# EDGAR Filing Document

**Accession Number:** 0001331854
**File Stem:** 0001752724-23-065124
**Filing Date:** 2023-3
**Character Count:** 173989
**Document Hash:** af7f7fdf5a735bfb4c34731db6e5508f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065124.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065124

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Pioneer Series Trust IV
- **CENTRAL INDEX KEY:** 0001331854
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21781
- **FILM NUMBER:** 23758422

**BUSINESS ADDRESS:**
- **STREET 1:** 60 STATE STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-742-7825

**MAIL ADDRESS:**
- **STREET 1:** 60 STATE STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

## Series and Classes Contracts Data

### Pioneer Multi-Asset Income Fund (Series ID: S000035110)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000108029 | Pioneer Multi-Asset Income Fund: Class A | PMAIX           |
| C000108030 | Pioneer Multi-Asset Income Fund: Class C | PMACX           |
| C000108031 | Pioneer Multi-Asset Income Fund: Class Y | PMFYX           |
| C000149634 | Pioneer Multi-Asset Income Fund: Class K | PMFKX           |
| C000149635 | Pioneer Multi-Asset Income Fund: Class R | PMFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Pioneer Series Trust IV

- **b. Investment Company Act file number:** 811-21781

- **c. CIK number of Registrant:** 0001331854

- **d. LEI of Registrant:** 549300BKCIMH3RA95865

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

  - **Street Address 1:** 60 State Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-422-4947

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

- **a. Name of Series:** Pioneer Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000035110

- **c. LEI of Series:** G1DK3TBEJYPHTO5ROV98

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2422455800.35

**Total Liabilities:** $52758444.15

**Net Assets:** $2369697356.20

**Cash Not Reported:** $861000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -13396.00000000 | **5-Year:** -47422.00000000 | **10-Year:** -42449.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -7693.00000000 | **1-Year:** -3468.00000000 | **5-Year:** 21456.00000000 | **10-Year:** -11844.00000000 | **30-Year:** -61689.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149635 | 4.90%                | -0.67%               | 4.66%                |
| Class ID C000149634 | 4.82%                | -0.50%               | 4.67%                |
| Class ID C000108031 | 4.76%                | -0.54%               | 4.62%                |
| Class ID C000108029 | 4.82%                | -0.55%               | 4.68%                |
| Class ID C000108030 | 4.78%                | -0.62%               | 4.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2370453.27              | $90839991.17                               |
| Month 2  | $-4903362.13             | $-45067749.66                              |
| Month 3  | $3560595.92              | $113538725.41                              |

**Designated Index Information**

- **Index Name:** 30% Bloomberg Barclays US Aggregate, 70% MSCI ACWI

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RosaPenna Re 2021, 7/31/25                                       | RosaPenna Re 2021, 7/31/25                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $6546.69      | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     101000 | PA      | $6433195.00   | 0.27%             | 2023-10-10      | Fixed         | 19.62%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                          | BNP Paribas Issuance BV                                          | CUSIP: 09656E693<br>LEI: 7245009UXRIGIRYOBR48 | Long             | DBT              | CORP              | NL        |     264500 | PA      | $3714902.50   | 0.16%             | 2023-08-31      | Fixed         | 23.70%                | No            |                  2 | On Loan: No      |
| Ballybunion Re 2021-3, 7/31/25                                   | Ballybunion Re 2021-3, 7/31/25                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     750000 | PA      | $33538.82     | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | CME E-Mini Standard & Poor's 500 Index                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -1166 | NC      | $-2916177.58  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                        | United Parcel Service Inc                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      63117 | NS      | $11691161.91  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA1                          | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2765000 | PA      | $2380160.66   | 0.10%             | 2051-01-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER LLC                                                | Eastern Power LLC                                                | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |     358494 | PA      | $320329.41    | 0.01%             | 2025-10-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                      | CBOT 10 Year US Treasury Note                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -201 | NC      | $231899.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC CORP                                                    | PennyMac Corp                                                    | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4442212.50   | 0.19%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                              | LL ABS Trust 2022-1                                              | CUSIP: 50203YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1907943.40   | 0.08%             | 2029-11-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIO                                         | Goldman Sachs International                                      | CUSIP: 38149C881<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |     342400 | PA      | $6829168.00   | 0.29%             | 2023-02-27      | Fixed         | 11.06%                | No            |                  2 | On Loan: No      |
| Merion Re 2021-2, 12/31/24                                       | Merion Re 2021-2, 12/31/24                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2000000 | PA      | $393000.00    | 0.02%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Bank of New York Mellon Corp/T                                   | Bank of New York Mellon Corp/The                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     142130 | NS      | $7187514.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                            | Freedom Mortgage Corp                                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1728614.47   | 0.07%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      16800 | PA      | $2084880.00   | 0.09%             | 2023-02-28      | Fixed         | 13.47%                | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                     | Walgreens Boots Alliance Inc                                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      53304 | NS      | $1964785.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                           | Russian Federal Bond - OFZ                                       | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   59913000 | PA      | $127998.72    | 0.01%             | 2023-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2020 LTD                                          | Residential Reinsurance 2020 Ltd                                 | CUSIP: 76120AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $235800.00    | 0.01%             | 2024-12-06      | Floating      | 12.59%                | Yes           |                  2 | On Loan: No      |
| Mercury Financial Credit Card                                    | Mercury Financial Credit Card Master Trust                       | CUSIP: 58940BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2907814.20   | 0.12%             | 2027-03-22      | Fixed         | 10.83%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     970000 | PA      | $843403.26    | 0.04%             | 2041-11-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                              | MKS Instruments Inc                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      34299 | NS      | $3509473.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      72700 | PA      | $5527744.50   | 0.23%             | 2023-10-26      | Fixed         | 23.01%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                      | CUSIP: 855031AR1<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     659745 | PA      | $658978.89    | 0.03%             | 2024-09-12      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2019, 12/31/22                                         | Thopas Re 2019, 12/31/22                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $2550.00      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      31000 | PA      | $6330045.00   | 0.27%             | 2023-05-12      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                                                  | Sector Re V Ltd                                                  | CUSIP: 81369ADB5<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $166881.02    | 0.01%             | 2024-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TORREY PINES RE PTE LTD                                          | Torrey Pines Re Pte Ltd                                          | CUSIP: 89142MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $475000.00    | 0.02%             | 2024-06-07      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                                           | Artera Services LLC                                              | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     985000 | PA      | $824937.50    | 0.03%             | 2025-03-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    5703727 | NS      | $75745494.56  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                                                   | AutoNation Inc                                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4130591.77   | 0.17%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      65000 | PA      | $3714100.00   | 0.16%             | 2023-11-20      | Fixed         | 12.39%                | No            |                  2 | On Loan: No      |
| Cia de Distribucion Integral L                                   | Cia de Distribucion Integral Logista Holdings SA                 | CUSIP: 000000000<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |     410802 | NS      | $11111492.45  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                                                | Redwood Trust Inc                                                | CUSIP: 758075AE5<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |   22128100 | PA      | $20994034.88  | 0.89%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Inc                                           | Angel Oak Mortgage Inc                                           | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |     297120 | NS      | $2350219.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US RENAL CARE INC                                                | US Renal Care Inc                                                | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     982234 | PA      | $606375.96    | 0.03%             | 2026-07-26      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5039573.80   | 0.21%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     226800 | PA      | $5867316.00   | 0.25%             | 2024-01-26      | Fixed         | 19.36%                | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                 | Bellemeade Re 2022-1 Ltd                                         | CUSIP: 078774AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2400000 | PA      | $2036649.12   | 0.09%             | 2032-01-26      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                           | Permian Resources Corp                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     577075 | NS      | $6272805.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Walton Health Re 2019, 6/30/22                                   | Walton Health Re 2019, 6/30/22                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $162799.95    | 0.01%             | 2023-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Associated British Foods PLC                                     | Associated British Foods PLC                                     | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     326210 | NS      | $7464238.05   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8437433.57   | 0.36%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2021, 12/31/24                                         | Thopas Re 2021, 12/31/24                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $24150.00     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Santander Bank Auto Credit-Lin                                   | Santander Bank Auto Credit-Linked Notes Series 2022-B            | CUSIP: 80290CBB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3367589.05   | 0.14%             | 2032-08-16      | Fixed         | 11.91%                | No            |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                                         | Merna Reinsurance II Ltd                                         | CUSIP: 59013MAD4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |     750000 | PA      | $562500.00    | 0.02%             | 2024-07-08      | Floating      | 10.16%                | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                           | Canadian Imperial Bank of Commerce                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     195700 | PA      | $8495337.00   | 0.36%             | 2024-01-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                     | Organon & Co                                                     | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     299251 | NS      | $9016432.63   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Senior Income Trust                                      | Invesco Senior Income Trust                                      | CUSIP: 46131H107<br>LEI: 549300C38VE5Y5R75E56 | Long             | EC               | PF                | US        |    1803639 | NS      | $7178483.22   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LT                                                 | Bellemeade Re 2020-3 Ltd                                         | CUSIP: 07877KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2118353.16   | 0.09%             | 2030-10-25      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $5650000.00   | 0.24%             | 2023-10-26      | Fixed         | 17.68%                | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                | NatWest Group PLC                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    7961091 | NS      | $30229679.60  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EDEN RE II LTD                                                   | Eden Re II Ltd                                                   | CUSIP: 27954QAH4<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $38600.00     | 0.00%             | 2024-03-22      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Comstock Resources Inc                                           | Comstock Resources Inc                                           | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     247337 | NS      | $3005144.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MERION RE 2023-1                                                 | MERION RE 2023-1                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $449255.19    | 0.02%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ALTURAS RE 2019-1, 3/10/23 (144A)                                | ALTURAS RE 2019-1, 3/10/23 (144A)                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       2400 | PA      | $10975.44     | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Talos Energy Inc                                                 | Talos Energy Inc                                                 | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     221545 | NS      | $4388806.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |    4072408 | NS      | $67339512.21  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                      | Euronext NV                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |     224217 | NS      | $18111183.11  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLEMEADE RE LT                                                 | Bellemeade Re 2020-3 Ltd                                         | CUSIP: 07877KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290000 | PA      | $290427.81    | 0.01%             | 2030-10-25      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| VIRIBUS RE 2023                                                  | VIRIBUS RE 2023                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2000000 | PA      | $2000000.00   | 0.08%             | 2028-12-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2020-DNA3                          | CUSIP: 35565WBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1237708.89   | 0.05%             | 2050-06-25      | Floating      | 13.86%                | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB d                                   | Grupo Financiero Banorte SAB de CV                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    1149540 | NS      | $9534885.03   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP828<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |      54700 | PA      | $4159825.60   | 0.18%             | 2023-05-23      | Fixed         | 17.76%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  153782964 | PA      | $7765155.87   | 0.33%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bantry Re 2021, 12/31/24                                         | Bantry Re 2021, 12/31/24                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     750000 | PA      | $67044.41     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     118700 | PA      | $2816157.50   | 0.12%             | 2023-02-22      | Fixed         | 15.96%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     132700 | PA      | $7122805.20   | 0.30%             | 2023-09-21      | Fixed         | 15.43%                | No            |                  2 | On Loan: No      |
| LIMESTONE RE LTD                                                 | Limestone Re Ltd                                                 | CUSIP: 000000000<br>LEI: 5493004PN8HGYC184A27 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $7350.00      | 0.00%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Ballybunion Re 2020, 2/28/22                                     | Ballybunion Re 2020, 2/28/22                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1800000 | PA      | $203353.32    | 0.01%             | 2023-02-28      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CORELOGIC INC                                                    | CoreLogic Inc                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     987500 | PA      | $841350.00    | 0.04%             | 2028-06-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | RBC - ZOOM VIDEO COMMUNICATIONS, INC. 20.63January 23, 2024      | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      67200 | PA      | $4920384.00   | 0.21%             | 2024-01-23      | Fixed         | 20.63%                | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                          | Dealer Tire LLC / DT Issuer LLC                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1632615.21   | 0.07%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORTHSHORE RE II LTD                                             | Northshore Re II Ltd                                             | CUSIP: 666842AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $952500.00    | 0.04%             | 2024-01-08      | Floating      | 10.41%                | Yes           |                  2 | On Loan: No      |
| Star Trust                                                       | STAR 2021-SFR1 Trust                                             | CUSIP: 85521DAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $763010.08    | 0.03%             | 2038-04-17      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR Trust 2019-DNA3                                | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | CORP              | US        |    6608000 | PA      | $6840400.72   | 0.29%             | 2049-07-25      | Floating      | 12.66%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8630000 | PA      | $8462061.84   | 0.36%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                     | Tapestry Inc                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     354842 | NS      | $16170149.94  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPE SOLMAX INC                                                | Groupe Solmax Inc                                                | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     985000 | PA      | $832325.00    | 0.04%             | 2028-07-23      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                         | Willis Towers Watson PLC                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      38344 | NS      | $9746661.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                                           | American Airlines 2021-1 Class B Pass Through Trust              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4022156.31   | 0.17%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MYSTIC RE IV LTD                                                 | Mystic Re IV Ltd                                                 | CUSIP: 62865LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $473750.00    | 0.02%             | 2024-01-08      | Floating      | 14.37%                | Yes           |                  2 | On Loan: No      |
| Tricolor Auto Securitization T                                   | Tricolor Auto Securitization Trust 2022-1                        | CUSIP: 89616BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2409441.50   | 0.10%             | 2029-07-16      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2020, 12/31/23                                         | Thopas Re 2020, 12/31/23                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $0.00         | 0.00%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Brightsphere Investment Group                                    | Brightsphere Investment Group Inc                                | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     142584 | NS      | $3343594.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                      | Ovintiv Inc                                                      | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     183303 | NS      | $9024006.69   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                          | BNP Paribas Issuance BV                                          | CUSIP: 09656E750<br>LEI: 7245009UXRIGIRYOBR48 | Long             | DBT              | CORP              | NL        |      80000 | PA      | $2491200.00   | 0.11%             | 2023-06-30      | Fixed         | 16.04%                | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2020-HB4 LLC                                                | CUSIP: 12529LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1270000 | PA      | $1183798.37   | 0.05%             | 2030-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PANGAEA RE 2023-1                                                | PANGAEA RE 2023-1                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2500000 | PA      | $2528552.83   | 0.11%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     128700 | PA      | $7108487.10   | 0.30%             | 2023-12-19      | Fixed         | 26.39%                | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                   | American Credit Acceptance Receivables Trust 2021-3              | CUSIP: 025286AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1049409.04   | 0.04%             | 2028-05-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                   | Oaktown Re V Ltd                                                 | CUSIP: 67401JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1568321.47   | 0.07%             | 2030-10-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                                   | Eden Re II Ltd                                                   | CUSIP: 27954TAA3<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      15000 | PA      | $10552.50     | 0.00%             | 2023-03-22      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| US TREASURY N/B                                                  | United States Treasury Note/Bond                                 | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74594700 | PA      | $74425696.76  | 3.14%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                                   | Bonanza RE Ltd                                                   | CUSIP: 09785EAK7<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $249750.00    | 0.01%             | 2026-01-08      | Floating      | 12.86%                | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                | Polaris Newco LLC                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    1481250 | PA      | $1409779.69   | 0.06%             | 2028-06-04      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                | Kosmos Energy Ltd                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     152395 | NS      | $1205444.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGINEERED COMPONENTS &                                          | Engineered Components & Systems LLC                              | CUSIP: 29286JAB8<br>LEI: 254900VEJCW8TYEZ4290 | Long             | LON              | CORP              | US        |     990000 | PA      | $905850.00    | 0.04%             | 2028-08-02      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                    | Rio Tinto PLC                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      30112 | NS      | $2345838.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     154300 | PA      | $7651119.80   | 0.32%             | 2023-03-10      | Fixed         | 10.14%                | No            |                  2 | On Loan: No      |
| RESILIENCE RE LTD                                                | Resilience Re Ltd                                                | CUSIP: 000000000<br>LEI: 549300MGGTJ8JMVTOJ89 | Long             | DBT              | CORP              | BM        |     700000 | PA      | $0.00         | 0.00%             | 2023-05-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      85000 | PA      | $5546250.00   | 0.23%             | 2023-09-28      | Fixed         | 19.37%                | No            |                  2 | On Loan: No      |
| Viribus Re 2020, 12/31/23                                        | Viribus Re 2020, 12/31/23                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $44000.00     | 0.00%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MERRILL LYNCH INTL CO CV                                         | Merrill Lynch International & Co CV                              | CUSIP: 5655C4443<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | DBT              | CORP              | CW        |     115000 | PA      | $6625150.00   | 0.28%             | 2023-10-13      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | Deutsche Telekom AG                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     717768 | NS      | $15957574.29  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology                                    | International Game Technology PLC                                | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     262485 | NS      | $6942728.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rosneft Oil Co PJSC                                              | Rosneft Oil Co PJSC                                              | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |    1271403 | NS      | $308428.80    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MERRILL LYNCH INTL CO CV                                         | Merrill Lynch International & Co CV                              | CUSIP: 000000000<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | DBT              | CORP              | CW        |      36500 | PA      | $5489600.00   | 0.23%             | 2023-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit                                    | Freddie Mac Multifamily Structured Credit Risk                   | CUSIP: 35563GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3273440 | PA      | $3121159.06   | 0.13%             | 2051-11-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                            | Truist Financial Corp                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     134538 | NS      | $6644831.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CAELUS RE VI LTD                                                 | Caelus Re VI Ltd                                                 | CUSIP: 12765MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $245625.00    | 0.01%             | 2023-06-07      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| AAG FH LP/AAG FH FINCO                                           | AAG FH LP / AAG FH Finco Inc                                     | CUSIP: 00033AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3180000 | PA      | $3076650.00   | 0.13%             | 2024-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP810<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |      40400 | PA      | $5158999.20   | 0.22%             | 2023-05-23      | Fixed         | 9.81%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |      18609 | NS      | $1015493.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                          | SCF Equipment Leasing 2022-1 LLC                                 | CUSIP: 784033AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $3881578.50   | 0.16%             | 2032-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bafokeng Platinum Ltd                                      | Royal Bafokeng Platinum Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     317806 | NS      | $3041074.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV HOLDINGS INC                                               | Mativ Holdings Inc                                               | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     985000 | PA      | $967762.50    | 0.04%             | 2029-05-06      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | STACR Trust 2018-HRP2                                            | CUSIP: 35564ACC3<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |    5880000 | PA      | $6268131.16   | 0.26%             | 2047-02-25      | Floating      | 15.01%                | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                      | Hensoldt AG                                                      | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |     761120 | NS      | $22010212.77  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIO                                         | Goldman Sachs International                                      | CUSIP: 38149C501<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |     170700 | PA      | $2339443.50   | 0.10%             | 2023-02-10      | Fixed         | 15.89%                | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                                              | CAL Receivables 2022-1 LLC                                       | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3127228.80   | 0.13%             | 2026-10-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Gr                                   | Hartford Financial Services Group Inc/The                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     153947 | NS      | $11947826.67  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                   | ConocoPhillips                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      14236 | NS      | $1734941.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDERS RE II LTD                                                | Sanders RE II Ltd                                                | CUSIP: 80001PAA3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    1250000 | PA      | $1170000.00   | 0.05%             | 2025-04-07      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                           | Russian Federal Bond - OFZ                                       | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   59074000 | PA      | $126206.27    | 0.01%             | 2027-02-03      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | CME E-Mini NASDAQ 100 Index                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -537 | NC      | $-3144093.28  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                         | EQT Corp                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     405528 | NS      | $13248599.76  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                               | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2741000 | PA      | $2583392.50   | 0.11%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                  | United States Treasury Note/Bond                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76011000 | PA      | $74377950.79  | 3.14%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP844<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |      64800 | PA      | $8922441.60   | 0.38%             | 2023-03-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ALBANY MOLECULAR RESEARCH                                        | Curia Global Inc                                                 | CUSIP: 01242HAM0<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |     492500 | PA      | $427602.78    | 0.02%             | 2026-08-30      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| LUCKY BUCKS LLC                                                  | Lucky Bucks LLC                                                  | CUSIP: 54951EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     237500 | PA      | $122015.63    | 0.01%             | 2027-07-30      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                         | Octane Receivables Trust 2022-1                                  | CUSIP: 67571EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1664000 | PA      | $1600153.65   | 0.07%             | 2029-12-20      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                                   | Santander Bank Auto Credit-Linked Notes Series 2022-A            | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3570000 | PA      | $3473861.33   | 0.15%             | 2032-05-15      | Fixed         | 9.96%                 | No            |                  2 | On Loan: No      |
| EASTON RE PTE LTD                                                | Easton Re Pte Ltd                                                | CUSIP: 27777RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1250000 | PA      | $1168875.00   | 0.05%             | 2024-01-08      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIO                                         | Goldman Sachs International                                      | CUSIP: 38149C808<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |      15700 | PA      | $7680518.50   | 0.32%             | 2023-02-27      | Fixed         | 8.52%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | AthenaHealth Group Inc                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $2966073.68   | 0.13%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      34799 | NS      | $1506459.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EDEN RE II LTD                                                   | Eden Re II Ltd                                                   | CUSIP: 27955HAB6<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      94903 | PA      | $53904.90     | 0.00%             | 2025-03-21      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2021-HB5 LLC                                                | CUSIP: 12526PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1163074.88   | 0.05%             | 2031-02-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                           | KB Financial Group Inc                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |    1316765 | NS      | $59755774.88  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| APX GROUP INC                                                    | APX Group Inc                                                    | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |     493750 | PA      | $489121.09    | 0.02%             | 2028-07-09      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| HERBIE RE LTD                                                    | Herbie Re Ltd                                                    | CUSIP: 42703VAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $452600.00    | 0.02%             | 2025-01-08      | Floating      | 14.33%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2020-DNA6                          | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2675000 | PA      | $2491477.61   | 0.11%             | 2050-12-25      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| PINE VALLEY RE 2023                                              | PINE VALLEY RE 2023                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $446865.00    | 0.02%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GULLANE RE 2023                                                  | GULLANE RE 2023                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3000000 | PA      | $3026457.96   | 0.13%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP836<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |      35500 | PA      | $4752473.75   | 0.20%             | 2023-05-09      | Fixed         | 13.12%                | No            |                  2 | On Loan: No      |
| Stellantis NV                                                    | Stellantis NV                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     557708 | NS      | $8716344.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                                    | Clarivate PLC                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | GB        |      15562 | NS      | $754134.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Mortgage Securitization                                   | Global Mortgage Securitization Ltd                               | CUSIP: 378961AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      15277 | PA      | $10221.06     | 0.00%             | 2032-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS Distribution Inc                                             | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |     985000 | PA      | $952439.84    | 0.04%             | 2028-06-04      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                           | Petroleo Brasileiro SA                                           | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    1393500 | NS      | $7156500.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                                            | Residential Reinsurance 2021 Ltd                                 | CUSIP: 76114NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     500000 | PA      | $445000.00    | 0.02%             | 2025-12-06      | Floating      | 9.84%                 | Yes           |                  2 | On Loan: No      |
| PATRIOT CONTAINER CORP                                           | Patriot Container Corp                                           | CUSIP: 40435YAB2<br>LEI: 549300V4U8NYJ3YQD526 | Long             | LON              | CORP              | US        |    1963918 | PA      | $1828079.24   | 0.08%             | 2025-03-20      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Lion Rock Re 2021, 12/31/24                                      | Lion Rock Re 2021, 12/31/24                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $52325.00     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIO                                         | Goldman Sachs International                                      | CUSIP: 408071694<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |     555000 | PA      | $6727710.00   | 0.28%             | 2023-10-10      | Fixed         | 18.47%                | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      23400 | PA      | $5728132.80   | 0.24%             | 2023-02-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2019-2, 3/10/22                                       | Alturas Re 2019-2, 3/10/22                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      12149 | PA      | $3656.85      | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ENERGY ACQUISITION LP                                            | Energy Acquisition Co Inc                                        | CUSIP: 29279EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     984098 | PA      | $890608.49    | 0.04%             | 2025-06-26      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1483669 | PA      | $1963509.43   | 0.08%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR Trust 2019-FTR3                                | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1686288.40   | 0.07%             | 2047-09-25      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk P                                   | Telkom Indonesia Persero Tbk PT                                  | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |   18226000 | NS      | $4681127.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      86500 | PA      | $3695530.85   | 0.16%             | 2023-11-10      | Fixed         | 15.31%                | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                             | Power Corp of Canada                                             | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     144800 | NS      | $3927572.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                    | Persimmon PLC                                                    | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     513587 | NS      | $8940441.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Walton Heath Re 2021, 1/15/24                                    | Walton Heath Re 2021, 1/15/24                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $113847.85    | 0.00%             | 2024-01-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| US TREASURY N/B                                                  | United States Treasury Note/Bond                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73515200 | PA      | $73759293.25  | 3.11%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                           | Lumen Technologies Inc                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   37901000 | PA      | $25560055.39  | 1.08%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP778<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |      63400 | PA      | $6925055.20   | 0.29%             | 2023-06-30      | Fixed         | 15.66%                | No            |                  2 | On Loan: No      |
| KILIMANJARO III RE LTD                                           | Kilimanjaro III Re Ltd                                           | CUSIP: 49407PAF7<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $220000.00    | 0.01%             | 2025-04-21      | Floating      | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      17736 | NS      | $4226546.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Harambee Re 2019, 12/31/22                                       | Harambee Re 2019, 12/31/22                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $1350.00      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| SCF Equipment Trust Llc                                          | SCF Equipment Leasing 2022-2 LLC                                 | CUSIP: 78397WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1338000 | PA      | $1069799.24   | 0.05%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5857000 | PA      | $5799894.25   | 0.24%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADS Tactical Inc                                                 | ADS Tactical                                                     | CUSIP: 00737BAD7<br>LEI: 549300N0X4211SRFZV95 | Long             | LON              | CORP              | US        |     912500 | PA      | $844062.50    | 0.04%             | 2026-03-19      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                | Trinidad & Tobago Government International Bond                  | CUSIP: 896292AJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    2113000 | PA      | $2082561.64   | 0.09%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MYSTIC RE IV LTD                                                 | Mystic Re IV Ltd                                                 | CUSIP: 62865LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $397500.00    | 0.02%             | 2025-01-08      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| SUSSEX CAP UK PCC LTD                                            | Sussex Capital UK Pcc Ltd                                        | CUSIP: 869255AA7<br>LEI: 5493000Y0TDZ1NVT8T25 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $266850.00    | 0.01%             | 2025-01-08      | Floating      | 12.80%                | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      22000 | PA      | $6295960.00   | 0.27%             | 2023-05-23      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Highland Income Fund                                             | Highland Income Fund                                             | CUSIP: 43010E404<br>LEI: 254900CMUE9FRYL2UR80 | Long             | EC               | RF                | US        |     304533 | NS      | $3243276.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH INTL CO CV                                         | Merrill Lynch International & Co CV                              | CUSIP: 5655C4856<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | DBT              | CORP              | CW        |      50000 | PA      | $3897850.00   | 0.16%             | 2023-11-10      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | Banco Santander SA                                               | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4033619.65   | 0.17%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2020-DNA5                          | CUSIP: 35566ABE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2721363.45   | 0.11%             | 2050-10-25      | Floating      | 15.81%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     164300 | PA      | $5648634.00   | 0.24%             | 2024-01-26      | Fixed         | 19.24%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2020-DNA5                          | CUSIP: 35566ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1065000 | PA      | $1108292.14   | 0.05%             | 2050-10-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| KILIMANJARO III RE LTD                                           | Kilimanjaro III Re Ltd                                           | CUSIP: 49407PAH3<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $191875.00    | 0.01%             | 2026-04-20      | Floating      | 16.97%                | Yes           |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                           | Russian Federal Bond - OFZ                                       | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   61885000 | PA      | $132211.72    | 0.01%             | 2033-03-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                           | Crossroads Asset Trust 2021-A                                    | CUSIP: 22767CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     852000 | PA      | $807896.13    | 0.03%             | 2028-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     484866 | NS      | $9427051.13   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Auto Credit-Lin                                   | Santander Bank NA - SBCLN                                        | CUSIP: 80290CAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $4382956.32   | 0.18%             | 2031-12-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                      | Oracle Corp                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     103603 | NS      | $9164721.38   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  343110000 | PA      | $15665813.09  | 0.66%             | 2024-05-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     216500 | PA      | $17871858.50  | 0.75%             | 2023-03-21      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | Aker BP ASA                                                      | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    5000000 | PA      | $4246810.50   | 0.18%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                  | Murphy Oil Corp                                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      43240 | NS      | $1885696.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Torricelli Re 2021, 7/31/25                                      | Torricelli Re 2021, 7/31/25                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $84300.00     | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1515900.00   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ulvac Inc                                                        | Ulvac Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      21100 | NS      | $975853.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                                | Marathon Oil Corp                                                | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     119488 | NS      | $3282335.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP703<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |     177700 | PA      | $2715522.55   | 0.11%             | 2023-02-10      | Fixed         | 12.21%                | No            |                  2 | On Loan: No      |
| MONA LISA RE LTD                                                 | Mona Lisa Re Ltd                                                 | CUSIP: 608800AE8<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $432500.00    | 0.02%             | 2025-07-08      | Floating      | 11.61%                | Yes           |                  2 | On Loan: No      |
| RESIDENTIAL RE 2022 LTD                                          | Residential Reinsurance 2022 Ltd                                 | CUSIP: 76119YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     500000 | PA      | $496050.00    | 0.02%             | 2026-12-06      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      29500 | PA      | $5262800.00   | 0.22%             | 2023-05-23      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                   | ACM Auto Trust 2022-1                                            | CUSIP: 00091QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2936806.50   | 0.12%             | 2029-04-20      | Fixed         | 8.58%                 | No            |                  2 | On Loan: No      |
| KILIMANJARO III RE LTD                                           | Kilimanjaro III Re Ltd                                           | CUSIP: 49407PAK6<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $212500.00    | 0.01%             | 2026-04-20      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                       | AbbVie Inc                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     132925 | NS      | $19639668.75  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Gleneagles Re 2021, 12/31/24                                     | Gleneagles Re 2021, 12/31/24                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $111142.80    | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Royal Bank of Canada                                             | RBC - SYNEOS HEALTH INC. 14.41% October 13, 2023                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      72000 | PA      | $2922120.00   | 0.12%             | 2023-10-13      | Fixed         | 14.41%                | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                          | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     814362 | NS      | $28437521.04  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Berwick Re 2018-1, 12/31/21                                      | Berwick Re 2018-1, 12/31/21                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      46259 | PA      | $3575.82      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae - CAS                                                 | Connecticut Avenue Securities Trust 2022-R01                     | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2660000 | PA      | $2394791.35   | 0.10%             | 2041-12-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                                                  | Sector Re V Ltd                                                  | CUSIP: 81369ADR0<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |        274 | PA      | $25889.43     | 0.00%             | 2026-03-01      | Floating      | 4.65%                 | Yes           |                  3 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                            | Mizuho Markets Cayman LP                                         | CUSIP: 6068FT606<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |      52500 | PA      | $4608355.50   | 0.19%             | 2023-05-31      | Fixed         | 24.68%                | No            |                  2 | On Loan: No      |
| QURATE RETAIL INC                                                | Qurate Retail Inc                                                | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |       4874 | NS      | $229565.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale SA                                              | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6220000 | PA      | $6175884.40   | 0.26%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                               | Dreyfus Government Cash Management                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   52299281 | NS      | $52299281.49  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR LAKES RE LTD                                                | Four Lakes Re Ltd                                                | CUSIP: 35087TAB4<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $420000.00    | 0.02%             | 2024-01-05      | Floating      | 14.77%                | Yes           |                  2 | On Loan: No      |
| KILIMANJARO III RE LTD                                           | Kilimanjaro III Re Ltd                                           | CUSIP: 49407PAE0<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $202500.00    | 0.01%             | 2025-04-21      | Floating      | 16.97%                | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      66200 | PA      | $4043496.00   | 0.17%             | 2023-03-31      | Fixed         | 14.69%                | No            |                  2 | On Loan: No      |
| Shell PLC                                                        | Shell PLC                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    1074349 | NS      | $63182464.69  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                          | Hungary Government Bond                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 1219490000 | PA      | $2649946.99   | 0.11%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berwick Re 2019-1, 12/31/22                                      | Berwick Re 2019-1, 12/31/22                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1391977 | PA      | $222020.33    | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| PORTHCAWL RE 2023                                                | PORTHCAWL RE 2023                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $201681.09    | 0.01%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Magellan Midstream Partners LP                                   | Magellan Midstream Partners LP                                   | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |      49022 | NS      | $2617774.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE                                   | Multifamily Connecticut Avenue Securities Trust 2020-01          | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2359359.75   | 0.10%             | 2050-03-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Corp                                              | Ladder Capital Corp                                              | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     561217 | NS      | $6285630.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ANR Inc                                                          | ANR Inc                                                          | CUSIP: 03634H118<br>LEI: 54930073NMZSTQ358I60 | Long             | EC               | CORP              | US        |     959816 | NS      | $7198.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re Ltd                                                     | Eagle RE 2019-1 Ltd                                              | CUSIP: 269822AD4<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2693079.09   | 0.11%             | 2029-04-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                              | LSF11 A5 HoldCo LLC                                              | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    3487000 | PA      | $2861415.53   | 0.12%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $484916.10    | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-HQA1                          | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2910000 | PA      | $2364439.60   | 0.10%             | 2033-08-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| AMARANTH RE 2023                                                 | AMARANTH RE 2023                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $424915.93    | 0.02%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| FLOODSMART RE LTD                                                | FloodSmart Re Ltd                                                | CUSIP: 33975CAG0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    1350000 | PA      | $1242675.00   | 0.05%             | 2024-03-01      | Floating      | 18.19%                | Yes           |                  2 | On Loan: No      |
| Telenet Group Holding NV                                         | Telenet Group Holding NV                                         | CUSIP: 000000000<br>LEI: 213800FA3K4S56INQI67 | Long             | EC               | CORP              | BE        |     166130 | NS      | $2853610.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKURA RE LTD                                                    | Sakura RE Ltd                                                    | CUSIP: 79381MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $458750.00    | 0.02%             | 2025-04-07      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Home Re Ltd                                                      | Home RE 2020-1 Ltd                                               | CUSIP: 43731WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     430000 | PA      | $437846.64    | 0.02%             | 2030-10-25      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-HQA3                          | CUSIP: 35564KKL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1970000 | PA      | $1620076.58   | 0.07%             | 2041-09-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| MONA LISA RE LTD                                                 | Mona Lisa Re Ltd                                                 | CUSIP: 608800AG3<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $999000.00    | 0.04%             | 2026-01-08      | Floating      | 17.16%                | Yes           |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                        | RMF Buyout Issuance Trust 2022-HB1                               | CUSIP: 76970HAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $200250.00    | 0.01%             | 2032-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp       | CUSIP: 24665FAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2145000.00   | 0.09%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACC Auto Trust                                                   | ACC Auto Trust 2022-A                                            | CUSIP: 00085YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1929409.20   | 0.08%             | 2029-03-15      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      65500 | PA      | $5196770.00   | 0.22%             | 2023-05-12      | Fixed         | 16.47%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA5                          | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3530000 | PA      | $3035066.82   | 0.13%             | 2034-01-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                         | EnLink Midstream Partners LP                                     | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    3328000 | PA      | $2787499.52   | 0.12%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                                   | Traingle Re 2020-1 Ltd                                           | CUSIP: 89600MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     400000 | PA      | $407823.36    | 0.02%             | 2030-10-25      | Floating      | 12.26%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     128000 | PA      | $5459200.00   | 0.23%             | 2023-03-22      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                               | Rithm Capital Corp                                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     961952 | NS      | $9051968.32   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered PLC                                           | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    9300000 | PA      | $7692975.35   | 0.32%             | 2033-01-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIO                                         | Goldman Sachs International                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |      14500 | PA      | $5492310.00   | 0.23%             | 2023-05-12      | Fixed         | 10.97%                | No            |                  2 | On Loan: No      |
| ISOSCELES INS LTD                                                | Isosceles Insurance Ltd                                          | CUSIP: 000000000<br>LEI: 549300Z6XR6RO3X4DF96 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $485000.00    | 0.02%             | 2023-07-10      | Floating      | 7.87%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac Structured Agency Credit Risk Debt Notes             | CUSIP: 35565TBE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1764755.53   | 0.07%             | 2050-11-25      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                               | CP Atlas Buyer Inc                                               | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     982827 | PA      | $883111.57    | 0.04%             | 2027-11-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    8125000 | PA      | $8216406.25   | 0.35%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     157000 | PA      | $5570075.83   | 0.24%             | 2023-06-23      | Fixed         | 15.48%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA3                          | CUSIP: 35564KFH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2170000 | PA      | $1976747.83   | 0.08%             | 2033-10-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                           | Southwestern Energy Co                                           | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     117051 | NS      | $646121.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                          | ANI Pharmaceuticals Inc                                          | CUSIP: 000000000<br>LEI: 5493000T6CXTND40YH31 | Long             | LON              | CORP              | US        |    1237500 | PA      | $1177687.91   | 0.05%             | 2027-11-19      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Range Resources Corp                                             | Range Resources Corp                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     154022 | NS      | $3853630.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Structured Credit                                    | Freddie Mac Multifamily Structured Credit Risk                   | CUSIP: 35563FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275000 | PA      | $260072.53    | 0.01%             | 2051-01-25      | Floating      | 12.06%                | No            |                  2 | On Loan: No      |
| Rosy Blue Carat S.A.                                             | Rosy Blue Carat SA                                               | CUSIP: 77862UAA6<br>LEI: 222100OTGQJOXUS2K930 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500000.00    | 0.02%             | 2025-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                        | Alibaba Group Holding Ltd                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |     413300 | NS      | $5671499.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                                 | Bridgestone Corp                                                 | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     269100 | NS      | $9995763.07   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                          | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $3975820.10   | 0.17%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | First Brands Group LLC                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     982500 | PA      | $959165.63    | 0.04%             | 2027-03-30      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1964467 | PA      | $1872791.23   | 0.08%             | 2026-08-21      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTL CO CV                                         | Merrill Lynch International & Co CV                              | CUSIP: 000000000<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | DBT              | CORP              | CW        |      42300 | PA      | $2784186.00   | 0.12%             | 2023-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1055467.54   | 0.04%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp                                      | Two Harbors Investment Corp                                      | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     463944 | NS      | $8323155.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bantry RE 2019, 12/31/22                                         | Bantry RE 2019, 12/31/22                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     750000 | PA      | $12763.63     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      18500 | PA      | $2870552.50   | 0.12%             | 2023-04-11      | Fixed         | 11.07%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2020-DNA6                          | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $818441.80    | 0.03%             | 2050-12-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BASKET COLLAREAL US TRI PARTY                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | RA               | CORP              | US        |   35000000 | PA      | $35000000.00  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VITALITY RE XIV LTD                                              | Vitality Re XIV Ltd                                              | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1750000 | PA      | $1750000.00   | 0.07%             | 2027-01-05      | Floating      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| DANAOS CORP                                                      | Danaos Corp                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    2065000 | PA      | $1978896.62   | 0.08%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Great Ajax Corp                                                  | Great Ajax Corp                                                  | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |      52118 | NS      | $457074.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                       | Inpex Corp                                                       | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     200600 | NS      | $2188391.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                         | eBay Inc                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      91598 | NS      | $4534101.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD HEAD RE 2023                                                 | OLD HEAD RE 2023                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $175881.51    | 0.01%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      61000 | PA      | $5628470.00   | 0.24%             | 2023-10-12      | Fixed         | 18.44%                | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                          | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3929883.92   | 0.17%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                                     | Sylvamo Corp                                                     | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |    3308000 | PA      | $3162977.28   | 0.13%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                 | Wells Fargo & Co                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     787824 | NS      | $36925310.88  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Lubricants Lanka PLC                                     | Chevron Lubricants Lanka PLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LK        |    1752813 | NS      | $501028.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Re Ltd                                                      | Home RE 2020-1 Ltd                                               | CUSIP: 43731WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1690000 | PA      | $1711277.78   | 0.07%             | 2030-10-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                                                | Four Lakes Re Ltd                                                | CUSIP: 35087TAD0<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $249425.00    | 0.01%             | 2026-01-07      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| ASCENSUS HOLDINGS INC                                            | Ascensus Holdings Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1485028 | PA      | $1444189.85   | 0.06%             | 2028-08-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2022-DNA1                          | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3450000 | PA      | $2967756.59   | 0.13%             | 2042-01-25      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | GS - Occidental Petroleum Corp 17.89% 03/13/2023                 | CUSIP: 38149C857<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |     171900 | PA      | $9230686.20   | 0.39%             | 2023-03-13      | Fixed         | 17.89%                | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                                                  | Sector Re V Ltd                                                  | CUSIP: 81369ACT7<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $97070.11     | 0.00%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cardinal Health Inc                                              | Cardinal Health Inc                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     456293 | NS      | $35248634.25  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Alturas Re 2021-2, 12/31/24                                      | Alturas Re 2021-2, 12/31/24                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     439922 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     307200 | PA      | $5925888.00   | 0.25%             | 2024-01-26      | Fixed         | 14.74%                | No            |                  2 | On Loan: No      |
| X5 Retail Group NV                                               | X5 Retail Group NV                                               | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               | CORP              | RU        |      48325 | NS      | $29164.14     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP786<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $7821000.00   | 0.33%             | 2023-06-16      | Fixed         | 12.87%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3369000 | PA      | $3366128.84   | 0.14%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                                   | Bonanza RE Ltd                                                   | CUSIP: 09785EAD3<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $425000.00    | 0.02%             | 2024-12-23      | Floating      | 9.49%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                           | Lumen Technologies Inc                                           | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   39222000 | PA      | $26065372.32  | 1.10%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                         | Mitsubishi Electric Corp                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     866600 | NS      | $9493885.45   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BW LPG Ltd                                                       | BW LPG Ltd                                                       | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |    1336388 | NS      | $11025441.99  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                            | Mizuho Markets Cayman LP                                         | CUSIP: 6068FT408<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |      49500 | PA      | $3998065.50   | 0.17%             | 2023-11-21      | Fixed         | 22.45%                | No            |                  2 | On Loan: No      |
| Sanofi                                                           | Sanofi                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     170712 | NS      | $16641815.02  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                       | Pfizer Inc                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    1262172 | NS      | $55737515.52  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc           | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4450000 | PA      | $4363492.00   | 0.18%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                | State Street Corp                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     130998 | NS      | $11964047.34  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac Structured Agency Credit Risk Debt Notes             | CUSIP: 35564KDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     795000 | PA      | $730123.39    | 0.03%             | 2033-08-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                      | Home RE 2021-2 Ltd                                               | CUSIP: 43730VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    3170000 | PA      | $2905948.83   | 0.12%             | 2034-01-25      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Woburn Re 2019, 12/31/22                                         | Woburn Re 2019, 12/31/22                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     600000 | PA      | $114073.02    | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Alturas Re 2020-2, 3/10/23                                       | Alturas Re 2020-2, 3/10/23                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      60078 | PA      | $8777.40      | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2020-DNA3                          | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1149568 | PA      | $1202389.78   | 0.05%             | 2050-06-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2020-HB4 LLC                                                | CUSIP: 12529LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1773573.43   | 0.07%             | 2030-12-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Honma Golf Ltd                                                   | Honma Golf Ltd                                                   | CUSIP: 000000000<br>LEI: 2138004YAWWM4FWJ3U62 | Long             | EC               | CORP              | JP        |    5134000 | NS      | $2527338.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                          | BNP Paribas Issuance BV                                          | CUSIP: 09656E776<br>LEI: 7245009UXRIGIRYOBR48 | Long             | DBT              | CORP              | NL        |      40800 | PA      | $5424564.00   | 0.23%             | 2023-06-02      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS                                       | AMC Entertainment Holdings Inc                                   | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     982143 | PA      | $582446.07    | 0.02%             | 2026-04-22      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                      | LUKOIL PJSC                                                      | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      47954 | NS      | $135199.05    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund | Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund | CUSIP: 19249X108<br>LEI: 5493009R2RWV77RQEH31 | Long             | EC               | RF                | US        |     190651 | NS      | $3805393.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2153525.00   | 0.09%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L                                   | Plains All American Pipeline LP                                  | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |     194305 | NS      | $2421040.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     208800 | PA      | $7458858.00   | 0.31%             | 2023-08-14      | Fixed         | 21.21%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                          | BNP Paribas Issuance BV                                          | CUSIP: 09656EAU1<br>LEI: 7245009UXRIGIRYOBR48 | Long             | DBT              | CORP              | NL        |      83400 | PA      | $3731524.50   | 0.16%             | 2023-01-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      19300 | PA      | $3751920.00   | 0.16%             | 2023-02-27      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                             | AGNC Investment Corp                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     779956 | NS      | $9047489.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2020-SFR2 Trust                                             | CUSIP: 00178UAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     575000 | PA      | $523370.29    | 0.02%             | 2037-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                       | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1       | CUSIP: 09228YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1214203 | PA      | $801107.28    | 0.03%             | 2041-12-16      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Asustek Computer Inc                                             | Asustek Computer Inc                                             | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |     339000 | NS      | $3071040.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     102500 | PA      | $3851437.50   | 0.16%             | 2023-08-31      | Fixed         | 20.50%                | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      12800 | PA      | $4795712.00   | 0.20%             | 2023-05-23      | Fixed         | 12.45%                | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                           | Chesapeake Energy Corp                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      64310 | NS      | $5576963.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TORRID LLC                                                       | Torrid LLC                                                       | CUSIP: 89142DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     468750 | PA      | $379687.50    | 0.02%             | 2028-06-14      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| JP MORGAN STRUCTURED PRO                                         | JP Morgan Structured Products BV                                 | CUSIP: 000000000<br>LEI: XZYUUT6IYN31D9K77X08 | Long             | DBT              | CORP              | NL        |      51100 | PA      | $3844393.01   | 0.16%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust                                    | CarNow Auto Receivables Trust 2023-1                             | CUSIP: 14367RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3962765.36   | 0.17%             | 2028-02-15      | Fixed         | 7.99%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                       | Cigna Corp                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      62550 | NS      | $19807708.50  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA7                          | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3480000 | PA      | $3137339.02   | 0.13%             | 2041-11-25      | Floating      | 12.11%                | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                    | Hewlett Packard Enterprise Co                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     883113 | NS      | $14244612.69  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor                                   | Old Republic International Corp                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      13025 | NS      | $343729.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPC ACQUISITION CORP                                             | Cpc Acquisition Corp                                             | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |     982500 | PA      | $813018.75    | 0.03%             | 2027-12-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                               | Banco do Brasil SA                                               | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     461200 | NS      | $3697740.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                                              | International Business Machines Corp                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     209821 | NS      | $28269183.33  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH INTL CO CV                                         | Merrill Lynch International & Co CV                              | CUSIP: 000000000<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | DBT              | CORP              | CW        |      46200 | PA      | $7759685.47   | 0.33%             | 2023-02-27      | Fixed         | 20.59%                | No            |                  2 | On Loan: No      |
| SAKURA RE LTD                                                    | Sakura RE Ltd                                                    | CUSIP: 79381MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $498600.00    | 0.02%             | 2026-01-05      | Floating      | 18.16%                | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     328630 | NS      | $6978227.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                                            | Residential Reinsurance 2021 Ltd                                 | CUSIP: 76114NAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     750000 | PA      | $671250.00    | 0.03%             | 2025-12-06      | Floating      | 16.57%                | Yes           |                  2 | On Loan: No      |
| Carnoustie Re 2021, 12/31/24                                     | Carnoustie Re 2021, 12/31/24                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $23699.78     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Catcher Technology Co Ltd                                        | Catcher Technology Co Ltd                                        | CUSIP: 000000000<br>LEI: 5299006PRSCU66N5JF55 | Long             | EC               | CORP              | TW        |     614000 | NS      | $3640033.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | CIBC - Draftkings Inc 28.90 November 17, 2023                    | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     326500 | PA      | $4540570.20   | 0.19%             | 2023-11-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      74800 | PA      | $8049228.00   | 0.34%             | 2023-08-14      | Fixed         | 13.38%                | No            |                  2 | On Loan: No      |
| Global Mortgage Securitization                                   | Global Mortgage Securitization Ltd                               | CUSIP: 378961AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     176418 | PA      | $1.76         | 0.00%             | 2032-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $8696100.00   | 0.37%             | 2023-08-14      | Fixed         | 14.35%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                  | United States Treasury Note/Bond                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74637200 | PA      | $74666354.78  | 3.15%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP760<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |      28800 | PA      | $3250382.40   | 0.14%             | 2023-07-07      | Fixed         | 18.45%                | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US                                           | Russell Investments US Institutional Holdco Inc                  | CUSIP: 78249LAD2<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |    1487415 | PA      | $1460587.65   | 0.06%             | 2025-05-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                        | Occidental Petroleum Corp                                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     287419 | NS      | $18621877.01  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                | Cisco Systems Inc                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     328518 | NS      | $15988971.06  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                          | Hungary Government Bond                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 1259170000 | PA      | $2704544.61   | 0.11%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                                   | Santander Bank Auto Credit-Linked Notes Series 2022-A            | CUSIP: 80290CAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1158908.04   | 0.05%             | 2032-05-15      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                                         | Hana Financial Group Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     735120 | NS      | $29093278.13  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                           | BP PLC                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    1436047 | NS      | $8654749.71   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SECTOR RE V LTD                                                  | Sector Re V Ltd                                                  | CUSIP: 81369ADS8<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |        329 | PA      | $31086.12     | 0.00%             | 2026-03-01      | Floating      | 4.65%                 | Yes           |                  3 | On Loan: No      |
| TREASURY BILL                                                    | United States Treasury Bill                                      | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11500000 | PA      | $11222778.13  | 0.47%             | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN STRUCTURED PRO                                         | JP Morgan Structured Products BV                                 | CUSIP: 000000000<br>LEI: XZYUUT6IYN31D9K77X08 | Long             | DBT              | CORP              | NL        |     409900 | PA      | $17541137.63  | 0.74%             | 2023-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 B PTT                                           | British Airways 2020-1 Class B Pass Through Trust                | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     393493 | PA      | $391699.24    | 0.02%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                                                | Four Lakes Re Ltd                                                | CUSIP: 35087TAA6<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $457700.00    | 0.02%             | 2024-01-05      | Floating      | 11.91%                | Yes           |                  2 | On Loan: No      |
| Eagle Re Ltd                                                     | Eagle RE 2021-1 Ltd                                              | CUSIP: 26983BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2914884.83   | 0.12%             | 2033-10-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Connecticut Avenue Securities Trust 2021-R01                     | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2860000 | PA      | $2658506.71   | 0.11%             | 2041-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings                                   | Sumitomo Mitsui Trust Holdings Inc                               | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     166500 | NS      | $6056754.89   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4104435.80   | 0.17%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLOODSMART RE LTD                                                | FloodSmart Re Ltd                                                | CUSIP: 33975CAF2<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $475000.00    | 0.02%             | 2023-02-27      | Floating      | 19.74%                | Yes           |                  2 | On Loan: No      |
| Gracie Point International Fun                                   | GRACIE POINT INTERNATIONAL FUNDING 2022-1                        | CUSIP: 38411HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     700000 | PA      | $696355.66    | 0.03%             | 2024-04-01      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| SINOPEC SEG                                                      | Sinopec Engineering Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900MZVFFC7D57VV51 | Long             | EC               | CORP              | CN        |   17074500 | NS      | $8601324.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Versutus Re 2019-B, 12/31/21                                     | Versutus Re 2019-B, 12/31/21                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1600000 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                           | Canadian Imperial Bank of Commerce                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     111000 | PA      | $10216717.50  | 0.43%             | 2023-05-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                           | Canadian Imperial Bank of Commerce                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     769400 | PA      | $12094968.00  | 0.51%             | 2024-02-07      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST COAST RE III PTE                                           | First Coast Re III Pte Ltd                                       | CUSIP: 31971CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1250000 | PA      | $1061250.00   | 0.04%             | 2025-04-07      | Floating      | 10.80%                | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                  | CVS Health Corp                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     186662 | NS      | $16467321.64  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BONANZA RE LTD                                                   | Bonanza RE Ltd                                                   | CUSIP: 09785EAC5<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |     700000 | PA      | $595000.00    | 0.03%             | 2024-02-20      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                                            | Windstream Escrow LLC / Windstream Escrow Finance Corp           | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3364000 | PA      | $2723258.92   | 0.11%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTL CO CV                                         | Merrill Lynch International & Co CV                              | CUSIP: 5655C5192<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | DBT              | CORP              | CW        |      37000 | PA      | $4362633.00   | 0.18%             | 2023-11-21      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2022-DNA2                          | CUSIP: 35564KSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2650000 | PA      | $2410035.35   | 0.10%             | 2042-02-25      | Floating      | 12.81%                | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     146200 | PA      | $9003507.70   | 0.38%             | 2023-05-02      | Fixed         | 18.05%                | No            |                  2 | On Loan: No      |
| Cyprus Re 2017, 1/31/22                                          | Cyprus Re 2017, 1/31/22                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     700000 | PA      | $70.00        | 0.00%             | 2024-01-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Subaru Corp                                                      | Subaru Corp                                                      | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |    1067700 | NS      | $17483982.25  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP752<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |     167300 | PA      | $5660762.80   | 0.24%             | 2023-07-25      | Fixed         | 22.32%                | No            |                  2 | On Loan: No      |
| BANTRY RE 2023                                                   | BANTRY RE 2023                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3300000 | PA      | $3325112.72   | 0.14%             | 2028-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                                   | JPMorgan Chase Bank NA - CACLN                                   | CUSIP: 48128U2S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2013329.28   | 0.08%             | 2028-12-26      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       7547 | NS      | $3727748.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                            | Provident Funding Associates LP / PFG Finance Corp               | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2737178.80   | 0.12%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                                                | Curium Bidco Sarl                                                | CUSIP: 000000000<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |     982234 | PA      | $978550.13    | 0.04%             | 2026-07-11      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2019, 12/31/22                                        | Viribus Re 2019, 12/31/22                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $10650.00     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Alturas Re 2021-3, 7/31/25                                       | Alturas Re 2021-3, 7/31/25                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $211600.00    | 0.01%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| OSAKA EXCHANGE,INC                                               | TSE Japanese 10 Year Bond                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |        -81 | NC      | $831756.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aberdeen Asia-Pacific Income Fund Inc                            | Aberdeen Asia-Pacific Income Fund Inc                            | CUSIP: 003009107<br>LEI: 549300J666ZH67203572 | Long             | EC               | RF                | US        |    1906172 | NS      | $5508837.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                              | Cape Lookout Re Ltd                                              | CUSIP: 13947LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $942000.00    | 0.04%             | 2024-03-22      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                                              | Vitality Re XIV Ltd                                              | CUSIP: 92851QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     600000 | PA      | $600000.00    | 0.03%             | 2027-01-05      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                     | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8650000 | PA      | $8455980.50   | 0.36%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS                                                   | Mizuho Markets Cayman LP                                         | CUSIP: 6068FP794<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |     120700 | PA      | $9562940.30   | 0.40%             | 2023-06-05      | Fixed         | 20.72%                | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      48800 | PA      | $3490395.60   | 0.15%             | 2023-09-01      | Fixed         | 17.70%                | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2020 LTD                                          | Residential Reinsurance 2020 Ltd                                 | CUSIP: 76120AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $952000.00    | 0.04%             | 2024-12-06      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     166900 | PA      | $12228763.00  | 0.52%             | 2024-01-23      | Fixed         | 17.13%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                          | BNP Paribas Issuance BV                                          | CUSIP: 09656E834<br>LEI: 7245009UXRIGIRYOBR48 | Long             | DBT              | CORP              | NL        |      61200 | PA      | $3653946.00   | 0.15%             | 2023-04-03      | Fixed         | 14.71%                | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                                             | ArchKey Holdings Inc                                             | CUSIP: 03957NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     493750 | PA      | $483566.41    | 0.02%             | 2028-06-30      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| VERIFONE SYSTEMS INC                                             | VeriFone Systems Inc                                             | CUSIP: 92346NAB5<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    1473077 | PA      | $1391751.30   | 0.06%             | 2025-08-20      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                                   | Eden Re II Ltd                                                   | CUSIP: 27955HAA8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      65663 | PA      | $36114.65     | 0.00%             | 2025-03-21      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Finance of America HECM Buyout                                   | Finance of America HECM Buyout 2022-HB1                          | CUSIP: 31735JAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4517000 | PA      | $4208601.83   | 0.18%             | 2032-02-25      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| Lazard Ltd                                                       | Lazard Ltd                                                       | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      26296 | NS      | $1053943.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnit PJSC                                                      | Magnit PJSC                                                      | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |     195032 | NS      | $649933.05    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                         | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     298500 | PA      | $10233027.75  | 0.43%             | 2023-11-09      | Fixed         | 20.23%                | No            |                  2 | On Loan: No      |
| VITALITY RE XI LTD                                               | Vitality Re XI Ltd                                               | CUSIP: 92851AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $242500.00    | 0.01%             | 2024-01-09      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| MYSTIC RE IV LTD                                                 | Mystic Re IV Ltd                                                 | CUSIP: 62865LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1750000 | PA      | $1593550.00   | 0.07%             | 2025-01-08      | Floating      | 10.47%                | Yes           |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                                        | Inaba Denki Sangyo Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      52100 | NS      | $1126335.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** Pioneer Series Trust IV

**Signature:** Anthony J. Koenig, Jr

**Name of Signer:** Anthony J. Koenig, Jr

**Title:** Managing Director, Chief Operations Officer & Treasurer of the Funds