# EDGAR Filing Document

**Accession Number:** 0002042316
**File Stem:** 0001004726-26-005220
**Filing Date:** 2026-6
**Character Count:** 125634
**Document Hash:** 6d628158f1b86af60e8177aab0dd867a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005220.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005220

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios IV
- **CENTRAL INDEX KEY:** 0002042316

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24019
- **FILM NUMBER:** 261120135

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** (210) 697-3624

**MAIL ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256

## Series and Classes Contracts Data

### Victory Pioneer CAT Bond Fund (Series ID: S000089751)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000256461 | Class A      | ACBAX           |
| C000256463 | Class R6     | ACBKX           |
| C000256464 | Class Y      | CBYYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios IV

- **b. Investment Company Act file number:** 811-24019

- **c. CIK number of Registrant:** 0002042316

- **d. LEI of Registrant:** 25490054DPU07WNNLY79

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

  - **Street Address 1:** 15935 La Cantera Pkwy Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** Victory Pioneer CAT Bond Fund

- **b. EDGAR series identifier (if any):** S000089751

- **c. LEI of Series:** 549300CRZGNF14YZM876

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2033983713.78

**Total Liabilities:** $3185601.25

**Net Assets:** $2030798112.53

**Cash Not Reported:** $12269076.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16.39294626 | **1-Year:** -1343.26584833 | **5-Year:** -868.39562587 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256461 | 0.45%                | 0.36%                | 0.27%                |
| Class ID C000256463 | 0.45%                | 0.36%                | 0.36%                |
| Class ID C000256464 | 0.45%                | 0.36%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31114.95               | $-3424190.45                               |
| Month 2  | $41818.60                | $-6666826.67                               |
| Month 3  | $-199908.06              | $-6326867.30                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABACAB RE LTD                                         | ABACAB RE LTD                                     | CUSIP: 00258FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249750.00    | 0.01%             | 2033-04-13      | Floating      | 9.80%                 | Yes           | 2                  | On Loan: No      |
| ACORN RE LTD.                                         | ACORN RE LTD                                      | CUSIP: 00485YAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5750000 | PA      | $5824175.00   | 0.29%             | 2028-05-05      | Variable      | 6.49%                 | Yes           | 2                  | On Loan: No      |
| ACORN RE LTD.                                         | ACORN RE LTD                                      | CUSIP: 00485YAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14750000 | PA      | $14708700.00  | 0.72%             | 2029-05-08      | Variable      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| ALAMO RE LTD.                                         | ALAMO RE LTD                                      | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   7000000 | PA      | $7035000.00   | 0.35%             | 2026-06-07      | Variable      | 12.26%                | Yes           | 2                  | On Loan: No      |
| ALAMO RE LTD.                                         | ALAMO RE LTD                                      | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1500000.00   | 0.07%             | 2027-06-07      | Variable      | 9.80%                 | Yes           | 2                  | On Loan: No      |
| ALAMO RE LTD.                                         | ALAMO RE LTD                                      | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |  14370000 | PA      | $14370000.00  | 0.71%             | 2027-06-07      | Variable      | 11.63%                | Yes           | 2                  | On Loan: No      |
| ALAMO RE LTD.                                         | ALAMO RE LTD                                      | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3015000.00   | 0.15%             | 2026-06-08      | Variable      | 14.97%                | Yes           | 2                  | On Loan: No      |
| Aquila Re I Ltd.                                      | AQUILA RE I LTD SERIES 2023 1                     | CUSIP: 037987AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2298375.00   | 0.11%             | 2031-06-07      | Variable      | 8.91%                 | Yes           | 2                  | On Loan: No      |
| Aquila Re I Ltd.                                      | AQUILA RE I LTD SERIES 2024 1                     | CUSIP: 037987AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3750000 | PA      | $3886125.00   | 0.19%             | 2031-06-07      | Variable      | 11.84%                | Yes           | 2                  | On Loan: No      |
| Aquila Re I Ltd.                                      | AQUILA RE I LTD SERIES 2023 1                     | CUSIP: 03843AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250500.00    | 0.01%             | 2030-06-08      | Variable      | 8.87%                 | Yes           | 2                  | On Loan: No      |
| Aquila Re I Ltd.                                      | AQUILA RE I LTD SERIES 2023 1                     | CUSIP: 03843AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $401600.00    | 0.02%             | 2030-06-08      | Variable      | 10.77%                | Yes           | 2                  | On Loan: No      |
| Aquila Re I Ltd.                                      | AQUILA RE I LTD SERIES 2023 1                     | CUSIP: 03843AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1408400.00   | 0.07%             | 2030-06-08      | Variable      | 12.32%                | Yes           | 2                  | On Loan: No      |
| Armor Re II Ltd.                                      | ARMOR RE II LTD                                   | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2097800.00   | 0.10%             | 2031-05-07      | Variable      | 13.67%                | Yes           | 2                  | On Loan: No      |
| Armor Re II Ltd.                                      | ARMOR RE II LTD                                   | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   9250000 | PA      | $9733775.00   | 0.48%             | 2032-01-07      | Variable      | 12.09%                | Yes           | 2                  | On Loan: No      |
| ARMOR RE II LTD                                       | ARMOR RE II LTD                                   | CUSIP: 04227FAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4999958.50   | 0.25%             | 2033-06-07      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| ARMOR RE II LTD                                       | ARMOR RE II LTD                                   | CUSIP: 04227FAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3499724.20   | 0.17%             | 2033-06-07      | Floating      | 18.42%                | Yes           | 2                  | On Loan: No      |
| Ashera Re Ltd.                                        | ASHERA RE                                         | CUSIP: 04401RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5750000 | PA      | $5793125.00   | 0.29%             | 2031-04-08      | Variable      | 8.71%                 | Yes           | 2                  | On Loan: No      |
| Atela Re Ltd.                                         | ATELA RE LTD                                      | CUSIP: 04681FAA2<br>LEI: 2549006VU6TMK735XN50 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3142800.00   | 0.15%             | 2031-05-09      | Variable      | 17.98%                | Yes           | 2                  | On Loan: No      |
| ATLAS CAPITAL DESIGNATED ACTIVITY COMPANY             | ATLAS CAPITAL DAC                                 | CUSIP: 049207AA1<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |   2150000 | PA      | $2167200.00   | 0.11%             | 2029-06-05      | Variable      | 11.51%                | Yes           | 2                  | On Loan: No      |
| ATLAS CAPITAL DESIGNATED ACTIVITY COMPANY             | ATLAS CAPITAL DAC                                 | CUSIP: 049207AB9<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $3229800.00   | 0.16%             | 2030-06-10      | Floating      | 3.55%                 | Yes           | 2                  | On Loan: No      |
| ATLAS CAPITAL DESIGNATED ACTIVITY COMPANY             | ATLAS CAPITAL DAC                                 | CUSIP: 049207AC7<br>LEI: 635400CBPJFGGWD2AH20 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $5110000.00   | 0.25%             | 2031-06-09      | Variable      | 10.92%                | Yes           | 2                  | On Loan: No      |
| Baldwin Re Ltd.                                       | BALDWIN RE LTD                                    | CUSIP: 05826BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $766350.00    | 0.04%             | 2027-07-07      | Variable      | 8.57%                 | Yes           | 2                  | On Loan: No      |
| Baldwin Re Ltd.                                       | BALDWIN RE LTD                                    | CUSIP: 05826BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6500000 | PA      | $6611800.00   | 0.33%             | 2032-07-09      | Variable      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| Bayou Re Ltd.                                         | BAYOU RE LTD                                      | CUSIP: 07304LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3750000 | PA      | $3765000.00   | 0.19%             | 2030-05-26      | Variable      | 15.90%                | Yes           | 2                  | On Loan: No      |
| Black Kite Re Limited                                 | BLACK KITE RE LTD                                 | CUSIP: 092168AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $1006000.00   | 0.05%             | 2033-05-06      | Variable      | 11.58%                | Yes           | 2                  | On Loan: No      |
| Blue Ridge Re Ltd.                                    | BLUE RIDGE RE LTD                                 | CUSIP: 096003AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $504950.00    | 0.02%             | 2031-01-08      | Variable      | 11.47%                | Yes           | 2                  | On Loan: No      |
| Blue Ridge Re Ltd.                                    | BLUE RIDGE RE LTD                                 | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14500000 | PA      | $14643550.00  | 0.72%             | 2029-01-08      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Blue Ridge Re Ltd.                                    | BLUE RIDGE RE LTD                                 | CUSIP: 096003AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14500000 | PA      | $14270900.00  | 0.70%             | 2029-01-08      | Variable      | 7.47%                 | Yes           | 2                  | On Loan: No      |
| BLUE RIDGE RE LTD                                     | BLUE RIDGE RE LTD                                 | CUSIP: 096003AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  17250000 | PA      | $16875675.00  | 0.83%             | 2029-01-08      | Floating      | 11.51%                | Yes           | 2                  | On Loan: No      |
| Bluebonnet Re Ltd.                                    | BLUEBONNET RE LTD                                 | CUSIP: 09610NAA0<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   5500000 | PA      | $5500000.00   | 0.27%             | 2028-06-07      | Variable      | 9.04%                 | Yes           | 2                  | On Loan: No      |
| Bluebonnet Re Ltd.                                    | BLUEBONNET RE LTD                                 | CUSIP: 09610NAB8<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   4250000 | PA      | $4414475.00   | 0.22%             | 2028-06-07      | Variable      | 11.70%                | Yes           | 2                  | On Loan: No      |
| Bluebonnet Re Ltd.                                    | BLUEBONNET RE LTD                                 | CUSIP: 09610NAC6<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4177600.00   | 0.21%             | 2028-06-07      | Variable      | 14.80%                | Yes           | 2                  | On Loan: No      |
| Bluebonnet Re Ltd.                                    | BLUEBONNET RE LTD                                 | CUSIP: 09610NAD4<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   2750000 | PA      | $2831950.00   | 0.14%             | 2027-06-07      | Variable      | 15.08%                | Yes           | 2                  | On Loan: No      |
| Bonanza Re Ltd                                        | BONANZA RE LTD                                    | CUSIP: 09785EAP6<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |   9750000 | PA      | $9832875.00   | 0.48%             | 2027-12-19      | Variable      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| Bonanza Re Ltd                                        | BONANZA RE LTD                                    | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |  16000000 | PA      | $16080000.00  | 0.79%             | 2027-12-19      | Variable      | 9.29%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                       | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |     12079 | NS      | $8892.32      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Bridge Street Re Ltd.                                 | BRIDGE STREET RE LTD                              | CUSIP: 10807LAA5<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |  12250000 | PA      | $12294100.00  | 0.61%             | 2032-01-07      | Variable      | 7.53%                 | Yes           | 2                  | On Loan: No      |
| BRIDGE STREET RE LTD                                  | BRIDGE STREET RE LTD                              | CUSIP: 10807LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  51450000 | PA      | $51640365.00  | 2.54%             | 2032-01-07      | Floating      | 11.29%                | Yes           | 2                  | On Loan: No      |
| CAPE LOOKOUT RE LTD                                   | CAPE LOOKOUT RE LTD                               | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8500000 | PA      | $8460050.00   | 0.42%             | 2033-03-21      | Floating      | 8.76%                 | Yes           | 2                  | On Loan: No      |
| CAPE LOOKOUT RE LTD                                   | CAPE LOOKOUT RE LTD                               | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  16000000 | PA      | $15918400.00  | 0.78%             | 2033-03-21      | Floating      | 9.51%                 | Yes           | 2                  | On Loan: No      |
| EURO                                                  | EURO                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |    247974 | NS      | $291035.61    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Charles River Re Ltd.                                 | CHARLES RIVER RE LTD                              | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1021900.00   | 0.05%             | 2031-05-10      | Variable      | 11.12%                | Yes           | 2                  | On Loan: No      |
| Chartwell Re Ltd.                                     | CHARTWELL RE LTD                                  | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |   8000000 | PA      | $8223200.00   | 0.40%             | 2028-06-07      | Variable      | 9.09%                 | Yes           | 2                  | On Loan: No      |
| Chartwell Re Ltd.                                     | CHARTWELL RE LTD                                  | CUSIP: 16140YAB8<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |   5500000 | PA      | $5640250.00   | 0.28%             | 2028-06-07      | Variable      | 10.13%                | Yes           | 2                  | On Loan: No      |
| Chartwell Re Ltd.                                     | CHARTWELL RE LTD                                  | CUSIP: 16140YAC6<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2612750.00   | 0.13%             | 2028-06-07      | Variable      | 12.41%                | Yes           | 2                  | On Loan: No      |
| CITRUS RE LTD.                                        | CITRUS RE LTD                                     | CUSIP: 177510AL8<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   2450000 | PA      | $2457350.00   | 0.12%             | 2030-06-07      | Variable      | 9.89%                 | Yes           | 2                  | On Loan: No      |
| CITRUS RE LTD.                                        | CITRUS RE LTD                                     | CUSIP: 177510AM6<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $753750.00    | 0.04%             | 2030-06-07      | Variable      | 11.94%                | Yes           | 2                  | On Loan: No      |
| CITRUS RE LTD.                                        | CITRUS RE LTD                                     | CUSIP: 177510AN4<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   4250000 | PA      | $4374100.00   | 0.22%             | 2031-06-07      | Variable      | 12.41%                | Yes           | 2                  | On Loan: No      |
| CITRUS RE LTD.                                        | CITRUS RE LTD                                     | CUSIP: 177510AP9<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   4500000 | PA      | $4674150.00   | 0.23%             | 2031-06-07      | Variable      | 13.61%                | Yes           | 2                  | On Loan: No      |
| CITRUS RE LTD.                                        | CITRUS RE LTD                                     | CUSIP: 177510AQ7<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   5350000 | PA      | $5420085.00   | 0.27%             | 2032-06-07      | Variable      | 11.01%                | Yes           | 2                  | On Loan: No      |
| CITRUS RE LTD.                                        | CITRUS RE LTD                                     | CUSIP: 177510AR5<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1800750.00   | 0.09%             | 2032-06-07      | Variable      | 7.87%                 | Yes           | 2                  | On Loan: No      |
| CITRUS RE LTD                                         | CITRUS RE LTD                                     | CUSIP: 177510AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3100000 | PA      | $3085430.00   | 0.15%             | 2033-06-07      | Floating      | 8.92%                 | Yes           | 2                  | On Loan: No      |
| CITRUS RE LTD                                         | CITRUS RE LTD                                     | CUSIP: 177510AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2984100.00   | 0.15%             | 2033-06-07      | Floating      | 9.92%                 | Yes           | 2                  | On Loan: No      |
| Commonwealth Re Ltd.                                  | COMMONWEALTH RE LTD                               | CUSIP: 203235AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $10178000.00  | 0.50%             | 2033-07-10      | Variable      | 7.34%                 | Yes           | 2                  | On Loan: No      |
| Finca Re Ltd                                          | FINCA RE LTD                                      | CUSIP: 31771QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $10146000.00  | 0.50%             | 2032-06-07      | Variable      | 9.16%                 | Yes           | 2                  | On Loan: No      |
| First Coast Re IV Ltd                                 | FIRST COAST RE IV LTD                             | CUSIP: 31969UAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7000000 | PA      | $7074200.00   | 0.35%             | 2028-03-10      | Variable      | 10.34%                | Yes           | 2                  | On Loan: No      |
| First Coast Re IV Ltd                                 | FIRST COAST RE IV LTD                             | CUSIP: 31969UAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7750000 | PA      | $7870900.00   | 0.39%             | 2028-03-10      | Variable      | 11.35%                | Yes           | 2                  | On Loan: No      |
| FloodSmart Re Ltd                                     | FLOODSMART RE LTD                                 | CUSIP: 33975CAN5<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $7500.00      | 0.00%             | 2030-03-11      | Variable      | 2.39%                 | Yes           | 2                  | On Loan: No      |
| FloodSmart Re Ltd                                     | FLOODSMART RE LTD                                 | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   7750000 | PA      | $8101075.00   | 0.40%             | 2031-03-11      | Variable      | 17.38%                | Yes           | 2                  | On Loan: No      |
| FloodSmart Re Ltd                                     | FLOODSMART RE LTD                                 | CUSIP: 33975CAQ8<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   4500000 | PA      | $4477050.00   | 0.22%             | 2031-03-11      | Variable      | 21.10%                | Yes           | 2                  | On Loan: No      |
| Foundation Re IV Ltd.                                 | FOUNDATION RE IV LTD                              | CUSIP: 349939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  11955000 | PA      | $12145084.50  | 0.60%             | 2027-01-08      | Variable      | 10.19%                | Yes           | 2                  | On Loan: No      |
| Foundation Re IV Ltd.                                 | FOUNDATION RE IV LTD                              | CUSIP: 349939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  60000000 | PA      | $60156000.00  | 2.96%             | 2034-01-05      | Variable      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| Four Lakes Re Ltd.                                    | FOUR LAKES RE LTD                                 | CUSIP: 35087TAE8<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   3250000 | PA      | $3283475.00   | 0.16%             | 2027-01-07      | Variable      | 9.10%                 | Yes           | 2                  | On Loan: No      |
| Four Lakes Re Ltd.                                    | FOUR LAKES RE LTD                                 | CUSIP: 35087TAF5<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   2750000 | PA      | $2761000.00   | 0.14%             | 2027-01-07      | Variable      | 13.27%                | Yes           | 2                  | On Loan: No      |
| Four Lakes Re Ltd.                                    | FOUR LAKES RE LTD                                 | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   9120000 | PA      | $9285984.00   | 0.46%             | 2032-01-07      | Variable      | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Four Lakes Re Ltd.                                    | FOUR LAKES RE LTD                                 | CUSIP: 35087TAH1<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   8000000 | PA      | $8072800.00   | 0.40%             | 2028-01-07      | Variable      | 12.11%                | Yes           | 2                  | On Loan: No      |
| FOUR LAKES RE LTD                                     | FOUR LAKES RE LTD                                 | CUSIP: 35087TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5350000 | PA      | $5352140.00   | 0.26%             | 2033-01-10      | Floating      | 6.80%                 | Yes           | 2                  | On Loan: No      |
| FOUR LAKES RE LTD                                     | FOUR LAKES RE LTD                                 | CUSIP: 35087TAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  12750000 | PA      | $12617400.00  | 0.62%             | 2033-01-10      | Floating      | 9.55%                 | Yes           | 2                  | On Loan: No      |
| GALILEO RE LTD                                        | GALILEO RE LTD                                    | CUSIP: 36354TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7050000 | PA      | $7264320.00   | 0.36%             | 2032-01-07      | Floating      | 10.51%                | Yes           | 2                  | On Loan: No      |
| Galileo Re Ltd.                                       | GALILEO RE LTD                                    | CUSIP: 36354TAQ5<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |  18750000 | PA      | $18570000.00  | 0.91%             | 2034-10-09      | Variable      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| GALILEO RE LTD                                        | GALILEO RE LTD                                    | CUSIP: 36354TAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  17500000 | PA      | $17199000.00  | 0.85%             | 2034-01-09      | Floating      | 8.54%                 | Yes           | 2                  | On Loan: No      |
| Gateway Re Ltd.                                       | GATEWAY RE LTD                                    | CUSIP: 36779CAF3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   5250000 | PA      | $5332425.00   | 0.26%             | 2026-07-08      | Variable      | 14.04%                | Yes           | 2                  | On Loan: No      |
| Gateway Re Ltd.                                       | GATEWAY RE LTD                                    | CUSIP: 36779CAG1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $762750.00    | 0.04%             | 2031-07-08      | Variable      | 9.22%                 | Yes           | 2                  | On Loan: No      |
| Gateway Re Ltd.                                       | GATEWAY RE LTD                                    | CUSIP: 36779CAM8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   5500000 | PA      | $5505500.00   | 0.27%             | 2028-07-07      | Variable      | 7.87%                 | Yes           | 2                  | On Loan: No      |
| GATEWAY RE LTD                                        | GATEWAY RE LTD                                    | CUSIP: 36779CAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499250.00    | 0.02%             | 2029-07-06      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| GATEWAY RE LTD                                        | GATEWAY RE LTD                                    | CUSIP: 36779CAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3494750.00   | 0.17%             | 2029-07-06      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Genesee Street Re Ltd.                                | GENESEE STREET RE LTD                             | CUSIP: 37173WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7500000 | PA      | $7532250.00   | 0.37%             | 2032-04-07      | Variable      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| Golden Bear Re Ltd.                                   | GOLDEN BEAR RE LTD SERIES 2026 1                  | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  40000000 | PA      | $40652000.00  | 2.00%             | 2029-01-08      | Variable      | 12.29%                | Yes           | 2                  | On Loan: No      |
| HANDSHAKE RE LTD                                      | HANDSHAKE RE LTD                                  | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8100000 | PA      | $8016570.00   | 0.39%             | 2030-01-08      | Floating      | 8.04%                 | Yes           | 2                  | On Loan: No      |
| Herbie Re Ltd.                                        | HERBIE RE LTD                                     | CUSIP: 42703VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $5971800.00   | 0.29%             | 2032-01-08      | Variable      | 10.42%                | Yes           | 2                  | On Loan: No      |
| Herbie Re Ltd.                                        | HERBIE RE LTD                                     | CUSIP: 42703VAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1493700.00   | 0.07%             | 2032-01-08      | Variable      | 13.38%                | Yes           | 2                  | On Loan: No      |
| Herbie Re Ltd.                                        | HERBIE RE LTD                                     | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5024000.00   | 0.25%             | 2033-01-07      | Variable      | 11.73%                | Yes           | 2                  | On Loan: No      |
| Herbie Re Ltd.                                        | HERBIE RE LTD                                     | CUSIP: 42703VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2038600.00   | 0.10%             | 2033-01-07      | Variable      | 15.23%                | Yes           | 2                  | On Loan: No      |
| Herbie Re Ltd.                                        | HERBIE RE LTD                                     | CUSIP: 42703VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1495800.00   | 0.07%             | 2031-01-08      | Variable      | 28.37%                | Yes           | 2                  | On Loan: No      |
| HERBIE RE LTD                                         | HERBIE RE LTD                                     | CUSIP: 42703VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14000000 | PA      | $14000000.00  | 0.69%             | 2030-01-07      | Floating      | 7.76%                 | Yes           | 2                  | On Loan: No      |
| Hestia Re Ltd.                                        | HESTIA RE LTD                                     | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2523500.00   | 0.12%             | 2032-03-13      | Variable      | 10.36%                | Yes           | 2                  | On Loan: No      |
| Hestia Re Ltd.                                        | HESTIA RE LTD                                     | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1014400.00   | 0.05%             | 2032-03-13      | Variable      | 10.89%                | Yes           | 2                  | On Loan: No      |
| HESTIA RE LTD                                         | HESTIA RE LTD                                     | CUSIP: 42815KAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249750.00    | 0.01%             | 2029-04-16      | Floating      | 12.92%                | Yes           | 2                  | On Loan: No      |
| HESTIA RE LTD                                         | HESTIA RE LTD                                     | CUSIP: 42815KAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $554250.00    | 0.03%             | 2027-04-16      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| HESTIA RE LTD                                         | HESTIA RE LTD                                     | CUSIP: 42815KAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2750000 | PA      | $2747250.00   | 0.14%             | 2029-04-16      | Floating      | 9.42%                 | Yes           | 2                  | On Loan: No      |
| High Point Re Ltd.                                    | HIGH POINT RE LTD                                 | CUSIP: 429932AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1516950.00   | 0.07%             | 2027-01-06      | Variable      | 9.78%                 | Yes           | 2                  | On Loan: No      |
| HYPATIA LTD.                                          | HYPATIA LTD                                       | CUSIP: 44914CAD8<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3536750.00   | 0.17%             | 2032-07-05      | Variable      | 13.49%                | Yes           | 2                  | On Loan: No      |
| INTEGRITY RE LTD                                      | INTEGRITY RE LTD                                  | CUSIP: 45833UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3033000.00   | 0.15%             | 2026-06-06      | Floating      | 16.83%                | Yes           | 2                  | On Loan: No      |
| Integrity Re Ltd.                                     | INTEGRITY RE LTD                                  | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1528500.00   | 0.08%             | 2026-06-08      | Variable      | 26.27%                | Yes           | 2                  | On Loan: No      |
| Integrity Re III Ltd.                                 | INTEGRITY RE III LTD                              | CUSIP: 45870GAA4<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3542350.00   | 0.17%             | 2027-06-06      | Variable      | 11.21%                | Yes           | 2                  | On Loan: No      |
| Integrity Re III Ltd.                                 | INTEGRITY RE III LTD                              | CUSIP: 45870GAB2<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   5500000 | PA      | $5588550.00   | 0.28%             | 2028-06-06      | Variable      | 11.21%                | Yes           | 2                  | On Loan: No      |
| Integrity Re III Ltd.                                 | INTEGRITY RE III LTD                              | CUSIP: 45870GAC0<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   3750000 | PA      | $3818625.00   | 0.19%             | 2027-06-06      | Variable      | 12.91%                | Yes           | 2                  | On Loan: No      |
| Integrity Re III Ltd.                                 | INTEGRITY RE III LTD                              | CUSIP: 45870GAD8<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   4250000 | PA      | $4361350.00   | 0.21%             | 2028-06-06      | Variable      | 12.91%                | Yes           | 2                  | On Loan: No      |
| Integrity Re III Ltd.                                 | INTEGRITY RE III LTD                              | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $10367000.00  | 0.51%             | 2028-06-06      | Variable      | 15.33%                | Yes           | 2                  | On Loan: No      |
| Integrity Re III Ltd.                                 | INTEGRITY RE III LTD                              | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1348375.00   | 0.07%             | 2027-06-06      | Variable      | 28.15%                | Yes           | 2                  | On Loan: No      |
| INTEGRITY RE III LTD                                  | INTEGRITY RE III LTD                              | CUSIP: 45870GAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249625.00    | 0.01%             | 2029-06-07      | Floating      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| Kendall Re Ltd.                                       | KENDALL RE LTD                                    | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5500000 | PA      | $5608350.00   | 0.28%             | 2031-04-30      | Variable      | 10.07%                | Yes           | 2                  | On Loan: No      |
| Kendall Re Ltd.                                       | KENDALL RE LTD                                    | CUSIP: 48878QAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  11000000 | PA      | $11250800.00  | 0.55%             | 2031-04-30      | Variable      | 11.58%                | Yes           | 2                  | On Loan: No      |
| Kilimanjaro II Re Limited                             | KILIMANJARO II RE LTD                             | CUSIP: 49407QAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8250000 | PA      | $8594025.00   | 0.42%             | 2031-01-08      | Variable      | 9.77%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro II Re Limited                             | KILIMANJARO II RE LTD                             | CUSIP: 49407QAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4500000 | PA      | $4709250.00   | 0.23%             | 2031-01-08      | Variable      | 10.77%                | Yes           | 2                  | On Loan: No      |
| Kilimanjaro II Re Limited                             | KILIMANJARO II RE LTD                             | CUSIP: 49407QAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $10199000.00  | 0.50%             | 2032-07-09      | Variable      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro II Re Limited                             | KILIMANJARO II RE LTD                             | CUSIP: 49407QAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6750000 | PA      | $6893100.00   | 0.34%             | 2032-07-09      | Variable      | 10.02%                | Yes           | 2                  | On Loan: No      |
| Kilimanjaro II Re Limited                             | KILIMANJARO II RE LTD                             | CUSIP: 49407QAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14250000 | PA      | $14569200.00  | 0.72%             | 2033-07-08      | Variable      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| Kilimanjaro II Re Limited                             | KILIMANJARO II RE LTD                             | CUSIP: 49407QAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14750000 | PA      | $15003700.00  | 0.74%             | 2033-07-08      | Variable      | 10.02%                | Yes           | 2                  | On Loan: No      |
| MANGROVE                                              | MANGROVE                                          | CUSIP: 4962GAT24<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5800050 | PA      | $673965.81    | 0.03%             | 2026-06-12      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| KIZUNA RE III PTE LTD                                 | KIZUNA RE III PTE LTD                             | CUSIP: 49835JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2750000 | PA      | $2745875.00   | 0.14%             | 2031-04-09      | Floating      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| LIONGATE RE DESIGNATED ACTIVITY COMPANY               | LIONGATE RE DAC                                   | CUSIP: 53625HAA4<br>LEI: 635400XWDC4YQUGGO620 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1006600.00   | 0.05%             | 2031-04-25      | Variable      | 7.24%                 | Yes           | 2                  | On Loan: No      |
| LOCKE TAVERN RE LTD                                   | LOCKE TAVERN RE LTD                               | CUSIP: 539694AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2600000 | PA      | $2592200.00   | 0.13%             | 2033-04-11      | Floating      | 6.79%                 | Yes           | 2                  | On Loan: No      |
| LOCKE TAVERN RE LTD                                   | LOCKE TAVERN RE LTD                               | CUSIP: 539694AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3488450.00   | 0.17%             | 2033-04-11      | Floating      | 7.79%                 | Yes           | 2                  | On Loan: No      |
| Logistics Re Ltd.                                     | LOGISTICS RE LTD                                  | CUSIP: 54143LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $509600.00    | 0.03%             | 2027-12-21      | Variable      | 9.32%                 | Yes           | 2                  | On Loan: No      |
| TITANIA RE LTD                                        | TITANIA RE LTD                                    | CUSIP: 54180BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3250000 | PA      | $3249834.25   | 0.16%             | 2033-04-25      | Floating      | 11.17%                | Yes           | 2                  | On Loan: No      |
| LONDON BRIDGE 2 PCC LIMITED                           | LAPIS LONDON BRIDGE 2 PCC LTD                     | CUSIP: 54180CAA0<br>LEI: 549300TUFAUPZXE4UR14 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2524500.00   | 0.12%             | 2033-01-05      | Variable      | 11.86%                | Yes           | 2                  | On Loan: No      |
| FUCHSIA 2024 1 LONDON BRIDGE 2 PCC LTD                | FUCHSIA 2024 1 LONDON BRIDGE 2 PCC LTD            | CUSIP: 54180EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6750000 | PA      | $6695325.00   | 0.33%             | 2029-04-06      | Floating      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| LONDON BRIDGE 2 PCC LIMITED                           | FUCHSIA 2023 1 LONDON BRIDGE 2 PCC LTD            | CUSIP: 541917AA8<br>LEI: 549300TUFAUPZXE4UR14 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9209700.00   | 0.45%             | 2033-04-06      | Variable      | 8.69%                 | Yes           | 2                  | On Loan: No      |
| Long Point Re IV Ltd                                  | LONG POINT RE IV LTD                              | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4001200.00   | 0.20%             | 2026-06-01      | Variable      | 7.92%                 | Yes           | 2                  | On Loan: No      |
| Longleaf Pine Re Ltd.                                 | LONGLEAF PINE RE LTD                              | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3250000 | PA      | $3391700.00   | 0.17%             | 2031-05-27      | Variable      | 21.43%                | Yes           | 2                  | On Loan: No      |
| Lower Ferry Re Ltd.                                   | LOWER FERRY RE LTD                                | CUSIP: 547915AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2509750.00   | 0.12%             | 2030-07-08      | Variable      | 7.97%                 | Yes           | 2                  | On Loan: No      |
| Lower Ferry Re Ltd.                                   | LOWER FERRY RE LTD                                | CUSIP: 547915AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1900000 | PA      | $1903800.00   | 0.09%             | 2030-07-08      | Variable      | 8.80%                 | Yes           | 2                  | On Loan: No      |
| Marlon Ltd.                                           | MARLON LTD                                        | CUSIP: 571253AA1<br>LEI: 98450044CD0YE4DAFC06 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $778575.00    | 0.04%             | 2031-06-09      | Variable      | 10.82%                | Yes           | 2                  | On Loan: No      |
| Maschpark Re Ltd.                                     | MASCHPARK RE LTD                                  | CUSIP: 574591AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1528050.00   | 0.08%             | 2028-07-10      | Variable      | 6.97%                 | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                     | MATTERHORN RE LTD                                 | CUSIP: 577092AZ2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2250225.00   | 0.11%             | 2028-09-22      | Variable      | 6.07%                 | Yes           | 2                  | On Loan: No      |
| Matterhorn Re Ltd                                     | MATTERHORN RE LTD                                 | CUSIP: 577092BA6<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $753225.00    | 0.04%             | 2028-09-22      | Variable      | 7.32%                 | Yes           | 2                  | On Loan: No      |
| MATTERHORN RE LTD                                     | MATTERHORN RE LTD                                 | CUSIP: 577092BC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10250000 | PA      | $10111625.00  | 0.50%             | 2029-02-16      | Floating      | 15.30%                | Yes           | 2                  | On Loan: No      |
| MATTERHORN RE LTD                                     | MATTERHORN RE LTD                                 | CUSIP: 577092BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $984100.00    | 0.05%             | 2029-02-16      | Floating      | 18.55%                | Yes           | 2                  | On Loan: No      |
| Mayflower Re Ltd.                                     | MAYFLOWER RE LTD                                  | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1750000.00   | 0.09%             | 2030-07-08      | Variable      | 8.52%                 | Yes           | 2                  | On Loan: No      |
| Mayflower Re Ltd.                                     | MAYFLOWER RE LTD                                  | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3250000 | PA      | $3258125.00   | 0.16%             | 2030-07-08      | Variable      | 9.98%                 | Yes           | 2                  | On Loan: No      |
| Mayflower Re Ltd.                                     | MAYFLOWER RE LTD                                  | CUSIP: 57839MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2033000.00   | 0.10%             | 2031-07-08      | Variable      | 8.40%                 | Yes           | 2                  | On Loan: No      |
| Mayflower Re Ltd.                                     | MAYFLOWER RE LTD                                  | CUSIP: 57839MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7500000 | PA      | $7635000.00   | 0.38%             | 2028-07-07      | Variable      | 6.97%                 | Yes           | 2                  | On Loan: No      |
| Meadows Ltd.                                          | MEADOWS LTD                                       | CUSIP: 58320RAA9<br>LEI: 254900W9CHL6SO5U0P81 | Long             | DBT              | CORP              | BM        |   4750000 | PA      | $4580425.00   | 0.23%             | 2029-12-07      | Variable      | 14.66%                | Yes           | 2                  | On Loan: No      |
| Meadows Ltd.                                          | MEADOWS LTD                                       | CUSIP: 58320RAB7<br>LEI: 254900W9CHL6SO5U0P81 | Long             | DBT              | CORP              | BM        |  14000000 | PA      | $13435800.00  | 0.66%             | 2029-12-07      | Variable      | 13.71%                | Yes           | 2                  | On Loan: No      |
| Meadows Ltd.                                          | MEADOWS LTD                                       | CUSIP: 58320RAC5<br>LEI: 254900W9CHL6SO5U0P81 | Long             | DBT              | CORP              | BM        |   2750000 | PA      | $2728275.00   | 0.13%             | 2029-12-07      | Variable      | 10.31%                | Yes           | 2                  | On Loan: No      |
| Merna Re Companywide Ltd.                             | MERNA REINSURANCE II LTD                          | CUSIP: 59013FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  28250000 | PA      | $29295250.00  | 1.44%             | 2033-07-07      | Variable      | 10.59%                | Yes           | 2                  | On Loan: No      |
| Merna Re Enterprise Ltd.                              | MERNA REINSURANCE II LTD                          | CUSIP: 59013HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  16500000 | PA      | $16887750.00  | 0.83%             | 2033-07-07      | Variable      | 11.34%                | Yes           | 2                  | On Loan: No      |
| Merna Re II Ltd.                                      | MERNA REINSURANCE II LTD                          | CUSIP: 59013MAH5<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $353850.00    | 0.02%             | 2030-07-07      | Variable      | 11.26%                | Yes           | 2                  | On Loan: No      |
| Merna Re II Ltd.                                      | MERNA REINSURANCE II LTD                          | CUSIP: 59013MAJ1<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2325000 | PA      | $2358945.00   | 0.12%             | 2030-07-07      | Variable      | 13.35%                | Yes           | 2                  | On Loan: No      |
| Merna Re II Ltd.                                      | MERNA REINSURANCE II LTD                          | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1275000 | PA      | $1311975.00   | 0.06%             | 2032-07-07      | Variable      | 10.35%                | Yes           | 2                  | On Loan: No      |
| Merna Re II Ltd.                                      | MERNA REINSURANCE II LTD                          | CUSIP: 59013MAL6<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2057000.00   | 0.10%             | 2031-07-07      | Variable      | 11.63%                | Yes           | 2                  | On Loan: No      |
| Merna Re II Ltd.                                      | MERNA REINSURANCE II LTD                          | CUSIP: 59013MAM4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5135500.00   | 0.25%             | 2032-07-07      | Variable      | 11.37%                | Yes           | 2                  | On Loan: No      |
| Merna Re II Ltd.                                      | MERNA REINSURANCE II LTD                          | CUSIP: 59013MAN2<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   7000000 | PA      | $7143500.00   | 0.35%             | 2032-07-07      | Variable      | 10.65%                | Yes           | 2                  | On Loan: No      |
| Merna Re II Ltd.                                      | MERNA REINSURANCE II LTD                          | CUSIP: 59013MAP7<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |  13000000 | PA      | $13640900.00  | 0.67%             | 2032-07-07      | Variable      | 11.65%                | Yes           | 2                  | On Loan: No      |
| METROCAT RE LTD.                                      | METROCAT RE LTD                                   | CUSIP: 59165HAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2000000.00   | 0.10%             | 2027-05-08      | Variable      | 9.26%                 | Yes           | 2                  | On Loan: No      |
| MONA LISA RE LTD.                                     | MONA LISA RE LTD                                  | CUSIP: 608800AH1<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   6500000 | PA      | $6804850.00   | 0.34%             | 2031-06-25      | Variable      | 13.33%                | Yes           | 2                  | On Loan: No      |
| MONA LISA RE LTD                                      | MONA LISA RE LTD                                  | CUSIP: 608800AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  17250000 | PA      | $17353500.00  | 0.85%             | 2035-01-08      | Floating      | 9.05%                 | Yes           | 2                  | On Loan: No      |
| MONA LISA RE LTD                                      | MONA LISA RE LTD                                  | CUSIP: 608800AM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15000000 | PA      | $15001500.00  | 0.74%             | 2034-01-08      | Floating      | 15.55%                | Yes           | 2                  | On Loan: No      |
| Montoya Re Ltd.                                       | MONTOYA RE LTD                                    | CUSIP: 613752AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5750000 | PA      | $5742525.00   | 0.28%             | 2032-04-07      | Variable      | 8.80%                 | Yes           | 2                  | On Loan: No      |
| Montoya Re Ltd.                                       | MONTOYA RE LTD                                    | CUSIP: 613752AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  19600000 | PA      | $19619600.00  | 0.97%             | 2034-04-09      | Variable      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| MONTOYA RE LTD                                        | MONTOYA RE LTD                                    | CUSIP: 613752AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2750000 | PA      | $2684550.00   | 0.13%             | 2034-04-09      | Floating      | 16.04%                | Yes           | 2                  | On Loan: No      |
| MYSTIC RE IV LTD                                      | MYSTIC RE IV LTD                                  | CUSIP: 62865LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  19950000 | PA      | $20027805.00  | 0.99%             | 2031-01-08      | Variable      | 16.36%                | Yes           | 2                  | On Loan: No      |
| MYSTIC RE IV LTD                                      | MYSTIC RE IV LTD                                  | CUSIP: 62865LAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5029000.00   | 0.25%             | 2032-01-12      | Variable      | 8.37%                 | Yes           | 2                  | On Loan: No      |
| MYSTIC RE IV LTD                                      | MYSTIC RE IV LTD                                  | CUSIP: 62865LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1765575.00   | 0.09%             | 2032-01-12      | Variable      | 13.17%                | Yes           | 2                  | On Loan: No      |
| MYSTIC RE IV LTD                                      | MYSTIC RE IV LTD                                  | CUSIP: 62865LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $703800.00    | 0.03%             | 2032-01-12      | Variable      | 17.62%                | Yes           | 2                  | On Loan: No      |
| MYSTIC RE IV LTD                                      | MYSTIC RE IV LTD                                  | CUSIP: 62865LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3477250.00   | 0.17%             | 2029-01-08      | Floating      | 6.76%                 | Yes           | 2                  | On Loan: No      |
| MYSTIC RE IV LTD                                      | MYSTIC RE IV LTD                                  | CUSIP: 62865LAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4500000 | PA      | $4455450.00   | 0.22%             | 2029-01-08      | Floating      | 10.41%                | Yes           | 2                  | On Loan: No      |
| NAKAMA RE LTD.                                        | NAKAMA RE LTD                                     | CUSIP: 62983QAN3<br>LEI: 2549003ZFVVVVKMRJ633 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $251500.00    | 0.01%             | 2028-05-09      | Variable      | 6.60%                 | Yes           | 2                  | On Loan: No      |
| NAKAMA RE PTE. LTD.                                   | NAKAMA RE PTE LTD                                 | CUSIP: 62984JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   8000000 | PA      | $8044000.00   | 0.40%             | 2032-04-05      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NAKAMA RE PTE. LTD.                                   | NAKAMA RE PTE LTD                                 | CUSIP: 62984JAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1997200.00   | 0.10%             | 2033-04-25      | Variable      | 6.22%                 | Yes           | 2                  | On Loan: No      |
| NAKAMA RE PTE LTD                                     | NAKAMA RE PTE LTD                                 | CUSIP: 62984JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1750000 | PA      | $1747375.00   | 0.09%             | 2034-04-07      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| Nature Coast Re Ltd.                                  | NATURE COAST RE LTD                               | CUSIP: 63901CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2271600.00   | 0.11%             | 2030-12-07      | Variable      | 13.86%                | Yes           | 2                  | On Loan: No      |
| Nature Coast Re Ltd.                                  | NATURE COAST RE LTD                               | CUSIP: 63901CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8750000 | PA      | $9083375.00   | 0.45%             | 2032-01-16      | Variable      | 14.11%                | Yes           | 2                  | On Loan: No      |
| Nature Coast Re Ltd.                                  | NATURE COAST RE LTD                               | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3662050.00   | 0.18%             | 2033-04-10      | Variable      | 13.22%                | Yes           | 2                  | On Loan: No      |
| Nature Coast Re Ltd.                                  | NATURE COAST RE LTD                               | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7750000 | PA      | $7736825.00   | 0.38%             | 2030-02-26      | Variable      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| NORTHSHORE RE II LIMITED                              | NORTHSHORE RE II LTD                              | CUSIP: 666842AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  19750000 | PA      | $19750000.00  | 0.97%             | 2032-04-07      | Variable      | 8.52%                 | Yes           | 2                  | On Loan: No      |
| Oceanside Re Ltd.                                     | OCEANSIDE RE LTD                                  | CUSIP: 67550LAA4<br>LEI: 984500636DB8E52F9958 | Long             | DBT              | CORP              | BM        |   3250000 | PA      | $3287050.00   | 0.16%             | 2028-05-15      | Variable      | 9.97%                 | Yes           | 2                  | On Loan: No      |
| Ocelot Re Ltd.                                        | OCELOT RE LTD                                     | CUSIP: 675951AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8000000 | PA      | $8036000.00   | 0.40%             | 2027-01-07      | Variable      | 11.35%                | Yes           | 2                  | On Loan: No      |
| Ocelot Re Ltd.                                        | OCELOT RE LTD                                     | CUSIP: 675951AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9750000 | PA      | $9928425.00   | 0.49%             | 2033-02-25      | Variable      | 8.07%                 | Yes           | 2                  | On Loan: No      |
| 1886 Re Ltd.                                          | 1886 RE LTD                                       | CUSIP: 68252UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3610250.00   | 0.18%             | 2032-07-09      | Variable      | 8.03%                 | Yes           | 2                  | On Loan: No      |
| ONE SHIELD RE LTD                                     | ONE SHIELD RE LTD                                 | CUSIP: 68257MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3998000.00   | 0.20%             | 2033-04-15      | Floating      | 11.55%                | Yes           | 2                  | On Loan: No      |
| 123 Lights Re Ltd.                                    | 123 LIGHTS RE LTD                                 | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1037300.00   | 0.05%             | 2031-09-14      | Variable      | 14.66%                | Yes           | 2                  | On Loan: No      |
| Palm Re Ltd.                                          | PALM RE LTD                                       | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $10402000.00  | 0.51%             | 2031-06-09      | Variable      | 13.81%                | Yes           | 2                  | On Loan: No      |
| Palm Re Ltd.                                          | PALM RE LTD                                       | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |  12750000 | PA      | $13089150.00  | 0.64%             | 2032-06-07      | Variable      | 11.68%                | Yes           | 2                  | On Loan: No      |
| PALM RE LTD                                           | PALM RE LTD                                       | CUSIP: 69664FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15250000 | PA      | $15242375.00  | 0.75%             | 2033-06-07      | Floating      | 8.55%                 | Yes           | 2                  | On Loan: No      |
| PHOTON RE LTD                                         | PHOTON RE LTD                                     | CUSIP: 71937RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9000000 | PA      | $8955900.00   | 0.44%             | 2034-03-07      | Floating      | 11.54%                | Yes           | 2                  | On Loan: No      |
| Puerto Rico Parametric Re Ltd.                        | PUERTO RICO PARAMETRIC RE LTD                     | CUSIP: 74528TAA2<br>LEI: 254900GJDFHQXGUCMO94 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $522050.00    | 0.03%             | 2027-06-07      | Variable      | 11.58%                | Yes           | 2                  | On Loan: No      |
| Purple Re Ltd.                                        | PURPLE RE LTD                                     | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3600000 | PA      | $3704400.00   | 0.18%             | 2031-06-06      | Variable      | 12.04%                | Yes           | 2                  | On Loan: No      |
| Purple Re Ltd.                                        | PURPLE RE LTD                                     | CUSIP: 74639NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6500000 | PA      | $6752850.00   | 0.33%             | 2032-06-07      | Variable      | 10.29%                | Yes           | 2                  | On Loan: No      |
| Purple Re Ltd.                                        | PURPLE RE LTD                                     | CUSIP: 74639NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5500000 | PA      | $5666100.00   | 0.28%             | 2032-06-07      | Variable      | 10.76%                | Yes           | 2                  | On Loan: No      |
| PURPLE RE LTD                                         | PURPLE RE LTD                                     | CUSIP: 74639NAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4992500.00   | 0.25%             | 2033-06-07      | Floating      | 6.04%                 | Yes           | 2                  | On Loan: No      |
| Ramble Re Ltd.                                        | RAMBLE RE LTD                                     | CUSIP: 751443AA0<br>LEI: 254900X8K5BTBY971F92 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5024000.00   | 0.25%             | 2027-03-05      | Variable      | 10.10%                | Yes           | 2                  | On Loan: No      |
| RECOLETOS RE DESIGNATED ACTIVITY COMPANY              | RECOLETOS RE DAC                                  | CUSIP: 755933AA6<br>LEI: 635400FIY9UG8ZHKYH56 | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $3998800.00   | 0.20%             | 2032-01-07      | Variable      | 9.05%                 | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2023 Limited                  | RESIDENTIAL REINSURANCE 2023 LTD                  | CUSIP: 76090WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3125000 | PA      | $3237812.50   | 0.16%             | 2030-12-06      | Variable      | 9.42%                 | Yes           | 2                  | On Loan: No      |
| RESIDENTIAL REINSURANCE LIMITED                       | RESIDENTIAL REINSURANCE 2025 LTD                  | CUSIP: 76091JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27500000 | PA      | $27167250.00  | 1.34%             | 2029-12-06      | Floating      | 13.76%                | Yes           | 2                  | On Loan: No      |
| RESIDENTIAL REINSURANCE LIMITED                       | RESIDENTIAL REINSURANCE 2025 LTD                  | CUSIP: 76091JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29604000.00  | 1.46%             | 2029-12-06      | Floating      | 6.79%                 | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2024 Limited                  | RESIDENTIAL REINSURANCE 2004 LTD                  | CUSIP: 76112AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8000000 | PA      | $8435200.00   | 0.42%             | 2028-12-06      | Variable      | 17.08%                | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2024 Limited                  | RESIDENTIAL REINSURANCE 2004 LTD                  | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   9500000 | PA      | $9598800.00   | 0.47%             | 2028-12-06      | Variable      | 10.61%                | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2024 Limited                  | RESIDENTIAL REINSURANCE 2004 LTD                  | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $5101000.00   | 0.25%             | 2028-12-06      | Variable      | 9.05%                 | Yes           | 2                  | On Loan: No      |
| Riverfront Re Ltd.                                    | RIVERFRONT RE LTD                                 | CUSIP: 76870YAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1557450.00   | 0.08%             | 2032-01-08      | Variable      | 11.32%                | Yes           | 2                  | On Loan: No      |
| SABINE RE LTD                                         | SABINE RE LTD                                     | CUSIP: 785628AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $748875.00    | 0.04%             | 2034-04-07      | Floating      | 9.17%                 | Yes           | 2                  | On Loan: No      |
| Sakura Re Ltd.                                        | SAKURA RE LTD                                     | CUSIP: 79381MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2750000 | PA      | $2748350.00   | 0.14%             | 2032-04-05      | Variable      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re III Ltd.                                   | SANDERS RE III LTD                                | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1004000.00   | 0.05%             | 2029-06-05      | Variable      | 11.38%                | Yes           | 2                  | On Loan: No      |
| Sanders Re III Ltd.                                   | SANDERS RE III LTD                                | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7750000 | PA      | $8030550.00   | 0.40%             | 2031-04-07      | Variable      | 9.20%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd                                     | SANDERS RE II LTD                                 | CUSIP: 80001AAA6<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   8250000 | PA      | $8532150.00   | 0.42%             | 2031-06-09      | Variable      | 10.79%                | Yes           | 2                  | On Loan: No      |
| Sanders Re III Ltd.                                   | SANDERS RE III LTD                                | CUSIP: 80001QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    700000 | PA      | $711830.00    | 0.04%             | 2027-04-07      | Variable      | 9.11%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd                                     | SANDERS RE II LTD                                 | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |  12575000 | PA      | $12751050.00  | 0.63%             | 2032-04-07      | Variable      | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd                                     | SANDERS RE II LTD                                 | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |  18000000 | PA      | $18216000.00  | 0.90%             | 2032-04-07      | Variable      | 9.01%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd                                     | SANDERS RE II LTD                                 | CUSIP: 80001TAA5<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2299950.00   | 0.11%             | 2031-04-07      | Variable      | 7.62%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd                                     | SANDERS RE II LTD                                 | CUSIP: 80001TAB3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1569150.00   | 0.08%             | 2033-04-07      | Variable      | 7.87%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd                                     | SANDERS RE II LTD                                 | CUSIP: 80001TAC1<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   4750000 | PA      | $4848325.00   | 0.24%             | 2031-04-07      | Variable      | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Sanders Re II Ltd                                     | SANDERS RE II LTD                                 | CUSIP: 80001TAD9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   5250000 | PA      | $5497275.00   | 0.27%             | 2033-04-07      | Variable      | 8.37%                 | Yes           | 2                  | On Loan: No      |
| SANDERS RE III LTD                                    | SANDERS RE III LTD                                | CUSIP: 80001UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  11000000 | PA      | $10993400.00  | 0.54%             | 2033-04-07      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| SANDERS RE III LTD                                    | SANDERS RE III LTD                                | CUSIP: 80001UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15000000 | PA      | $14937000.00  | 0.74%             | 2034-04-07      | Floating      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| SANDERS RE IV LTD                                     | SANDERS RE IV LTD                                 | CUSIP: 80001WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4750000 | PA      | $4731000.00   | 0.23%             | 2033-04-07      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| SANDERS RE IV LTD                                     | SANDERS RE IV LTD                                 | CUSIP: 80001WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5500000 | PA      | $5478550.00   | 0.27%             | 2034-04-07      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| SKYLINE RE LTD                                        | SKYLINE RE LTD                                    | CUSIP: 83087AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  20000000 | PA      | $19940000.00  | 0.98%             | 2033-01-07      | Floating      | 7.17%                 | Yes           | 2                  | On Loan: No      |
| Solomon Re Ltd.                                       | SOLOMON RE LTD                                    | CUSIP: 83427GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6800000 | PA      | $6813600.00   | 0.34%             | 2030-06-07      | Variable      | 9.42%                 | Yes           | 2                  | On Loan: No      |
| Stabilitas Re Ltd.                                    | STABILITAS RE LTD                                 | CUSIP: 85237TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3900000 | PA      | $3915600.00   | 0.19%             | 2030-06-05      | Variable      | 12.19%                | Yes           | 2                  | On Loan: No      |
| Sutter Re Ltd.                                        | SUTTER RE LTD                                     | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1760000 | PA      | $1764928.00   | 0.09%             | 2030-06-07      | Variable      | 10.74%                | Yes           | 2                  | On Loan: No      |
| Sutter Re Ltd.                                        | SUTTER RE LTD                                     | CUSIP: 86944RAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6855000 | PA      | $6872137.50   | 0.34%             | 2030-06-07      | Variable      | 13.45%                | Yes           | 2                  | On Loan: No      |
| 3264 Re Ltd.                                          | 3264 RE LTD                                       | CUSIP: 88577CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1293000.00   | 0.06%             | 2030-07-08      | Variable      | 10.39%                | Yes           | 2                  | On Loan: No      |
| 3264 Re Ltd.                                          | 3264 RE LTD                                       | CUSIP: 88577CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $521000.00    | 0.03%             | 2030-07-08      | Variable      | 21.15%                | Yes           | 2                  | On Loan: No      |
| 3264 Re Ltd.                                          | 3264 RE LTD                                       | CUSIP: 88577CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7000000 | PA      | $7060900.00   | 0.35%             | 2032-02-09      | Variable      | 6.41%                 | Yes           | 2                  | On Loan: No      |
| 3264 Re Ltd.                                          | 3264 RE LTD                                       | CUSIP: 88577CAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7500000 | PA      | $7664250.00   | 0.38%             | 2032-06-08      | Variable      | 10.91%                | Yes           | 2                  | On Loan: No      |
| 3264 RE LTD                                           | 3264 RE LTD                                       | CUSIP: 88577CAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13937000.00  | 0.69%             | 2033-01-07      | Floating      | 10.01%                | Yes           | 2                  | On Loan: No      |
| 3264 RE LTD                                           | 3264 RE LTD                                       | CUSIP: 88577CAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11888400.00  | 0.59%             | 2033-01-07      | Floating      | 9.51%                 | Yes           | 2                  | On Loan: No      |
| Titania Re Ltd                                        | TITANIA RE LTD                                    | CUSIP: 888329AE9<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   4250000 | PA      | $4281875.00   | 0.21%             | 2031-12-26      | Variable      | 10.05%                | Yes           | 2                  | On Loan: No      |
| Titania Re Ltd                                        | TITANIA RE LTD                                    | CUSIP: 888329AF6<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |   3750000 | PA      | $3705750.00   | 0.18%             | 2031-12-26      | Variable      | 13.14%                | Yes           | 2                  | On Loan: No      |
| TOMONI RE PTE. LTD.                                   | TOMONI RE PTE LTD                                 | CUSIP: 89009PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    750000 | PA      | $751950.00    | 0.04%             | 2032-04-07      | Variable      | 6.63%                 | Yes           | 2                  | On Loan: No      |
| TOPANGA RE LTD                                        | TOPANGA RE LTD                                    | CUSIP: 89055TAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10500000 | PA      | $10440150.00  | 0.51%             | 2030-01-07      | Floating      | 8.29%                 | Yes           | 2                  | On Loan: No      |
| TOPANGA RE LTD                                        | TOPANGA RE LTD                                    | CUSIP: 89055TAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8750000 | PA      | $8690500.00   | 0.43%             | 2030-01-07      | Floating      | 9.29%                 | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd                                   | TORREY PINES RE LTD                               | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8125000 | PA      | $8140437.50   | 0.40%             | 2031-06-05      | Variable      | 8.47%                 | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd                                   | TORREY PINES RE LTD                               | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $517800.00    | 0.03%             | 2032-06-07      | Variable      | 9.15%                 | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd                                   | TORREY PINES RE LTD                               | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    325000 | PA      | $335725.00    | 0.02%             | 2032-06-07      | Variable      | 10.15%                | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd                                   | TORREY PINES RE LTD                               | CUSIP: 89141WAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8250000 | PA      | $8413350.00   | 0.41%             | 2028-06-07      | Variable      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd                                   | TORREY PINES RE LTD                               | CUSIP: 89141WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10750000 | PA      | $10931675.00  | 0.54%             | 2033-06-07      | Variable      | 7.71%                 | Yes           | 2                  | On Loan: No      |
| Torrey Pines Re Ltd                                   | TORREY PINES RE LTD                               | CUSIP: 89141WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6250000 | PA      | $6418125.00   | 0.32%             | 2033-06-07      | Variable      | 9.57%                 | Yes           | 2                  | On Loan: No      |
| TREMONT RE LTD                                        | TREMONT RE LTD                                    | CUSIP: 89479VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1495350.00   | 0.07%             | 2033-03-22      | Floating      | 7.67%                 | Yes           | 2                  | On Loan: No      |
| Turicum Re Ltd                                        | TURICUM RE LTD                                    | CUSIP: 90009JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5500000 | PA      | $5497250.00   | 0.27%             | 2033-04-11      | Floating      | 19.29%                | Yes           | 2                  | On Loan: No      |
| Turris Re Ltd.                                        | TURRIS RE LTD                                     | CUSIP: 900442AA2<br>LEI: 254900AYLTVDMB8FO181 | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $6011400.00   | 0.30%             | 2029-01-08      | Variable      | 4.58%                 | Yes           | 2                  | On Loan: No      |
| 2001 CAT Re, Ltd                                      | 2001 CAT RE LTD                                   | CUSIP: 90215BAB3<br>LEI: 5493007NG10QO60NSO35 | Long             | DBT              | CORP              | BM        |   9250000 | PA      | $9346200.00   | 0.46%             | 2031-01-08      | Variable      | 15.76%                | Yes           | 2                  | On Loan: No      |
| URSA RE LTD.                                          | URSA RE LTD                                       | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   4250000 | PA      | $4352000.00   | 0.21%             | 2028-12-07      | Variable      | 12.89%                | Yes           | 2                  | On Loan: No      |
| URSA RE LTD.                                          | URSA RE LTD                                       | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1773975.00   | 0.09%             | 2026-12-07      | Variable      | 9.18%                 | Yes           | 2                  | On Loan: No      |
| URSA RE LTD.                                          | URSA RE LTD                                       | CUSIP: 90323WAQ3<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5118000.00   | 0.25%             | 2026-12-07      | Variable      | 12.38%                | Yes           | 2                  | On Loan: No      |
| URSA RE LTD.                                          | URSA RE LTD                                       | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |  10750000 | PA      | $10970375.00  | 0.54%             | 2028-02-22      | Variable      | 11.03%                | Yes           | 2                  | On Loan: No      |
| United States of America                              | UNITED STATES TREASURY BILL                       | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $44847159.30  | 2.21%             | 2026-06-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                              | UNITED STATES TREASURY BILL                       | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $43921003.28  | 2.16%             | 2026-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                              | UNITED STATES TREASURY BILL                       | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5985062.52   | 0.29%             | 2026-05-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                              | UNITED STATES TREASURY BILL                       | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7968843.36   | 0.39%             | 2026-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ursa Re II Ltd.                                       | URSA RE II LTD                                    | CUSIP: 91734PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9500000 | PA      | $9720400.00   | 0.48%             | 2028-06-07      | Variable      | 12.63%                | Yes           | 2                  | On Loan: No      |
| Ursa Re II Ltd.                                       | URSA RE II LTD                                    | CUSIP: 91734PAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  25000000 | PA      | $24792500.00  | 1.22%             | 2029-12-07      | Variable      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| Ursa Re II Ltd.                                       | URSA RE II LTD                                    | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  41250000 | PA      | $41485125.00  | 2.04%             | 2028-06-07      | Variable      | 9.71%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                      | VERAISON RE LTD                                   | CUSIP: 92335TAC3<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2030000.00   | 0.10%             | 2032-03-08      | Variable      | 8.87%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                      | VERAISON RE LTD                                   | CUSIP: 92335TAD1<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |  10500000 | PA      | $10560900.00  | 0.52%             | 2033-03-08      | Variable      | 7.68%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                      | VERAISON RE LTD                                   | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1261625.00   | 0.06%             | 2033-03-08      | Variable      | 9.65%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                      | VERAISON RE LTD                                   | CUSIP: 92335TAF6<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   7100000 | PA      | $7121300.00   | 0.35%             | 2034-03-08      | Variable      | 6.39%                 | Yes           | 2                  | On Loan: No      |
| Veraison Re Ltd.                                      | VERAISON RE LTD                                   | CUSIP: 92335TAG4<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   7850000 | PA      | $7842935.00   | 0.39%             | 2034-03-08      | Floating      | 7.64%                 | Yes           | 2                  | On Loan: No      |
| Vitality Re XV Limited                                | VITALITY RE XV LTD                                | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1007700.00   | 0.05%             | 2029-01-08      | Variable      | 6.06%                 | Yes           | 2                  | On Loan: No      |
| Vitality Re XV Limited                                | VITALITY RE XV LTD                                | CUSIP: 92847CAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $508450.00    | 0.03%             | 2029-01-08      | Variable      | 7.05%                 | Yes           | 2                  | On Loan: No      |
| VITALITY RE LIMITED                                   | VITALITY RE XVI LTD                               | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $745125.00    | 0.04%             | 2030-01-08      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| VITALITY RE LIMITED                                   | VITALITY RE XVI LTD                               | CUSIP: 92849FAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $747225.00    | 0.04%             | 2030-01-08      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| VITALITY RE LIMITED                                   | VITALITY RE XVI LTD                               | CUSIP: 92849FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2733500.00   | 0.13%             | 2030-01-08      | Floating      | 7.26%                 | Yes           | 2                  | On Loan: No      |
| Windrose Re Ltd.                                      | WINDROSE RE LTD                                   | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10250000 | PA      | $10166975.00  | 0.50%             | 2033-02-11      | Floating      | 8.77%                 | Yes           | 2                  | On Loan: No      |
| Windrose Re Ltd.                                      | WINDROSE RE LTD                                   | CUSIP: 972917AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $6033000.00   | 0.30%             | 2033-02-11      | Floating      | 11.67%                | Yes           | 2                  | On Loan: No      |
| Windrose Re Ltd.                                      | WINDROSE RE LTD                                   | CUSIP: 972917AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4750000 | PA      | $4778500.00   | 0.24%             | 2033-02-11      | Floating      | 15.92%                | Yes           | 2                  | On Loan: No      |
| Winston Re Ltd.                                       | WINSTON RE LTD                                    | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2329650.00   | 0.11%             | 2031-02-26      | Variable      | 14.27%                | Yes           | 2                  | On Loan: No      |
| Winston Re Ltd.                                       | WINSTON RE LTD                                    | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $517250.00    | 0.03%             | 2031-02-26      | Variable      | 15.57%                | Yes           | 2                  | On Loan: No      |
| Winston Re Ltd.                                       | WINSTON RE LTD                                    | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |  12500000 | PA      | $12710000.00  | 0.63%             | 2028-02-21      | Variable      | 10.33%                | Yes           | 2                  | On Loan: No      |
| WINSTON RE LTD                                        | WINSTON RE LTD                                    | CUSIP: 975660AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2999987.10   | 0.15%             | 2033-05-04      | Floating      | 8.30%                 | Yes           | 2                  | On Loan: No      |
| Yosemite Re Ltd.                                      | YOSEMITE RE LTD                                   | CUSIP: 98740RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1043400.00   | 0.05%             | 2032-06-07      | Variable      | 10.65%                | Yes           | 2                  | On Loan: No      |
| BLUE SKY RE DESIGNATED ACTIVITY COMPANY               | BLUE SKY RE DAC                                   | CUSIP: 09605UAA1<br>LEI: 6354003COSTXLGUFED82 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $2419135.25   | 0.12%             | 2030-01-08      | Floating      | 8.33%                 | Yes           | 2                  | On Loan: No      |
| ORANGE CAPITAL RE DESIGNATED ACTIVITY COMPANY         | ORANGE CAPITAL RE DAC                             | CUSIP: YU9981934<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $613820.95    | 0.03%             | 2029-01-17      | Floating      | 8.10%                 | Yes           | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development | INTERNATIONAL BANK FOR RECONSTRUCTION DEVELOPMEN  | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              |  | US        |   1500000 | PA      | $1533750.00   | 0.08%             | 2028-07-24      | Floating      | 8.12%                 | Yes           | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development | INTERNATIONAL BANK FOR RECONSTRUCTION DEVELOPMENT | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              |  | US        |   2000000 | PA      | $2073200.00   | 0.10%             | 2028-07-24      | Floating      | 17.62%                | Yes           | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development | INTERNATIONAL BANK FOR RECONSTRUCTION DEVELOPMEN  | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              |  | US        |    500000 | PA      | $509350.00    | 0.03%             | 2028-07-24      | Variable      | 14.86%                | Yes           | 2                  | On Loan: No      |
| WINDMILL III RE DESIGNATED ACTIVITY COMPANY           | WINDMILL III RE DAC                               | CUSIP: YX7223119<br>LEI: 635400PB5AXUZ6R7CT68 | Long             | DBT              | CORP              | IE        |    750000 | PA      | $907879.91    | 0.04%             | 2028-07-05      | Floating      | 1.76%                 | Yes           | 2                  | On Loan: No      |
| AZZURRO RE II DESIGNATED ACTIVITY COMPANY             | AZZURRO RE II DAC                                 | CUSIP: ZD9378153<br>LEI: 635400NZWVDIAI82JP08 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1189146.05   | 0.06%             | 2028-04-20      | Floating      | 8.49%                 | Yes           | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development | INTERNATIONAL BANK FOR RECONSTRUCTION DEVELOPMENT | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              |  | US        |   1500000 | PA      | $1606650.00   | 0.08%             | 2028-06-24      | Floating      | 16.12%                | Yes           | 2                  | On Loan: No      |
| LION RE DESIGNATED ACTIVITY COMPANY                   | LION RE DAC                                       | CUSIP: YO8117450<br>LEI: 635400VAABXOBOWHZR32 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1188207.13   | 0.06%             | 2033-06-15      | Floating      | 7.65%                 | Yes           | 2                  | On Loan: No      |
| MMIFS Re Ltd.                                         | MMIFS RE LTD                                      | CUSIP: YS5093531<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $735671.95    | 0.04%             | 2033-01-10      | Variable      | 2.90%                 | Yes           | 2                  | On Loan: No      |
| LION RE DESIGNATED ACTIVITY COMPANY                   | LION RE DAC                                       | CUSIP: YO8118631<br>LEI: 635400VAABXOBOWHZR32 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1181165.20   | 0.06%             | 2033-06-15      | Floating      | 8.15%                 | Yes           | 2                  | On Loan: No      |
| RECOLETOS RE DESIGNATED ACTIVITY COMPANY              | RECOLETOS RE DAC                                  | CUSIP: N/A<br>LEI: 635400FIY9UG8ZHKYH56       | Long             | DBT              | CORP              | IE        |   4500000 | PA      | $5342178.77   | 0.26%             | 2031-12-08      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Hexagon IV Re Ltd.                                    | HEXAGON IV RE LTD                                 | CUSIP: YJ7014550<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1774388.53   | 0.09%             | 2031-01-08      | Floating      | 7.99%                 | Yes           | 2                  | On Loan: No      |
| Hexagon IV Re Ltd.                                    | HEXAGON IV RE LTD                                 | CUSIP: YJ7002670<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |   6750000 | PA      | $7961774.10   | 0.39%             | 2033-01-10      | Floating      | 7.20%                 | Yes           | 2                  | On Loan: No      |
| MANGROVE RE                                           | MANGROVE RE                                       | CUSIP: G4962GAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5799600 | PA      | $277220.88    | 0.01%             | 2199-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| MANGROVE RE                                           | MANGROVE RE                                       | CUSIP: G4962GAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9865000 | PA      | $1211422.00   | 0.06%             | 2199-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| GAMBOGE RE 2025                                       | GAMBOGE RE 2025                                   | CUSIP: S00716878<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  18000000 | PA      | $18716945.84  | 0.92%             | 2031-03-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| DARTMOUTH RE 2025                                     | DARTMOUTH RE 2025                                 | CUSIP: S00718987<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $778703.32    | 0.04%             | 2027-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| OAKMONT RE 2025                                       | OAKMONT RE 2025                                   | CUSIP: S00722833<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9612500 | PA      | $5177292.50   | 0.25%             | 2031-03-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| PI0051 CHELTENHAM RE 2025                             | PI0051 CHELTENHAM RE 2025                         | CUSIP: S00727668<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $10281000.00  | 0.51%             | 2029-05-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| MERION RE 2025 2                                      | MERION RE 2025 2                                  | CUSIP: S00735401<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4750000 | PA      | $4928074.04   | 0.24%             | 2030-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| MANGROVE RE 2025 A                                    | MANGROVE RE 2025 A                                | CUSIP: S00735915<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  42500000 | PA      | $1242161.20   | 0.06%             | 2031-04-30      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| WHITE HERON RE 2025                                   | WHITE HERON RE 2025                               | CUSIP: S00736570<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8200000 | PA      | $228591.69    | 0.01%             | 2031-05-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| AILSA RE 2025                                         | AILSA RE 2025                                     | CUSIP: S00758523<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4930000 | PA      | $5125515.05   | 0.25%             | 2031-05-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| PI0057 IPSWICH RE 2025                                | PI0057 IPSWICH RE 2025                            | CUSIP: S00759450<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4956000 | PA      | $279022.80    | 0.01%             | 2031-05-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| ADARE RE 2025 2                                       | ADARE RE 2025 2                                   | CUSIP: S00774242<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5030000 | PA      | $5241405.32   | 0.26%             | 2031-09-30      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| EPSOM RE 2025 2                                       | EPSOM RE 2025 2                                   | CUSIP: S00774242<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $9667286.21   | 0.48%             | 2031-09-30      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| OLD HEAD RE                                           | OLD HEAD RE                                       | CUSIP: S00799505<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4347286.34   | 0.21%             | 2031-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| TOMTIT RE 2026                                        | TOMTIT RE 2026                                    | CUSIP: S00803130<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  18250000 | PA      | $19266525.00  | 0.95%             | 2031-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| ADARE RE                                              | ADARE RE                                          | CUSIP: S00803429<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10045000 | PA      | $10226530.29  | 0.50%             | 2031-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| PINE VALLEY RE LTD                                    | PINE VALLEY RE LTD                                | CUSIP: S00805570<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $689175.00    | 0.03%             | 2031-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| MERION RE 2026 1                                      | MERION RE 2026 1                                  | CUSIP: S00810574<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   9250000 | PA      | $8613287.72   | 0.42%             | 2031-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| AMARANTH RE 2026                                      | AMARANTH RE 2026                                  | CUSIP: S00811393<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6500000 | PA      | $5876020.47   | 0.29%             | 2031-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| LLANDUDNO RE                                          | LLANDUDNO RE                                      | CUSIP: S00811398<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $5404614.03   | 0.27%             | 2031-12-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| MACCLESFIELD RE 2026                                  | MACCLESFIELD RE 2026                              | CUSIP: S00817947<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10037513 | PA      | $9979295.42   | 0.49%             | 2028-02-28      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| FALKIRK RE                                            | FALKIRK RE                                        | CUSIP: S00831527<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7500000 | PA      | $7165080.83   | 0.35%             | 2032-03-31      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| UNITED STATES DOLLARS                                 | UNITED STATES DOLLARS                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    900000 | OU      | $-17459.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED STATES DOLLARS                                 | UNITED STATES DOLLARS                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  37360000 | OU      | $-725095.27   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                | ASIAN DEVELOPMENT BANK                            | CUSIP: Y002MN2L7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |   2000000 | PA      | $2000000.00   | 0.10%             | 2029-07-30      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                | ASIAN DEVELOPMENT BANK                            | CUSIP: Y002MN2M5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |   2000000 | PA      | $2000000.00   | 0.10%             | 2029-07-30      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PHOENIX 3 RE PTE LTD                                  | PHOENIX 3 RE PTE LTD                              | CUSIP: YS1212275<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5742000.00   | 0.28%             | 2039-01-04      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| SILK ROAD RE LTD                                      | SILK ROAD RE LTD                                  | CUSIP: YS2541615<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |   2000000 | PA      | $2015000.00   | 0.10%             | 2032-01-12      | Floating      | 9.52%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Victory Portfolios IV

**Signature:** Carol D. Trevino

**Name of Signer:** Carol D. Trevino

**Title:** Treasurer