SECTOR RE V LTD REGD ZCP 144A P/P SER I44A 0.00000000

NPORT-P false 0001616037 XXXXXXXX Pioneer ILS Interval Fund 811-22987 0001616037 549300LH2MO2SJZYNC86 60 State Street NULL Boston 02109 617-422-4947 Pioneer ILS Interval Fund 549300LH2MO2SJZYNC86 2020-10-31 2020-04-30 N 798974674.30 1705388.32 797269285.98 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 26513101.71000000 N SECTOR RE V LTD ZCP 03/01/22 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER I44A 0.00000000 81369ACE0 1900011.00000000 NS USD 273000.84000000 0.034241986340 Long DBT CORP BM Y 3 2022-03-01 Fixed 0.00000000 N N N N N N DARTMOUTH RE 2020 0% 02/28/21 N/A DARTMOUTH RE 2020 REGD ZCP /XILS00179730/ 0.00000000 N/A 7300000.00000000 NS USD 6183825.77000000 0.775625736340 Long DBT CORP BM N 3 2021-02-28 Fixed 0.00000000 N N N N N N ALTURAS RE LTD ZCP 03/10/23 N/A ALTURAS RE LTD REGD ZCP 144A P/P SER A 0.00000000 G0229TAD6 530000.00000000 NS USD 545370.00000000 0.068404742235 Long DBT CORP BM Y 2 2023-03-10 Fixed 0.00000000 N N N N N N VERSUTUS 2018 0.0% 12/31/21 N/A VERSUTUS 2018 ZCP REGD /BNR3MF0E6/ 0.00000000 N/A 35000000.00000000 NS USD 0.00000000 0.000000 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N ARTEX SAC LTD 0% 1/31/21 N/A ARTEX SAC LTD SEMINOLE RE 2019 /BNR4EUNH8/ 0.00000000 N/A 3942857.00000000 NS USD 4023676.18000000 0.504682200952 Long DBT CORP BM N 3 2021-01-31 Fixed 0.00000000 N N N N N N PANGAEA RE 2018-1 0% 12/31/21 N/A PANGAEA RE 2018-1 ZCP /BNR3MYH98/ 0.00000000 N/A 12750000.00000000 NS USD 749700.00000000 0.094033473154 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N KINGSBARN RE 2019 0% 5/31/21 N/A KINGSBARN RE 2019 ZCP REGD /XILS00147383/ 0.00000000 N/A 14900000.00000000 NS USD 15436614.26000000 1.936185744447 Long DBT CORP BM N 3 2021-05-31 Fixed 0.00000000 N N N N N N ARTEX SAC LTD DAR V/R 01/15/21 N/A ARTEX SAC LIMITED DARTMOUTH RE 2018 /BNR3NKE25/ 0.00000000 N/A 11935217.00000000 NS USD 3926686.39000000 0.492516952433 Long DBT CORP BM N 3 2021-01-15 Variable 0.00000000 N N N N N N MONA LISA RE LTD V/R 01/09/23 549300R6SO6XBFDC7M25 MONA LISA RE LTD REGD V/R 144A P/P SER B 8.00000000 608800AD0 5790000.00000000 NS USD 5646987.00000000 0.708291050376 Long DBT CORP BM Y 2 2023-01-09 Variable 8.00000000 N N N N N N LION ROCK RE 2019 0.0% 1/31/21 N/A LION ROCK RE 2019 REGD ZCP /BNR46WN83/ 0.00000000 N/A 3250000.00000000 NS USD 306150.00000000 0.038399823671 Long DBT CORP BM N 3 2021-01-31 Fixed 0.00000000 N N N N N N KILIMANJARO II RE V/R 04/20/21 N/A KILIMANJARO II RE LTD REGD V/R 144A P/P SER A-1 11.40175000 49407QAA6 3300000.00000000 NS USD 3209250.00000000 0.402530243725 Long DBT CORP BM Y 2 2021-04-20 Variable 11.40175000 N N N N N N ARTEX SAC LTD V/R 02/01/21 N/A ARTEX SAC LTD DINGLE RE 2019 REGD V/R /BNR4CDDZ9/ 0.00000000 N/A 1250000.00000000 NS USD 1275656.99000000 0.160003277742 Long DBT CORP BM N 3 2021-02-01 Variable 0.00000000 N N N N N N ALTURAS RE LTD 0% 9/12/23 N/A ALTURAS RE LTD ZCP REGD 0.00000000 N/A 1900000.00000000 NS USD 2108430.00000000 0.264456443647 Long DBT CORP BM N 2 2023-09-12 Fixed 0.00000000 N N N N N N ARTEX SAC LIMITED 0% 06/15/20 N/A ARTEX SAC LIMITED LINDRICK RE ZCP /BNR3WZ6X3/ 0.00000000 N/A 5273540.00000000 NS USD 4908429.73000000 0.615655189070 Long DBT CORP BM N 3 2020-06-15 Fixed 0.00000000 N N N N N N ARTEX SAC LTD 0% 05/31/20 N/A ARTEX SAC LTD CLARENDON RE 2019 0.00000000 N/A 4600000.00000000 NS USD 4701200.00000000 0.589662750424 Long DBT CORP BM N 3 2020-05-31 Fixed 0.00000000 N N N N N N BANTRY RE 2020 0.0% 12/31/23 N/A BANTRY RE 2020 REGD ZCP /XILS00179882/ 0.00000000 N/A 25891803.00000000 NS USD 26631425.14000000 3.340329999952 Long DBT CORP BM N 3 2023-12-31 Fixed 0.00000000 N N N N N N VERSUTUS RE 2019-B 0% 12/31/21 N/A VERSUTUS RE 2019-B REGD ZCP /BNR48UYP5/ 0.00000000 N/A 1188665.00000000 NS USD 102344.06000000 0.012836824621 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N MATTERHORN RE LTD V/R 01/08/24 N/A MATTERHORN RE LTD REGD V/R 144A P/P SER A 5.19325900 577092AD1 4000000.00000000 NS USD 3960400.00000000 0.496745587675 Long DBT CORP BM Y 2 2024-01-08 Variable 5.19325900 N N N N N N RESIDENTIAL RE 20 V/R 12/06/20 N/A RESIDENTIAL RE 2016 LTD REGD V/R 144A P/P 4.36432800 76118GAF0 650000.00000000 NS USD 640640.00000000 0.080354280701 Long DBT CORP KY Y 2 2023-12-06 Variable 4.36432800 N N N N N N RESILIENCE RE LTD ZCP 04/16/21 N/A RESILIENCE RE LTD REGD ZCP P/P 0.00000000 G7527LAD7 5000000.00000000 NS USD 500.00000000 0.000062714067 Long DBT CORP BM N 3 2021-05-01 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 03/01/23 N/A SECTOR RE V LTD REGD ZCP 144A P/P 0.00000000 81369ACH3 1755061.00000000 NS USD 319223.66000000 0.040039628468 Long DBT CORP BM Y 3 2023-03-01 Fixed 0.00000000 N N N N N N RESIDENTIAL RE 20 V/R 06/06/20 N/A RESIDENTIAL RE 2016 LTD REGD V/R 144A P/P SER C10 11.91178100 76118GAA1 1250000.00000000 NS USD 62500.00000000 0.007839258466 Long DBT CORP KY Y 2 2020-06-06 Variable 11.91178100 N N N N N N GALILEI RE LTD V/R 01/08/21 N/A GALILEI RE LTD REGD V/R P/P SER ___ 6.79825000 363543AJ8 250000.00000000 NS USD 244725.00000000 0.030695400450 Long DBT CORP BM Y 2 2021-01-08 Variable 6.79825000 N N N N N N PANGAEA RE SERIES 0% 2/28/21 N/A PANGAEA RE SERIES 2015-1 PRINCIPAL-AT-RISK NOTES /BNR1F68C4/ 0.00000000 N/A 2000000.00000000 NS USD 2616.36000000 0.000328165156 Long DBT CORP BM N 3 2021-02-28 Fixed 0.00000000 N N N N N N ARTEX SAC LTD V/R 03/31/21 N/A ARTEX SAC LTD BANTRY RE 2017 REGD V/R /BNR4B8Q53/ 0.00000000 N/A 9006108.00000000 NS USD 2126342.10000000 0.266703124953 Long DBT CORP BM N 3 2021-03-31 Variable 0.00000000 N N N N N N CYPRESS 2017 0% 1/10/21 N/A CYPRESS 2017 ARTEX SAC LIMITED ZCP /BNR310MG3//931DSKII4/ 0.00000000 N/A 4537500.00000000 NS USD 82582.50000000 0.010358168996 Long DBT CORP BM N 3 2021-01-10 Fixed 0.00000000 N N N N N N NAKAMA RE LTD V/R 10/13/21 N/A NAKAMA RE LTD REGD V/R 144A P/P 2.91175000 62983QAH6 800000.00000000 NS USD 779120.00000000 0.097723568899 Long DBT CORP BM Y 2 2021-10-13 Variable 2.91175000 N N N N N N CAELUS RE V LTD V/R 06/07/21 N/A CAELUS RE V LTD REGD V/R 144A P/P SER D 10.97372200 12765KAH8 750000.00000000 NS USD 600000.00000000 0.075256881276 Long DBT CORP KY Y 2 2021-06-07 Variable 10.97372200 N N N N N N PANGAEA 2015-2 0% 05/29/21 N/A PANGAEA 2015-2 ZCP /BNR1QVAF7/ 0.00000000 N/A 6000000.00000000 NS USD 8945.28000000 0.001121989791 Long DBT CORP BM N 3 2021-05-29 Fixed 0.00000000 N N N N N N RESIDENTIAL RE 17 V/R 06/06/21 N/A RESIDENTIAL RE 17 LTD REGD V/R 144A P/P 3.56178100 76118XAC0 250000.00000000 NS USD 243850.00000000 0.030585650831 Long DBT CORP KY Y 2 2021-06-06 Variable 3.56178100 N N N N N N VIRIBUS RE 2019 0.0% 12/31/22 N/A VIRIBUS RE 2019 REGD ZCP /BNR492XD4/ 0.00000000 N/A 11676844.00000000 NS USD 242878.36000000 0.030463779838 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N PANGAEA RE 2020-1 0% 02/01/24 N/A PANGAEA RE 2020-1 REGD ZCP /XILS00178572/ 0.00000000 N/A 17538941.00000000 NS USD 17993132.75000000 2.256845091916 Long DBT CORP BM N 3 2024-02-01 Fixed 0.00000000 N N N N N N ARTEX SAC LIMITED V/R 01/15/21 N/A ARTEX SAC LIMITED OYSTER BAY SEGREGATED ACCOUNT REGD V/R /BNR3NKES8/ 0.00000000 N/A 7333436.00000000 NS USD 6655826.51000000 0.834827909094 Long DBT CORP BM N 3 2021-01-15 Variable 0.00000000 N N N N N N KINGSTON HEATH RE 0% 2/28/21 N/A KINGSTON HEATH RE 2020 ZCP REGD /XILS00178684/ 0.00000000 N/A 5400000.00000000 NS USD 4865439.69000000 0.610263028509 Long DBT CORP BM N 3 2021-02-28 Fixed 0.00000000 N N N N N N N/A N/A EUR/USD FWD 20200518 000010428 USD N/A 1.00000000 NC N/A -2248.20000000 -0.00028198753 N/A DFE N/A N 1 STATE STREET BANK AND TRUST CO N/A 0.00000000 N/A 45118.09000000 USD 2020-05-18 -2248.20000000 N N N ARTEX SAC LTD 0.0% 12/31/22 N/A ARTEX SAC LTD BERWICK RE 2019-1 REGD ZCP /BNR4941A1/ 0.00000000 N/A 38460846.00000000 NS USD 41507484.99000000 5.206206449929 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N VIRIBUS RE 2018 0% 12/31/21 N/A VIRIBUS RE 2018 ZCP 0.00000000 N/A 27500000.00000000 NS USD 1113750.00000000 0.139695585868 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N AKIBARE RE LTD V/R 04/07/22 N/A AKIBARE RE LTD REGD V/R 144A P/P SER A 3.32338000 00973XAB6 2250000.00000000 NS USD 2168100.00000000 0.271940740490 Long DBT CORP BM Y 2 2022-04-07 Variable 3.32338000 N N N N N N VERSUTUS LTD V/R 11/30/21 N/A VERSUTUS LTD SEGREGATED ACCOUNT VERSUTUS SERIES 2017 ACCOUNT A-1 NOTE /RESTRICTED/ 0.00000000 N/A 20000000.00000000 NS USD 156000.00000000 0.019566789131 Long DBT CORP BM N 3 2021-11-30 Variable 0.00000000 N N N N N N MERNA RE LTD V/R 04/08/21 N/A MERNA RE LTD REGD V/R 144A P/P 2.05846700 59012UAD7 1500000.00000000 NS USD 1485000.00000000 0.186260781158 Long DBT CORP BM Y 2 2021-04-08 Variable 2.05846700 N N N N N N LORENZ RE 2019V/R 6/30/22 N/A LORENZ RE 2019 /VARIABLE/ REGD 0.00000000 N/A 13577448.00000000 NS USD 12364981.89000000 1.550916623459 Long DBT CORP BM N 3 2022-06-30 Variable 0.00000000 N N N N N N IBRD V/R 02/15/21 N/A INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER GDIF 7.49175000 U4586FSG3 700000.00000000 NS USD 668290.00000000 0.083822368646 Long DBT USGA US Y 2 2021-02-15 Variable 7.49175000 N N N N N N IBRD V/R 07/15/20 N/A INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER B 12.97250000 U4586DEN8 3050000.00000000 NS USD 0.00000000 0.000000 Long DBT USGA US N 3 2020-07-15 Variable 12.97250000 N N N N N N KANE SAC - CARNOU V/R 11/30/20 N/A KANE SAC - CARNOUSTIE 2016 N VARIABLE REGD /BNR27RJF6/ 0.00000000 N/A 5000000.00000000 NS USD 135000.00000000 0.016932798287 Long DBT CORP BM N 3 2020-11-30 Variable 0.00000000 N N N N N N FORTIUS RE II LTD V/R 07/07/21 549300BMGEBS65NHQD45 FORTIUS RE II LTD REGD V/R 144A P/P 4.91288000 34961KAA9 1000000.00000000 NS USD 987200.00000000 0.123822655326 Long DBT CORP BM Y 2 2021-07-07 Variable 4.91288000 N N N N N N ARTEX SAC LIMITED 0% 12/01/21 N/A ARTEX SAC LIMITED CASTEL STUART ZCP /BNR3M0S90/ 0.00000000 N/A 14673432.00000000 NS USD 4214402.19000000 0.528604608770 Long DBT CORP BM N 3 2021-12-01 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 03/01/23 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER 144* 0.00000000 81369ACJ9 2632556.00000000 NS USD 491997.71000000 0.061710355415 Long DBT CORP BM Y 3 2023-03-01 Fixed 0.00000000 N N N N N N RIVIERA 2017 0% 04/30/21 N/A RIVIERA 2017 REGD ZCP /BNR36DJR0/931HBMII9/ ARTEX SAC LIMITED 0.00000000 N/A 3062750.00000000 NS USD 393257.10000000 0.049325504809 Long DBT CORP BM N 3 2021-04-30 Fixed 0.00000000 N N N N N N ARTEX SAC LTD CAR V/R 12/31/17 N/A CARNOUSTIE 2017 V/R 931DSHII1 BNR30WD58 0.00000000 N/A 12500000.00000000 NS USD 1647500.00000000 0.206642853170 Long DBT CORP BM N 3 2021-11-30 Variable 0.00000000 N N N N N N ARTEX SAC LTD BER 0% 2/1/21 N/A ARTEX SAC LTD BERWICK SEG ACCT VARIABLE RISK NOTES DUE 12/31/2017 931DSBII4/BNR30N5G3 0.00000000 N/A 5299000.00000000 NS USD 175396.90000000 0.021999706132 Long DBT CORP BM N 3 2021-02-01 Variable 0.00000000 N N N N N N LIMESTONE RE LTD ZCP 03/01/23 5493004PN8HGYC184A27 LIMESTONE RE LTD REGD ZCP 144A P/P SER B 0.00000000 G5488XAF7 23200000.00000000 NS USD 24148880.00000000 3.028948991847 Long DBT CORP BM Y 3 2023-03-01 Fixed 0.00000000 N N N N N N PORTRUSH2017 0% 6/15/20 N/A PORTRUSH2017 ZCP REGD ZCP /BNR38PK57/ /932ERMII8/ 0.00000000 N/A 5500405.00000000 NS USD 3509808.43000000 0.440228727196 Long DBT CORP BM N 3 2020-06-15 Fixed 0.00000000 N N N N N N ARTEX SAC LTD 0% 06/15/20 N/A ARTEX SAC LTD AILSA REGD ZCP /BNR3X73Q2/ 0.00000000 N/A 8916652.00000000 NS USD 431565.96000000 0.054130513690 Long DBT CORP BM N 3 2020-06-15 Fixed 0.00000000 N N N N N N KIZUNA II RE LTD V/R 04/11/23 549300FZGZGIRZ0KKY14 KIZUNA II RE LTD REGD V/R 144A P/P SER A 1.94872200 49835KAC7 1250000.00000000 NS USD 1229375.00000000 0.154198214031 Long DBT CORP BM Y 2 2023-04-11 Variable 1.94872200 N N N N N N CAELUS RE V LTD V/R 06/05/20 N/A CAELUS RE V LTD REGD V/R 144A P/P 3.20372200 12765KAA3 250000.00000000 NS USD 243200.00000000 0.030504122543 Long DBT CORP KY Y 2 2020-06-05 Variable 3.20372200 N N N N N N GALILEI RE LTD V/R 01/08/21 N/A GALILEI RE LTD REGD V/R 144A P/P SER * 7.25425000 363543AH2 1000000.00000000 NS USD 979000.00000000 0.122794144615 Long DBT CORP BM Y 2 2021-01-08 Variable 7.25425000 N N N N N N KENDALL RE LTD V/R 05/06/21 N/A KENDALL RE LTD REGD V/R 144A P/P SER A 6.82738000 48878QAA8 2250000.00000000 NS USD 2161125.00000000 0.271065879246 Long DBT CORP BM Y 2 2021-05-06 Variable 6.82738000 N N N N N N ALTURAS RE LTD ZCP 03/10/23 N/A ALTURAS RE LTD REGD ZCP 144A P/P SER B 0.00000000 G0229TAF1 1070000.00000000 NS USD 1101030.00000000 0.138100139985 Long DBT CORP BM Y 2 2023-03-10 Fixed 0.00000000 N N N N N N KILIMANJARO II RE V/R 04/21/22 N/A KILIMANJARO II RE LTD REGD V/R 144A P/P SER * 8.72175000 49407QAE8 1000000.00000000 NS USD 961100.00000000 0.120548980990 Long DBT CORP BM Y 2 2022-04-21 Variable 8.72175000 N N N N N N SECTOR RE V LTD ZCP 12/01/24 N/A SECTOR RE V LTD REGD ZCP P/P SER 9-C 0.00000000 81369ADB5 1000000.00000000 NS USD 1052309.22000000 0.131989183391 Long DBT CORP BM N 3 2024-12-01 Fixed 0.00000000 N N N N N N LION ROCK RE 2020 0% 01/31/21 N/A LION ROCK RE 2020 REGD ZCP /XILS00171823/ 0.00000000 N/A 3250000.00000000 NS USD 3402750.00000000 0.426800587936 Long DBT CORP BM N 3 2021-01-31 Fixed 0.00000000 N N N N N N PANGAEA 2017-1 V/R 11/30/21 N/A PANGAEA 2017-1 V/R 931DSDII0 BNR30QU11 0.00000000 N/A 17000000.00000000 NS USD 273700.00000000 0.034329680675 Long DBT CORP BM N 3 2021-11-30 Variable 0.00000000 N N N N N N IBRD V/R 02/15/21 N/A INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER GDIF 4.49175000 U4586FSF5 500000.00000000 NS USD 485700.00000000 0.060920445392 Long DBT USGA US Y 2 2021-02-15 Variable 4.49175000 N N N N N N SPECTRUM CAPITAL V/R 06/08/21 N/A SPECTRUM CAPITAL LTD REGD V/R 144A P/P SER A 7.34513000 84763LAA2 1500000.00000000 NS USD 1484550.00000000 0.186204338497 Long DBT CORP BM Y 2 2021-06-08 Variable 7.34513000 N N N N N N THOPAS RE 2019 0.0% 12/31/22 N/A THOPAS RE 2019 ZCP REGD /BNR48W680/ 0.00000000 N/A 16586501.00000000 NS USD 3151435.19000000 0.395278639904 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N PANGAEA RE SERIE 0% 11/30/20 N/A PANGAEA RE SERIES 2016-1 PRINCIPAL-AT-RISK NOTES /BNR27FFP4/ 0.00000000 N/A 5220000.00000000 NS USD 11587.15000000 0.001453354619 Long DBT CORP BM N 3 2020-11-30 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 03/01/24 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER B 0.00000000 81369ACU4 2362383.00000000 NS USD 2068008.86000000 0.259386495424 Long DBT CORP BM Y 3 2024-03-01 Fixed 0.00000000 N N N N N N KILIMANJARO RE LT V/R 05/05/23 549300TOWVCRIW71JM30 KILIMANJARO RE LTD REGD V/R 144A P/P SER B2 6.13300000 494074AL1 250000.00000000 NS USD 239950.00000000 0.030096481103 Long DBT CORP BM Y 2 2023-05-05 Variable 6.13300000 N N N N N N CERULEAN RE 2018-2 0% 07/31/19 N/A CERULEAN RE 2018-2 REGD ZCP /BNR3YY754/ 0.00000000 N/A 10000000.00000000 NS USD 2767000.00000000 0.347059650817 Long DBT CORP BM N 3 2020-07-31 Fixed 0.00000000 N N N N N N N/A N/A EUR/USD FWD 20200518 000005455 USD N/A 1.00000000 NC N/A 7535.90000000 0.000945213886 N/A DFE N/A N 1 STATE STREET BANK AND TRUST CO N/A 39830.39000000 USD 0.00000000 N/A 2020-05-18 7535.90000000 N N N ARTEX SAC LTD GLEN 0% 12/31/21 N/A ARTEX SAC LIMITED GLENEAGLES RE 2018-1 /BNR3MYEC4/ 0.00000000 N/A 21917000.00000000 NS USD 2592781.10000000 0.325207699028 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N ARTEX SAC LIMITED V/R 01/15/21 N/A ARTEX SAC LIMITED MAIDSTONE /BNR3NED53/ 0.00000000 N/A 4994779.00000000 NS USD 1667257.23000000 0.209120965691 Long DBT CORP BM N 3 2021-01-15 Variable 0.00000000 N N N N N N ARTEX SAC LTD 0.0% 12/31/22 N/A ARTEX SAC LTD GLENEAGLES RE 2019 REGD ZCP /BNR490275/ 0.00000000 N/A 19436692.00000000 NS USD 21788531.73000000 2.732894909305 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N ARTEX SAC LIMITED 0% 5/19/21 N/A ARTEX SAC LIMITED KINGSBARN RE 2018 ZCP REGD /BNR3VFEY7/ 0.00000000 N/A 15703476.00000000 NS USD 15703.48000000 0.001969658216 Long DBT CORP BM N 3 2021-05-19 Fixed 0.00000000 N N N N N N ALAMO RE LTD V/R 06/08/20 N/A ALAMO RE LTD REGD V/R 144A P/P 4.02869600 011395AD2 3100000.00000000 NS USD 3091010.00000000 0.387699620988 Long DBT CORP BM Y 2 2020-06-08 Variable 4.02869600 N N N N N N ADARE RE 2020-1 0% 01/31/21 N/A ADARE RE 2020-1 ZCP REGD /XILS00168317/ 0.00000000 N/A 2500000.00000000 NS USD 2543230.78000000 0.318992694779 Long DBT CORP BM N 3 2021-01-31 Fixed 0.00000000 N N N N N N ARTEX SAC LIMITED 0% 12/31/21 N/A ARTEX SAC LIMITED GULLANE RE 2018-1 REGD ZCP /BNR3MYKH6/ 0.00000000 N/A 47710184.00000000 NS USD 45000245.55000000 5.644296894578 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N KINGSBARN 2017 0.0% 05/19/21 N/A KINGSBARN 2017 REGD ZCP /BNR382FL9//931TRHII7/ 0.00000000 N/A 10000000.00000000 NS USD 10000.00000000 0.001254281354 Long DBT CORP BM N 3 2021-05-19 Fixed 0.00000000 N N N N N N PANGAEA RE 0% 7/1/23 N/A PANGAEA RE 2019-3 REGD /XILS00141735/ 0.00000000 N/A 16380464.00000000 NS USD 16478269.29000000 2.066838592652 Long DBT CORP BM N 3 2023-07-01 Fixed 0.00000000 N N N N N N PANGAEA RE 2018-3 0% 07/01/22 N/A PANGAEA RE 2018-3 REGD ZCP /BNR3WRSC3/ 0.00000000 N/A 17500000.00000000 NS USD 363009.50000000 0.045531604739 Long DBT CORP BM N 3 2022-07-01 Fixed 0.00000000 N N N N N N ARTEX SAC LTD GLEN 0% 12/31/17 N/A ARTEX SAC LTD GLENEAGLES SEG ACCT VARIABLE AT RISK NOTES DUE 12/31/2017 BNR30WCL4/ / 931DSGII3 0.00000000 N/A 19900000.00000000 NS USD 2074855.39000000 0.260245242916 Long DBT CORP BM N 3 2021-11-30 Fixed 0.00000000 N N N N N N AKIBARE RE LTD V/R 04/07/22 N/A AKIBARE RE LTD REGD V/R 144A P/P SER B 3.32338000 00973XAC4 750000.00000000 NS USD 726825.00000000 0.091164304555 Long DBT CORP BM Y 2 2022-04-07 Variable 3.32338000 N N N N N N LONGPOINT RE LTD V/R 06/01/22 549300X8D4F49UZO0Y39 LONGPOINT RE LTD III REGD V/R 144A P/P SER A 4.26550100 542799AD3 3350000.00000000 NS USD 3262900.00000000 0.409259463192 Long DBT CORP KY Y 2 2022-06-01 Variable 4.26550100 N N N N N N LIMESTONE RE LTD ZCP 08/31/21 5493004PN8HGYC184A27 LIMESTONE RE LTD REGD ZCP P/P SER _ 0.00000000 G5488XAA8 82000.00000000 NS USD 64542.20000000 0.008095407804 Long DBT CORP BM N 3 2021-08-31 Fixed 0.00000000 N N N N N N LORENZ RE 2018 0.0% 07/01/21 N/A LORENZ RE 2018 REGD ZCP /BNR3Y35Y1/ 0.00000000 N/A 19500000.00000000 NS USD 1398150.00000000 0.175367347593 Long DBT CORP BM N 3 2021-07-01 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 03/01/25 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER 10-A 0.00000000 81369ADE9 2800000.00000000 NS USD 2800000.00000000 0.351198779288 Long DBT CORP BM Y 3 2025-03-01 Fixed 0.00000000 N N N N N N MATTERHORN RE LTD V/R 12/07/21 N/A MATTERHORN RE LTD REGD V/R 144A P/P SER B 7.50000000 577092AC3 4000000.00000000 NS USD 3880000.00000000 0.486661165584 Long DBT CORP BM Y 2 2021-12-07 Variable 7.50000000 N N N N N N ARTEX SAC LTD BER 0% 12/31/21 N/A ARTEX SAC LIMITED BERWICK RE 2018-1 /BNR3N2962/ 0.00000000 N/A 53833776.00000000 NS USD 6551570.54000000 0.821751277166 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N RESIDENTIAL RE 20 V/R 12/06/20 N/A RESIDENTIAL RE 2016 LTD REGD V/R P/P 5.82432800 76118GAE3 2500000.00000000 NS USD 2417500.00000000 0.303222517474 Long DBT CORP KY Y 2 2023-12-06 Variable 5.82432800 N N N N N N THOPAS RE 2018 0% 12/31/21 N/A THOPAS RE 2018 ZCP /BNR3KW852/ 0.00000000 N/A 24000000.00000000 NS USD 511200.00000000 0.064118862847 Long DBT CORP BM Y 3 2021-12-31 Fixed 0.00000000 N N N N N N EDEN RE II LTD ZCP 03/22/22 549300LKX8PCP3SC3F42 EDEN RE II LTD REGD ZCP 144A P/P SER A 0.00000000 27954GAA1 400000.00000000 NS USD 535646.03000000 0.067185082809 Long ABS-CBDO CORP BM Y 2 2022-03-22 Fixed 0.00000000 N N N N N N RESIDENTIAL RE 17 V/R 12/06/21 N/A RESIDENTIAL RE 17 LTD REGD V/R 144A P/P 6.15178100 76118XAF3 1000000.00000000 NS USD 928400.00000000 0.116447480961 Long DBT CORP KY Y 2 2021-12-06 Variable 6.15178100 N N N N N N CAELUS RE VI LTD V/R 06/07/23 N/A CAELUS RE VI LTD REGD V/R 144A P/P SER A-1 7.02312200 12765MAA9 250000.00000000 NS USD 238250.00000000 0.029883253273 Long DBT CORP KY Y 2 2023-06-07 Variable 7.02312200 N N N N N N YOUI PTY LTD 0.0% 07/15/19 N/A YOUI PTY LTD REGD ZCP /BNR3Y6E08/ 0.00000000 N/A 3000000.00000000 NS 0.00000000 0.000000 Long DBT CORP BM N 3 2020-07-15 Fixed 0.00000000 N N N N N N VIRIBUS RE 2020 0% 12/31/23 N/A VIRIBUS RE 2020 REGD ZCP /XILS00172222/ 0.00000000 N/A 15792968.00000000 NS USD 16588933.59000000 2.080719009463 Long DBT CORP BM N 3 2023-12-31 Fixed 0.00000000 N N N N N N GALILEI RE LTD V/R 01/08/21 N/A GALILEI RE LTD REGD V/R 144A P/P SER _ 10.20425000 363543AG4 500000.00000000 NS USD 489200.00000000 0.061359443867 Long DBT CORP BM Y 2 2021-01-08 Variable 10.20425000 N N N N N N EDEN RE II LTD ZCP 03/22/23 N/A EDEN RE II LTD REGD ZCP 144A P/P SER B 0.00000000 27954TAB1 236658.00000000 NS USD 2077407.59000000 0.260565360604 Long DBT CORP BM Y 2 2023-03-22 Fixed 0.00000000 N N N N N N SANDERS RE LTD V/R 06/05/20 549300R7FVCRRNP5EE19 SANDERS RE LTD REGD V/R 144A P/P 3.81763000 80000RAH5 1950000.00000000 NS USD 1944150.00000000 0.243851109554 Long DBT CORP BM Y 2 2020-06-05 Variable 3.81763000 N N N N N N ARTEX SAC LTD V/R 12/31/21 N/A ARTEX SAC LTD BANTRY RE 2018 REGD V/R /BNR4B8Q79/ 0.00000000 N/A 20980295.00000000 NS USD 239175.36000000 0.029999319452 Long DBT CORP BM N 3 2021-12-31 Variable 0.00000000 N N N N N N MATTERHORN RE LTD V/R 12/07/21 N/A MATTERHORN RE LTD REGD V/R 144A P/P SER B* 6.58067300 577092AE9 4000000.00000000 NS USD 3882000.00000000 0.486912021855 Long DBT CORP BM Y 2 2021-12-07 Variable 6.58067300 N N N N N N ARTEX SAC LIMITED 0% 06/15/20 N/A ARTEX SAC LIMITED WALTON HEATH RE REGD ZCP /BNR3WZ6L9/ 0.00000000 N/A 15546234.00000000 NS USD 7773117.00000000 0.974967572022 Long DBT CORP BM N 3 2020-06-15 Fixed 0.00000000 N N N N N N ARTEX SAC LTD PAN 0% 2/1/23 N/A ARTEX SAC LTD PANGAEA RE 2019-1ZCP REGD /BNR4941C7/ 0.00000000 N/A 12750000.00000000 NS USD 265677.74000000 0.033323463561 Long DBT CORP BM N 3 2023-02-01 Fixed 0.00000000 N N N N N N PANGAEA 2017-3 0% 05/31/22 N/A PANGAEA 2017-3 REGD ZCP /BNR39SBJ0//931YANII1/ 0.00000000 N/A 33250000.00000000 NS USD 1695436.79000000 0.212655475359 Long DBT CORP BM N 3 2022-05-31 Fixed 0.00000000 N N N N N N ARTEX SAC LTD 0.0% 01/31/21 N/A ARTEX SAC LTD DARTMOUTH RE 2019 REGD ZCP /BNR49Q468/ 0.00000000 N/A 7030140.00000000 NS USD 1592326.71000000 0.199722570278 Long DBT CORP BM N 3 2021-01-31 Fixed 0.00000000 N N N N N N GALILEI RE LTD V/R 01/08/21 N/A GALILEI RE LTD REGD V/R 144A P/P 14.75825000 363543AF6 500000.00000000 NS USD 488550.00000000 0.061277915578 Long DBT CORP BM Y 2 2021-01-08 Variable 14.75825000 N N N N N N KILIMANJARO II RE V/R 04/20/21 N/A KILIMANJARO II RE LTD REGD V/R 144A P/P SER ** 8.70175000 49407QAB4 2000000.00000000 NS USD 1957600.00000000 0.245538117976 Long DBT CORP BM Y 2 2021-04-20 Variable 8.70175000 N N N N N N HARAMBEE 2018 0.00% 12/31/21 N/A HARAMBEE 2018 ZCP REGD /BNR3M5Y01/ 0.00000000 N/A 33700000.00000000 NS USD 2628600.00000000 0.329700396870 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N ALTURAS RE 2019-2 0% 3/10/22 N/A ALTURAS RE 2019-2 ZCP REGD 0.00000000 N/A 85044.00000000 NS USD 740945.85000000 0.092935456442 Long DBT CORP BM N 2 2022-03-10 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 03/01/24 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER G 0.00000000 81369ACW0 8650072.00000000 NS USD 10151469.75000000 1.273279922921 Long DBT CORP BM Y 3 2024-03-01 Fixed 0.00000000 N N N N N N THOPAS RE 2020 0% 12/31/23 N/A THOPAS RE 2020 ZCP REGD /XILS00171925/ 0.00000000 N/A 19180000.00000000 NS USD 19559764.00000000 2.453344728557 Long DBT CORP BM N 3 2023-12-31 Fixed 0.00000000 N N N N N N WENTWORTH RE 2019-2 0% 7/31/20 N/A WENTWORTH RE 2019-2 REGD ZCP /XILS00143043/ 0.00000000 N/A 4300000.00000000 NS USD 4245904.19000000 0.532555845893 Long DBT CORP BM N 3 2020-07-31 Fixed 0.00000000 N N N N N N ARTEX SAC LIMITED V/R 02/28/21 N/A ARTEX SAC LIMITED GLOUCESTER /BNR3N2GR8/ 0.00000000 N/A 10240739.00000000 NS USD 1802370.06000000 0.226067916034 Long DBT CORP BM N 3 2021-02-28 Variable 0.00000000 N N N N N N EDEN RE II LTD ZCP 03/22/22 N/A EDEN RE II LTD REGD ZCP 144A P/P SER B 0.00000000 27954GAB9 845567.00000000 NS USD 974993.04000000 0.122291559093 Long ABS-CBDO CORP BM Y 2 2022-03-22 Fixed 0.00000000 N N N N N N BROTHERHOOD MUT V/R 12/31/20 N/A BROTHERHOOD MUTUAL INSURANCE REGD V/R /BNR3N54R4/ 0.00000000 N/A 5110275.00000000 NS USD 868746.75000000 0.108965285039 Long DBT CORP BM N 3 2020-12-31 Variable 0.00000000 N N N N N N ARTEX SAC LIMITED 0% 12/31/21 N/A ARTEX SAC LIMITED CARNOUSTIE RE 2018 0% 0.00000000 N/A 19406338.00000000 NS USD 217350.99000000 0.027261929416 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N ARTEX SAC LTD 0% 2/1/21 N/A ARTEX SAC LTD FORMERLY KANE SAC LTD ARLINGTON 2015 ZCP REGD /BNR1QGF08/ 0.00000000 N/A 2100000.00000000 NS USD 102060.00000000 0.012801195505 Long DBT CORP BM N 3 2021-02-01 Fixed 0.00000000 N N N N N N INTEGRITY RE LTD V/R 06/10/22 N/A INTEGRITY RE LTD REGD V/R 144A P/P SER A 5.56400000 45869RAA3 750000.00000000 NS USD 716625.00000000 0.089884937574 Long DBT CORP BM Y 2 2022-06-10 Variable 5.56400000 N N N N N N RESIDENTIAL RE 19 ZCP 12/06/20 N/A RESIDENTIAL RE 19 LTD REGD ZCP 144A P/P SER 1 0.00000000 76120FAC5 250000.00000000 NS USD 193925.00000000 0.024323651169 Long DBT CORP KY Y 2 2020-12-06 Fixed 0.00000000 N N N N N N NAKAMA RE LTD V/R 04/13/23 N/A NAKAMA RE LTD REGD V/R 144A P/P SER 2 4.27338000 62983QAL7 1750000.00000000 NS USD 1699075.00000000 0.213111809256 Long DBT CORP BM Y 2 2023-04-13 Variable 4.27338000 N N N N N N LIMESTONE RE LTD ZCP 03/01/24 5493004PN8HGYC184A27 LIMESTONE RE LTD REGD ZCP 144A P/P SER A 0.00000000 G5488XAJ9 1539000.00000000 NS USD 1561007.70000000 0.195794285249 Long DBT CORP BM Y 3 2024-03-01 Fixed 0.00000000 N N N N N N OLD HEAD RE 2020 0% 12/31/20 N/A OLD HEAD RE 2020 ZCP REGD /XILS00170565/ 0.00000000 N/A 12000000.00000000 NS USD 10127639.04000000 1.270290881399 Long DBT CORP BM N 3 2023-12-31 Fixed 0.00000000 N N N N N N EDEN RE II LTD ZCP 03/22/24 N/A EDEN RE II LTD REGD ZCP 144A P/P SER B 0.00000000 27954QAH4 23400000.00000000 NS USD 23970960.00000000 3.006632817986 Long DBT CORP BM Y 2 2024-03-22 Fixed 0.00000000 N N N N N N IBRD V/R 03/13/24 N/A INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER C 11.23138000 U4586F6X0 1500000.00000000 NS USD 1468125.00000000 0.184144181372 Long DBT USGA US Y 2 2024-03-13 Variable 11.23138000 N N N N N N GALILEO RE LTD V/R 11/06/20 549300MXI75DHMS7JH38 GALILEO RE LTD REGD V/R 144A P/P SER A 9.41738000 36354TAF9 250000.00000000 NS USD 243775.00000000 0.030576243721 Long DBT CORP BM Y 2 2020-11-06 Variable 9.41738000 N N N N N N RESIDENTIAL RE 19 V/R 12/06/23 N/A RESIDENTIAL RE 19 LTD REGD V/R 144A P/P SER 2 11.89687400 76120FAD3 2250000.00000000 NS USD 2233350.00000000 0.280124926329 Long DBT CORP KY Y 2 2023-12-06 Variable 11.89687400 N N N N N N CAELUS RE VI LTD V/R 06/07/24 N/A CAELUS RE VI LTD REGD V/R 144A P/P SER B-1 7.02312200 12765MAB7 250000.00000000 NS USD 234750.00000000 0.029444254799 Long DBT CORP KY Y 2 2024-06-07 Variable 7.02312200 N N N N N N SECTOR RE V LTD ZCP 03/01/22 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER 44@ 0.00000000 81369ACC4 425004.00000000 NS USD 59383.20000000 0.007448324053 Long DBT CORP BM Y 3 2022-03-01 Fixed 0.00000000 N N N N N N MID OCEAN RE 2019 0% 7/31/20 N/A MID OCEAN RE 2019 ZCP /XILS00144055/ 0.00000000 N/A 5701152.00000000 NS USD 5781923.24000000 0.725215851366 Long DBT CORP BM N 3 2020-07-31 Fixed 0.00000000 N N N N N N ST. ANDREWS 2017-4 0% 06/01/20 N/A ST. ANDREWS 2017-4 ARTEX SAC LIMITED ZCP /931QWXII2/ /BNR36B755/ 0.00000000 N/A 7760968.00000000 NS USD 763679.25000000 0.095786864416 Long DBT CORP BM N 3 2020-06-01 Fixed 0.00000000 N N N N N N ARTEX SAC FORM 0.0% 02/28/2021 N/A ARTEX SAC LTD FORMBY RE 2018-1 REGD ZCP /BNR3X5JE6/ 0.00000000 N/A 8569000.00000000 NS USD 1615437.22000000 0.202621278457 Long DBT CORP BM N 3 2021-02-28 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 12/01/23 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER D 0.00000000 81369ACS9 4320248.00000000 NS USD 3106036.94000000 0.389584422054 Long DBT CORP BM Y 3 2023-12-01 Fixed 0.00000000 N N N N N N IBRD V/R 02/15/21 N/A INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER GDIF 3.99175000 U4586FSE8 500000.00000000 NS USD 488900.00000000 0.061321815426 Long DBT USGA US Y 2 2021-02-15 Variable 3.99175000 N N N N N N RESIDENTIAL RE 17 V/R 12/06/21 N/A RESIDENTIAL RE 17 LTD REGD V/R 144A P/P 13.11178100 76118XAE6 250000.00000000 NS USD 239775.00000000 0.030074531179 Long DBT CORP KY Y 2 2021-12-06 Variable 13.11178100 N N N N N N INTEGRITY RE LTD V/R 06/10/20 N/A INTEGRITY RE LTD REGD V/R 144A P/P SER A 4.10825000 45833UAA9 750000.00000000 NS USD 747075.00000000 0.093704224298 Long DBT CORP BM Y 2 2020-06-10 Variable 4.10825000 N N N N N N CITRUS RE LTD V/R 02/25/21 549300VWWT5SE805NK88 CITRUS RE LTD REGD V/R 144A P/P 0.20423400 177510AF1 1000000.00000000 NS USD 49011.02000000 0.006147360855 Long DBT CORP BM Y 3 2021-02-25 Variable 0.20423400 N N N N N N RESILIENCE RE LTD ZCP 04/06/21 N/A RESILIENCE RE LTD REGD ZCP 144A P/P 0.00000000 G7527LAE5 4100000.00000000 NS USD 410.00000000 0.000051425535 Long DBT CORP BM Y 3 2021-04-06 Fixed 0.00000000 N N N N N N BLUE LOTUS RE 0.0% 12/31/21 N/A BLUE LOTUS RE ZCP REGD /BNR3ML7U0/ 0.00000000 N/A 12600000.00000000 NS USD 783720.00000000 0.098300538322 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N DINGLE RE 2020 0.0% 01/31/21 N/A DINGLE RE 2020 REGD ZCP /XILS00178080/ 0.00000000 N/A 1535000.00000000 NS USD 1487598.66000000 0.186586726236 Long DBT CORP BM N 3 2021-01-31 Fixed 0.00000000 N N N N N N ARTEX SAC LTD ST A 0% 2/1/21 N/A ARTEX SAC LTD ST ANDREWS SEG ACCT VARIABLE AT RISK NOTES DUE 12/31/2017 931DSCII2/ BNR30QCG8 0.00000000 N/A 5000000.00000000 NS USD 339000.00000000 0.042520137920 Long DBT CORP BM N 3 2021-02-01 Fixed 0.00000000 N N N N N N KILIMANJARO II RE V/R 04/21/22 N/A KILIMANJARO II RE LTD REGD V/R 144A P/P SER ** 7.11175000 49407QAF5 1050000.00000000 NS USD 1007580.00000000 0.126378880726 Long DBT CORP BM Y 2 2022-04-21 Variable 7.11175000 N N N N N N HARAMBEE RE 2020 0.0% 12/31/23 N/A HARAMBEE RE 2020 REGD ZCP /XILS00171922/ 0.00000000 N/A 27000000.00000000 NS USD 27423900.00000000 3.439728644041 Long DBT CORP BM N 3 2023-12-31 Fixed 0.00000000 N N N N N N SCOTSCRAIG RE 2020 0% 1/31/21 N/A SCOTSCRAIG RE 2020 ZCP REGD /XILS00181658/ 0.00000000 N/A 5500000.00000000 NS USD 5195116.58000000 0.651613786126 Long DBT CORP BM N 3 2021-01-31 Fixed 0.00000000 N N N N N N CERULEAN RE 2019-C1 0% 7/31/20 N/A CERULEAN RE 2019-C1 REGD ZCP /XILS00143038/ 0.00000000 N/A 2150000.00000000 NS USD 2106355.00000000 0.264196180266 Long DBT CORP BM N 3 2020-07-31 Fixed 0.00000000 N N N N N N LIMESTONE RE LTD ZCP 08/31/21 5493004PN8HGYC184A27 LIMESTONE RE LTD REGD ZCP P/P 0.00000000 G5488XAB6 36000.00000000 NS USD 28335.60000000 0.003554081475 Long DBT CORP BM N 3 2021-08-31 Fixed 0.00000000 N N N N N N HARAMBEE RE 2019 0.0% 12/31/22 N/A HARAMBEE RE 2019 ZCP REGD /BNR48WAE2/ 0.00000000 N/A 27831163.00000000 NS USD 2657876.07000000 0.333372439743 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N INTEGRITY RE II L V/R 04/12/23 N/A INTEGRITY RE II LTD REGD V/R 144A P/P SER A 8.35413000 45833EAA5 250000.00000000 NS USD 247775.00000000 0.031077956263 Long DBT CORP BM Y 2 2023-04-12 Variable 8.35413000 N N N N N N URSA RE LTD V/R 05/27/20 549300O8X4DWGDJZ6W59 URSA RE LTD REGD V/R 144A P/P SER E 7.57434700 90323WAF7 250000.00000000 NS USD 248825.00000000 0.031209655805 Long DBT CORP BM Y 2 2020-05-27 Variable 7.57434700 N N N N N N TAILWIND RE LTD 2 V/R 01/08/22 N/A TAILWIND RE LTD 2017-1 REGD V/R 144A P/P 7.43372200 87403TAA4 250000.00000000 NS USD 246825.00000000 0.030958799534 Long DBT CORP BM Y 2 2022-01-08 Variable 7.43372200 N N N N N N CANOPIUS ILS LTD 0.0% 12/31/19 N/A CANOPIUS ILS LTD ZCP REGD /BNR3Y9403/ 0.00000000 N/A 3000000.00000000 NS USD 2991000.00000000 0.375155553160 Long DBT CORP BM N 3 2020-06-20 Fixed 0.00000000 N N N N N N VERSUTUS RE 2019-A 0% 12/31/21 N/A VERSUTUS RE 2019-A REGD ZCP /BNR48UWU6/ 0.00000000 N/A 30889158.00000000 NS USD 2659556.50000000 0.333583212945 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 03/01/23 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER 144 0.00000000 81369ACP5 13114.00000000 NS USD 774395.35000000 0.097130964859 Long DBT CORP BM Y 3 2023-03-01 Fixed 0.00000000 N N N N N N OCEAN VIEW RE 2019 0% 6/30/20 N/A OCEAN VIEW RE 2019 ZCP /XILS00141826/ 0.00000000 N/A 2500000.00000000 NS USD 2579256.50000000 0.323511333668 Long DBT CORP BM N 3 2020-06-30 Fixed 0.00000000 N N N N N N RESIDENTIAL RE 18 V/R 12/06/22 N/A RESIDENTIAL RE 18 LTD REGD V/R 144A P/P SER II 11.39178100 76117UAD5 1000000.00000000 NS USD 964600.00000000 0.120987979464 Long DBT CORP KY Y 2 2022-12-06 Variable 11.39178100 N N N N N N CRANBERRY RE LTD V/R 07/13/20 N/A CRANBERRY RE LTD REGD V/R 144A P/P 2.80825000 224287AB8 2600000.00000000 NS USD 2577380.00000000 0.323275967771 Long DBT CORP BM Y 2 2020-07-13 Variable 2.80825000 N N N N N N CAL PHOENIX RE LT V/R 08/13/21 N/A CAL PHOENIX RE LTD REGD V/R 144A P/P 2.00725000 12482PAA4 2000000.00000000 NS USD 40000.00000000 0.005017125418 Long DBT CORP BM Y 2 2021-08-13 Variable 2.00725000 N N N N N N GLENEAGLES ARTEX SAC LIMITED 2016 ZCP 11/30/2020 N/A GLENEAGLES ARTEX SAC LIMITED 2016 ZCP 11/30/2020 BNR28PZR5 0.00000000 N/A 7000000.00000000 NS USD 218400.00000000 0.027393504784 Long DBT CORP BM N 3 2020-11-30 Fixed 0.00000000 N N N N N N IBRD V/R 03/13/24 N/A INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER D 7.73138000 U4586F6W2 2000000.00000000 NS USD 1932000.00000000 0.242327157708 Long DBT USGA US Y 3 2024-03-13 Variable 7.73138000 N N N N N N CASABLANCA RE LTD V/R 06/04/20 N/A CASABLANCA RE LTD REGD V/R 144A P/P SER B 6.35613000 N/A 1750000.00000000 NS USD 1750000.00000000 0.219499237055 Long DBT CORP KY Y 3 2020-06-04 Variable 6.35613000 N N N N N N NCM RE 2019 0.0% 12/31/22 N/A NCM RE 2019 REGD ZCP /BNR4901S0/ 0.00000000 N/A 1941681.00000000 NS USD 429888.17000000 0.053920071619 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N ARTEX SAC LTD 0.0% 12/31/22 N/A ARTEX SAC LTD WOBURN RE 2019 REGD ZCP /BNR4A2ZY4/ 0.00000000 N/A 17003469.00000000 NS USD 9944407.09000000 1.247308439553 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N PANGAEA 2016-2 0% 11/30/20 N/A PANGAEA 2016-2 REGD ZCP /BNR2NC301/ 0.00000000 N/A 20000000.00000000 NS USD 59522.00000000 0.007465733478 Long DBT CORP BM N 3 2020-11-30 Fixed 0.00000000 N N N N N N ALTURAS RE SEG AC ZCP 03/10/23 N/A ALTURAS RE SEG ACCT 2019 REGD ZCP 144A P/P 0.00000000 N/A 4200.00000000 NS USD 152760.30000000 0.019160439601 Long DBT CORP BM Y 2 2020-06-30 Fixed 0.00000000 N N N N N N ALAMO RE LTD V/R 06/07/21 N/A ALAMO RE LTD REGD V/R 144A P/P SER A 3.60458000 011395AE0 3750000.00000000 NS USD 3652875.00000000 0.458173300318 Long DBT CORP BM Y 2 2021-06-07 Variable 3.60458000 N N N N N N URSA RE LTD V/R 12/10/22 549300O8X4DWGDJZ6W59 URSA RE LTD REGD V/R 144A P/P SER C 5.85932200 90323WAK6 300000.00000000 NS USD 292500.00000000 0.036687729622 Long DBT CORP BM Y 2 2022-12-10 Variable 5.85932200 N N N N N N SANDERS RE LTD V/R 12/06/21 549300R7FVCRRNP5EE19 SANDERS RE LTD REGD V/R 144A P/P 4.59125000 80000RAG7 10050000.00000000 NS USD 9586695.00000000 1.202441279073 Long DBT CORP BM Y 2 2021-12-06 Variable 4.59125000 N N N N N N ARTEX SAC LIMITED V/R 01/15/21 N/A ARTEX SAC LIMITED SEMINOLE SEGREGATED ACCOUNT /BNR3N2EG4/ 0.00000000 N/A 15658450.00000000 NS USD 3045568.53000000 0.381999982133 Long DBT CORP BM N 3 2021-01-15 Variable 0.00000000 N N N N N N WENTWORTH RE 2020 0% 12/31/23 N/A WENTWORTH RE 2020-1 ZCP REGD /XILS00179881/ 0.00000000 N/A 7800000.00000000 NS USD 6912922.38000000 0.867074964703 Long DBT CORP BM N 3 2023-12-31 Fixed 0.00000000 N N N N N N TAILWIND RE LTD 2 V/R 01/08/22 N/A TAILWIND RE LTD 2017-1 REGD V/R 144A P/P 9.17372200 87403TAB2 250000.00000000 NS USD 242775.00000000 0.030450815586 Long DBT CORP BM Y 2 2022-01-08 Variable 9.17372200 N N N N N N PORTRUSH RE 2019 0% 7/1/20 N/A PORTRUSH RE 2019 ZCP REGD /XILS00145237/ 0.00000000 N/A 8260350.00000000 NS USD 13983.62000000 0.001753939383 Long DBT CORP BM N 3 2020-07-01 Fixed 0.00000000 N N N N N N URSA RE LTD V/R 12/10/20 549300O8X4DWGDJZ6W59 URSA RE LTD REGD V/R 144A P/P SER D 6.53983200 90323WAH3 250000.00000000 NS USD 245200.00000000 0.030754978814 Long DBT CORP BM Y 2 2020-12-10 Variable 6.53983200 N N N N N N CAPE LOOKOUT RE L V/R 02/25/22 N/A CAPE LOOKOUT RE LTD REGD V/R 144A P/P SER A 4.34677700 13947LAA0 2250000.00000000 NS USD 2211750.00000000 0.277415678603 Long DBT CORP BM Y 2 2022-02-25 Variable 4.34677700 N N N N N N BALLYBUNION RE 0% 2/28/21 N/A BALLYBUNION RE ZCP REGD /XILS00203915/ 0.00000000 N/A 6410084.00000000 PA USD 6410084.00000000 0.804004884262 Long DBT CORP BM N 3 2021-02-28 Fixed 0.00000000 N N N N N N IBRD V/R 07/15/20 N/A INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R SER A 8.37250000 U4586DEL2 2050000.00000000 NS USD 1640000.00000000 0.205702142154 Long DBT USGA US Y 2 2020-07-15 Variable 8.37250000 N N N N N N AKIBARE RE PTE LT V/R 04/07/24 N/A AKIBARE RE PTE LTD REGD V/R 144A P/P SER 2020 2.71442100 00974NAA9 1000000.00000000 NS USD 986800.00000000 0.123772484071 Long DBT CORP SG Y 2 2024-04-07 Variable 2.71442100 N N N N N N KIZUNA II RE LTD V/R 04/11/23 549300FZGZGIRZ0KKY14 KIZUNA II RE LTD REGD V/R 144A P/P SER B 2.57372200 49835KAD5 750000.00000000 NS USD 735450.00000000 0.092246122224 Long DBT CORP BM Y 2 2023-04-11 Variable 2.57372200 N N N N N N KILIMANJARO RE LT V/R 05/06/22 549300TOWVCRIW71JM30 KILIMANJARO RE LTD REGD V/R 144A P/P SER A1 14.78300000 494074AH0 500000.00000000 NS USD 479000.00000000 0.060080076885 Long DBT CORP BM Y 2 2022-05-06 Variable 14.78300000 N N N N N N ARTEX SAC LIMITED V/R 04/30/21 N/A ARTEX SAC LIMITED RIVIERA RE REGD V/R /BNR3TZP16/ 0.00000000 N/A 11084286.00000000 NS USD 3383661.30000000 0.424406327887 Long DBT CORP BM N 3 2021-04-30 Variable 0.00000000 N N N N N N BOWLINE RE 2018 V/R 05/23/22 N/A BOWLINE RE 2018 REGD V/R 144A P/P SER A 4.57372200 10260PAA6 2750000.00000000 NS USD 2692525.00000000 0.337718390429 Long DBT CORP BM Y 2 2022-05-23 Variable 4.57372200 N N N N N N NCM RE 2018 0% 12/31/21 N/A NCM RE 2018 ZCP /BNR3MUHP0/ 0.00000000 N/A 4700000.00000000 NS USD 361900.00000000 0.045392442222 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N WALTON HEATH RE 0.0% 06/30/20 N/A WALTON HEATH RE 2019 REGD ZCP /XILS00143041/ 0.00000000 N/A 8050000.00000000 NS USD 7992490.64000000 1.002483198656 Long DBT CORP BM N 3 2020-06-30 Fixed 0.00000000 N N N N N N ARTEX SAC LTD V/R 03/31/21 N/A ARTEX SAC LTD BANTRY RE 2016 REGD V/R /BNR4B8Q61/ 0.00000000 N/A 4000000.00000000 NS USD 322400.00000000 0.040438030872 Long DBT CORP BM N 3 2021-03-31 Variable 0.00000000 N N N N N N KILIMANJARO II RE V/R 04/20/21 N/A KILIMANJARO II RE LTD REGD V/R 144A P/P SER * 7.09175000 49407QAC2 2000000.00000000 NS USD 1957000.00000000 0.245462861095 Long DBT CORP BM Y 2 2021-04-20 Variable 7.09175000 N N N N N N ARTEX SAC LTD 0.0% 12/31/22 N/A ARTEX SAC LTD CARNOUSTIE RE 2019 REGD ZCP /BNR48YNL8/ 0.00000000 N/A 15128863.00000000 NS USD 17582764.58000000 2.205373377501 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N ARTEX SAC LIMITED MERION RE N/A ARTEX SAC LIMITED MERION RE 2018-2 0.00000000 N/A 44514882.00000000 NS USD 48494512.45000000 6.082576276645 Long DBT CORP BM N 3 2021-12-31 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 03/01/23 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER 144& 0.00000000 81369ACQ3 4953.00000000 NS USD 210740.00000000 0.026432725266 Long DBT CORP BM Y 3 2023-03-01 Fixed 0.00000000 N N N N N N KILIMANJARO RE LT V/R 05/06/22 549300TOWVCRIW71JM30 KILIMANJARO RE LTD REGD V/R 144A P/P SER B1 6.11300000 494074AJ6 16500000.00000000 NS USD 16054500.00000000 2.013686000742 Long DBT CORP BM Y 2 2022-05-06 Variable 6.11300000 N N N N N N ARTEX SAC LTD V/R 12/31/22 N/A ARTEX SAC LTD BANTRY RE 2019 REGD V/R /BNR4B8Q46/ 0.00000000 N/A 22000000.00000000 NS USD 747200.52000000 0.093719968038 Long DBT CORP BM N 3 2022-12-31 Variable 0.00000000 N N N N N N MERION RE 2020-1 0.0% 12/31/23 N/A MERION RE 2020-1 REGD ZCP /XILS00168316/ 0.00000000 N/A 9000000.00000000 NS USD 7646983.47000000 0.959146878535 Long DBT CORP BM N 3 2023-12-31 Fixed 0.00000000 N N N N N N OAKMONT RE 2019 0% 4/30/21 N/A OAKMONT RE 2019 ZCP REGD /XILS00137810/ 0.00000000 N/A 1017500.00000000 NS USD 704427.52000000 0.088355030400 Long DBT CORP BM N 3 2021-04-30 Fixed 0.00000000 N N N N N N OAKMONT 2017 0% 04/30/21 N/A OAKMONT 2017 ZCP REGD 0.00000000 N/A 2350000.00000000 NS USD 69090.00000000 0.008665829878 Long DBT CORP BM N 3 2021-04-30 Fixed 0.00000000 N N N N N N URSA RE LTD V/R 05/27/20 549300O8X4DWGDJZ6W59 URSA RE LTD REGD V/R 144A P/P SER B 5.06922400 90323WAE0 1000000.00000000 NS USD 995000.00000000 0.124800994782 Long DBT CORP BM Y 2 2020-05-27 Variable 5.06922400 N N N N N N SECTOR RE V LTD ZCP 03/01/24 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER A 0.00000000 81369ACT7 5137617.00000000 NS USD 4498472.07000000 0.564234964159 Long DBT CORP BM Y 3 2024-03-01 Fixed 0.00000000 N N N N N N SECTOR RE V LTD ZCP 12/01/24 N/A SECTOR RE V LTD REGD ZCP 144A P/P SER 9-D 0.00000000 81369ADC3 2879752.00000000 NS USD 3030389.58000000 0.380096114736 Long DBT CORP BM Y 3 2024-12-01 Fixed 0.00000000 N N N N N N ALTURAS RE LTD V/R 12/20/19 N/A ALTURAS RE LTD VARIABLE 2020-2R CLASS A 0.00000000 G0229TAE4 9158000.00000000 NS USD 9375044.60000000 1.175894364032 Long ABS-CBDO CORP BM N 2 2023-03-10 Variable 0.00000000 N N N N N N SUSSEX RE 2020-10.0% 12/31/22 N/A SUSSEX RE 2020-1 REGD ZCP /XILS00176384/ 0.00000000 N/A 33083230.00000000 NS USD 33711811.37000000 4.228409643118 Long DBT CORP BM N 3 2022-12-31 Fixed 0.00000000 N N N N N N LIMESTONE RE LTD ZCP 03/01/22 5493004PN8HGYC184A27 LIMESTONE RE LTD REGD ZCP P/P 0.00000000 N/A 42000.00000000 NS USD 1482805.80000000 0.185985566743 Long DBT CORP BM N 3 2022-03-01 Fixed 0.00000000 N N N N N N ARTEX SAC LTD V/R 12/31/21 N/A ARTEX SAC LIMITED WOBURN SEGREGATED ACCOUNT /BNR3SDP81/ 1.49000000 N/A 40641287.00000000 NS USD 5437138.50000000 0.681970144292 Long DBT CORP BM N 3 2021-12-31 Variable 1.49000000 N N N N N N SANDERS RE II LTD V/R 04/07/24 254900VRQU0N0MF3CT92 SANDERS RE II LTD REGD V/R 144A P/P SER A 5.71293700 80000VAA1 2750000.00000000 NS USD 2736250.00000000 0.343202735652 Long DBT CORP BM Y 2 2024-04-07 Variable 5.71293700 N N N N N N RESILIENCE RE LTD ZCP 06/07/21 N/A RESILIENCE RE LTD REGD ZCP 144A P/P SER A 0.00000000 N/A 12500000.00000000 NS USD 6062500.00000000 0.760408071226 Long DBT CORP BM Y 3 2021-06-07 Fixed 0.00000000 N N N N N N 2020-05-29 Pioneer ILS Interval Fund Mark E. Bradley Mark E. Bradley Treasurer and Chief Accounting and Financial Officer