      | $7490428.30   | 0.17%             | 2027-01-05      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2024-1 Class A                          | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  22534000 | PA      | $23270861.80  | 0.52%             | 2027-06-07      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| Hudson Charles (Mt. Logan Re)                       | Hudson Charles 2 (Mt. Logan Re)                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     43053 | NS      | $43405349.57  | 0.98%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Phoenix 2 Re Pte. Ltd.                              | Phoenix Re Pte. Ltd. 2022-1 Class B                     | CUSIP: 000000000<br>LEI: 254900BAVIFK6NATLK85 | Long             | DBT              | CORP              | SG        |        66 | PA      | $132.34       | 0.00%             | 2028-01-04      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Orange Capital Re DAC                               | Orange Capital Re 2023-1 Class A                        | CUSIP: 000000000<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |   1957000 | PA      | $2361266.90   | 0.05%             | 2027-01-08      | Floating      | 10.40%                | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 133 Class B                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   7616000 | PA      | $7687209.60   | 0.17%             | 2028-04-24      | Floating      | 14.69%                | Yes           |                  2 | On Loan: No      |
| MMIFS Re Ltd.                                       | MMIFS Re 2025-1 Class A                                 | CUSIP: 000000000<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |  12120000 | PA      | $8919467.00   | 0.20%             | 2028-01-10      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2026-1 Class B                               | CUSIP: 54180BAB0<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   7051000 | PA      | $7045006.65   | 0.16%             | 2029-04-30      | Floating      | 18.69%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class A-2                          | CUSIP: 80001TAB3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |  13070000 | PA      | $13645080.00  | 0.31%             | 2030-04-08      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2024-1 Class A                               | CUSIP: 888329AE9<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   7603000 | PA      | $7656221.00   | 0.17%             | 2027-11-26      | Floating      | 10.70%                | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                     | Titania Re 2024-1 Class B                               | CUSIP: 888329AF6<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   7192000 | PA      | $7108213.20   | 0.16%             | 2027-11-26      | Floating      | 14.00%                | Yes           |                  2 | On Loan: No      |
| Turicum Re Ltd.                                     | Turicum Re 2026-1 A                                     | CUSIP: 90009JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6655000 | PA      | $6644019.25   | 0.15%             | 2029-04-09      | Floating      | 19.44%                | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2025-1 Class F                                  | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |  32693000 | PA      | $33160509.90  | 0.75%             | 2028-02-22      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Limited                             | Vitality Re XVI 2025 Class A                            | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4893000 | PA      | $4867801.05   | 0.11%             | 2029-01-08      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Limited                             | Vitality Re XVI 2025 Class C                            | CUSIP: 92849FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2385000 | PA      | $2370451.50   | 0.05%             | 2029-01-08      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd                                | Vitality Re XVII 2026 Class C                           | CUSIP: 92853KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2081000 | PA      | $2079439.25   | 0.05%             | 2030-01-08      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2024-1 Class B                               | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   4051000 | PA      | $4188328.90   | 0.09%             | 2027-02-26      | Floating      | 15.38%                | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                    | Armor Re II 2026-1 Class B                              | CUSIP: 04227FAH8<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   6865000 | PA      | $6865000.00   | 0.15%             | 2029-06-07      | Floating      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Ashera Re Ltd.                                      | Ashera Re 2024-1 Class A                                | CUSIP: 04401RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5986000 | PA      | $6025208.30   | 0.14%             | 2027-04-07      | Floating      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| Atlas Capital DAC                                   | Atlas Capital DAC 2024-1 Class A                        | CUSIP: 049207AB9<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |   1733000 | PA      | $1855783.05   | 0.04%             | 2027-06-08      | Floating      | 17.85%                | Yes           |                  2 | On Loan: No      |
| Baldwin Re Ltd.                                     | Baldwin Re 2025-1 Class A                               | CUSIP: 05826BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  13925000 | PA      | $14112987.50  | 0.32%             | 2029-07-09      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2025-1 Class A                               | CUSIP: 09785EAR2<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |   2947000 | PA      | $2559764.20   | 0.06%             | 2027-01-08      | Floating      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Bridge Street Re Ltd                                | Bridge Street Re 2025-2 Class A                         | CUSIP: 10807LAB3<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |  20035000 | PA      | $20010958.00  | 0.45%             | 2029-01-08      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2026-1 Class B                          | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  29743000 | PA      | $29566029.15  | 0.67%             | 2029-03-21      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2024-1 Class A                                | CUSIP: 177510AN4<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   3105000 | PA      | $3189921.75   | 0.07%             | 2027-06-07      | Floating      | 12.88%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2024-1 Class C                         | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |  24434000 | PA      | $24466985.90  | 0.55%             | 2027-05-13      | Floating      | 16.44%                | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2024-1 Class A                            | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |  43370000 | PA      | $45178529.00  | 1.02%             | 2027-03-12      | Floating      | 18.05%                | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Limited                           | Kilimanjaro II Re 2025-2 Class B-2                      | CUSIP: 49407QAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1041450.00   | 0.02%             | 2030-07-08      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Kilimanjaro II Re Limited                           | Kilimanjaro II Re 2025-2 Class C-2                      | CUSIP: 49407QAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1684000 | PA      | $1720711.20   | 0.04%             | 2030-07-08      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Longleaf Pine Re Ltd.                               | Longleaf Pine Re 2024-1 Class A                         | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14003000 | PA      | $14621232.45  | 0.33%             | 2027-05-25      | Floating      | 21.63%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2025-1 Class A                            | CUSIP: 577092AW9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   3875000 | PA      | $3866862.50   | 0.09%             | 2028-02-04      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| MetroCat Re Ltd                                     | Metrocat Re 2023-1 Class A                              | CUSIP: 59165HAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2429000 | PA      | $2429850.15   | 0.05%             | 2026-05-08      | Floating      | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                   | Mona Lisa Re 2025-1 Class A                             | CUSIP: 608800AJ7<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   8733000 | PA      | $8818146.75   | 0.20%             | 2029-01-08      | Floating      | 11.58%                | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                     | Montoya Re 2025-2 Class A                               | CUSIP: 613752AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6150000 | PA      | $6153075.00   | 0.14%             | 2030-04-09      | Floating      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2026-1 Class A                              | CUSIP: 73110JAD4<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |   8834000 | PA      | $8837533.60   | 0.20%             | 2029-01-08      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Recoletos Re DAC                                    | Recoletos Re DAC 2024-1 Class A                         | CUSIP: 755933AA6<br>LEI: 635400FIY9UG8ZHKYH56 | Long             | DBT              | CORP              | IE        |   9943000 | PA      | $9935542.75   | 0.22%             | 2028-01-07      | Floating      | 9.27%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                | Residential Re 2023-II Class 3                          | CUSIP: 76090WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7078000 | PA      | $7262735.80   | 0.16%             | 2027-12-06      | Floating      | 12.39%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-I Class 14                          | CUSIP: 76091DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   9705000 | PA      | $9958300.50   | 0.22%             | 2029-06-06      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 3                          | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  12293000 | PA      | $12434369.50  | 0.28%             | 2028-12-06      | Floating      | 10.63%                | Yes           |                  2 | On Loan: No      |
| Lyndhurst (Horseshoe Re)                            | Lyndhurst (Horseshoe Re)                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     27200 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Azzurro Re II                                       | Azzurro Re II DAC 2024-1 Class A                        | CUSIP: 000000000<br>LEI: 635400NZWVDIAI82JP08 | Long             | DBT              | CORP              | IE        |   7431000 | PA      | $8809943.96   | 0.20%             | 2028-04-20      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| Baltic PCC Ltd                                      | Baltic PCC 2025-1 Class A                               | CUSIP: 000000000<br>LEI: 549300GX6EH3ZRCQFX14 | Long             | DBT              | CORP              | GB        |  13104000 | PA      | $17831240.05  | 0.40%             | 2028-04-06      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                              | Asian Development Bank Tajikistan Disaster Relief Notes | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | TJ        |   3727000 | PA      | $3727000.00   | 0.08%             | 2029-05-30      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2024-1 Class A-1                            | CUSIP: 037987AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5778000 | PA      | $5899338.00   | 0.13%             | 2027-06-07      | Floating      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| Atlas Capital DAC                                   | Atlas Capital DAC 2023-1 Class A                        | CUSIP: 049207AA1<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1006200.00   | 0.02%             | 2026-06-05      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2025-1 Class B                            | CUSIP: 096003AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8115000 | PA      | $8007070.50   | 0.18%             | 2029-01-08      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                     | Bonanza Re 2024-1 Class B                               | CUSIP: 09785EAP6<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |   2859000 | PA      | $2856569.85   | 0.06%             | 2027-12-19      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2024-1 Class B                                | CUSIP: 177510AP9<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   5980000 | PA      | $6188403.00   | 0.14%             | 2027-06-07      | Floating      | 14.13%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2026-1 Class B                                | CUSIP: 177510AT1<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   7051000 | PA      | $7029141.90   | 0.16%             | 2029-06-07      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2025-1 Class A                         | CUSIP: 30014LAT1<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |  28540000 | PA      | $29650206.00  | 0.67%             | 2028-05-19      | Floating      | 12.44%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2025-1 Class C                         | CUSIP: 30014LAV6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |  31711000 | PA      | $33244226.85  | 0.75%             | 2028-05-19      | Floating      | 14.94%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                               | Everglades Re II 2025-1 Class D                         | CUSIP: 30014LAW4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |  19026000 | PA      | $19820335.50  | 0.45%             | 2028-05-19      | Floating      | 16.69%                | Yes           |                  2 | On Loan: No      |
| Fidelity Government Portfolio                       | Fidelity Government Portfolio                           | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  29147261 | NS      | $29147261.38  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbie Re Ltd                                       | Herbie Re 2026-1 Class A                                | CUSIP: 42703VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2523000 | PA      | $2523630.75   | 0.06%             | 2030-01-07      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                  | FloodSmart Re 2023-1 Class B                            | CUSIP: 33975CAN5<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   2121600 | PA      | $265200.00    | 0.01%             | 2030-03-11      | Floating      | 3.79%                 | Yes           |                  3 | On Loan: No      |
| Foundation Re VI Ltd.                               | Foundation Re 2023-1 Class A                            | CUSIP: 349939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9848000 | PA      | $9999659.20   | 0.23%             | 2027-01-08      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2025-1 Class A                               | CUSIP: 36779CAQ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   3457000 | PA      | $3593032.95   | 0.08%             | 2028-07-07      | Floating      | 14.19%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                     | Gateway Re 2026-1 Class AA                              | CUSIP: 36779CAX4<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   4505000 | PA      | $4478871.00   | 0.10%             | 2029-07-06      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Sakura Re Ltd.                                      | Sakura Re 2025-1 Class A                                | CUSIP: 79381MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1499700.00   | 0.03%             | 2029-04-05      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Hexagon IV Re Ltd.                                  | Hexagon IV Re 2023-1 Class A                            | CUSIP: 000000000<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |   6684000 | PA      | $8224777.94   | 0.19%             | 2028-01-21      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| IBRD                                                | IBRD CAR 135 Class D                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   7236000 | PA      | $7705254.60   | 0.17%             | 2028-04-24      | Floating      | 15.69%                | Yes           |                  2 | On Loan: No      |
| Hexagon IV Re Ltd.                                  | Hexagon IV Re 2025-1 Class A                            | CUSIP: 000000000<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |   8226000 | PA      | $9702748.70   | 0.22%             | 2030-01-22      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| Handshake Re Ltd.                                   | Handshake Re 2025-1 Class A                             | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3929000 | PA      | $3884995.20   | 0.09%             | 2030-01-08      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                      | Herbie Re 2024-2 Class B                                | CUSIP: 42703VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6413000 | PA      | $6550879.50   | 0.15%             | 2029-01-08      | Floating      | 15.34%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2025-1 Class B                                | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   7339000 | PA      | $7387070.45   | 0.17%             | 2028-03-13      | Floating      | 11.94%                | Yes           |                  2 | On Loan: No      |
| Wrigley Re Ltd.                                     | Wrigley Re 2023-1 Class B                               | CUSIP: 982533AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  13968000 | PA      | $14083236.00  | 0.32%             | 2026-08-07      | Floating      | 10.39%                | Yes           |                  2 | On Loan: No      |
| Athena I Reinsurance DAC                            | Athena I Re DAC                                         | CUSIP: 000000000<br>LEI: 635400OYYB4RHO1DUS90 | Long             | DBT              | CORP              | IE        |   2192000 | PA      | $2584740.62   | 0.06%             | 2028-01-21      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                  | Blue Ridge Re 2025-1 Class D                            | CUSIP: 096003AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9501000 | PA      | $9348508.95   | 0.21%             | 2029-01-08      | Floating      | 14.69%                | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                  | Bluebonnet Re 2025-1 Class A                            | CUSIP: 09610NAA0<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   2743000 | PA      | $2801014.45   | 0.06%             | 2028-06-07      | Floating      | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                  | Bluebonnet Re 2025-1 Class B                            | CUSIP: 09610NAB8<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   9335000 | PA      | $9633253.25   | 0.22%             | 2028-06-07      | Floating      | 12.19%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2026-1 Class A                                | CUSIP: 177510AS3<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   6267000 | PA      | $6245065.50   | 0.14%             | 2029-06-07      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Claveau Re Ltd.                                     | Claveau Re 2021-1 Class A                               | CUSIP: 182896AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2697431 | PA      | $0.00         | 0.00%             | 2028-07-08      | Floating      | 3.70%                 | Yes           |                  3 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2025-1 Class A                            | CUSIP: 35087TAJ7<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   1473000 | PA      | $1470348.60   | 0.03%             | 2029-01-08      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2023-1 Class A                          | CUSIP: 63901CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  11407000 | PA      | $11388748.80  | 0.26%             | 2026-12-07      | Floating      | 13.69%                | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2024-1 Class A                          | CUSIP: 63901CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5845000 | PA      | $6394430.00   | 0.14%             | 2028-06-07      | Floating      | 18.98%                | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2025-1 Class A                          | CUSIP: 63901CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15042000 | PA      | $15277407.30  | 0.34%             | 2029-01-16      | Floating      | 14.34%                | Yes           |                  2 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2024-1 Class A                                  | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |  10494000 | PA      | $10912185.90  | 0.25%             | 2027-06-07      | Floating      | 13.19%                | Yes           |                  2 | On Loan: No      |
| Pelican IV Re Ltd.                                  | Pelican IV Re 2021-1 Class B                            | CUSIP: 705809AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2136794 | PA      | $831212.77    | 0.02%             | 2027-05-07      | Floating      | 3.79%                 | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2025 Limited                | Residential Re 2025-I Class 15                          | CUSIP: 76091DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  13468000 | PA      | $13817494.60  | 0.31%             | 2029-06-06      | Floating      | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                | Residential Re 2024-II Class 2                          | CUSIP: 76112AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4876000 | PA      | $5071527.60   | 0.11%             | 2028-12-06      | Floating      | 17.11%                | Yes           |                  2 | On Loan: No      |
| Sabine Re Ltd.                                      | Sabine Re 2024-1 Class A                                | CUSIP: 785628AA6<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |   7286000 | PA      | $7460135.40   | 0.17%             | 2027-04-07      | Floating      | 12.41%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class A                            | CUSIP: 80001TAA5<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |  14908000 | PA      | $15197215.20  | 0.34%             | 2028-04-07      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Skyline Re II Ltd.                                  | Skyline Re II 2025-1 Class A                            | CUSIP: 83087AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5303000 | PA      | $5276750.15   | 0.12%             | 2030-01-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Turris Re Ltd.                                      | Turris Re 2025-1 Class A                                | CUSIP: 900442AA2<br>LEI: 254900AYLTVDMB8FO181 | Long             | DBT              | CORP              | BM        |   9504000 | PA      | $9517305.60   | 0.21%             | 2029-01-08      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                        | Ursa Re 2023-2 Class E                                  | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |  21145000 | PA      | $21617590.75  | 0.49%             | 2026-12-07      | Floating      | 12.94%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2025-1 Class A                              | CUSIP: 92335TAD1<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |  26769000 | PA      | $26905521.90  | 0.61%             | 2028-03-08      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                    | Veraison Re 2026-1 Class A                              | CUSIP: 92335TAF6<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   2918000 | PA      | $2925295.00   | 0.07%             | 2029-03-08      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Windrose Re Ltd                                     | Windrose Re 2026-1 Class A                              | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9592000 | PA      | $9503274.00   | 0.21%             | 2029-02-13      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Windrose Re Ltd                                     | Windrose Re 2026-1 Class B                              | CUSIP: 972917AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1256250.00   | 0.03%             | 2029-02-13      | Floating      | 11.68%                | Yes           |                  2 | On Loan: No      |
| RR-JP US 050126                                     | RR-JP US 050126                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        | -50000001 | PA      | $-50000000.64 | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Baltic PCC Ltd                                      | Baltic PCC 2026-1 Class A                               | CUSIP: 000000000<br>LEI: 549300GX6EH3ZRCQFX14 | Long             | DBT              | CORP              | GB        |   7447000 | PA      | $10133489.37  | 0.23%             | 2029-04-06      | Floating      | 9.20%                 | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                       | Alamo Re 2024-1 Class A                                 | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |  53492000 | PA      | $54123205.60  | 1.22%             | 2027-06-07      | Floating      | 10.23%                | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                    | Aquila Re I 2023-1 Class A-1                            | CUSIP: 03843AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3485000 | PA      | $3493712.50   | 0.08%             | 2026-06-08      | Floating      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| Astro Re Pte. Ltd.                                  | Astro Re 2021-1 Class A                                 | CUSIP: 04638WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   3183000 | PA      | $2466825.00   | 0.06%             | 2029-07-08      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                       | Bayou Re 2024-1 Class B                                 | CUSIP: 07304LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4958000 | PA      | $5298366.70   | 0.12%             | 2027-04-30      | Floating      | 21.62%                | Yes           |                  2 | On Loan: No      |
| Black Kite Re Limited                               | Black Kite Re 2025-1 Class A                            | CUSIP: 092168AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |   3234000 | PA      | $3251301.90   | 0.07%             | 2028-05-08      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2025-1 Class A                          | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  57384000 | PA      | $59469908.40  | 1.34%             | 2028-03-13      | Floating      | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                | Cape Lookout Re 2026-1 Class A                          | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  22503000 | PA      | $22382608.95  | 0.50%             | 2029-03-21      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                      | Citrus Re 2023-1 Class A                                | CUSIP: 177510AL8<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   8321000 | PA      | $8346379.05   | 0.19%             | 2026-06-07      | Floating      | 10.28%                | Yes           |                  2 | On Loan: No      |
| East Lane Re VII Ltd.                               | East Lane Re VII 2026-1 Class A                         | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8250000 | PA      | $8248350.00   | 0.19%             | 2028-03-31      | Floating      | 12.19%                | Yes           |                  2 | On Loan: No      |
| Easton Re Pte. Ltd.                                 | Easton Re 2024-1 Class A                                | CUSIP: 27777AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $252375.00    | 0.01%             | 2027-01-08      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| Eden Re II Segregated Account 2025-1                | Eden Re II 2025-1 Class B                               | CUSIP: 27954JAB3<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |    616737 | PA      | $5192387.27   | 0.12%             | 2030-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Eden Re II Segregated Account 2022-1                | Eden Re II 2022-1 Class B                               | CUSIP: 27955KAB9<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |    141804 | PA      | $0.00         | 0.00%             | 2026-03-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Riverfront Re Ltd                                   | Riverfront Re 2025 Class A                              | CUSIP: 76870YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9116000 | PA      | $9557670.20   | 0.22%             | 2029-01-08      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Sutter Re Ltd.                                      | Sutter Re 2023-1 Class B                                | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  23703000 | PA      | $23755146.60  | 0.54%             | 2026-06-19      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| Topanga Re Ltd.                                     | Topanga Re 2025-1 Class B                               | CUSIP: 89055TAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3363000 | PA      | $3341813.10   | 0.08%             | 2030-01-07      | Floating      | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                 | Torrey Pines Re 2025-1 Class B                          | CUSIP: 89141WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  18692000 | PA      | $18998548.80  | 0.43%             | 2028-06-07      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XV Limited                              | Vitality Re XV 2024 Class A                             | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3822000 | PA      | $3852193.80   | 0.09%             | 2028-01-07      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XV Limited                              | Vitality Re XV 2024 Class B                             | CUSIP: 92847CAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   6898000 | PA      | $6959392.20   | 0.16%             | 2028-01-07      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2024-1 Class A                               | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   9339000 | PA      | $9656059.05   | 0.22%             | 2027-02-26      | Floating      | 13.90%                | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                      | Winston Re 2025-1 Class A                               | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |  11076000 | PA      | $11218326.60  | 0.25%             | 2028-02-21      | Floating      | 10.19%                | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd.                                     | Winston Re 2026-1 Class C                               | CUSIP: 975660AF8<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   3344000 | PA      | $3344000.00   | 0.08%             | 2029-05-04      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Arenal (Artex Segregated Account Company)           | Arenal (Artex Segregated Account Company)               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    167359 | NS      | $57410464.63  | 1.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trouvaille Re Ltd.                                  | Trouvaille Re Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |        60 | NS      | $18147958.64  | 0.41%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Eiffel Re Ltd.                                      | Eiffel Re 2023-1 Class A                                | CUSIP: 000000000<br>LEI: 5493000KHTJQAOS8QP53 | Long             | DBT              | CORP              | BM        |   8510000 | PA      | $10132117.62  | 0.23%             | 2027-01-19      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Blue Sky Re DAC                                     | Blue Sky Re DAC 2023-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3404000 | PA      | $4111775.03   | 0.09%             | 2027-01-26      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| London Bridge 2 PCC Limited                         | Vision 2039 2025-1 Class A                              | CUSIP: YQ2208250<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  13884000 | PA      | $18914349.90  | 0.43%             | 2028-04-06      | Floating      | 10.37%                | Yes           |                  2 | On Loan: No      |
| Eden Re II Segregated Account 2024-1                | Eden Re II 2024-1 Class B                               | CUSIP: 27954UAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     91358 | PA      | $1141916.98   | 0.03%             | 2028-03-17      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Finca Re Ltd                                        | Finca Re 2025-1 Class A                                 | CUSIP: 31771QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7598000 | PA      | $7705131.80   | 0.17%             | 2028-06-07      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2023-1 Class A                            | CUSIP: 35087TAE8<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   3003000 | PA      | $3019066.05   | 0.07%             | 2027-01-07      | Floating      | 9.21%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2024-1 Class B                            | CUSIP: 35087TAH1<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   4756000 | PA      | $4771219.20   | 0.11%             | 2028-01-07      | Floating      | 12.92%                | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                  | Four Lakes Re 2025-1 Class B                            | CUSIP: 35087TAK4<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   2104000 | PA      | $2080119.60   | 0.05%             | 2029-01-08      | Floating      | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2026-1 Class B                                | CUSIP: 42815KAF9<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   5870000 | PA      | $5855031.50   | 0.13%             | 2029-04-16      | Floating      | 12.97%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                      | Hestia Re 2026-1 Class C                                | CUSIP: 42815KAG7<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   4109000 | PA      | $3035729.20   | 0.07%             | 2027-04-16      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                    | Integrity Re 2024-1 Class A                             | CUSIP: 45833UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5694000 | PA      | $5738413.20   | 0.13%             | 2026-06-06      | Floating      | 14.25%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                               | Integrity Re III 2025-1 Class A-2                       | CUSIP: 45870GAB2<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   4772000 | PA      | $4845011.60   | 0.11%             | 2028-06-06      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re Argon 2022-1 Class A                      | CUSIP: 577092AR0<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1004125.77   | 0.02%             | 2027-01-25      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                  | Matterhorn Re 2025-1 Class B                            | CUSIP: 577092AX7<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   5914000 | PA      | $5884430.00   | 0.13%             | 2028-02-04      | Floating      | 16.08%                | Yes           |                  2 | On Loan: No      |
| Meritage Re Ltd.                                    | Meritage Re 2026-1 Class A                              | CUSIP: 59002JAA0<br>LEI: 254900TG8PO2J3ZD4Q82 | Long             | DBT              | CORP              | BM        |  17875000 | PA      | $17627431.25  | 0.40%             | 2029-03-08      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                | Nature Coast Re 2023-1 Class B                          | CUSIP: 63901CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7291000 | PA      | $7356983.55   | 0.17%             | 2026-12-07      | Floating      | 17.19%                | Yes           |                  2 | On Loan: No      |
| Palm Re Ltd.                                        | Palm Re 2025-1 Class A                                  | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |  11359000 | PA      | $11654334.00  | 0.26%             | 2028-06-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Photon Re Ltd.                                      | Photon Re 2026-1 Class A                                | CUSIP: 71937RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1465000 | PA      | $1457528.50   | 0.03%             | 2030-03-07      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2026-1 Class B                              | CUSIP: 73110JAE2<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |   6099000 | PA      | $6156025.65   | 0.14%             | 2029-01-08      | Floating      | 12.69%                | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                    | PoleStar Re 2026-1 Class C                              | CUSIP: 73110JAF9<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |   2734000 | PA      | $2734683.50   | 0.06%             | 2029-01-08      | Floating      | 14.19%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                      | Purple Re 2025-1 Class B                                | CUSIP: 74639NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9514000 | PA      | $9797517.20   | 0.22%             | 2028-06-07      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Sabine Re Ltd.                                      | Sabine Re 2026-1 Class A                                | CUSIP: 785628AB4<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |   3338000 | PA      | $3329321.20   | 0.08%             | 2030-04-08      | Floating      | 9.20%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                  | Sanders Re II 2025-1 Class B-1                          | CUSIP: 80001TAC1<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   8577000 | PA      | $8739963.00   | 0.20%             | 2028-04-07      | Floating      | 8.24%                 | Yes           |                  2 | On Loan: No      |
| 3264 Re Ltd.                                        | 3264 Re 2025-1 Class A                                  | CUSIP: 88577CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6730000 | PA      | $6957137.50   | 0.16%             | 2028-02-07      | Floating      | 24.94%                | Yes           |                  2 | On Loan: No      |
| King Max Re DAC                                     | King Max Re DAC                                         | CUSIP: 000000000<br>LEI: 635400D6MW4WMVI42S36 | Long             | DBT              | CORP              | IE        |   7406000 | PA      | $8818549.95   | 0.20%             | 2027-01-06      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-29

**Name of Applicant:** Stone Ridge Trust

**Signature:** Maura Keselowsky

**Name of Signer:** Maura Keselowsky

**Title:** Treasurer and Principal Financial Officer