# EDGAR Filing Document

**Accession Number:** 0001077452
**File Stem:** 0001752724-23-038329
**Filing Date:** 2023-2
**Character Count:** 886991
**Document Hash:** e81058848d492246b319dda0ffb4f502
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038329.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038329

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIONEER SERIES TRUST XIV
- **CENTRAL INDEX KEY:** 0001077452
- **IRS NUMBER:** 043453709

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09223
- **FILM NUMBER:** 23664189

**BUSINESS ADDRESS:**
- **STREET 1:** 60 STATE ST
- **STREET 2:** 5TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-742-7825

**MAIL ADDRESS:**
- **STREET 1:** 60 STATE ST
- **STREET 2:** 5TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIONEER STRATEGIC INCOME FUND
- **DATE OF NAME CHANGE:** 19990122

## Series and Classes Contracts Data

### Pioneer Strategic Income Fund (Series ID: S000010131)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000028124 | Pioneer Strategic Income Fund: Class A | PSRAX           |
| C000028126 | Pioneer Strategic Income Fund: Class C | PSRCX           |
| C000028127 | Pioneer Strategic Income Fund: Class Y | STRYX           |
| C000028128 | Pioneer Strategic Income Fund: Class R | STIRX           |
| C000123840 | Pioneer Strategic Income Fund: Class K | STRKX           |

## Nport-Ex

## Pioneer Strategic Income Fund
Schedule of Investments \| December 31, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| **A: PSRAX** | **C: PSRCX** | **K: STRKX** | **R: STIRX** | **Y: STRYX** |

---

------

### Schedule of Investments \| 12/31/22
(unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**UNAFFILIATED ISSUERS — 102.0%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Senior Secured Floating Rate<br> Loan Interests — 1.0% of Net Assets\*(a)** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Chemicals-Diversified — 0.1%** |  |
| 1905600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSF11 A5 HoldCo LLC, Term Loan, 7.938% (Term SOFR + 350 bps), 10/15/28 | $1843668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Chemicals-Diversified** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1843668** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electronic Composition — 0.0%†** |  |
| 1358778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Acquisition LP, First Lien Initial Term Loan, 8.634% (LIBOR + 425 bps), 6/26/25 | $1225874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electronic Composition** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1225874** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Finance-Special Purpose Banks — 0.1%** |  |
| 5031740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Industry, Ltd., Facility, 10.752% (LIBOR + 600 bps), 12/11/23 | $5011613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Finance-Special Purpose Banks** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **5011613** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Medical-Wholesale Drug Distribution —<br> 0.1%** |  |
| 3483675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Owens & Minor, Inc., Term B-1 Loan, 8.173% (Term SOFR + 375 bps), 3/29/29 | $3492384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Medical-Wholesale Drug Distribution** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3492384** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Metal Processors & Fabrication — 0.2%** |  |
| 4409188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grinding Media, Inc. (Molycop, Ltd.), First Lien Initial Term Loan, 8.765% (LIBOR + 400 bps), 10/12/28 | $4122590 |
| 1073941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WireCo WorldGroup, Inc., Initial Term Loan, 8.938% (LIBOR + 425 bps), 11/13/28 | &nbsp;&nbsp; 1048100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Metal Processors & Fabrication** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **5170690** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oil-Field Services — 0.4%** |  |
| 12395570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ProFrac Holdings II, LLC, Term Loan, 11.105% (Term SOFR + 725 bps), 3/4/25 | $12829415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Oil-Field Services** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **12829415** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Recreational Centers — 0.1%** |  |
| 2711800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fitness International LLC, Term B Loan, 7.494% (Term SOFR + 325 bps), 4/18/25 | $2512651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Recreational Centers** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2512651** |

---

1Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Rental Auto & Equipment — 0.0%†** |  |
| 1769130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PECF USS Intermediate Holding III Corp., Initial Term Loan, 8.634% (LIBOR + 425 bps), 12/15/28 | $1481462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Rental Auto & Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1481462** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Retail — 0.0%†** |  |
| 905170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Staples, Inc., 2019 Refinancing New Term B-2 Loan, 8.94% (LIBOR + 450 bps), 9/12/24 | $891168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Retail** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **891168** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Schools — 0.0%†** |  |
| 437680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KUEHG Corp. (fka KC MergerSub, Inc.), Term B-3 Loan, 8.48% (LIBOR + 375 bps), 2/21/25 | $421472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Schools** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **421472** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Senior Secured Floating Rate Loan Interests<br> (Cost $35,196,167)** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **34880397** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Shares** |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Common Stocks — 0.1% of Net Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Airlines — 0.0%†** |  |
| 128,171(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeromexico SAB de CV | $1064425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Airlines** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1064425** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Household Durables — 0.0%†** |  |
| 1,018,282(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Desarrolladora Homex SAB de CV | $1411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Household Durables** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1411** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oil, Gas & Consumable Fuels — 0.1%** |  |
| 9,565,478(b)^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ascent CNR Corp., Class A | $1434821 |
| 336(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Frontera Energy Corp. | &nbsp;&nbsp; 3064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Oil, Gas & Consumable Fuels** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1437885** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Paper & Forest Products — 0.0%†** |  |
| 162,828+^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Emerald Plantation Holdings, Ltd. | &nbsp;&nbsp;$— |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Paper & Forest Products** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **—** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Common Stocks<br> (Cost $2,712,800)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2503721** |

---

Pioneer Strategic Income Fund \| \| 12/31/222

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — 8.3% of<br> Net Assets** |  |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables III LLC, Series 2008-1A, Class C, 9.36%, 1/15/48 (144A) | $514499 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables III LLC, Series 2008-1A, Class D, 10.81%, 1/15/50 (144A) | &nbsp;&nbsp; 526864 |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 Funding CLO, Ltd., Series 2019-4A, Class E, 11.243% (3 Month USD LIBOR + 700 bps), 4/20/30 (144A) | &nbsp;&nbsp; 3428184 |
| 4,750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 Funding CLO, Ltd., Series 2019-5A, Class ER, 10.624% (3 Month Term SOFR + 676 bps), 4/15/35 (144A) | &nbsp;&nbsp; 3981977 |
| 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;A10 Bridge Asset Financing LLC, Series 2019-B, Class D, 4.523%, 8/15/40 (144A) | &nbsp;&nbsp; 3302548 |
| 692966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accelerated Assets LLC, Series 2018-1, Class B, 4.51%, 12/2/33 (144A) | &nbsp;&nbsp; 660733 |
| 979602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accelerated Assets LLC, Series 2018-1, Class C, 6.65%, 12/2/33 (144A) | &nbsp;&nbsp; 948538 |
| 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables VII LLC, Series 2019-1A, Class E, 4.47%, 3/20/25 (144A) | &nbsp;&nbsp; 2959721 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class E, 5.02%, 12/20/28 (144A) | &nbsp;&nbsp; 904695 |
| 1413000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XI LLC, Series 2022-2A, Class E, 9.32%, 10/22/29 (144A) | &nbsp;&nbsp; 1394954 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apidos CLO XXXII, Series 2019-32A, Class E, 10.993% (3 Month USD LIBOR + 675 bps), 1/20/33 (144A) | &nbsp;&nbsp; 1835270 |
| 3,975,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ltd., Series 2021-FL3, Class D, 6.518% (1 Month USD LIBOR + 220 bps), 8/15/34 (144A) | &nbsp;&nbsp; 3692517 |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ltd., Series 2021-FL4, Class D, 7.218% (1 Month USD LIBOR + 290 bps), 11/15/36 (144A) | &nbsp;&nbsp; 7238632 |
| 5,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ltd., Series 2021-FL4, Class E, 7.718% (1 Month USD LIBOR + 340 bps), 11/15/36 (144A) | &nbsp;&nbsp; 4796339 |

---

3Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ltd., Series 2022-FL2, Class D, 8.686% (1 Month Term SOFR + 435 bps), 5/15/37 (144A) | $7567805 |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arivo Acceptance Auto Loan Receivables Trust, Series 2022-1A, Class D, 7.38%, 9/17/29 (144A) | &nbsp;&nbsp; 1847411 |
| 1,054,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B2R Mortgage Trust, Series 2015-1, Class D, 4.831%, 5/15/48 (144A) | &nbsp;&nbsp; 994595 |
| 3,295,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Battalion CLO IX, Ltd., Series 2015-9A, Class ER, 10.329% (3 Month USD LIBOR + 625 bps), 7/15/31 (144A) | &nbsp;&nbsp; 2538903 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BDS, Ltd., Series 2020-FL5, Class C, 6.489% (1 Month Term SOFR + 216 bps), 2/16/37 (144A) | &nbsp;&nbsp; 1433371 |
| 1,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XIX, Ltd., Series 2019-19A, Class D, 7.879% (3 Month USD LIBOR + 380 bps), 1/15/33 (144A) | &nbsp;&nbsp; 1468038 |
| 4176690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.446%, 7/15/46 (144A) | &nbsp;&nbsp; 3145514 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carlyle US CLO, Ltd., Series 2019-4A, Class CR, 7.064% (3 Month Term SOFR + 320 bps), 4/15/35 (144A) | &nbsp;&nbsp; 2741949 |
| 4,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Catskill Park CLO, Ltd., Series 2017-1A, Class D, 10.243% (3 Month USD LIBOR + 600 bps), 4/20/29 (144A) | &nbsp;&nbsp; 3606452 |
| 7465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cologix Canadian Issuer LP, Series 2022-1CAN, Class A2, 4.94%, 1/25/52 (144A) | &nbsp;&nbsp; 5029602 |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commercial Equipment Finance LLC, Series 2021-A, Class D, 6.49%, 12/17/29 (144A) | &nbsp;&nbsp; 2320999 |
| 70511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2017-BGS, Class C, 4.44%, 9/25/42 (144A) | &nbsp;&nbsp; 62118 |
| 4155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Continental Credit Card ABS LLC, Series 2019-1A, Class C, 6.16%, 8/15/26 (144A) | &nbsp;&nbsp; 4015202 |
| 6550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class C, 9.33%, 10/15/30 (144A) | &nbsp;&nbsp; 6443681 |
| 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class D, 12.42%, 10/15/30 (144A) | &nbsp;&nbsp; 2957205 |

---

Pioneer Strategic Income Fund \| \| 12/31/224

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crossroads Asset Trust, Series 2021-A, Class E, 5.48%, 1/20/28 (144A) | $941785 |
| 2300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DataBank Issuer, Series 2021-1A, Class C, 4.43%, 2/27/51 (144A) | &nbsp;&nbsp; 1931823 |
| 1252001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamond Resorts Owner Trust, Series 2019-1A, Class C, 4.02%, 2/20/32 (144A) | &nbsp;&nbsp; 1215487 |
| 745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Encina Equipment Finance LLC, Series 2021-1A, Class E, 4.36%, 3/15/29 (144A) | &nbsp;&nbsp; 704261 |
| 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ExteNet LLC, Series 2019-1A, Class C, 5.219%, 7/26/49 (144A) | &nbsp;&nbsp; 5599618 |
| 9,460,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finance of America HECM Buyout, Series 2022-HB1, Class M6, 9.317%, 2/25/32 (144A) | &nbsp;&nbsp; 8514367 |
| 7765949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finance of America Structured Securities Trust, Series 2021-S2, Class A2, 1.75%, 9/25/51 | &nbsp;&nbsp; 7169363 |
| 14566569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finance of America Structured Securities Trust, Series 2021-S3, Class A2, 2.25%, 12/25/51 | &nbsp;&nbsp; 13391106 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Eagle BSL CLO, Ltd., Series 2019-1A, Class C, 8.593% (3 Month USD LIBOR + 435 bps), 1/20/33 (144A) | &nbsp;&nbsp; 890342 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Eagle BSL CLO, Ltd., Series 2019-1A, Class D, 11.943% (3 Month USD LIBOR + 770 bps), 1/20/33 (144A) | &nbsp;&nbsp; 2583426 |
| 3,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fort Washington CLO, Series 2019-1A, Class ER, 10.993% (3 Month USD LIBOR + 675 bps), 10/20/32 (144A) | &nbsp;&nbsp; 2698565 |
| 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Seas LP, Series 2017-1A, Class A2, 5.927%, 8/28/27 (144A) | &nbsp;&nbsp; 4733068 |
| 39,388(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gold Key Resorts LLC, Series 2014-A, Class C, 5.87%, 3/17/31 (144A) | &nbsp;&nbsp; 38753 |
| 5,022,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldentree Loan Management US CLO 2, Ltd., Series 2017-2A, Class E, 8.943% (3 Month USD LIBOR + 470 bps), 11/28/30 (144A) | &nbsp;&nbsp; 4290636 |
| 4,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldentree Loan Management US CLO 6, Ltd., Series 2019-6A, Class DR, 7.063% (3 Month Term SOFR + 310 bps), 4/20/35 (144A) | &nbsp;&nbsp; 3719137 |
| 1,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gulf Stream Meridian 3, Ltd., Series 2021-IIIA, Class D, 10.829% (3 Month USD LIBOR + 675 bps), 4/15/34 (144A) | &nbsp;&nbsp; 1106834 |

---

5Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LP, Series 2021-2A, Class D, 4.34%, 12/27/27 (144A) | $8324918 |
| 10072500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HOA Funding LLC - HOA, Series 2021-1A, Class A2, 4.723%, 8/20/51 (144A) | &nbsp;&nbsp; 7526645 |
| 607101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Partners of America Trust, Series 2019-1, Class F, 4.101%, 9/17/39 (144A) | &nbsp;&nbsp; 517369 |
| 3,175,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ICG US CLO, Ltd., Series 2016-1A, Class DRR, 11.855% (3 Month USD LIBOR + 744 bps), 4/29/34 (144A) | &nbsp;&nbsp; 2731786 |
| 2,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ICG US CLO, Ltd., Series 2021-1A, Class E, 10.409% (3 Month USD LIBOR + 633 bps), 4/17/34 (144A) | &nbsp;&nbsp; 1928815 |
| 3680285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Icon Brand Holdings LLC, Series 2012-1A, Class A, 4.229%, 1/25/43 (144A) | &nbsp;&nbsp; 1104215 |
| 451369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, 12/15/48 (144A) | &nbsp;&nbsp; 439179 |
| 3070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CACLN, Series 2021-2, Class F, 4.393%, 12/26/28 (144A) | &nbsp;&nbsp; 2760115 |
| 2,150,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KREF Ltd., Series 2021-FL2, Class C, 6.326% (1 Month USD LIBOR + 200 bps), 2/15/39 (144A) | &nbsp;&nbsp; 1996337 |
| 725,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KREF Ltd., Series 2021-FL2, Class E, 7.176% (1 Month USD LIBOR + 285 bps), 2/15/39 (144A) | &nbsp;&nbsp; 667270 |
| 7750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercury Financial Credit Card Master Trust, Series 2021-1A, Class B, 2.33%, 3/20/26 (144A) | &nbsp;&nbsp; 7215524 |
| 4,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MF1, Ltd., Series 2021-FL7, Class D, 6.889% (1 Month USD LIBOR + 255 bps), 10/16/36 (144A) | &nbsp;&nbsp; 4179992 |
| 7,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MF1, Ltd., Series 2021-FL7, Class E, 7.139% (1 Month USD LIBOR + 280 bps), 10/16/36 (144A) | &nbsp;&nbsp; 6853117 |
| 2542666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mosaic Solar Loan Trust, Series 2019-2A, Class D, 6.18%, 9/20/40 (144A) | &nbsp;&nbsp; 2442867 |
| 3697225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mosaic Solar Loan Trust, Series 2021-1A, Class D, 3.71%, 12/20/46 (144A) | &nbsp;&nbsp; 3138899 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman CLO XVII, Ltd., Series 2014-17A, Class ER2, 11.525% (3 Month USD LIBOR + 720 bps), 4/22/29 (144A) | &nbsp;&nbsp; 4402630 |

---

Pioneer Strategic Income Fund \| \| 12/31/226

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 4,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newark BSL CLO 1, Ltd., Series 2016-1A, Class DR, 10.608% (3 Month USD LIBOR + 625 bps), 12/21/29 (144A) | $4102245 |
| 365,219(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newtek Small Business Loan Trust, Series 2017-1, Class B, 7.389% (1 Month USD LIBOR + 300 bps), 2/25/43 (144A) | &nbsp;&nbsp; 364300 |
| 5950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NMEF Funding LLC, Series 2022-B, Class C, 8.54%, 6/15/29 (144A) | &nbsp;&nbsp; 5980898 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octagon Investment Partners XXI, Ltd., Series 2014-1A, Class DRR, 11.65% (3 Month USD LIBOR + 700 bps), 2/14/31 (144A) | &nbsp;&nbsp; 1688374 |
| 1119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octane Receivables Trust, Series 2020-1A, Class D, 5.45%, 3/20/28 (144A) | &nbsp;&nbsp; 1059458 |
| 1968558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orange Lake Timeshare Trust, Series 2019-A, Class D, 4.93%, 4/9/38 (144A) | &nbsp;&nbsp; 1813586 |
| 5,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ltd., Series 2020-1A, Class D, 9.525% (3 Month USD LIBOR + 485 bps), 2/20/28 (144A) | &nbsp;&nbsp; 5181568 |
| 1,900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ltd., Series 2022-1A, Class C, 6.464% (3 Month Term SOFR + 260 bps), 4/15/30 (144A) | &nbsp;&nbsp; 1809456 |
| 6400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEAR LLC, Series 2021-1, Class B, 0.000%, 1/15/34 (144A) | &nbsp;&nbsp; 4420160 |
| 4300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PG Receivables Finance, Series 2020-1, Class C, 5.44%, 7/20/25 (144A) | &nbsp;&nbsp; 4128000 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PPM CLO 5, Ltd., Series 2021-5A, Class E, 10.694% (3 Month USD LIBOR + 650 bps), 10/18/34 (144A) | &nbsp;&nbsp; 1701276 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Race Point VIII CLO, Ltd., Series 2013-8A, Class DR2, 8.175% (3 Month USD LIBOR + 350 bps), 2/20/30 (144A) | &nbsp;&nbsp; 4707530 |
| 9600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic Finance Issuance Trust, Series 2021-A, Class D, 5.23%, 12/22/31 (144A) | &nbsp;&nbsp; 7587350 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rosy Blue Carat SA, Series 2018-1, Class A1, 6.25%, 12/15/25 (144A) | &nbsp;&nbsp; 1500000 |
| 9550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Series 2022-B, Class F, 11.91%, 8/16/32 (144A) | &nbsp;&nbsp; 9139682 |
| 1361279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class D, 4.75%, 1/20/36 (144A) | &nbsp;&nbsp; 1282268 |

---

7Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 1198878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class D, 6.59%, 7/20/37 (144A) | $1146438 |
| 3,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Signal Peak CLO 2 LLC, Series 2015-1A, Class DR2, 7.093% (3 Month USD LIBOR + 285 bps), 4/20/29 (144A) | &nbsp;&nbsp; 3284187 |
| 4,750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sound Point CLO XXI, Ltd., Series 2018-3A, Class C, 7.627% (3 Month USD LIBOR + 330 bps), 10/26/31 (144A) | &nbsp;&nbsp; 4440514 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sound Point CLO XXVIII, Ltd., Series 2020-3A, Class E, 11.258% (3 Month USD LIBOR + 690 bps), 1/25/32 (144A) | &nbsp;&nbsp; 2492631 |
| 5,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point HE Trust, Series 2021-HE1, Class M2, 2.50%, 2/25/63 (144A) | &nbsp;&nbsp; 4396049 |
| 2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Series 2021-1A, Class F, 5.08%, 5/15/28 (144A) | &nbsp;&nbsp; 2564983 |
| 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricon American Homes Trust, Series 2020-SFR2, Class E1, 2.73%, 11/17/39 (144A) | &nbsp;&nbsp; 3475836 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Series 2021-1, Class C, 4.06%, 3/20/31 (144A) | &nbsp;&nbsp; 919937 |
| 1294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VFI ABS LLC, Series 2022-1A, Class D, 6.68%, 11/26/29 (144A) | &nbsp;&nbsp; 1219003 |
| 1347834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Series 2020-1A, Class C, 6.213%, 3/20/34 (144A) | &nbsp;&nbsp; 1327291 |
| 3564668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Series 2022-1A, Class C, 2.488%, 8/20/36 (144A) | &nbsp;&nbsp; 3346050 |
| 2251369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Series 2022-1A, Class D, 3.838%, 8/20/36 (144A) | &nbsp;&nbsp; 2088578 |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Whitebox CLO II, Ltd., Series 2020-2A, Class ER, 11.425% (3 Month USD LIBOR + 710 bps), 10/24/34 (144A) | &nbsp;&nbsp; 3535896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Asset Backed Securities<br> (Cost $323,262,266)** | &nbsp;&nbsp; **$** **288820109** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—16.5% of Net Assets** |  |
| 5,970,020(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust, Series 2021-2, Class A8, 2.50%, 6/25/51 (144A) | $4004929 |
| 3,691,709(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust, Series 2022-5, Class B2, 3.47%, 2/25/52 (144A) | &nbsp;&nbsp; 2624818 |

---

Pioneer Strategic Income Fund \| \| 12/31/228

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 2,120,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-1A, Class B1, 8.389% (1 Month USD LIBOR + 400 bps), 3/25/29 (144A) | $2061854 |
| 3,550,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-1A, Class M2, 7.089% (1 Month USD LIBOR + 270 bps), 3/25/29 (144A) | &nbsp;&nbsp; 3523063 |
| 840,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-3A, Class B1, 10.739% (1 Month USD LIBOR + 635 bps), 10/25/30 (144A) | &nbsp;&nbsp; 816068 |
| 3,630,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-3A, Class M2, 9.239% (1 Month USD LIBOR + 485 bps), 10/25/30 (144A) | &nbsp;&nbsp; 3558059 |
| 1,450,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-4A, Class B1, 9.389% (1 Month USD LIBOR + 500 bps), 6/25/30 (144A) | &nbsp;&nbsp; 1411037 |
| 4,635,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2021-3A, Class M2, 7.078% (SOFR30A + 315 bps), 9/25/31 (144A) | &nbsp;&nbsp; 3971678 |
| 5,270,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2022-1, Class M1C, 7.628% (SOFR30A + 370 bps), 1/26/32 (144A) | &nbsp;&nbsp; 4400963 |
| 8,062,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BINOM Securitization Trust, Series 2022-RPL1, Class M3, 3.00%, 2/25/61 (144A) | &nbsp;&nbsp; 5275395 |
| 3,168,232(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brean Asset Backed Securities Trust, Series 2021-RM1, Class A, 1.40%, 10/25/63 (144A) | &nbsp;&nbsp; 2695914 |
| 2554753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brean Asset Backed Securities Trust, Series 2021-RM2, Class M1, 1.75%, 10/25/61 (144A) | &nbsp;&nbsp; 2058311 |
| 3,276,428(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade Funding Mortgage Trust, Series 2019-RM3, Class C, 4.00%, 6/25/69 (144A) | &nbsp;&nbsp; 2870442 |
| 2150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade MH Asset Trust, Series 2021-MH1, Class B1, 4.573%, 2/25/46 (144A) | &nbsp;&nbsp; 1635718 |
| 4,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade MH Asset Trust, Series 2021-MH1, Class B3, 7.713%, 2/25/46 (144A) | &nbsp;&nbsp; 3034119 |
| 1,250,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB5, Class M4, 5.683%, 2/25/31 (144A) | &nbsp;&nbsp; 1154581 |
| 12,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB7, Class M4, 5.072%, 10/27/31 (144A) | &nbsp;&nbsp; 10836396 |
| 2,633,882(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIM Trust, Series 2021-J2, Class B2, 2.673%, 4/25/51 (144A) | &nbsp;&nbsp; 1861201 |

---

9Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 3,116,601(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIM Trust, Series 2021-J2, Class B3, 2.673%, 4/25/51 (144A) | $2195393 |
| 5,264,850(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Series 2018-RP3, Class B2, 3.25%, 3/25/61 (144A) | &nbsp;&nbsp; 3324483 |
| 8,798,537(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Series 2021-INV2, Class B1W, 2.989%, 5/25/51 (144A) | &nbsp;&nbsp; 6654427 |
| 2,029,190(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class B2, 3.172%, 9/25/64 (144A) | &nbsp;&nbsp; 1375887 |
| 3,920,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2, 8.039% (1 Month USD LIBOR + 365 bps), 2/25/40 (144A) | &nbsp;&nbsp; 3871526 |
| 4,940,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 2M2, 8.039% (1 Month USD LIBOR + 365 bps), 2/25/40 (144A) | &nbsp;&nbsp; 4966485 |
| 21,230,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1, 8.428% (SOFR30A + 450 bps), 1/25/42 (144A) | &nbsp;&nbsp; 20083045 |
| 590,982(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-17, Class B1, 5.50%, 6/25/33 | &nbsp;&nbsp;&nbsp; 6 |
| 2,638,958(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSMC, Series 2021-RPL2, Class M3, 3.518%, 1/25/60 (144A) | &nbsp;&nbsp; 1727961 |
| 11,200,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2019-1, Class B1, 8.889% (1 Month USD LIBOR + 450 bps), 4/25/29 (144A) | &nbsp;&nbsp; 10374016 |
| 8,170,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2021-2, Class M2, 8.178% (SOFR30A + 425 bps), 4/25/34 (144A) | &nbsp;&nbsp; 7572358 |
| 3,085,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities, Series 2018-C03, Class 1B1, 8.139% (1 Month USD LIBOR + 375 bps), 10/25/30 | &nbsp;&nbsp; 3115712 |
| 1,170,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities, Series 2021-R02, Class 2B2, 10.128% (SOFR30A + 620 bps), 11/25/41 (144A) | &nbsp;&nbsp; 985875 |
| 9,413,742(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 4087, Class SB, 1.712% (1 Month USD LIBOR + 603 bps), 7/15/42 | &nbsp;&nbsp; 918705 |
| 4,994,600(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 4091, Class SH, 2.232% (1 Month USD LIBOR + 655 bps), 8/15/42 | &nbsp;&nbsp; 575544 |

---

Pioneer Strategic Income Fund \| \| 12/31/2210

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 2,388,663(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 4999, Class QI, 4.00%, 5/25/50 | $457425 |
| 4,922,133(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 5018, Class EI, 4.00%, 10/25/50 | &nbsp;&nbsp; 993735 |
| 2,928,431(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 5067, Class GI, 4.00%, 12/25/50 | &nbsp;&nbsp; 569659 |
| 214763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2009-36, Class HX, 4.50%, 6/25/29 | &nbsp;&nbsp; 211272 |
| 2,794,504(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2012-14, Class SP, 2.161% (1 Month USD LIBOR + 655 bps), 8/25/41 | &nbsp;&nbsp; 204137 |
| 2,002,071(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2018-43, Class SM, 1.811% (1 Month USD LIBOR + 620 bps), 6/25/48 | &nbsp;&nbsp; 183164 |
| 2,381,427(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2019-33, Class S, 1.661% (1 Month USD LIBOR + 605 bps), 7/25/49 | &nbsp;&nbsp; 142334 |
| 1,909,626(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2019-41, Class PS, 1.661% (1 Month USD LIBOR + 605 bps), 8/25/49 | &nbsp;&nbsp; 206929 |
| 1,863,169(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2019-41, Class SM, 1.661% (1 Month USD LIBOR + 605 bps), 8/25/49 | &nbsp;&nbsp; 193336 |
| 2,131,540(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2020-83, Class EI, 4.00%, 11/25/50 | &nbsp;&nbsp; 436643 |
| 225,110,080(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flagstar Mortgage Trust, Series 2021-4, Class AX1, 0.207%, 6/1/51 (144A) | &nbsp;&nbsp; 2147235 |
| 5,764,719(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flagstar Mortgage Trust, Series 2021-7, Class B3, 2.935%, 8/25/51 (144A) | &nbsp;&nbsp; 3755409 |
| 2,335,917(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-DNA3, Class B1, 9.489% (1 Month USD LIBOR + 510 bps), 6/25/50 (144A) | &nbsp;&nbsp; 2433615 |
| 6,455,143(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-DNA4, Class B1, 10.389% (1 Month USD LIBOR + 600 bps), 8/25/50 (144A) | &nbsp;&nbsp; 6863170 |
| 4,120,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-DNA4, Class B2, 14.389% (1 Month USD LIBOR + 1,000 bps), 8/25/50 (144A) | &nbsp;&nbsp; 4524342 |

---

11Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 3,585,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-DNA5, Class B1, 8.728% (SOFR30A + 480 bps), 10/25/50 (144A) | $3670643 |
| 2,935,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-DNA5, Class B2, 15.428% (SOFR30A + 1,150 bps), 10/25/50 (144A) | &nbsp;&nbsp; 3289728 |
| 2,910,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-DNA6, Class B1, 6.928% (SOFR30A + 300 bps), 12/25/50 (144A) | &nbsp;&nbsp; 2728802 |
| 2,630,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-DNA6, Class B2, 9.578% (SOFR30A + 565 bps), 12/25/50 (144A) | &nbsp;&nbsp; 2225372 |
| 2,519,783(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-HQA2, Class M2, 7.489% (1 Month USD LIBOR + 310 bps), 3/25/50 (144A) | &nbsp;&nbsp; 2554715 |
| 2,670,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-HQA3, Class B2, 14.389% (1 Month USD LIBOR + 1,000 bps), 7/25/50 (144A) | &nbsp;&nbsp; 2928555 |
| 3,190,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-HQA4, Class B1, 9.639% (1 Month USD LIBOR + 525 bps), 9/25/50 (144A) | &nbsp;&nbsp; 3257780 |
| 2,650,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2020-HQA4, Class B2, 13.789% (1 Month USD LIBOR + 940 bps), 9/25/50 (144A) | &nbsp;&nbsp; 2794630 |
| 9,920,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-DNA1, Class B1, 6.578% (SOFR30A + 265 bps), 1/25/51 (144A) | &nbsp;&nbsp; 8919684 |
| 7,075,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-DNA1, Class B2, 8.678% (SOFR30A + 475 bps), 1/25/51 (144A) | &nbsp;&nbsp; 5430769 |
| 8,025,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-DNA5, Class B1, 6.978% (SOFR30A + 305 bps), 1/25/34 (144A) | &nbsp;&nbsp; 7328983 |
| 5,240,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-DNA7, Class B1, 7.578% (SOFR30A + 365 bps), 11/25/41 (144A) | &nbsp;&nbsp; 4866860 |
| 6,410,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-HQA1, Class B2, 8.928% (SOFR30A + 500 bps), 8/25/33 (144A) | &nbsp;&nbsp; 4879796 |

---

Pioneer Strategic Income Fund \| \| 12/31/2212

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 8,890,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-HQA4, Class B1, 7.678% (SOFR30A + 375 bps), 12/25/41 (144A) | $7605840 |
| 3,650,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA1, Class B1, 7.328% (SOFR30A + 340 bps), 1/25/42 (144A) | &nbsp;&nbsp; 3237577 |
| 21,610,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA2, Class B1, 8.678% (SOFR30A + 475 bps), 2/25/42 (144A) | &nbsp;&nbsp; 19729513 |
| 1,345,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-HQA1, Class M1B, 7.428% (SOFR30A + 350 bps), 3/25/42 (144A) | &nbsp;&nbsp; 1333641 |
| 2,670,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-HQA1, Class M2, 9.178% (SOFR30A + 525 bps), 3/25/42 (144A) | &nbsp;&nbsp; 2590201 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR Trust, Series 2019-HQA1, Class B1, 8.789% (1 Month USD LIBOR + 440 bps), 2/25/49 (144A) | &nbsp;&nbsp; 3115539 |
| 5,510,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR Trust, Series 2019-HRP1, Class B1, 8.439% (1 Month USD LIBOR + 405 bps), 2/25/49 (144A) | &nbsp;&nbsp; 5301242 |
| 3,630,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class B1D, 6.889% (1 Month USD LIBOR + 250 bps), 12/25/42 | &nbsp;&nbsp; 3457839 |
| 4,110,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B1, 7.928% (SOFR30A + 400 bps), 11/25/50 (144A) | &nbsp;&nbsp; 3925057 |
| 6,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2, 11.328% (SOFR30A + 740 bps), 11/25/50 (144A) | &nbsp;&nbsp; 5626913 |
| 2,435,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class B1, 7.328% (SOFR30A + 340 bps), 8/25/33 (144A) | &nbsp;&nbsp; 2248917 |
| 2,040,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class B2, 9.928% (SOFR30A + 600 bps), 8/25/33 (144A) | &nbsp;&nbsp; 1720173 |
| 171915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Global Mortgage Securitization, Ltd., Series 2004-A, Class B2, 5.25%, 11/25/32 (144A) | &nbsp;&nbsp;&nbsp; 2 |

---

13Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 1202593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2009-83, Class EB, 4.50%, 9/20/39 | $1192181 |
| 151325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2012-130, Class PA, 3.00%, 4/20/41 | &nbsp;&nbsp; 149931 |
| 2,161,299(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2019-103, Class SB, 1.697% (1 Month USD LIBOR + 605 bps), 8/20/49 | &nbsp;&nbsp; 181049 |
| 10,793,743(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2019-110, Class PI, 3.50%, 9/20/49 | &nbsp;&nbsp; 1376786 |
| 17,665,077(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2019-117, Class SB, 0.000% (1 Month USD LIBOR + 342 bps), 9/20/49 | &nbsp;&nbsp; 379294 |
| 17,581,078(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2019-121, Class SA, 0.000% (1 Month USD LIBOR + 335 bps), 10/20/49 | &nbsp;&nbsp; 350043 |
| 25,549,629(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2019-128, Class IB, 3.50%, 10/20/49 | &nbsp;&nbsp; 4276229 |
| 25,715,947(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2019-128, Class ID, 3.50%, 10/20/49 | &nbsp;&nbsp; 3339769 |
| 11,711,683(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2019-159, Class CI, 3.50%, 12/20/49 | &nbsp;&nbsp; 2049240 |
| 7,665,182(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2019-90, Class SA, 0.000% (1 Month USD LIBOR + 330 bps), 7/20/49 | &nbsp;&nbsp; 113877 |
| 2,061,168(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2020-15, Class IM, 3.50%, 2/20/50 | &nbsp;&nbsp; 416784 |
| 4,909,548(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2020-7, Class CI, 3.50%, 1/20/50 | &nbsp;&nbsp; 1027882 |
| 15,080,451(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2020-9, Class SA, 3.35% (1 Month USD LIBOR + 335 bps), 1/20/50 | &nbsp;&nbsp; 277646 |
| 2,486,331(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ3, Class B4, 3.986%, 3/25/50 (144A) | &nbsp;&nbsp; 1860290 |
| 1,490,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ3, Class B5, 3.986%, 3/25/50 (144A) | &nbsp;&nbsp; 694770 |
| 4,900,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust, Series 2021-RPL1, Class B1, 2.75%, 12/25/60 (144A) | &nbsp;&nbsp; 3491789 |
| 9,640,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust, Series 2022-PJ4, Class A33, 3.00%, 9/25/52 (144A) | &nbsp;&nbsp; 6790706 |

---

Pioneer Strategic Income Fund \| \| 12/31/2214

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 1,956,903(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Series 2021-GR3, Class B2, 3.39%, 4/25/52 (144A) | $1401353 |
| 2,569,121(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Series 2021-PJ9, Class B3, 2.936%, 2/26/52 (144A) | &nbsp;&nbsp; 1649254 |
| 2,927,784(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Series 2022-MM1, Class B3, 2.82%, 7/25/52 (144A) | &nbsp;&nbsp; 1993136 |
| 4,678,387(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Series 2022-PJ1, Class B3, 2.834%, 5/28/52 (144A) | &nbsp;&nbsp; 2949907 |
| 4,300,804(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Series 2022-PJ5, Class B3, 2.997%, 10/25/52 (144A) | &nbsp;&nbsp; 2873949 |
| 1,220,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2020-1, Class B1, 11.389% (1 Month USD LIBOR + 700 bps), 10/25/30 (144A) | &nbsp;&nbsp; 1215462 |
| 2,870,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2020-1, Class M2, 9.639% (1 Month USD LIBOR + 525 bps), 10/25/30 (144A) | &nbsp;&nbsp; 2894537 |
| 5,640,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2021-1, Class M2, 7.239% (1 Month USD LIBOR + 285 bps), 7/25/33 (144A) | &nbsp;&nbsp; 5258839 |
| 78,590,600(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hundred Acre Wood Trust, Series 2021-INV1, Class AX1, 0.227%, 7/25/51 (144A) | &nbsp;&nbsp; 800893 |
| 2,621,102(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hundred Acre Wood Trust, Series 2021-INV1, Class B2, 3.227%, 7/25/51 (144A) | &nbsp;&nbsp; 1830012 |
| 4,350,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Series 2021-NQM2, Class B2, 4.305%, 9/25/56 (144A) | &nbsp;&nbsp; 2281997 |
| 931,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2018-7FRB, Class B5, 4.807%, 4/25/46 (144A) | &nbsp;&nbsp; 701849 |
| 145,199,106(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-10, Class AX1, 0.123%, 12/25/51 (144A) | &nbsp;&nbsp; 785150 |
| 2,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-3, Class A5, 2.50%, 7/25/51 (144A) | &nbsp;&nbsp; 1387766 |
| 6,537,183(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-7, Class B3, 2.803%, 11/25/51 (144A) | &nbsp;&nbsp; 4011471 |
| 127,992,071(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-8, Class AX1, 0.124%, 12/25/51 (144A) | &nbsp;&nbsp; 744108 |
| 8,385,631(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-8, Class B3, 2.849%, 12/25/51 (144A) | &nbsp;&nbsp; 5156289 |

---

15Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 2,017,076(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-INV1, Class B3, 2.986%, 10/25/51 (144A) | $1324033 |
| 1,715,862(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-INV1, Class B4, 2.986%, 10/25/51 (144A) | &nbsp;&nbsp; 883763 |
| 4,073,717(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-INV4, Class B2, 3.225%, 1/25/52 (144A) | &nbsp;&nbsp; 2882187 |
| 4,291,951(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2021-INV4, Class B3, 3.225%, 1/25/52 (144A) | &nbsp;&nbsp; 2898553 |
| 4,672,406(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2022-3, Class B3, 3.116%, 8/25/52 (144A) | &nbsp;&nbsp; 3256052 |
| 5,650,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2022-4, Class A5, 3.00%, 10/25/52 (144A) | &nbsp;&nbsp; 3975819 |
| 5,566,569(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2022-4, Class B3, 3.262%, 10/25/52 (144A) | &nbsp;&nbsp; 3692793 |
| 5,952,829(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2022-5, Class B3, 2.958%, 9/25/52 (144A) | &nbsp;&nbsp; 3839363 |
| 4,686,812(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2022-6, Class B3, 3.309%, 11/25/52 (144A) | &nbsp;&nbsp; 3168335 |
| 8,626,307(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2022-INV1, Class B3, 3.298%, 3/25/52 (144A) | &nbsp;&nbsp; 5787181 |
| 6,102,457(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2022-INV3, Class B3, 3.392%, 9/25/52 (144A) | &nbsp;&nbsp; 4093716 |
| 8,689,695(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2022-LTV2, Class B3, 3.682%, 9/25/52 (144A) | &nbsp;&nbsp; 6607892 |
| 5,927,965(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CHASE, Series 2020-CL1, Class M3, 7.739% (1 Month USD LIBOR + 335 bps), 10/25/57 (144A) | &nbsp;&nbsp; 5840935 |
| 2,354,784(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - JPMWM, Series 2021-CL1, Class M3, 5.728% (SOFR30A + 180 bps), 3/25/51 (144A) | &nbsp;&nbsp; 2046531 |
| 2,089,456(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - JPMWM, Series 2021-CL1, Class M4, 6.678% (SOFR30A + 275 bps), 3/25/51 (144A) | &nbsp;&nbsp; 1759537 |
| 1109390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;La Hipotecaria El Salvadorian Mortgage Trust, Series 2016-1A, Class A, 3.358%, 1/15/46 (144A) | &nbsp;&nbsp; 1037280 |
| 2082246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;La Hipotecaria Mortgage Trust, Series 2019-2A, Class BBB, 4.75%, 9/29/46 (144A) | &nbsp;&nbsp; 1952106 |
| 330,491(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;La Hipotecaria Panamanian Mortgage Trust, Series 2010-1GA, Class A, 2.75% (Panamanian Mortgage Reference Rate - 300 bps), 9/8/39 (144A) | &nbsp;&nbsp; 314793 |

---

Pioneer Strategic Income Fund \| \| 12/31/2216

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 6778122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;La Hipotecaria Panamanian Mortgage Trust, Series 2021-1, Class GA, 4.35%, 7/13/52 (144A) | $6286708 |
| 3,112,889(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mello Mortgage Capital Acceptance, Series 2021-MTG1, Class B2, 2.647%, 4/25/51 (144A) | &nbsp;&nbsp; 2039395 |
| 4,035,058(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mello Mortgage Capital Acceptance, Series 2021-MTG2, Class B2, 2.669%, 6/25/51 (144A) | &nbsp;&nbsp; 2631151 |
| 6,111,156(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mello Mortgage Capital Acceptance, Series 2022-INV2, Class B1, 3.533%, 4/25/52 (144A) | &nbsp;&nbsp; 4398381 |
| 8,120,938(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mello Mortgage Capital Acceptance, Series 2022-INV2, Class B3, 3.533%, 4/25/52 (144A) | &nbsp;&nbsp; 5306767 |
| 4,325,051(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MFA Trust, Series 2021-AEI2, Class B3, 3.29%, 10/25/51 (144A) | &nbsp;&nbsp; 2933003 |
| 7,172,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MFA Trust, Series 2021-RPL1, Class M2, 2.855%, 7/25/60 (144A) | &nbsp;&nbsp; 5386883 |
| 2,954,761(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Series 2017-3, Class B2, 3.25%, 1/25/61 (144A) | &nbsp;&nbsp; 2224731 |
| 6,145,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Series 2019-GS1, Class M3, 3.25%, 7/25/59 (144A) | &nbsp;&nbsp; 4463541 |
| 1,351,372(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Residential Mortgage Loan Trust, Series 2021-1, Class B3, 2.95%, 3/25/51 (144A) | &nbsp;&nbsp; 870727 |
| 6,256,464(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Residential Mortgage Loan Trust, Series 2021-2, Class B2, 2.90%, 5/25/51 (144A) | &nbsp;&nbsp; 4227983 |
| 8,601,537(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Series 2020-2A, Class B4A, 4.468% (1 Month USD LIBOR + 250 bps), 10/25/46 (144A) | &nbsp;&nbsp; 8060638 |
| 13,903,950(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Series 2020-RPL1, Class B1, 3.881%, 11/25/59 (144A) | &nbsp;&nbsp; 10206534 |
| 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NYMT Loan Trust, Series 2022-CP1, Class M2, 3.514%, 7/25/61 (144A) | &nbsp;&nbsp; 2853732 |
| 2,630,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re V, Ltd., Series 2020-2A, Class M2, 9.639% (1 Month USD LIBOR + 525 bps), 10/25/30 (144A) | &nbsp;&nbsp; 2619623 |
| 2,742,299(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oceanview Mortgage Trust, Series 2021-1, Class B2, 2.725%, 5/25/51 (144A) | &nbsp;&nbsp; 1892229 |

---

17Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 3,126,628(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oceanview Mortgage Trust, Series 2021-1, Class B3A, 3.243%, 6/25/51 (144A) | $2093761 |
| 2,533,963(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oceanview Mortgage Trust, Series 2021-3, Class B3, 2.715%, 6/25/51 (144A) | &nbsp;&nbsp; 1257829 |
| 1,915,033(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRMI Securitization Trust, Series 2021-1, Class B2, 2.479%, 4/25/51 (144A) | &nbsp;&nbsp; 1241096 |
| 3,651,969(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRMI Securitization Trust, Series 2021-1, Class B3, 2.479%, 4/25/51 (144A) | &nbsp;&nbsp; 2213853 |
| 2,861,774(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Provident Funding Mortgage Trust, Series 2021-1, Class B1, 2.384%, 4/25/51 (144A) | &nbsp;&nbsp; 2094018 |
| 2,777,965(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Provident Funding Mortgage Trust, Series 2021-2, Class B2, 2.354%, 4/25/51 (144A) | &nbsp;&nbsp; 1800621 |
| 2,839,745(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Provident Funding Mortgage Trust, Series 2021-INV1, Class B3, 2.782%, 8/25/51 (144A) | &nbsp;&nbsp; 1876870 |
| 2,360,257(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Provident Funding Mortgage Trust, Series 2021-J1, Class B2, 2.638%, 10/25/51 (144A) | &nbsp;&nbsp; 1618842 |
| 3,461,389(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Provident Funding Mortgage Trust, Series 2021-J1, Class B3, 2.638%, 10/25/51 (144A) | &nbsp;&nbsp; 2233069 |
| 3,975,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2021-2, Class M2, 8.928% (SOFR30A + 500 bps), 11/25/31 (144A) | &nbsp;&nbsp; 3524880 |
| 3,410,194(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Series 2021-HB1, Class B2, 2.706%, 12/25/51 (144A) | &nbsp;&nbsp; 2379782 |
| 1,864,889(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Series 2021-HB1, Class B3, 2.706%, 12/25/51 (144A) | &nbsp;&nbsp; 1137252 |
| 4,329,608(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Series 2021-J1, Class B2, 2.706%, 7/25/51 (144A) | &nbsp;&nbsp; 2952244 |
| 1,770,243(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Series 2021-J1, Class B3, 2.706%, 7/25/51 (144A) | &nbsp;&nbsp; 1008461 |
| 2,275,858(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Series 2021-J3, Class B3, 2.714%, 10/25/51 (144A) | &nbsp;&nbsp; 1440691 |
| 1,723,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Series 2021-J4, Class B4, 2.632%, 11/25/51 (144A) | &nbsp;&nbsp; 605694 |
| 4,015,808(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Series 2022-J1, Class B3, 2.75%, 1/25/52 (144A) | &nbsp;&nbsp; 2492689 |
| 2,012,649(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust, Series 2021-2, Class B3, 2.564%, 6/25/51 (144A) | &nbsp;&nbsp; 1325933 |

---

Pioneer Strategic Income Fund \| \| 12/31/2218

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 10,150,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust, Series 2022-3, Class A17, 3.00%, 5/25/52 (144A) | $7123661 |
| 5,093,305(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust, Series 2022-3, Class B2A, 3.19%, 5/25/52 (144A) | &nbsp;&nbsp; 3633827 |
| 2,441,141(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust, Series 2022-3, Class B3, 3.19%, 5/25/52 (144A) | &nbsp;&nbsp; 1632125 |
| 3,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RMF Buyout Issuance Trust, Series 2021-HB1, Class M4, 4.704%, 11/25/31 (144A) | &nbsp;&nbsp; 1957262 |
| 6,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RMF Buyout Issuance Trust, Series 2021-HB1, Class M5, 6.00%, 11/25/31 (144A) | &nbsp;&nbsp; 3390557 |
| 3,750,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RMF Buyout Issuance Trust, Series 2022-HB1, Class M5, 4.50%, 4/25/32 (144A) | &nbsp;&nbsp; 417188 |
| 3,100,086(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Series 2021-1, Class B3, 2.66%, 3/25/51 (144A) | &nbsp;&nbsp; 1939612 |
| 1,165,724(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Series 2021-2, Class B4, 2.549%, 4/25/51 (144A) | &nbsp;&nbsp; 498048 |
| 1,195,579(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Series 2021-3, Class B4, 2.653%, 5/25/51 (144A) | &nbsp;&nbsp; 520267 |
| 2,430,941(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Series 2021-4, Class B4, 2.669%, 6/25/51 (144A) | &nbsp;&nbsp; 1060267 |
| 1,523,068(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Series 2021-5, Class B4, 3.05%, 7/25/51 (144A) | &nbsp;&nbsp; 707804 |
| 1,783,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Series 2021-9, Class B4, 2.863%, 1/25/52 (144A) | &nbsp;&nbsp; 601530 |
| 4,100,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Series 2022-1, Class A7, 2.50%, 2/25/52 (144A) | &nbsp;&nbsp; 2722556 |
| 2,743,712(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Series 2022-1, Class B4, 2.947%, 2/25/52 (144A) | &nbsp;&nbsp; 945951 |
| 3,405,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STACR Trust, Series 2018-DNA3, Class B1, 8.289% (1 Month USD LIBOR + 390 bps), 9/25/48 (144A) | &nbsp;&nbsp; 3464326 |
| 4,550,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STACR Trust, Series 2018-HRP2, Class B1, 8.589% (1 Month USD LIBOR + 420 bps), 2/25/47 (144A) | &nbsp;&nbsp; 4539914 |
| 5,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Series 2017-1, Class B3, 0.000%, 10/25/56 (144A) | &nbsp;&nbsp; 3966548 |
| 6,374,998(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Series 2017-3, Class B3, 2.257%, 7/25/57 (144A) | &nbsp;&nbsp; 5131887 |
| 9,518,271(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Series 2021-R1, Class A1, 2.918%, 11/30/60 (144A) | &nbsp;&nbsp; 7635795 |
| 830,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2020-1, Class B1, 12.139% (1 Month USD LIBOR + 775 bps), 10/25/30 (144A) | &nbsp;&nbsp; 832753 |

---

19Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 1,404,749(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2020-1, Class M2, 9.989% (1 Month USD LIBOR + 560 bps), 10/25/30 (144A) | $1407460 |
| 1,830,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-1, Class B1, 8.889% (1 Month USD LIBOR + 450 bps), 8/25/33 (144A) | &nbsp;&nbsp; 1814202 |
| 453,254(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-1, Class M1C, 7.789% (1 Month USD LIBOR + 340 bps), 8/25/33 (144A) | &nbsp;&nbsp; 453253 |
| 11,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-1, Class M2, 8.289% (1 Month USD LIBOR + 390 bps), 8/25/33 (144A) | &nbsp;&nbsp; 11365579 |
| 3,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-3, Class B1, 8.878% (SOFR30A + 495 bps), 2/25/34 (144A) | &nbsp;&nbsp; 2771993 |
| 6,993,546(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UWM Mortgage Trust, Series 2021-INV4, Class B2, 3.229%, 12/25/51 (144A) | &nbsp;&nbsp; 5019828 |
| 800,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Visio Trust, Series 2019-2, Class B1, 3.91%, 11/25/54 (144A) | &nbsp;&nbsp; 559343 |
| 2,250,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Mortgage Backed Securities Trust, Series 2022-2, Class A5, 3.00%, 12/25/51 (144A) | &nbsp;&nbsp; 1586245 |
| 8,970,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Mortgage Backed Securities Trust, Series 2022-2, Class A6, 2.50%, 12/25/51 (144A) | &nbsp;&nbsp; 5996500 |
| 8,502,452(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Mortgage Backed Securities Trust, Series 2022-INV1, Class B3, 3.442%, 3/25/52 (144A) | &nbsp;&nbsp; 5674165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Collateralized Mortgage Obligations<br> (Cost $729,917,030)** | &nbsp;&nbsp; **$** **573962309** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—8.3% of Net Assets** |  |
| 5,800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alen Mortgage Trust, Series 2021-ACEN, Class E, 8.318% (1 Month USD LIBOR + 400 bps), 4/15/34 (144A) | $4450065 |
| 3,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AREIT Trust, Series 2022-CRE6, Class D, 6.676% (SOFR30A + 285 bps), 1/16/37 (144A) | &nbsp;&nbsp; 3294098 |
| 5,703,620(d)(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayview Commercial Asset Trust, Series 2007-2A, Class IO, 0.000%, 7/25/37 (144A) | &nbsp;&nbsp;&nbsp; 1 |

---

Pioneer Strategic Income Fund \| \| 12/31/2220

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Series 2018-B5, Class A3, 3.944%, 7/15/51 | $4214785 |
| 2,025,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Series 2020-IG3, Class B, 3.29%, 9/15/48 (144A) | &nbsp;&nbsp; 1559907 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BSREP Commercial Mortgage Trust, Series 2021-DC, Class G, 8.168% (1 Month USD LIBOR + 385 bps), 8/15/38 (144A) | &nbsp;&nbsp; 1603616 |
| 4,325,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Series 2021-VOLT, Class F, 6.718% (1 Month USD LIBOR + 240 bps), 9/15/36 (144A) | &nbsp;&nbsp; 3979021 |
| 17,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BX Trust, Series 2021-ARIA, Class E, 6.563% (1 Month USD LIBOR + 224 bps), 10/15/36 (144A) | &nbsp;&nbsp; 15422692 |
| 5,807,807(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BX Trust, Series 2022-PSB, Class F, 11.669% (1 Month Term SOFR + 733 bps), 8/15/39 (144A) | &nbsp;&nbsp; 5761267 |
| 4,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Funding Mortgage Trust, Series 2021-19, Class B, 19.33% (1 Month USD LIBOR + 1,521 bps), 11/6/23 (144A) | &nbsp;&nbsp; 4379026 |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class D, 6.099%, 2/15/33 (144A) | &nbsp;&nbsp; 2404064 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CGDB Commercial Mortgage Trust, Series 2019-MOB, Class F, 6.868% (1 Month USD LIBOR + 255 bps), 11/15/36 (144A) | &nbsp;&nbsp; 1379209 |
| 9,577,678(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHC Commercial Mortgage Trust, Series 2019-CHC, Class E, 6.668% (1 Month USD LIBOR + 235 bps), 6/15/34 (144A) | &nbsp;&nbsp; 8680571 |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Series 2018-B2, Class A3, 3.744%, 3/10/51 | &nbsp;&nbsp; 1856223 |
| 795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A5, 2.717%, 2/15/53 | &nbsp;&nbsp; 671067 |
| 2,470,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLNY Trust, Series 2019-IKPR, Class E, 7.039% (1 Month USD LIBOR + 272 bps), 11/15/38 (144A) | &nbsp;&nbsp; 2268790 |
| 5,227,225(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Series 2015-DC1, Class B, 4.035%, 2/10/48 | &nbsp;&nbsp; 4826668 |
| 7,650,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Series 2020-CBM, Class E, 3.633%, 2/10/37 (144A) | &nbsp;&nbsp; 6606196 |
| 3,912,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Series 2020-CBM, Class F, 3.633%, 2/10/37 (144A) | &nbsp;&nbsp; 3301457 |

---

21Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 3750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Series 2020-CX, Class A, 2.173%, 11/10/46 (144A) | $2908481 |
| 4,083,017(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C, 4.258%, 4/15/50 | &nbsp;&nbsp; 3499185 |
| 2,680,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Series 2015-C4, Class D, 3.558%, 11/15/48 | &nbsp;&nbsp; 2243176 |
| 4106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DBGS Mortgage Trust, Series 2018-C1, Class 7EB, 5.237%, 9/15/31 (144A) | &nbsp;&nbsp; 3626555 |
| 1,455,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN1, Class B1, 11.678% (SOFR30A + 775 bps), 1/25/51 (144A) | &nbsp;&nbsp; 1356767 |
| 2,750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN1, Class M2, 7.678% (SOFR30A + 375 bps), 1/25/51 (144A) | &nbsp;&nbsp; 2455953 |
| 6,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN3, Class M2, 7.928% (SOFR30A + 400 bps), 11/25/51 (144A) | &nbsp;&nbsp; 5266043 |
| 4,500,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2017-KW02, Class B, 3.793%, 12/25/26 (144A) | &nbsp;&nbsp; 4059143 |
| 2,800,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2017-KW03, Class B, 4.074%, 7/25/27 (144A) | &nbsp;&nbsp; 2577821 |
| 2,300,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2018-K154, Class B, 4.023%, 11/25/32 (144A) | &nbsp;&nbsp; 1943246 |
| 1,875,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2018-K157, Class B, 4.299%, 8/25/33 (144A) | &nbsp;&nbsp; 1603321 |
| 3,534,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2018-KBX1, Class B, 3.576%, 1/25/26 (144A) | &nbsp;&nbsp; 3223721 |
| 6,364,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2018-KHG1, Class B, 3.816%, 12/25/27 (144A) | &nbsp;&nbsp; 5695860 |
| 1,779,141(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2018-KSW4, Class C, 9.142% (1 Month USD LIBOR + 500 bps), 10/25/28 | &nbsp;&nbsp; 1629717 |
| 975,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2018-KW07, Class B, 4.084%, 10/25/31 (144A) | &nbsp;&nbsp; 790044 |
| 2,900,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2019-K88, Class C, 4.383%, 2/25/52 (144A) | &nbsp;&nbsp; 2572073 |
| 5,817,030(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2019-KJ24, Class B, 7.60%, 10/25/27 (144A) | &nbsp;&nbsp; 5287726 |
| 8,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2019-KS12, Class C, 11.042% (1 Month USD LIBOR + 690 bps), 8/25/29 | &nbsp;&nbsp; 7633071 |
| 3,900,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2020-K106, Class B, 3.585%, 3/25/53 (144A) | &nbsp;&nbsp; 3350391 |

---

Pioneer Strategic Income Fund \| \| 12/31/2222

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 1,316,053(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2020-KF74, Class C, 10.392% (1 Month USD LIBOR + 625 bps), 1/25/27 (144A) | $1198170 |
| 2,930,802(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2020-KF83, Class C, 13.142% (1 Month USD LIBOR + 900 bps), 7/25/30 (144A) | &nbsp;&nbsp; 2715741 |
| 5,000,000(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2021-K131, Class D, 0.000%, 9/25/54 (144A) | &nbsp;&nbsp; 2184527 |
| 81525498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2021-K131, Class X2A, 0.10%, 9/25/54 (144A) | &nbsp;&nbsp; 518453 |
| 18374996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2021-K131, Class X2B, 0.10%, 9/25/54 (144A) | &nbsp;&nbsp; 101024 |
| 10,000,000(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2021-KG05, Class C, 0.000%, 1/25/31 (144A) | &nbsp;&nbsp; 4655142 |
| 123332856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2021-KG05, Class X2A, 0.10%, 1/25/31 (144A) | &nbsp;&nbsp; 705316 |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2021-KG05, Class X2B, 0.10%, 1/25/31 (144A) | &nbsp;&nbsp; 52677 |
| 22,996,959(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FRESB Mortgage Trust, Series 2020-SB79, Class X1, 1.089%, 7/25/40 | &nbsp;&nbsp; 971946 |
| 6,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class E, 6.818% (1 Month USD LIBOR + 250 bps), 12/15/36 (144A) | &nbsp;&nbsp; 5609101 |
| 2,200,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2021-IP, Class E, 7.868% (1 Month USD LIBOR + 355 bps), 10/15/36 (144A) | &nbsp;&nbsp; 2071008 |
| 3,590,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class D, 5.978% (1 Month USD LIBOR + 166 bps), 7/15/36 (144A) | &nbsp;&nbsp; 3396509 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class E, 6.478% (1 Month USD LIBOR + 216 bps), 7/15/36 (144A) | &nbsp;&nbsp; 1393282 |
| 11,650,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-LOOP, Class F, 3.861%, 12/5/38 (144A) | &nbsp;&nbsp; 6719052 |
| 5600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Key Commercial Mortgage Securities Trust, Series 2019-S2, Class A3, 3.469%, 6/15/52 (144A) | &nbsp;&nbsp; 5017103 |
| 3,100,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KNDL Mortgage Trust, Series 2019-KNSQ, Class F, 6.318% (1 Month USD LIBOR + 200 bps), 5/15/36 (144A) | &nbsp;&nbsp; 2984871 |

---

23Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 13,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Med Trust, Series 2021-MDLN, Class F, 8.318% (1 Month USD LIBOR + 400 bps), 11/15/38 (144A) | $11956976 |
| 1,250,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C, 4.329%, 5/15/48 | &nbsp;&nbsp; 1127717 |
| 3,530,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class D, 3.237%, 12/15/47 (144A) | &nbsp;&nbsp; 2822450 |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class D, 3.356%, 5/15/50 (144A) | &nbsp;&nbsp; 1458353 |
| 3350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Series 2014-150E, Class AS, 4.012%, 9/9/32 (144A) | &nbsp;&nbsp; 2940401 |
| 3040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D, 3.00%, 3/15/49 (144A) | &nbsp;&nbsp; 2341756 |
| 11,225,189(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10, 7.639% (1 Month USD LIBOR + 325 bps), 10/25/49 (144A) | &nbsp;&nbsp; 10539161 |
| 1,030,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Natixis Commercial Mortgage Securities Trust, Series 2019-FAME, Class D, 4.398%, 8/15/36 (144A) | &nbsp;&nbsp; 878982 |
| 3190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palisades Center Trust, Series 2016-PLSD, Class A, 2.713%, 4/13/33 (144A) | &nbsp;&nbsp; 2089450 |
| 7,050,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class E, 3.584%, 3/11/31 (144A) | &nbsp;&nbsp; 6274500 |
| 6,450,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2019-FL3, Class D, 7.289% (1 Month USD LIBOR + 290 bps), 3/25/34 (144A) | &nbsp;&nbsp; 6318100 |
| 5,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class D, 7.339% (1 Month USD LIBOR + 295 bps), 11/25/36 (144A) | &nbsp;&nbsp; 5126018 |
| 5,230,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2022-FL8, Class D, 7.644% (SOFR30A + 370 bps), 1/25/37 (144A) | &nbsp;&nbsp; 4933198 |
| 2,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2022-FL8, Class E, 8.194% (SOFR30A + 425 bps), 1/25/37 (144A) | &nbsp;&nbsp; 2363610 |
| 2,659,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Trust, Series 2019-5, Class C, 5.054%, 2/25/52 (144A) | &nbsp;&nbsp; 2365929 |

---

Pioneer Strategic Income Fund \| \| 12/31/2224

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 5,400,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Trust, Series 2019-5, Class E, 5.411%, 2/25/52 (144A) | $4142129 |
| 2,443,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ReadyCap Commercial Mortgage Trust, Series 2019-6, Class C, 4.127%, 10/25/52 (144A) | &nbsp;&nbsp; 1992275 |
| 8350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SLG Office Trust, Series 2021-OVA, Class E, 2.851%, 7/15/41 (144A) | &nbsp;&nbsp; 5816278 |
| 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SLG Office Trust, Series 2021-OVA, Class F, 2.851%, 7/15/41 (144A) | &nbsp;&nbsp; 5193884 |
| 1,731,783(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Slide, Series 2018-FUN, Class E, 6.868% (1 Month USD LIBOR + 255 bps), 6/15/31 (144A) | &nbsp;&nbsp; 1691640 |
| 1,500,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Soho Trust, Series 2021-SOHO, Class A, 2.697%, 8/10/38 (144A) | &nbsp;&nbsp; 1163789 |
| 16,080,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taubman Centers Commercial Mortgage Trust, Series 2022-DPM, Class B, 7.268% (1 Month Term SOFR + 293 bps), 5/15/37 (144A) | &nbsp;&nbsp; 15445099 |
| 67,584,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Series 2018-C9, Class XB, 0.376%, 3/15/51 | &nbsp;&nbsp; 1150847 |
| 3,912,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class B, 3.875%, 4/10/46 (144A) | &nbsp;&nbsp; 3840542 |
| 2,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2020-5, Class A, 7.456% (1 Month Term SOFR + 337 bps), 10/15/23 (144A) | &nbsp;&nbsp; 2380947 |
| 5,200,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2021-CT2, Class A, 6.456% (1 Month Term SOFR + 237 bps), 4/6/23 (144A) | &nbsp;&nbsp; 5129974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Commercial Mortgage-Backed Securities<br> (Cost $332,616,943)** | &nbsp;&nbsp; **$** **290158944** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Convertible Corporate Bonds —<br> 0.7% of Net Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Airlines — 0.1%** |  |
| 2595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GOL Equity Finance SA, 3.75%, 7/15/24 (144A) | $1236517 |
| 5156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spirit Airlines, Inc., 1.00%, 5/15/26 | &nbsp;&nbsp; 4150580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Airlines** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **5387097** |

---

25Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — 0.0%†** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;IDR15,039,758,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PT Bakrie & Brothers Tbk, 2/15/23 | $150712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Banks** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **150712** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Biotechnology — 0.1%** |  |
| 3493000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insmed, Inc., 1.75%, 1/15/25 | $3257222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Biotechnology** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3257222** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Entertainment — 0.3%** |  |
| 12,093,000(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DraftKings Holdings, Inc., 3/15/28 | $7479521 |
| 1892000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IMAX Corp., 0.50%, 4/1/26 | &nbsp;&nbsp; 1595735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Entertainment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **9075256** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pharmaceuticals — 0.0%†** |  |
| 7,025,000(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricida, Inc., 3.50%, 5/15/27 | $632250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Pharmaceuticals** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **632250** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Software — 0.2%** |  |
| 2231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc., 0.375%, 7/1/27 | $1816034 |
| 4819000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verint Systems, Inc., 0.25%, 4/15/26 | &nbsp;&nbsp; 4192530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Software** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **6008564** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Convertible Corporate Bonds<br> (Cost $38,678,233)** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **24511101** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Corporate Bonds — 29.2% of Net<br> Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Aerospace & Defense — 1.1%** |  |
| 25979000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing Co., 3.75%, 2/1/50 | $17836111 |
| 18950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing Co., 5.805%, 5/1/50 | &nbsp;&nbsp; 17569982 |
| 3285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spirit AeroSystems, Inc., 9.375%, 11/30/29 (144A) | &nbsp;&nbsp; 3458120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Aerospace & Defense** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **38864213** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Agriculture — 0.2%** |  |
| 7305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amaggi Luxembourg International S.a.r.l., 5.25%, 1/28/28 (144A) | $6884962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Agriculture** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **6884962** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Airlines — 0.6%** |  |
| 1630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines 2021-1 Class B Pass Through Trust, 3.95%, 7/11/30 | $1293304 |
| 9180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gol Finance SA, 8.00%, 6/30/26 (144A) | &nbsp;&nbsp; 5458133 |
| 11390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeromexico SAB de CV, 8.50%, 3/17/27 (144A) | &nbsp;&nbsp; 10060121 |
| 1990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spirit Loyalty Cayman, Ltd./Spirit IP Cayman, Ltd., 8.00%, 9/20/25 (144A) | &nbsp;&nbsp; 2000209 |

---

Pioneer Strategic Income Fund \| \| 12/31/2226

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Airlines — (continued)** |  |
| 1020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Airlines, Inc., 4.375%, 4/15/26 (144A) | $945464 |
| 1020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Airlines, Inc., 4.625%, 4/15/29 (144A) | &nbsp;&nbsp; 888110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Airlines** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **20645341** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Auto Manufacturers — 0.8%** |  |
| 4312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Co., 5.291%, 12/8/46 | $3285807 |
| 4430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Co., 6.10%, 8/19/32 | &nbsp;&nbsp; 4090474 |
| 7600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC, 3.625%, 6/17/31 | &nbsp;&nbsp; 5970242 |
| 15325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC, 3.815%, 11/2/27 | &nbsp;&nbsp; 13468989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Auto Manufacturers** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **26815512** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — 8.1%** |  |
| 20,800,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank NV, 3.324% (5 Year CMT Index + 190 bps), 3/13/37 (144A) | $15037017 |
| 5180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Access Bank Plc, 6.125%, 9/21/26 (144A) | &nbsp;&nbsp; 3973578 |
| 4,535,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ANZ Bank New Zealand, Ltd., 5.548% (5 Year CMT Index + 300 bps), 8/11/32 (144A) | &nbsp;&nbsp; 4402852 |
| 4,608,000(c)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Mercantil del Norte SA, 6.75% (5 Year CMT Index + 497 bps) (144A) | &nbsp;&nbsp; 4495528 |
| 3,460,000(c)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Mercantil del Norte SA, 8.375% (5 Year CMT Index + 776 bps) (144A) | &nbsp;&nbsp; 3429543 |
| 4240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, 5.375%, 4/17/25 (144A) | &nbsp;&nbsp; 4195480 |
| 8,400,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA, 3.225% (1 Year CMT Index + 160 bps), 11/22/32 | &nbsp;&nbsp; 6342900 |
| 14,170,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays Plc, 5.746% (5 Year CMT Index + 300 bps), 8/9/33 | &nbsp;&nbsp; 13385856 |
| 5,400,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays Plc, 7.437% (1 Year CMT Index + 350 bps), 11/2/33 | &nbsp;&nbsp; 5658127 |
| 14,450,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BPCE SA, 3.116% (SOFR + 173 bps), 10/19/32 (144A) | &nbsp;&nbsp; 10543667 |
| 7,445,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BPCE SA, 3.648% (5 Year CMT Index + 190 bps), 1/14/37 (144A) | &nbsp;&nbsp; 5563156 |
| &nbsp;&nbsp;&nbsp;&nbsp;KZT1,923,750,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Development Bank of Kazakhstan JSC, 10.75%, 2/12/25 | &nbsp;&nbsp; 3582394 |
| 1520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freedom Mortgage Corp., 6.625%, 1/15/27 (144A) | &nbsp;&nbsp; 1182942 |
| 3005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freedom Mortgage Corp., 8.25%, 4/15/25 (144A) | &nbsp;&nbsp; 2702928 |
| 14,690,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings Plc, 5.402% (SOFR + 287 bps), 8/11/33 | &nbsp;&nbsp; 13603279 |

---

27Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — (continued)** |  |
| 1,600,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV, 4.252% (SOFR + 207 bps), 3/28/33 | $1408660 |
| 19,337,000(c)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV, 4.25% (5 Year CMT Index + 286 bps) | &nbsp;&nbsp; 13270138 |
| 1,245,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intesa Sanpaolo S.p.A., 4.198% (1 Year CMT Index + 260 bps), 6/1/32 (144A) | &nbsp;&nbsp; 914711 |
| 4,539,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intesa Sanpaolo S.p.A., 4.95% (5 Year CMT Index + 275 bps), 6/1/42 (144A) | &nbsp;&nbsp; 2914713 |
| 8,750,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intesa Sanpaolo S.p.A., 8.248% (1 Year CMT Index + 440 bps), 11/21/33 (144A) | &nbsp;&nbsp; 8876797 |
| 10,350,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group Plc, 4.976% (5 Year CMT Index + 230 bps), 8/11/33 | &nbsp;&nbsp; 9503270 |
| 8,231,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group Plc, 7.953% (1 Year CMT Index + 375 bps), 11/15/33 | &nbsp;&nbsp; 8712525 |
| 11,185,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macquarie Group, Ltd., 2.871% (SOFR + 153 bps), 1/14/33 (144A) | &nbsp;&nbsp; 8580939 |
| 5,220,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, Inc., 5.669% (5 Year CMT Index + 240 bps), 9/13/33 | &nbsp;&nbsp; 5179682 |
| 11,355,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley, 5.297% (SOFR + 262 bps), 4/20/37 | &nbsp;&nbsp; 10382545 |
| 9,814,000(c)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp, 3.75% (5 Year CMT Index + 260 bps) (144A) | &nbsp;&nbsp; 7576927 |
| 8,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale SA, 4.027% (1 Year CMT Index + 190 bps), 1/21/43 (144A) | &nbsp;&nbsp; 5413109 |
| 4,635,000(c)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale SA, 5.375% (5 Year CMT Index + 451 bps) (144A) | &nbsp;&nbsp; 3754984 |
| 10,355,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale SA, 6.221% (1 Year CMT Index + 320 bps), 6/15/33 (144A) | &nbsp;&nbsp; 9684871 |
| 5,010,000(c)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sovcombank Via SovCom Capital DAC, 7.60% (5 Year CMT Index + 636 bps) (144A) | &nbsp;&nbsp; 140906 |
| 21,130,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered Plc, 3.603% (1 Year CMT Index + 190 bps), 1/12/33 (144A) | &nbsp;&nbsp; 15889776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR28,280,100(e)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stichting AK Rabobank Certificaten, 6.50% | &nbsp;&nbsp; 29025209 |
| 6,750,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, 8.125% (5 Year CMT Index + 408 bps), 10/31/82 | &nbsp;&nbsp; 7020000 |
| 9,276,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG, 4.988% (5 Year CMT Index + 240 bps), 8/5/33 (144A) | &nbsp;&nbsp; 8586621 |
| 23,889,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UniCredit S.p.A., 5.459% (5 Year CMT Index + 475 bps), 6/30/35 (144A) | &nbsp;&nbsp; 19408573 |
| 9,395,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UniCredit S.p.A., 7.296% (5 Year USD 1100 Run ICE Swap Rate + 491 bps), 4/2/34 (144A) | &nbsp;&nbsp; 8610444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Banks** | &nbsp;&nbsp; **$** **282954647** |

---

Pioneer Strategic Income Fund \| \| 12/31/2228

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Biotechnology — 0.2%** |  |
| 3009000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, Inc., 3.70%, 3/15/32 | $2577272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR2,405,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cidron Aida Finco S.a.r.l., 5.00%, 4/1/28 (144A) | &nbsp;&nbsp; 2194703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR2,625,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grifols Escrow Issuer SA, 3.875%, 10/15/28 (144A) | &nbsp;&nbsp; 2353317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Biotechnology** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **7125292** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Building Materials — 0.4%** |  |
| 6782000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, Inc., 6.375%, 6/15/32 (144A) | $6369968 |
| 5550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands Innovations, Inc., 4.50%, 3/25/52 | &nbsp;&nbsp; 4166697 |
| 1880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oscar AcquisitionCo LLC/Oscar Finance, Inc., 9.50%, 4/15/30 (144A) | &nbsp;&nbsp; 1687112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Building Materials** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **12223777** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Chemicals — 0.5%** |  |
| 2700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Braskem Idesa SAPI, 6.99%, 2/20/32 (144A) | $1927310 |
| 4055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings LLC, 6.379%, 7/15/32 | &nbsp;&nbsp; 3856094 |
| 5055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc., 5.125%, 4/1/29 (144A) | &nbsp;&nbsp; 3274224 |
| 11740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tronox, Inc., 4.625%, 3/15/29 (144A) | &nbsp;&nbsp; 9758875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Chemicals** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **18816503** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Services — 1.1%** |  |
| 5196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.625%, 7/15/26 (144A) | $4754340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR2,470,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 S.a.r.l., 3.625%, 6/1/28 (144A) | &nbsp;&nbsp; 2091677 |
| 1670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 S.a.r.l., 4.625%, 6/1/28 (144A) | &nbsp;&nbsp; 1379303 |
| 1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 S.a.r.l., 4.625%, 6/1/28 (144A) | &nbsp;&nbsp; 831012 |
| 5400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ashtead Capital, Inc., 5.50%, 8/11/32 (144A) | &nbsp;&nbsp; 5164934 |
| 5270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CoreLogic, Inc., 4.50%, 5/1/28 (144A) | &nbsp;&nbsp; 4043144 |
| 5375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Garda World Security Corp., 4.625%, 2/15/27 (144A) | &nbsp;&nbsp; 4746017 |
| 3830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Garda World Security Corp., 6.00%, 6/1/29 (144A) | &nbsp;&nbsp; 3112060 |

---

29Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Services — (continued)** |  |
| 437000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Garda World Security Corp., 9.50%, 11/1/27 (144A) | $420882 |
| 10716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prime Security Services Borrower LLC/Prime Finance, Inc., 6.25%, 1/15/28 (144A) | &nbsp;&nbsp; 9753275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN65,625,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Red de Carreteras de Occidente SAB de CV, 9.00%, 6/10/28 (144A) | &nbsp;&nbsp; 3180808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Commercial Services** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **39477452** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Computers — 0.1%** |  |
| 2415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCR Corp., 5.00%, 10/1/28 (144A) | $2058870 |
| 1215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCR Corp., 5.25%, 10/1/30 (144A) | &nbsp;&nbsp; 1002375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Computers** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3061245** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Diversified Financial Services — 2.5%** |  |
| 8250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.30%, 1/30/32 | $6449526 |
| 16065000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Air Lease Corp., 2.875%, 1/15/32 | &nbsp;&nbsp; 12762523 |
| 7310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Air Lease Corp., 3.125%, 12/1/30 | &nbsp;&nbsp; 6057772 |
| 9950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa Balcao, 4.125%, 9/20/31 (144A) | &nbsp;&nbsp; 8384303 |
| 8607000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bread Financial Holdings, Inc., 7.00%, 1/15/26 (144A) | &nbsp;&nbsp; 7488090 |
| 6,660,000(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credito Real SAB de CV SOFOM ER, 8.00%, 1/21/28 (144A) | &nbsp;&nbsp; 166500 |
| 17,870,600(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Global Aircraft Leasing Co., Ltd., 6.50% (7.25% PIK or 6.50% Cash), 9/15/24 (144A) | &nbsp;&nbsp; 15190010 |
| 5575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OneMain Finance Corp., 3.50%, 1/15/27 | &nbsp;&nbsp; 4615933 |
| 2,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OWS Cre Funding I LLC, 9.269% (1 Month USD LIBOR + 490 bps), 9/1/23 (144A) | &nbsp;&nbsp; 2387361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR3,215,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sherwood Financing Plc, 4.50%, 11/15/26 | &nbsp;&nbsp; 2766103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP5,170,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sherwood Financing Plc, 6.00%, 11/15/26 (144A) | &nbsp;&nbsp; 4812709 |
| 8705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC, 5.50%, 4/15/29 (144A) | &nbsp;&nbsp; 6924655 |
| 8185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VistaJet Malta Finance Plc/XO Management Holding, Inc., 6.375%, 2/1/30 (144A) | &nbsp;&nbsp; 6562938 |
| 1840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VistaJet Malta Finance Plc/XO Management Holding, Inc., 7.875%, 5/1/27 (144A) | &nbsp;&nbsp; 1659947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Diversified Financial Services** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **86228370** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electric — 1.2%** |  |
| 7,670,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & Utilities Corp., 4.75% (5 Year CMT Index + 325 bps), 1/18/82 | $6212700 |

---

Pioneer Strategic Income Fund \| \| 12/31/2230

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electric — (continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR3,240,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ContourGlobal Power Holdings SA, 2.75%, 1/1/26 (144A) | $3069235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR1,635,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ContourGlobal Power Holdings SA, 3.125%, 1/1/28 (144A) | &nbsp;&nbsp; 1429317 |
| 3880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International NV, 7.75%, 10/14/52 (144A) | &nbsp;&nbsp; 4144950 |
| 9225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Light Servicos de Eletricidade SA/Light Energia SA, 4.375%, 6/18/26 (144A) | &nbsp;&nbsp; 7694865 |
| 2285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NRG Energy, Inc., 3.625%, 2/15/31 (144A) | &nbsp;&nbsp; 1737052 |
| 8980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NRG Energy, Inc., 3.875%, 2/15/32 (144A) | &nbsp;&nbsp; 6744429 |
| 13199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NRG Energy, Inc., 4.45%, 6/15/29 (144A) | &nbsp;&nbsp; 11672513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electric** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **42705061** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electrical Components & Equipments —<br> 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR7,865,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belden, Inc., 3.375%, 7/15/27 (144A) | $7661792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR4,585,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belden, Inc., 3.375%, 7/15/31 (144A) | &nbsp;&nbsp; 4073651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR6,020,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energizer Gamma Acquisition BV, 3.50%, 6/30/29 (144A) | &nbsp;&nbsp; 5117182 |
| 1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, Inc., 6.50%, 12/31/27 (144A) | &nbsp;&nbsp; 975482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electrical Components & Equipments** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **17828107** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electronics — 0.1%** |  |
| 2600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atkore, Inc., 4.25%, 6/1/31 (144A) | $2229500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electronics** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2229500** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Energy-Alternate Sources — 0.1%** |  |
| 3849975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adani Renewable Energy RJ, Ltd./Kodangal Solar Parks Pvt, Ltd./Wardha Solar Maharash, 4.625%, 10/15/39 (144A) | $2868232 |
| 582554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alta Wind Holdings LLC, 7.00%, 6/30/35 (144A) | &nbsp;&nbsp; 575733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Energy-Alternate Sources** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3443965** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Engineering & Construction — 0.2%** |  |
| 6449411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Artera Services LLC, 9.033%, 12/4/25 (144A) | $5372940 |
| 1615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IHS Holding, Ltd., 5.625%, 11/29/26 (144A) | &nbsp;&nbsp; 1333182 |
| 1425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IHS Holding, Ltd., 6.25%, 11/29/28 (144A) | &nbsp;&nbsp; 1149348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Engineering & Construction** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **7855470** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Entertainment — 0.4%** |  |
| 11100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resorts World Las Vegas LLC/RWLV Capital, Inc., 4.625%, 4/16/29 (144A) | $7872448 |

---

31Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Entertainment — (continued)** |  |
| 3400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resorts World Las Vegas LLC/RWLV Capital, Inc., 4.625%, 4/6/31 (144A) | $2296633 |
| 2910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Scientific Games Holdings LP/Scientific Games US FinCo, Inc., 6.625%, 3/1/30 (144A) | &nbsp;&nbsp; 2458077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Entertainment** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **12627158** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Food — 0.6%** |  |
| 1458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.00%, 5/15/32 (144A) | $1118068 |
| 11860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 5.75%, 4/1/33 (144A) | &nbsp;&nbsp; 11311831 |
| 4610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 6.50%, 12/1/52 (144A) | &nbsp;&nbsp; 4387851 |
| 5735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Minerva Luxembourg SA, 4.375%, 3/18/31 (144A) | &nbsp;&nbsp; 4706313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Food** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **21524063** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Forest Products & Paper — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR1,950,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ahlstrom-Munksjo Holding 3 Oy, 3.625%, 2/4/28 (144A) | $1756153 |
| 3004000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inversiones CMPC SA, 3.85%, 1/13/30 (144A) | &nbsp;&nbsp; 2719382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Forest Products & Paper** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4475535** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Gas — 0.1%** |  |
| 2195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Promigas SA ESP/Gases del Pacifico SAC, 3.75%, 10/16/29 (144A) | $1785586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Gas** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1785586** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Hand & Machine Tools — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR3,950,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IMA Industria Macchine Automatiche S.p.A., 3.75%, 1/15/28 (144A) | $3468947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Hand & Machine Tools** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3468947** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Healthcare-Services — 0.2%** |  |
| 4195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Auna SAA, 6.50%, 11/20/25 (144A) | $3478214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR3,860,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CAB SELAS, 3.375%, 2/1/28 (144A) | &nbsp;&nbsp; 3309929 |
| 3421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Renal Care, Inc., 10.625%, 7/15/27 (144A) | &nbsp;&nbsp; 744068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Healthcare-Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **7532211** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Insurance — 1.1%** |  |
| 2094000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aon Corp./Aon Global Holdings Plc, 2.60%, 12/2/31 | $1709140 |

---

Pioneer Strategic Income Fund \| \| 12/31/2232

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Insurance — (continued)** |  |
| 13,080,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Farmers Insurance Exchange, 4.747% (3 Month USD LIBOR + 323 bps), 11/1/57 (144A) | $10514814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR2,650,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liberty Mutual Group, Inc., 3.625% (5 Year EUR Swap + 370 bps), 5/23/59 (144A) | &nbsp;&nbsp; 2496289 |
| 22651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liberty Mutual Insurance Co., 7.697%, 10/15/97 (144A) | &nbsp;&nbsp; 24464112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Insurance** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **39184355** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Internet — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR4,985,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Group BV, 5.25%, 2/1/30 (144A) | $3821888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Internet** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3821888** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Iron & Steel — 0.3%** |  |
| 3250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals Co., 4.375%, 3/15/32 | $2827261 |
| 2675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metinvest BV, 7.65%, 10/1/27 (144A) | &nbsp;&nbsp; 1391000 |
| 1880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources, Ltd., 8.00%, 11/1/27 (144A) | &nbsp;&nbsp; 1922338 |
| 1980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources, Ltd., 8.50%, 5/1/30 (144A) | &nbsp;&nbsp; 2006789 |
| 4375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TMS International Corp., 6.25%, 4/15/29 (144A) | &nbsp;&nbsp; 3129263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Iron & Steel** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **11276651** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Leisure Time — 0.0%†** |  |
| 1130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NCL Finance, Ltd., 6.125%, 3/15/28 (144A) | $834190 |
| 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viking Ocean Cruises Ship VII, Ltd., 5.625%, 2/15/29 (144A) | &nbsp;&nbsp; 241500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Leisure Time** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1075690** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Lodging — 0.1%** |  |
| 3125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc, 5.00%, 6/1/29 (144A) | $2687500 |
| 1800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sands China, Ltd., 4.875%, 6/18/30 | &nbsp;&nbsp; 1581804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Lodging** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4269304** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Media — 0.5%** |  |
| 3910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC/CCO Holdings Capital Corp., 4.50%, 6/1/33 (144A) | $2999869 |
| 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, 3/1/30 (144A) | &nbsp;&nbsp; 5174490 |
| 6200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC, 4.625%, 12/1/30 (144A) | &nbsp;&nbsp; 3426331 |
| 2305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC, 5.00%, 11/15/31 (144A) | &nbsp;&nbsp; 1287804 |

---

33Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Media — (continued)** |  |
| 2034000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamond Sports Group LLC/Diamond Sports Finance Co., 6.625%, 8/15/27 (144A) | $15255 |
| 4205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VZ Secured Financing BV, 5.00%, 1/15/32 (144A) | &nbsp;&nbsp; 3417073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Media** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **16320822** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Metal Fabricate/Hardware — 0.1%** |  |
| 5988000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Industries, Inc., 6.625%, 4/15/27 | $4067888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Metal Fabricate/Hardware** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4067888** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Mining — 0.8%** |  |
| 4776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings Plc, 3.75%, 10/1/30 | $4142390 |
| 11678000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coeur Mining, Inc., 5.125%, 2/15/29 (144A) | &nbsp;&nbsp; 9113822 |
| 4837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty, Ltd., 4.375%, 4/1/31 (144A) | &nbsp;&nbsp; 4022853 |
| 11990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp., 5.75%, 10/15/28 (144A) | &nbsp;&nbsp; 9309521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Mining** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **26588586** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multi-National — 0.8%** |  |
| 4880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;African Export-Import Bank, 3.994%, 9/21/29 (144A) | $4229496 |
| 8430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banque Ouest Africaine de Developpement, 4.70%, 10/22/31 (144A) | &nbsp;&nbsp; 7162128 |
| 2860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banque Ouest Africaine de Developpement, 5.00%, 7/27/27 (144A) | &nbsp;&nbsp; 2682165 |
| &nbsp;&nbsp;IDR113,010,000,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development Bank, 7.875%, 3/14/23 | &nbsp;&nbsp; 7289118 |
| &nbsp;&nbsp;&nbsp;&nbsp;KZT2,993,000,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Finance Corp., 7.50%, 2/3/23 | &nbsp;&nbsp; 6437022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Multi-National** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **27799929** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oil & Gas — 1.5%** |  |
| 7175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harbour Energy Plc, 5.50%, 10/15/26 (144A) | $6429661 |
| 4737000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Petroleum Corp., 7.25%, 2/1/27 (144A) | &nbsp;&nbsp; 4358040 |
| 8060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MC Brazil Downstream Trading S.a.r.l, 7.25%, 6/30/31 (144A) | &nbsp;&nbsp; 6646299 |
| 8985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neptune Energy Bondco Plc, 6.625%, 5/15/25 (144A) | &nbsp;&nbsp; 8724506 |
| 4435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos, 6.70%, 2/16/32 | &nbsp;&nbsp; 3482571 |
| 2217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shelf Drilling Holdings, Ltd., 8.875%, 11/15/24 (144A) | &nbsp;&nbsp; 2172660 |
| 5825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tullow Oil Plc, 10.25%, 5/15/26 (144A) | &nbsp;&nbsp; 4671650 |

---

Pioneer Strategic Income Fund \| \| 12/31/2234

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oil & Gas — (continued)** |  |
| 5050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc., 6.875%, 5/1/30 (144A) | $4608543 |
| 12895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;YPF SA, 6.95%, 7/21/27 (144A) | &nbsp;&nbsp; 9135076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Oil & Gas** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **50229006** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oil & Gas Services — 0.2%** |  |
| 5595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enerflex, Ltd., 9.00%, 10/15/27 (144A) | $5579586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Oil & Gas Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **5579586** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pharmaceuticals — 0.2%** |  |
| 2424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Par Pharmaceutical, Inc., 7.50%, 4/1/27 (144A) | $1842179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR1,625,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands II BV, 3.75%, 5/9/27 | &nbsp;&nbsp; 1503033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR2,725,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands II BV, 4.375%, 5/9/30 | &nbsp;&nbsp; 2400356 |
| 1478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV, 4.75%, 5/9/27 | &nbsp;&nbsp; 1335964 |
| 1328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV, 5.125%, 5/9/29 | &nbsp;&nbsp; 1182647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Pharmaceuticals** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **8264179** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pipelines — 1.5%** |  |
| 1,694,000(c)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP, 6.625% (3 Month USD LIBOR + 416 bps) | $1257795 |
| 37,035,000(c)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP, 7.125% (5 Year CMT Index + 531 bps) | &nbsp;&nbsp; 30924225 |
| 15145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EnLink Midstream Partners LP, 5.45%, 6/1/47 | &nbsp;&nbsp; 12165221 |
| 3862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EnLink Midstream Partners LP, 5.60%, 4/1/44 | &nbsp;&nbsp; 3185249 |
| 4776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Williams Cos., Inc., 7.75%, 6/15/31 | &nbsp;&nbsp; 5266410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Pipelines** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **52798900** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Real Estate — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR5,800,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ADLER Real Estate AG, 3.00%, 4/27/26 | $4277732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4277732** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**REITs — 0.3%** |  |
| 2359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP Financing II, Inc., 3.25%, 1/15/32 | $1885749 |

---

35Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**REITs — (continued)** |  |
| 6566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HAT Holdings I LLC/HAT Holdings II LLC, 3.375%, 6/15/26 (144A) | $5704541 |
| 2975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 2/15/29 (144A) | &nbsp;&nbsp; 1970937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total REITs** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **9561227** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Retail — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR4,500,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Food Service Project SA, 5.50%, 1/21/27 (144A) | $4438599 |
| 3805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC, 4.875%, 5/1/29 (144A) | &nbsp;&nbsp; 3047001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Retail** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **7485600** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Semiconductors — 0.2%** |  |
| 6940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadcom, Inc., 4.15%, 4/15/32 (144A) | $6092336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Semiconductors** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **6092336** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Software — 0.1%** |  |
| 6525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AthenaHealth Group, Inc., 6.50%, 2/15/30 (144A) | $4808482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Software** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4808482** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Telecommunications — 1.4%** |  |
| 475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altice France SA, 5.125%, 1/15/29 (144A) | $357158 |
| 1835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altice France SA, 5.125%, 7/15/29 (144A) | &nbsp;&nbsp; 1375779 |
| 9874000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altice France SA, 5.50%, 1/15/28 (144A) | &nbsp;&nbsp; 7732527 |
| 4600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CommScope Technologies LLC, 5.00%, 3/15/27 (144A) | &nbsp;&nbsp; 3124327 |
| 4120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CommScope, Inc., 4.75%, 9/1/29 (144A) | &nbsp;&nbsp; 3321544 |
| 1976217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Digicel International Finance Ltd/Digicel international Holdings, Ltd., 8.00%, 12/31/26 (144A) | &nbsp;&nbsp; 869535 |
| 4950371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Digicel International Finance Ltd/Digicel international Holdings, Ltd., 8.75%, 5/25/24 (144A) | &nbsp;&nbsp; 4257319 |
| 4235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GoTo Group, Inc., 5.50%, 9/1/27 (144A) | &nbsp;&nbsp; 2277676 |
| 1240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 3 Financing, Inc., 3.75%, 7/15/29 (144A) | &nbsp;&nbsp; 892019 |
| 4351000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 3 Financing, Inc., 4.625%, 9/15/27 (144A) | &nbsp;&nbsp; 3622207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR6,915,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lorca Telecom Bondco SA, 4.00%, 9/18/27 (144A) | &nbsp;&nbsp; 6606429 |
| 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lumen Technologies, Inc., 4.50%, 1/15/29 (144A) | &nbsp;&nbsp; 2933401 |

---

Pioneer Strategic Income Fund \| \| 12/31/2236

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Telecommunications — (continued)** |  |
| 1346400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Millicom International Cellular SA, 6.25%, 3/25/29 (144A) | $1287188 |
| 6900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Play Telecomunicaciones SA de CV, 6.375%, 9/20/28 (144A) | &nbsp;&nbsp; 5388545 |
| 4270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Windstream Escrow LLC/Windstream Escrow Finance Corp., 7.75%, 8/15/28 (144A) | &nbsp;&nbsp; 3479304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Telecommunications** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **47524958** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Transportation — 0.5%** |  |
| 4910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hidrovias International Finance SARL, 4.95%, 2/8/31 (144A) | $3636843 |
| 3172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Seaspan Corp., 5.50%, 8/1/29 (144A) | &nbsp;&nbsp; 2403742 |
| 2785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Simpar Europe SA, 5.20%, 1/26/31 (144A) | &nbsp;&nbsp; 2109638 |
| 6290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Western Global Airlines LLC, 10.375%, 8/15/25 (144A) | &nbsp;&nbsp; 4723355 |
| 4870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XPO Escrow Sub LLC, 7.50%, 11/15/27 (144A) | &nbsp;&nbsp; 4928050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Transportation** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **17801628** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (Cost $1,237,224,128)** | **$1017401664** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Shares** |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Convertible Preferred Stocks —<br> 1.3% of Net Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — 1.3%** |  |
| 2,387(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp., 7.25% | $2768920 |
| 34,526(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co., 7.50% | &nbsp;&nbsp; 40913310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Banks** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **43682230** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Convertible Preferred Stocks<br> (Cost $46,872,398)** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **43682230** |

---

37Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Municipal Bonds — 0.9% of Net<br> Assets(j)** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Arizona — 0.1%** |  |
| 2370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Industrial Development Authority, Banner Health, Series 2019F, 3.00%, 1/1/49 | $1678410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Arizona** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$1678410** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**California — 0.1%** |  |
| 2435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority, Cedars-Sinai Health System, Series A, 3.00%, 8/15/51 | $1860389 |
| 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regents of the University of California, Medical Center Pooled Revenue, Series P, 4.00%, 5/15/53 | &nbsp;&nbsp; 1153620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total California** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$3014009** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Florida — 0.0%†** |  |
| 1825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Broward Hospital District, South Broward Hospital District Obligated Group, Series A, 2.50%, 5/1/47 | $1177399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Florida** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$1177399** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Georgia — 0.0%†** |  |
| 1055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gainesville & Hall County Hospital Authority, Northeast Georgia Health System, Inc. Project, Series A, 3.00%, 2/15/51 | $752827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Georgia** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$752827** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Massachusetts — 0.0%†** |  |
| 1,930,000(k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts, Series B, 3.00%, 4/1/47 | $1453676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Massachusetts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$1453676** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Missouri — 0.0%†** |  |
| 480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health & Educational Facilities Authority of the State of Missouri, BJC Health System, Series A, 3.00%, 7/1/38 | $404491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Missouri** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$404491** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Nebraska — 0.1%** |  |
| 970,000(k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lancaster County School District 001, Lincoln Public Schools, 2.00%, 1/15/43 | $615581 |
| 3600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;University of Nebraska Facilities Corp., Green Bond, Series B, 3.00%, 7/15/54 | &nbsp;&nbsp; 2599416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Nebraska** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$3214997** |

---

Pioneer Strategic Income Fund \| \| 12/31/2238

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**New Jersey — 0.1%** |  |
| 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Jersey Health Care Facilities Financing Authority, Atlanticare Health System Obligated Group Issue, 3.00%, 7/1/46 | $865883 |
| 2620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Jersey Health Care Facilities Financing Authority, RWJ Barnabas Health Obligated Group Issue, 3.00%, 7/1/51 | &nbsp;&nbsp; 1870182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total New Jersey** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$2736065** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**New York — 0.1%** |  |
| 1950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New York State Thruway Authority, Series A-1, 3.00%, 3/15/50 | $1473635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total New York** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$1473635** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**North Carolina — 0.1%** |  |
| 1930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;City of Charlotte Airport Revenue, Charlotte Douglas International Airport Revenue, Series A, 4.00%, 7/1/47 | $1789766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total North Carolina** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$1789766** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oregon — 0.0%†** |  |
| 1705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oregon Health & Science University, Green Bond, Series A, 3.00%, 7/1/51 | $1264530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Oregon** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$1264530** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pennsylvania — 0.1%** |  |
| 3655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Montgomery County Higher Education and Health Authority, Thomas Jefferson University, Series B, 4.00%, 5/1/56 | $3008431 |
| 815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike Commission, Series C, 3.00%, 12/1/51 | &nbsp;&nbsp; 592472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Pennsylvania** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$3600903** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Tennessee — 0.0%†** |  |
| 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;City of Memphis TN Water Revenue, Memphis Light, Gas and Water Division, 3.00%, 12/1/45 | $216321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Tennessee** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$216321** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Texas — 0.1%** |  |
| 3290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harris County Cultural Education Facilities Finance Corp., Texas Children's Hospital, 3.00%, 10/1/51 | $2315074 |
| 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Texas Water Development Board, State Revolving Fund, 3.00%, 8/1/40 | &nbsp;&nbsp; 1056081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Texas** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$3371155** |

---

39Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Virginia — 0.1%** |  |
| 830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hampton Roads Transportation Accountability Commission, Series A, 4.00%, 7/1/57 | $750984 |
| 1460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Roanoke Economic Development Authority, Carilion Clinic Obligated Group, 3.00%, 7/1/45 | &nbsp;&nbsp; 1095993 |
| 630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rockingham County Economic Development Authority, Sentara RMH Medical Center, Series A, 3.00%, 11/1/46 | &nbsp;&nbsp; 474913 |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virginia College Building Authority, Public Higher Education Financing Program, Series C, 3.00%, 9/1/51 | &nbsp;&nbsp; 1878200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Virginia** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$4200090** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Municipal Bonds<br> (Cost $31,873,046)** | &nbsp;&nbsp;&nbsp;&nbsp; **$30348274** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Shares** |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Preferred Stock — 0.0%† of Net<br> Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Capital Markets — 0.0%†** |  |
| 3505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B Riley Financial, Inc., 6.75%, 5/31/24 | $85522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Capital Markets** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **85522** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Preferred Stock<br> (Cost $86,107)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **85522** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Right/Warrant — 0.0%† of Net<br> Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Metals & Mining — 0.0%†** |  |
| 1,880,020(l) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ANR, Inc., 3/31/23 | $14100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Metals & Mining** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **14100** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Right/Warrant<br> (Cost $—)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **14100** |

---

Pioneer Strategic Income Fund \| \| 12/31/2240

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Insurance-Linked Securities —<br> 3.8% of Net Assets#** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Event Linked Bonds — 1.1%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes – California — 0.1%** |  |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Phoenician Re, 7.241%, (3 Month U.S. Treasury Bill + 290 bps), 12/14/24 (144A) | $686100 |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sutter Re, 9.343%, (3 Month U.S. Treasury Bill + 500 bps), 5/23/23 (144A) | &nbsp;&nbsp; 727350 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ursa Re II, 8.283%, (3 Month U.S. Treasury Bill + 375 bps), 12/7/23 (144A) | &nbsp;&nbsp; 2923500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4336950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes – Mexico — 0.0%†** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development, 8.153%, (3 Month USD LIBOR + 350 bps), 3/13/24 (144A) | $240400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes - U.S. — 0.0%†** |  |
| 500,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veraison Re, 2.50%, (1 Month U.S. Treasury Bill + 250 bps), 3/9/26 (144A) | $499750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Health – U.S. — 0.1%** |  |
| 2,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re X, 6.093%, (3 Month U.S. Treasury Bill + 175 bps), 1/10/23 (144A) | $2249775 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re X, 6.343%, (3 Month U.S. Treasury Bill + 200 bps), 1/10/23 (144A) | &nbsp;&nbsp; 249975 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2499750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Inland Flood – U.S. — 0.1%** |  |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FloodSmart Re, 15.593%, (3 Month U.S. Treasury Bill + 1,125 bps), 2/25/25 (144A) | $1395000 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FloodSmart Re, 17.923%, (3 Month U.S. Treasury Bill + 1,358 bps), 3/1/24 (144A) | &nbsp;&nbsp; 900000 |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FloodSmart Re, 19.423%, (3 Month U.S. Treasury Bill + 1,508 bps), 2/27/23 (144A) | &nbsp;&nbsp; 675000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2970000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Florida — 0.0%†** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II, 10.133%, (3 Month U.S. Treasury Bill + 579 bps), 6/7/23 (144A) | $245000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — 0.5%** |  |
| 900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Easton Re Pte, 8.343%, (3 Month U.S. Treasury Bill + 400 bps), 1/8/24 (144A) | $841320 |

---

41Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — (continued)** |  |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Lakes Re, 9.093%, (3 Month U.S. Treasury Bill + 475 bps), 1/7/25 (144A) | $459700 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Lakes Re, 11.643%, (3 Month U.S. Treasury Bill + 730 bps), 1/5/24 (144A) | &nbsp;&nbsp; 1377300 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Lakes Re, 14.503%, (3 Month U.S. Treasury Bill + 1,016 bps), 1/5/24 (144A) | &nbsp;&nbsp; 1402500 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herbie Re, 14.063%, (3 Month U.S. Treasury Bill + 972 bps), 1/8/25 (144A) | &nbsp;&nbsp; 425000 |
| 1,750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 9.572%, (SOFR + 532 bps), 3/24/25 (144A) | &nbsp;&nbsp; 1506225 |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 12.072%, (SOFR + 775 bps), 3/24/25 (144A) | &nbsp;&nbsp; 640275 |
| 2,900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mystic Re IV, 4.843%, (3 Month U.S. Treasury Bill + 50 bps), 1/8/26 (144A) | &nbsp;&nbsp; 2898550 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Re, 10.523%, (3 Month U.S. Treasury Bill + 618 bps), 12/6/24 (144A) | &nbsp;&nbsp; 1420500 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Re, 11.343%, (3 Month U.S. Treasury Bill + 700 bps), 12/6/26 (144A) | &nbsp;&nbsp; 1494300 |
| 1,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Re, 12.323%, (3 Month U.S. Treasury Bill + 798 bps), 12/6/24 (144A) | &nbsp;&nbsp; 1165375 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sakura Re, 17.843%, (3 Month U.S. Treasury Bill + 1,350 bps), 1/5/26 (144A) | &nbsp;&nbsp; 499950 |
| 2,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II, 7.433%, (3 Month U.S. Treasury Bill + 309 bps), 4/7/25 (144A) | &nbsp;&nbsp; 2085750 |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III, 10.593%, (3 Month U.S. Treasury Bill + 625 bps), 4/7/27 (144A) | &nbsp;&nbsp; 748875 |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sussex Re, 12.523%, (3 Month U.S. Treasury Bill + 818 bps), 1/8/25 (144A) | &nbsp;&nbsp; 651375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; $17616995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. & Canada — 0.1%** |  |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hypatia, 14.618%, (3 Month U.S. Treasury Bill + 1,028 bps), 6/7/23 (144A) | $950700 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 10.023%, (SOFR + 575 bps), 12/8/25 (144A) | &nbsp;&nbsp; 198475 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mona Lisa Re, 12.343%, (3 Month U.S. Treasury Bill + 800 bps), 1/9/23 (144A) | &nbsp;&nbsp; 487500 |

---

Pioneer Strategic Income Fund \| \| 12/31/2242

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. & Canada — (continued)** |  |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mona Lisa Re, Ltd., 17.08%, (3 Month U.S. Treasury Bill + 1250 bps), 1/8/26 (144A) | $800000 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northshore Re II, 12.343%, (3 Month U.S. Treasury Bill + 800 bps), 7/8/25 (144A) | &nbsp;&nbsp; 474700 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2911375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. Regional — 0.1%** |  |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kilimanjaro III Re, 5.25%, (3 Month U.S. Treasury Bill + 525 bps), 6/25/25 (144A) | $897400 |
| 2,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long Point Re IV, 8.593%, (3 Month USD LIBOR + 425 bps), 6/1/26 (144A) | &nbsp;&nbsp; 2369250 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3266650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 0.0%†** |  |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northshore Re II, 10.093%, (3 Month U.S. Treasury Bill + 575 bps), 1/8/24 (144A) | $464850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pandemic – U.S — 0.0%†** |  |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XI, 6.143%, (3 Month U.S. Treasury Bill + 180 bps), 1/9/24 (144A) | $473750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – Florida — 0.0%†** |  |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integrity Re, 11.343%, (3 Month U.S. Treasury Bill + 700 bps), 6/6/25 (144A) | $425000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - Texas — 0.1%** |  |
| 2,750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alamo Re II, 9.863%, (1 Month U.S. Treasury Bill + 552 bps), 6/8/23 (144A) | $2744500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. — 0.0%†** |  |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonanza Re, 9.093%, (3 Month U.S. Treasury Bill + 475 bps), 12/23/24 (144A) | $637500 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonanza Re, 10.093%, (3 Month U.S. Treasury Bill + 575 bps), 3/16/25 (144A) | &nbsp;&nbsp; 200000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $837500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. Regional — 0.0%†** |  |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Re, 3.50%, (3 Month U.S. Treasury Bill + 350 bps), 7/8/25 (144A) | $706875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Event Linked Bonds** | &nbsp;&nbsp;&nbsp;&nbsp; **$40239345** |

---

43Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Reinsurance — 0.8%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes – California — 0.1%** |  |
| 754,500(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adare Re 2022, 12/31/27 | $791114 |
| 1,800,000+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adare Re 2022-2, 9/30/28 | &nbsp;&nbsp; 1826728 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2617842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Massachusetts — 0.1%** |  |
| 1,250,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ailsa Re 2022, 5/31/28 | $1241343 |
| 1,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denning Re 2022, 6/30/28 | &nbsp;&nbsp; 1485909 |
| 400,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portsalon Re 2022, 5/31/28 | &nbsp;&nbsp; 366768 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3094020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — 0.2%** |  |
| 6,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballybunion Re 2020, 2/28/23 | $677844 |
| 3,406,059(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballybunion Re 2021-3, 7/31/25 | &nbsp;&nbsp; 152313 |
| 1,506,560(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballybunion Re 2022, 12/31/27 | &nbsp;&nbsp; 1532702 |
| 3,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballybunion Re 2022-2, 5/31/28 | &nbsp;&nbsp; 3046530 |
| 3,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballybunion Re 2022-3, 6/30/28 | &nbsp;&nbsp; 3577988 |
| 250,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Port Royal Re 2022, 4/30/28 | &nbsp;&nbsp; 248750 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9236127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 0.2%** |  |
| 1,683,333(b)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celadon Re 2022, 3/31/28 | $1621265 |
| 4,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gamboge Re 2022, 3/31/28 | &nbsp;&nbsp; 4388705 |
| 140,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Limestone Re, 3/1/23 (144A) | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 1,020,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Limestone Re 2020-1, 3/1/24 (144A) | &nbsp;&nbsp; 14994 |
| 480,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Limestone Re 2020-1, 3/1/24 (144A) | &nbsp;&nbsp; 7056 |
| 250,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merion Re 2022-1, 12/31/27 | &nbsp;&nbsp; 253650 |
| 250,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Old Head Re 2022, 12/31/27 | &nbsp;&nbsp; 125000 |
| 500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pine Valley Re 2022, 12/31/27 | &nbsp;&nbsp; 496040 |
| 300,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Walton Health Re 2019, 6/30/23 | &nbsp;&nbsp; 162800 |
| 2,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Walton Health Re 2022, 12/15/27 | &nbsp;&nbsp; 1861910 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8931420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – Florida — 0.1%** |  |
| 1,750,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Formby Re 2018, 2/28/23 | $56041 |
| 1,750,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Re 2022, 5/31/28 | &nbsp;&nbsp; 1747900 |
| 2,200,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portrush Re 2017, 6/15/23 | &nbsp;&nbsp; 467940 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2271881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - North Carolina — 0.0%†** |  |
| 1,250,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Re 2022-A, 4/30/28 | $750 |
| 1,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Re 2022-A, 4/30/28 | &nbsp;&nbsp; 2600 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3350 |

---

Pioneer Strategic Income Fund \| \| 12/31/2244

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. — 0.0%†** |  |
| 500,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shadow Creek Re 2021, 7/31/25 | $7593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. Regional — 0.1%** |  |
| 1,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Insurance 2021, 7.593%, 7/10/23 | $1455000 |
| 5,804,192(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oakmont Re 2020, 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oakmont Re 2022, 4/1/28 | &nbsp;&nbsp; 1100769 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2555769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Collateralized Reinsurance** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **28718002** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Reinsurance Sidecars — 1.8%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — 0.0%†** |  |
| 1,750,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnoustie Re 2020, 12/31/23 | $237300 |
| 1,390,289(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnoustie Re 2021, 12/31/24 | &nbsp;&nbsp; 65899 |
| 1,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnoustie Re 2022, 12/31/27 | &nbsp;&nbsp; 1059539 |
| 3,000,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2018, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 5,000,000(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2019, 12/31/24 | &nbsp;&nbsp; 6000 |
| 3,000,000(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2020, 12/31/23 | &nbsp;&nbsp; 44400 |
| 2,845(a)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/26 (144A) | &nbsp;&nbsp; 40449 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1453587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 1.8%** |  |
| 2,201(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2019-1, 3/10/23 (144A) | $10065 |
| 33,410(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2019-2, 3/10/23 | &nbsp;&nbsp; 10056 |
| 357,085(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2020-1B, 3/10/23 (144A) | &nbsp;&nbsp; 13534 |
| 360,465(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2020-2, 3/10/23 | &nbsp;&nbsp; 52664 |
| 250,000(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2020-3, 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 2,639,535(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2021-2, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 236,951(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2021-3, 7/31/25 | &nbsp;&nbsp; 50779 |
| 2,106,552(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2022-2, 12/31/27 | &nbsp;&nbsp; 1975314 |
| 4,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bantry Re 2019, 12/31/24 | &nbsp;&nbsp; 68073 |
| 3,932,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bantry Re 2021, 12/31/24 | &nbsp;&nbsp; 351492 |
| 3,280,525(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bantry Re 2022, 12/31/27 | &nbsp;&nbsp; 3420545 |
| 13,924,181(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2018-1, 12/31/24 | &nbsp;&nbsp; 1076339 |
| 9,947,951(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2019-1, 12/31/24 | &nbsp;&nbsp; 1586698 |
| 2,000,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2020-1, 12/31/23 | &nbsp;&nbsp;&nbsp; 200 |
| 3,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2022, 12/31/27 | &nbsp;&nbsp; 3504900 |
| 73,625(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eden Re II, 3/22/23 (144A) | &nbsp;&nbsp; 62110 |
| 700,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eden Re II, 3/22/24 (144A) | &nbsp;&nbsp; 270200 |
| 664,319(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eden Re II, 3/21/25 (144A) | &nbsp;&nbsp; 377333 |
| 4,400,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eden Re II, 3/20/26 (144A) | &nbsp;&nbsp; 4092880 |
| 1,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gleneagles Re 2018, 12/31/24 | &nbsp;&nbsp; 177450 |
| 1,250,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gleneagles Re 2021, 12/31/24 | &nbsp;&nbsp; 277857 |
| 1,250,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gleneagles Re 2022, 12/31/27 | &nbsp;&nbsp; 1289063 |

---

45Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — (continued)** |  |
| 2,737,878(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gullane Re 2018, 12/31/24 | $169487 |
| 5,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gullane Re 2022, 12/31/27 | &nbsp;&nbsp; 5318293 |
| 500,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lion Rock Re 2019, 1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 500,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lion Rock Re 2020, 1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 500,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lion Rock Re 2021, 12/31/24 | &nbsp;&nbsp; 104650 |
| 2,545,246(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lorenz Re 2019, 6/30/23 | &nbsp;&nbsp; 4581 |
| 8,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merion Re 2018-2, 12/31/24 | &nbsp;&nbsp; 1286900 |
| 9,000,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merion Re 2021-2, 12/31/24 | &nbsp;&nbsp; 1768500 |
| 6,551,154(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merion Re 2022-2, 12/31/27 | &nbsp;&nbsp; 6211224 |
| 4,750,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2018-1, 12/31/24 | &nbsp;&nbsp; 100009 |
| 3,891,425(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2019-1, 2/1/23 | &nbsp;&nbsp; 81087 |
| 5,220,725(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2019-3, 7/1/23 | &nbsp;&nbsp; 187794 |
| 4,254,521(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2022-1, 12/31/27 | &nbsp;&nbsp; 4546935 |
| 2,500,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2022-3, 5/31/28 | &nbsp;&nbsp; 2565740 |
| 1,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Phoenix One Re, 1/4/27 (144A) | &nbsp;&nbsp; 1132100 |
| 1,515,000(b)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RosaPenna Re 2022, 6/30/28 | &nbsp;&nbsp; 1532611 |
| 360,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/24 (144A) | &nbsp;&nbsp; 173784 |
| 3,608(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/24 (144A) | &nbsp;&nbsp; 91978 |
| 155,997(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 12/1/24 (144A) | &nbsp;&nbsp; 260313 |
| 150,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 12/1/24 (144A) | &nbsp;&nbsp; 250306 |
| 6,578(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/25 (144A) | &nbsp;&nbsp; 47268 |
| 6,106(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 12/1/25 (144A) | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 2,472(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/26 (144A) | &nbsp;&nbsp; 233560 |
| 55,079(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 12/1/26 (144A) | &nbsp;&nbsp; 58904 |
| 2,253,960(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/27 (144A) | &nbsp;&nbsp; 2454051 |
| 692,491(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/27 (144A) | &nbsp;&nbsp; 714161 |
| 2,698,893+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 12/1/27 (144A) | &nbsp;&nbsp; 2698893 |
| 3,609,700(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sussex Re 2020-1, 12/31/24 | &nbsp;&nbsp; 5415 |
| 1,000,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sussex Re 2021-1, 12/31/24 | &nbsp;&nbsp; 90800 |
| 3,000,000(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2019, 12/31/24 | &nbsp;&nbsp; 5100 |
| 4,000,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2020, 12/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 5,000,000(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2021, 12/31/24 | &nbsp;&nbsp; 80500 |
| 3,000,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2022, 12/31/27 | &nbsp;&nbsp; 3242100 |
| 2,818,951(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Torricelli Re 2021, 7/31/25 | &nbsp;&nbsp; 158425 |
| 3,000,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Torricelli Re 2022, 6/30/28 | &nbsp;&nbsp; 2974800 |
| 3,000,000(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2018, 12/31/24 | &nbsp;&nbsp; 4800 |
| 2,647,642(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2019-A, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 852,358(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2019-B, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 1,250,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2018, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3,650,000(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2019, 12/31/24 | &nbsp;&nbsp; 25915 |
| 4,139,570(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2020, 12/31/23 | &nbsp;&nbsp; 182141 |

---

Pioneer Strategic Income Fund \| \| 12/31/2246

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — (continued)** |  |
| 2,500,000(b)(n)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2022, 12/31/27 | $2550000 |
| 1,826,168(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Woburn Re 2018, 12/31/24 | &nbsp;&nbsp; 58162 |
| 3,539,362(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Woburn Re 2019, 12/31/24 | &nbsp;&nbsp; 672909 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; $60711748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Reinsurance Sidecars** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **62165335** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Industry Loss Warranties — 0.1%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes - U.S. — 0.1%** |  |
| 1,750,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vermillion Re 2022, 12/31/27 | $1774850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. — 0.0%†** |  |
| 2,000,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballylifin Re 2021, 9/15/25 | $246600 |
| 1,750,000(b)(m)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballylifin Re 2022, 5/31/28 | &nbsp;&nbsp; 8050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $254650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Industry Loss Warranties** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2029500** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Insurance-Linked Securities<br> (Cost $137,677,761)** | &nbsp;&nbsp; **$** **133152182** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Foreign Government Bonds —<br> 3.8% of Net Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Angola — 0.1%** |  |
| 6420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Angolan Government International Bond, 8.750%, 4/14/32 (144A) | $5548806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Angola** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **5548806** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Argentina — 0.3%** |  |
| 351880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argentine Republic Government International Bond, 1.000%, 7/9/29 | $93409 |
| 5,955,800(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argentine Republic Government International Bond, 1.500%, 7/9/35 | &nbsp;&nbsp; 1510663 |
| 8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ciudad Autonoma De Buenos Aires, 7.500%, 6/1/27 (144A) | &nbsp;&nbsp; 7786829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Argentina** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **9390901** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Bahamas — 0.1%** |  |
| 5815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bahamas Government International Bond, 8.950%, 10/15/32 (144A) | $4664572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Bahamas** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4664572** |

---

47Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Colombia — 0.1%** |  |
| 4800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Colombia Government International Bond, 3.125%, 4/15/31 | $3562626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Colombia** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3562626** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Egypt — 0.2%** |  |
| 2520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Egypt Government International Bond, 5.875%, 2/16/31 (144A) | $1749132 |
| 5560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Egypt Government International Bond, 7.053%, 1/15/32 (144A) | &nbsp;&nbsp; 4055186 |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Egypt Government International Bond, 8.875%, 5/29/50 (144A) | &nbsp;&nbsp; 1348484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Egypt** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **7152802** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Ghana — 0.1%** |  |
| 7,018,000(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ghana Government International Bond, 7.875%, 2/11/35 (144A) | $2487881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Ghana** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2487881** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Indonesia — 0.4%** |  |
| &nbsp;&nbsp;IDR219,632,000,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia Treasury Bond, 6.125%, 5/15/28 | $13796645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Indonesia** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **13796645** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Ivory Coast — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR8,965,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ivory Coast Government International Bond, 4.875%, 1/30/32 (144A) | $7554239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR3,270,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ivory Coast Government International Bond, 5.875%, 10/17/31 (144A) | &nbsp;&nbsp; 2926031 |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ivory Coast Government International Bond, 6.125%, 6/15/33 (144A) | &nbsp;&nbsp; 2218750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Ivory Coast** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **12699020** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Mexico — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MXN620,140,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexican Bonos, 8.500%, 5/31/29 | $30942874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Mexico** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **30942874** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Rwanda — 0.1%** |  |
| 5525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rwanda International Government Bond, 5.500%, 8/9/31 (144A) | $4186735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Rwanda** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4186735** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Serbia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR6,600,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Serbia International Bond, 2.050%, 9/23/36 (144A) | $3958729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Serbia** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3958729** |

---

Pioneer Strategic Income Fund \| \| 12/31/2248

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**South Africa — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZAR404,250,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of South Africa Government Bond, 8.250%, 3/31/32 | $20263355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total South Africa** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **20263355** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Trinidad — 0.1%** |  |
| 3612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinidad & Tobago Government International Bond, 4.500%, 6/26/30 (144A) | $3417367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Trinidad** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3417367** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Ukraine — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR4,490,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ukraine Government International Bond, 4.375%, 1/27/32 (144A) | $754708 |
| 9575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ukraine Government International Bond, 7.375%, 9/25/34 (144A) | &nbsp;&nbsp; 1735947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Ukraine** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2490655** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Uzbekistan — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;UZS76,270,000,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond, 14.000%, 7/19/24 (144A) | $6360458 |
| &nbsp;&nbsp;&nbsp;UZS33,340,000,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond, 14.500%, 11/25/23 (144A) | &nbsp;&nbsp; 2873559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Uzbekistan** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **9234017** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Foreign Government Bonds<br> (Cost $176,914,376)** | &nbsp;&nbsp; **$** **133796985** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — 28.1% of Net Assets** |  |
| 6534383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 1.500%, 12/1/41 | $5345068 |
| 949939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | &nbsp;&nbsp; 767645 |
| 960312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | &nbsp;&nbsp; 776025 |
| 7532084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 1.500%, 1/1/42 | &nbsp;&nbsp; 6086571 |
| 2822963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 1.500%, 2/1/42 | &nbsp;&nbsp; 2281234 |
| 4706462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 1.500%, 2/1/42 | &nbsp;&nbsp; 3803272 |
| 956637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 1.500%, 3/1/42 | &nbsp;&nbsp; 773051 |
| 186768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 2.000%, 2/1/42 | &nbsp;&nbsp; 156381 |

---

49Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 1432903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 2.000%, 11/1/51 | $1166680 |
| 2023868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 2.000%, 3/1/52 | &nbsp;&nbsp; 1648923 |
| 1365515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 2.000%, 3/1/52 | &nbsp;&nbsp; 1112645 |
| 22228568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 2.500%, 5/1/51 | &nbsp;&nbsp; 18877055 |
| 4423084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 2.500%, 8/1/51 | &nbsp;&nbsp; 3754789 |
| 28000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 2.500%, 6/1/52 | &nbsp;&nbsp; 23712123 |
| 1914935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.000%, 2/1/47 | &nbsp;&nbsp; 1742442 |
| 116014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.000%, 11/1/47 | &nbsp;&nbsp; 104021 |
| 16489004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.000%, 4/1/52 | &nbsp;&nbsp; 14470802 |
| 33295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 1/1/52 | &nbsp;&nbsp; 30318 |
| 165033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 1/1/52 | &nbsp;&nbsp; 150507 |
| 176662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 3/1/52 | &nbsp;&nbsp; 160600 |
| 204036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 3/1/52 | &nbsp;&nbsp; 186722 |
| 2717347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 2484633 |
| 2050950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 1864945 |
| 820428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 745952 |
| 219259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 199262 |
| 343728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 312379 |
| 487413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 443361 |
| 242836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 220764 |
| 257053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 233742 |

---

Pioneer Strategic Income Fund \| \| 12/31/2250

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 170174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | $154757 |
| 172420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 157175 |
| 410274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 373922 |
| 1716504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.500%, 4/1/52 | &nbsp;&nbsp; 1573996 |
| 2000827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 10/1/42 | &nbsp;&nbsp; 1923609 |
| 1103146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 4/1/47 | &nbsp;&nbsp; 1054748 |
| 647875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 4/1/47 | &nbsp;&nbsp; 619651 |
| 362672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 12/1/48 | &nbsp;&nbsp; 345452 |
| 555103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 12/1/48 | &nbsp;&nbsp; 527906 |
| 107624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 5/1/50 | &nbsp;&nbsp; 101947 |
| 198863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 6/1/50 | &nbsp;&nbsp; 187852 |
| 123312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 8/1/50 | &nbsp;&nbsp; 116457 |
| 99399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 10/1/50 | &nbsp;&nbsp; 94968 |
| 187387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 2/1/51 | &nbsp;&nbsp; 176458 |
| 103641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 4/1/51 | &nbsp;&nbsp; 97456 |
| 92425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 9/1/51 | &nbsp;&nbsp; 86755 |
| 571459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 9/1/51 | &nbsp;&nbsp; 536657 |
| 1245338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 10/1/51 | &nbsp;&nbsp; 1168657 |
| 192159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 10/1/51 | &nbsp;&nbsp; 180471 |
| 3000021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 6/1/52 | &nbsp;&nbsp; 2814482 |
| 161697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.000%, 6/1/52 | &nbsp;&nbsp; 151728 |

---

51Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 96923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.500%, 10/1/35 | $95685 |
| 292468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.500%, 7/1/40 | &nbsp;&nbsp; 290259 |
| 178047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.500%, 11/1/40 | &nbsp;&nbsp; 176190 |
| 6280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.500%, 9/1/43 | &nbsp;&nbsp; 6127 |
| 112636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.500%, 10/1/43 | &nbsp;&nbsp; 111029 |
| 411858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.500%, 11/1/43 | &nbsp;&nbsp; 405054 |
| 5303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.500%, 3/1/44 | &nbsp;&nbsp; 5215 |
| 15154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.500%, 5/1/44 | &nbsp;&nbsp; 14903 |
| 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 4/1/23 | &nbsp;&nbsp; 1107 |
| 8188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 5/1/34 | &nbsp;&nbsp; 8342 |
| 10138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 11/1/34 | &nbsp;&nbsp; 10365 |
| 44753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 12/1/34 | &nbsp;&nbsp; 45753 |
| 33026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 7/1/35 | &nbsp;&nbsp; 33764 |
| 78433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 9/1/38 | &nbsp;&nbsp; 80045 |
| 114422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 9/1/38 | &nbsp;&nbsp; 116774 |
| 3986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 10/1/38 | &nbsp;&nbsp; 4068 |
| 548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 5/1/39 | &nbsp;&nbsp;&nbsp; 554 |
| 1649113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 11/1/39 | &nbsp;&nbsp; 1668119 |
| 1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 12/1/39 | &nbsp;&nbsp; 1046 |
| 1860452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 12/1/50 | &nbsp;&nbsp; 1850658 |
| 792334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.500%, 6/1/41 | &nbsp;&nbsp; 822483 |

---

Pioneer Strategic Income Fund \| \| 12/31/2252

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 16185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.000%, 1/1/33 | $16489 |
| 1887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.000%, 3/1/33 | &nbsp;&nbsp; 1918 |
| 10942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.000%, 3/1/33 | &nbsp;&nbsp; 11118 |
| 20094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.000%, 1/1/34 | &nbsp;&nbsp; 20804 |
| 47458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.000%, 6/1/35 | &nbsp;&nbsp; 48232 |
| 18163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.000%, 12/1/36 | &nbsp;&nbsp; 18589 |
| 1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.000%, 10/1/37 | &nbsp;&nbsp; 1640 |
| 45744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.000%, 12/1/37 | &nbsp;&nbsp; 47734 |
| 1637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 6.500%, 9/1/32 | &nbsp;&nbsp; 1682 |
| 33169076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 1.500%, 11/1/41 | &nbsp;&nbsp; 27134635 |
| 8447696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 1.500%, 1/1/42 | &nbsp;&nbsp; 6910746 |
| 5641855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 1.500%, 1/1/42 | &nbsp;&nbsp; 4559565 |
| 7645835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 1.500%, 2/1/42 | &nbsp;&nbsp; 6179085 |
| 2872408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 1.500%, 3/1/42 | &nbsp;&nbsp; 2300033 |
| 11177948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 12/1/41 | &nbsp;&nbsp; 9422358 |
| 573030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 2/1/42 | &nbsp;&nbsp; 479790 |
| 202156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 2/1/42 | &nbsp;&nbsp; 169261 |
| 697513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 11/1/50 | &nbsp;&nbsp; 577011 |
| 338389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 1/1/51 | &nbsp;&nbsp; 281190 |
| 5802109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 11/1/51 | &nbsp;&nbsp; 4787062 |
| 1536734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 2/1/52 | &nbsp;&nbsp; 1252037 |

---

53Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 959323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 2/1/52 | $781673 |
| 2625755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 3/1/52 | &nbsp;&nbsp; 2137885 |
| 3946526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 3/1/52 | &nbsp;&nbsp; 3216033 |
| 36000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.000%, 1/1/53 (TBA) | &nbsp;&nbsp; 29284569 |
| 649807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 9/1/50 | &nbsp;&nbsp; 561394 |
| 2052651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 9/1/50 | &nbsp;&nbsp; 1762781 |
| 291824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 9/1/50 | &nbsp;&nbsp; 252869 |
| 201990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 10/1/50 | &nbsp;&nbsp; 174248 |
| 24407519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 5/1/51 | &nbsp;&nbsp; 20996041 |
| 8901752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 10/1/51 | &nbsp;&nbsp; 7558589 |
| 6417483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 11/1/51 | &nbsp;&nbsp; 5518504 |
| 6501578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 12/1/51 | &nbsp;&nbsp; 5542369 |
| 13103677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 1/1/52 | &nbsp;&nbsp; 11171512 |
| 1483183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 2/1/52 | &nbsp;&nbsp; 1272514 |
| 379297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 4/1/52 | &nbsp;&nbsp; 323956 |
| 102000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.500%, 1/1/53 (TBA) | &nbsp;&nbsp; 86344460 |
| 58920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 5/1/46 | &nbsp;&nbsp; 52769 |
| 69295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 10/1/46 | &nbsp;&nbsp; 62061 |
| 192020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 11/1/46 | &nbsp;&nbsp; 171975 |
| 101135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 11/1/46 | &nbsp;&nbsp; 89454 |
| 40099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 1/1/47 | &nbsp;&nbsp; 35914 |

---

Pioneer Strategic Income Fund \| \| 12/31/2254

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 40920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 3/1/47 | $36704 |
| 437054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 3/1/47 | &nbsp;&nbsp; 386028 |
| 1774851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 3/1/47 | &nbsp;&nbsp; 1594122 |
| 1117784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 4/1/47 | &nbsp;&nbsp; 1001141 |
| 1944379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 5/1/48 | &nbsp;&nbsp; 1726488 |
| 11605976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 1/1/52 | &nbsp;&nbsp; 10315899 |
| 15613397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 3/1/52 | &nbsp;&nbsp; 13918719 |
| 2917423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 3/1/52 | &nbsp;&nbsp; 2560078 |
| 2600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 1/1/53 (TBA) | &nbsp;&nbsp; 2281160 |
| 3270787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 2/1/57 | &nbsp;&nbsp; 2883446 |
| 1316718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 7/1/42 | &nbsp;&nbsp; 1232523 |
| 2600018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 6/1/45 | &nbsp;&nbsp; 2420377 |
| 5006648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 9/1/45 | &nbsp;&nbsp; 4653712 |
| 786263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 9/1/45 | &nbsp;&nbsp; 734812 |
| 682619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 6/1/46 | &nbsp;&nbsp; 633675 |
| 585117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 9/1/46 | &nbsp;&nbsp; 546821 |
| 254466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 10/1/46 | &nbsp;&nbsp; 236094 |
| 115232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 7/1/47 | &nbsp;&nbsp; 107633 |
| 788597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/50 | &nbsp;&nbsp; 722136 |
| 651717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 8/1/51 | &nbsp;&nbsp; 594216 |
| 914705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 9/1/51 | &nbsp;&nbsp; 833610 |

---

55Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 80173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 9/1/51 | $72891 |
| 142498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 12/1/51 | &nbsp;&nbsp; 129631 |
| 158784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 2/1/52 | &nbsp;&nbsp; 144401 |
| 497899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 2/1/52 | &nbsp;&nbsp; 452821 |
| 1738721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 2/1/52 | &nbsp;&nbsp; 1608260 |
| 175731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 3/1/52 | &nbsp;&nbsp; 159829 |
| 1826597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 3/1/52 | &nbsp;&nbsp; 1676476 |
| 3117569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 3/1/52 | &nbsp;&nbsp; 2866654 |
| 6050618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 3/1/52 | &nbsp;&nbsp; 5505613 |
| 1177847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 1071157 |
| 706923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 642614 |
| 1052129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 956818 |
| 2444238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 2221826 |
| 6378324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 5813925 |
| 1254236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 1140745 |
| 392832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 357001 |
| 215711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 196038 |
| 341946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 311645 |
| 395992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 360160 |
| 1206447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 4/1/52 | &nbsp;&nbsp; 1106281 |
| 4360765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 5/1/52 | &nbsp;&nbsp; 3986763 |

---

Pioneer Strategic Income Fund \| \| 12/31/2256

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 516732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 5/1/52 | $478541 |
| 4007425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 6/1/52 | &nbsp;&nbsp; 3663736 |
| 1668235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 6/1/52 | &nbsp;&nbsp; 1517110 |
| 446534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 6/1/52 | &nbsp;&nbsp; 406081 |
| 1444888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 9/1/55 | &nbsp;&nbsp; 1338175 |
| 7836125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.500%, 8/1/58 | &nbsp;&nbsp; 7188851 |
| 14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 12/1/23 | &nbsp;&nbsp;&nbsp; 14 |
| 3467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 12/1/30 | &nbsp;&nbsp; 3356 |
| 368787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 9/1/37 | &nbsp;&nbsp; 355400 |
| 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 1/15/38 (TBA) | &nbsp;&nbsp; 5847876 |
| 4029540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 10/1/40 | &nbsp;&nbsp; 3935736 |
| 1600093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 12/1/40 | &nbsp;&nbsp; 1562846 |
| 2284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 11/1/41 | &nbsp;&nbsp; 2194 |
| 527230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 11/1/41 | &nbsp;&nbsp; 506327 |
| 759285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 12/1/41 | &nbsp;&nbsp; 729182 |
| 4257033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 12/1/41 | &nbsp;&nbsp; 4088228 |
| 11606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 12/1/41 | &nbsp;&nbsp; 11185 |
| 1359332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 1/1/42 | &nbsp;&nbsp; 1305421 |
| 428992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 1/1/42 | &nbsp;&nbsp; 411974 |
| 925745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 2/1/42 | &nbsp;&nbsp; 889032 |
| 563578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 2/1/42 | &nbsp;&nbsp; 541221 |

---

57Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 1543690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 4/1/42 | $1482484 |
| 768239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 4/1/42 | &nbsp;&nbsp; 737769 |
| 1476526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 5/1/42 | &nbsp;&nbsp; 1417947 |
| 85410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 5/1/42 | &nbsp;&nbsp; 82021 |
| 77105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/42 | &nbsp;&nbsp; 74304 |
| 61077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 7/1/42 | &nbsp;&nbsp; 58858 |
| 2589409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 8/1/42 | &nbsp;&nbsp; 2498521 |
| 96035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 10/1/42 | &nbsp;&nbsp; 92536 |
| 661365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 8/1/43 | &nbsp;&nbsp; 633769 |
| 528959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 11/1/43 | &nbsp;&nbsp; 512138 |
| 630540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 2/1/44 | &nbsp;&nbsp; 607578 |
| 50424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/44 | &nbsp;&nbsp; 48219 |
| 219326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 10/1/44 | &nbsp;&nbsp; 210727 |
| 19703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/45 | &nbsp;&nbsp; 19052 |
| 107316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 7/1/45 | &nbsp;&nbsp; 102792 |
| 1490325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 4/1/47 | &nbsp;&nbsp; 1424415 |
| 1444135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 4/1/47 | &nbsp;&nbsp; 1380862 |
| 557387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/47 | &nbsp;&nbsp; 532419 |
| 232130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/47 | &nbsp;&nbsp; 222426 |
| 1044475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 7/1/47 | &nbsp;&nbsp; 997201 |
| 52547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/49 | &nbsp;&nbsp; 50901 |

---

Pioneer Strategic Income Fund \| \| 12/31/2258

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 13769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 9/1/49 | $13129 |
| 40916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 5/1/50 | &nbsp;&nbsp; 38695 |
| 176696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 7/1/50 | &nbsp;&nbsp; 166466 |
| 31643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 10/1/50 | &nbsp;&nbsp; 29862 |
| 115054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 11/1/50 | &nbsp;&nbsp; 108407 |
| 968805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 11/1/50 | &nbsp;&nbsp; 913517 |
| 445261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 12/1/50 | &nbsp;&nbsp; 419097 |
| 40172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 1/1/51 | &nbsp;&nbsp; 37898 |
| 10462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 1/1/51 | &nbsp;&nbsp; 9882 |
| 209307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 1/1/51 | &nbsp;&nbsp; 196816 |
| 101430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 2/1/51 | &nbsp;&nbsp; 95732 |
| 291594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 2/1/51 | &nbsp;&nbsp; 274470 |
| 338105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 4/1/51 | &nbsp;&nbsp; 318249 |
| 30111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 5/1/51 | &nbsp;&nbsp; 28395 |
| 764417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/51 | &nbsp;&nbsp; 718362 |
| 160610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 7/1/51 | &nbsp;&nbsp; 152047 |
| 854476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 7/1/51 | &nbsp;&nbsp; 803651 |
| 1984248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 7/1/51 | &nbsp;&nbsp; 1863730 |
| 98701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 8/1/51 | &nbsp;&nbsp; 93026 |
| 2698744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 8/1/51 | &nbsp;&nbsp; 2534117 |
| 69519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 9/1/51 | &nbsp;&nbsp; 65331 |

---

59Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 36743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 10/1/51 | $34512 |
| 143892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/52 | &nbsp;&nbsp; 134986 |
| 250894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 6/1/52 | &nbsp;&nbsp; 235425 |
| 40092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 7/1/56 | &nbsp;&nbsp; 38400 |
| 71538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.000%, 1/1/57 | &nbsp;&nbsp; 68519 |
| 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 1/1/38 (TBA) | &nbsp;&nbsp; 7945405 |
| 1164416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 11/1/40 | &nbsp;&nbsp; 1150977 |
| 3324363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 12/1/40 | &nbsp;&nbsp; 3295543 |
| 140263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 3/1/41 | &nbsp;&nbsp; 139047 |
| 3426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 4/1/41 | &nbsp;&nbsp; 3397 |
| 1694937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 5/1/41 | &nbsp;&nbsp; 1680231 |
| 705829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 7/1/41 | &nbsp;&nbsp; 699709 |
| 2509681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 8/1/41 | &nbsp;&nbsp; 2480712 |
| 247342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 9/1/41 | &nbsp;&nbsp; 244486 |
| 34293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 3/1/43 | &nbsp;&nbsp; 33995 |
| 1000968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 9/1/43 | &nbsp;&nbsp; 990042 |
| 3772844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 9/1/43 | &nbsp;&nbsp; 3738693 |
| 2553187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 1/1/44 | &nbsp;&nbsp; 2531059 |
| 1093014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 3/1/44 | &nbsp;&nbsp; 1082742 |
| 9941897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 7/1/44 | &nbsp;&nbsp; 9832356 |
| 231087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 1/1/47 | &nbsp;&nbsp; 226781 |

---

Pioneer Strategic Income Fund \| \| 12/31/2260

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 1458047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 8/1/47 | $1442013 |
| 929116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 6/1/35 | &nbsp;&nbsp; 948830 |
| 283018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 7/1/35 | &nbsp;&nbsp; 289026 |
| 672093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 7/1/35 | &nbsp;&nbsp; 686357 |
| 307760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 8/1/35 | &nbsp;&nbsp; 314290 |
| 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 1/1/38 (TBA) | &nbsp;&nbsp; 8034940 |
| 99091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 5/1/38 | &nbsp;&nbsp; 101136 |
| 340259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 1/1/39 | &nbsp;&nbsp; 342105 |
| 209844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 7/1/39 | &nbsp;&nbsp; 213915 |
| 212781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 7/1/39 | &nbsp;&nbsp; 216954 |
| 23055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 7/1/39 | &nbsp;&nbsp; 23066 |
| 582561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 6/1/40 | &nbsp;&nbsp; 589933 |
| 64049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 6/1/40 | &nbsp;&nbsp; 65023 |
| 386504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 7/1/40 | &nbsp;&nbsp; 390343 |
| 207465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 10/1/40 | &nbsp;&nbsp; 210085 |
| 99700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 5/1/41 | &nbsp;&nbsp; 100147 |
| 97321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 7/1/41 | &nbsp;&nbsp; 99309 |
| 124712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 12/1/41 | &nbsp;&nbsp; 124822 |
| 2198888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 9/1/43 | &nbsp;&nbsp; 2223509 |
| 6988353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 11/1/44 | &nbsp;&nbsp; 7101696 |
| 1921534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 6/1/52 | &nbsp;&nbsp; 1930390 |

---

61Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 4927536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 8/1/52 | $4859392 |
| 5105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 5/1/33 | &nbsp;&nbsp; 5125 |
| 3403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 6/1/33 | &nbsp;&nbsp; 3436 |
| 15380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 7/1/33 | &nbsp;&nbsp; 15806 |
| 27765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 4/1/34 | &nbsp;&nbsp; 28220 |
| 4416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 10/1/35 | &nbsp;&nbsp; 4548 |
| 48585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 12/1/35 | &nbsp;&nbsp; 49821 |
| 21106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 3/1/36 | &nbsp;&nbsp; 21400 |
| 497425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 11/1/52 | &nbsp;&nbsp; 498760 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 1/1/53 (TBA) | &nbsp;&nbsp; 1503700 |
| 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 3/1/32 | &nbsp;&nbsp;&nbsp; 414 |
| 679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 10/1/32 | &nbsp;&nbsp;&nbsp; 702 |
| 2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 11/1/32 | &nbsp;&nbsp; 2893 |
| 7872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 12/1/32 | &nbsp;&nbsp; 7991 |
| 3112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 1/1/33 | &nbsp;&nbsp; 3218 |
| 1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 3/1/33 | &nbsp;&nbsp; 1687 |
| 9577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 5/1/33 | &nbsp;&nbsp; 9724 |
| 25028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 12/1/33 | &nbsp;&nbsp; 25884 |
| 20303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 1/1/34 | &nbsp;&nbsp; 20997 |
| 102001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 6/1/37 | &nbsp;&nbsp; 105246 |
| 37323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 12/1/37 | &nbsp;&nbsp; 38964 |

---

Pioneer Strategic Income Fund \| \| 12/31/2262

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 66359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 4/1/38 | $69117 |
| 14149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 7/1/38 | &nbsp;&nbsp; 14362 |
| 30002383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 12/1/52 | &nbsp;&nbsp; 30454337 |
| 91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.500%, 4/1/29 | &nbsp;&nbsp;&nbsp; 93 |
| 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.500%, 5/1/31 | &nbsp;&nbsp;&nbsp; 302 |
| 103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.500%, 6/1/31 | &nbsp;&nbsp;&nbsp; 106 |
| 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.500%, 2/1/32 | &nbsp;&nbsp;&nbsp; 230 |
| 1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.500%, 3/1/32 | &nbsp;&nbsp; 1600 |
| 674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.500%, 8/1/32 | &nbsp;&nbsp;&nbsp; 695 |
| 202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 7.000%, 5/1/28 | &nbsp;&nbsp;&nbsp; 205 |
| 112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 7.000%, 2/1/29 | &nbsp;&nbsp;&nbsp; 115 |
| 242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 7.000%, 7/1/31 | &nbsp;&nbsp;&nbsp; 241 |
| 152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 7.500%, 1/1/28 | &nbsp;&nbsp;&nbsp; 153 |
| 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, 2.500%, 1/20/53 (TBA) | &nbsp;&nbsp; 3465432 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, 3.000%, 1/15/53 (TBA) | &nbsp;&nbsp; 4450909 |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, 3.500%, 1/15/53 (TBA) | &nbsp;&nbsp; 9186152 |
| 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, 6.000%, 1/20/53 (TBA) | &nbsp;&nbsp; 3047667 |
| 453059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 3.500%, 10/15/42 | &nbsp;&nbsp; 426068 |
| 1838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 3/15/39 | &nbsp;&nbsp; 1785 |
| 3179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/39 | &nbsp;&nbsp; 3049 |
| 2891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/39 | &nbsp;&nbsp; 2793 |

---

63Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 4441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/39 | $4257 |
| 3683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/40 | &nbsp;&nbsp; 3547 |
| 62924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/40 | &nbsp;&nbsp; 60603 |
| 102253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/40 | &nbsp;&nbsp; 97975 |
| 71340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/40 | &nbsp;&nbsp; 68712 |
| 37452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/40 | &nbsp;&nbsp; 35885 |
| 18436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/40 | &nbsp;&nbsp; 17756 |
| 22315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/40 | &nbsp;&nbsp; 21620 |
| 6408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/40 | &nbsp;&nbsp; 6174 |
| 3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/40 | &nbsp;&nbsp; 2986 |
| 2305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/40 | &nbsp;&nbsp; 2232 |
| 29635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/40 | &nbsp;&nbsp; 28825 |
| 74618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/40 | &nbsp;&nbsp; 71898 |
| 76880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/40 | &nbsp;&nbsp; 73700 |
| 445169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/40 | &nbsp;&nbsp; 428745 |
| 2886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/40 | &nbsp;&nbsp; 2779 |
| 2840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/40 | &nbsp;&nbsp; 2736 |
| 1157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/41 | &nbsp;&nbsp; 1117 |
| 13852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/41 | &nbsp;&nbsp; 13412 |
| 20572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/41 | &nbsp;&nbsp; 19859 |
| 5289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/41 | &nbsp;&nbsp; 5096 |

---

Pioneer Strategic Income Fund \| \| 12/31/2264

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 261421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/41 | $251784 |
| 30405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 3/15/41 | &nbsp;&nbsp; 29433 |
| 5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/41 | &nbsp;&nbsp; 5494 |
| 12226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 5/15/41 | &nbsp;&nbsp; 11871 |
| 4657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 5/15/41 | &nbsp;&nbsp; 4469 |
| 1127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 6/15/41 | &nbsp;&nbsp; 1077 |
| 754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 6/15/41 | &nbsp;&nbsp; 732 |
| 585659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 6/15/41 | &nbsp;&nbsp; 561148 |
| 14541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/41 | &nbsp;&nbsp; 14076 |
| 2960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/41 | &nbsp;&nbsp; 2874 |
| 93588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/41 | &nbsp;&nbsp; 90595 |
| 56132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/41 | &nbsp;&nbsp; 54060 |
| 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/41 | &nbsp;&nbsp; 1185 |
| 28786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/41 | &nbsp;&nbsp; 27736 |
| 3536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/41 | &nbsp;&nbsp; 3393 |
| 37266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/41 | &nbsp;&nbsp; 35890 |
| 2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/41 | &nbsp;&nbsp; 2473 |
| 25885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/41 | &nbsp;&nbsp; 24987 |
| 4628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/41 | &nbsp;&nbsp; 4480 |
| 13013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/41 | &nbsp;&nbsp; 12597 |
| 5791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/41 | &nbsp;&nbsp; 5623 |

---

65Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/41 | $361 |
| 183822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/41 | &nbsp;&nbsp; 177075 |
| 114558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/41 | &nbsp;&nbsp; 109936 |
| 2679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/41 | &nbsp;&nbsp; 2596 |
| 3554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/41 | &nbsp;&nbsp; 3451 |
| 1808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/41 | &nbsp;&nbsp; 1741 |
| 5751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/41 | &nbsp;&nbsp; 5552 |
| 5863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/41 | &nbsp;&nbsp; 5654 |
| 3883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/41 | &nbsp;&nbsp; 3739 |
| 4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/41 | &nbsp;&nbsp; 3967 |
| 84696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/41 | &nbsp;&nbsp; 81758 |
| 5849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/41 | &nbsp;&nbsp; 5633 |
| 12067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/41 | &nbsp;&nbsp; 11546 |
| 4934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/41 | &nbsp;&nbsp; 4793 |
| 5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/41 | &nbsp;&nbsp; 5337 |
| 455379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/42 | &nbsp;&nbsp; 440816 |
| 2194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/42 | &nbsp;&nbsp; 2113 |
| 82242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/42 | &nbsp;&nbsp; 79389 |
| 26364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/42 | &nbsp;&nbsp; 25599 |
| 1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/42 | &nbsp;&nbsp; 979 |
| 5022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/42 | &nbsp;&nbsp; 4861 |

---

Pioneer Strategic Income Fund \| \| 12/31/2266

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 764282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 5/15/42 | $737763 |
| 37192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 6/15/42 | &nbsp;&nbsp; 36112 |
| 29344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 6/15/42 | &nbsp;&nbsp; 28326 |
| 22373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 6/15/42 | &nbsp;&nbsp; 21648 |
| 7485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/42 | &nbsp;&nbsp; 7268 |
| 262929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/43 | &nbsp;&nbsp; 254620 |
| 114394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 5/15/43 | &nbsp;&nbsp; 111075 |
| 1756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 5/15/43 | &nbsp;&nbsp; 1685 |
| 23356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 6/15/43 | &nbsp;&nbsp; 22412 |
| 141763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/43 | &nbsp;&nbsp; 136536 |
| 63077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/43 | &nbsp;&nbsp; 61104 |
| 3561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/43 | &nbsp;&nbsp; 3432 |
| 44325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/44 | &nbsp;&nbsp; 43039 |
| 28035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 3/15/44 | &nbsp;&nbsp; 27157 |
| 757235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 3/15/44 | &nbsp;&nbsp; 729270 |
| 1101561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 3/15/44 | &nbsp;&nbsp; 1060972 |
| 33549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 3/15/44 | &nbsp;&nbsp; 32575 |
| 33279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 3/15/44 | &nbsp;&nbsp; 32124 |
| 245914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 3/15/44 | &nbsp;&nbsp; 238776 |
| 307927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/44 | &nbsp;&nbsp; 295034 |
| 188972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/44 | &nbsp;&nbsp; 181059 |

---

67Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 2799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/44 | $2701 |
| 35752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/44 | &nbsp;&nbsp; 34714 |
| 71633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 5/15/44 | &nbsp;&nbsp; 68739 |
| 314842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/44 | &nbsp;&nbsp; 302125 |
| 13995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/44 | &nbsp;&nbsp; 13390 |
| 331587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/44 | &nbsp;&nbsp; 319342 |
| 95045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/44 | &nbsp;&nbsp; 91205 |
| 15851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 8/15/44 | &nbsp;&nbsp; 15301 |
| 970430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 934802 |
| 68517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 66138 |
| 212974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 206313 |
| 2682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 2583 |
| 119899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 115129 |
| 117048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 113651 |
| 511742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 493978 |
| 59248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 56687 |
| 33820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 32762 |
| 83912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 80812 |
| 603748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 586228 |
| 1527562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/44 | &nbsp;&nbsp; 1470957 |
| 29759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 10/15/44 | &nbsp;&nbsp; 28726 |

---

Pioneer Strategic Income Fund \| \| 12/31/2268

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 8889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/44 | $8604 |
| 6530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/44 | &nbsp;&nbsp; 6267 |
| 56439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/44 | &nbsp;&nbsp; 54672 |
| 4251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 11/15/44 | &nbsp;&nbsp; 4079 |
| 203826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/44 | &nbsp;&nbsp; 197323 |
| 43671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/44 | &nbsp;&nbsp; 42187 |
| 19914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/44 | &nbsp;&nbsp; 19113 |
| 3752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/44 | &nbsp;&nbsp; 3601 |
| 60414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 12/15/44 | &nbsp;&nbsp; 57733 |
| 175885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/45 | &nbsp;&nbsp; 168779 |
| 335673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/45 | &nbsp;&nbsp; 322111 |
| 58645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/45 | &nbsp;&nbsp; 56275 |
| 289177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 1/15/45 | &nbsp;&nbsp; 277499 |
| 29105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/45 | &nbsp;&nbsp; 28260 |
| 100882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/45 | &nbsp;&nbsp; 97381 |
| 65456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/45 | &nbsp;&nbsp; 63556 |
| 42935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/45 | &nbsp;&nbsp; 41201 |
| 133752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/45 | &nbsp;&nbsp; 128348 |
| 55739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 2/15/45 | &nbsp;&nbsp; 53378 |
| 69459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 4/15/45 | &nbsp;&nbsp; 66920 |
| 61068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 5/15/45 | &nbsp;&nbsp; 59115 |

---

69Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 15837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 7/15/45 | $15197 |
| 61679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.000%, 9/15/45 | &nbsp;&nbsp; 59156 |
| 45430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 9/15/33 | &nbsp;&nbsp; 44824 |
| 54600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 10/15/33 | &nbsp;&nbsp; 53757 |
| 29749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 4/15/35 | &nbsp;&nbsp; 29147 |
| 496225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 3/15/38 | &nbsp;&nbsp; 491688 |
| 181400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 1/15/40 | &nbsp;&nbsp; 180078 |
| 260918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 6/15/40 | &nbsp;&nbsp; 259003 |
| 91705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 9/15/40 | &nbsp;&nbsp; 91116 |
| 441233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 11/15/40 | &nbsp;&nbsp; 438445 |
| 585915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 6/15/41 | &nbsp;&nbsp; 582154 |
| 107446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 6/15/41 | &nbsp;&nbsp; 106184 |
| 169812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 7/15/41 | &nbsp;&nbsp; 168252 |
| 248166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 4.500%, 8/15/41 | &nbsp;&nbsp; 244163 |
| 149908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.000%, 9/15/33 | &nbsp;&nbsp; 153404 |
| 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.125%, 10/15/38 | &nbsp;&nbsp; 50595 |
| 33348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 7/15/33 | &nbsp;&nbsp; 34726 |
| 51234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 1/15/34 | &nbsp;&nbsp; 53648 |
| 37464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 4/15/34 | &nbsp;&nbsp; 39203 |
| 66042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 7/15/34 | &nbsp;&nbsp; 69153 |
| 73832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 10/15/34 | &nbsp;&nbsp; 75418 |

---

Pioneer Strategic Income Fund \| \| 12/31/2270

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 54643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 1/15/35 | $56678 |
| 83541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 2/15/35 | &nbsp;&nbsp; 87419 |
| 75243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 2/15/35 | &nbsp;&nbsp; 76316 |
| 13670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 6/15/35 | &nbsp;&nbsp; 13949 |
| 24085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 12/15/35 | &nbsp;&nbsp; 24432 |
| 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 2/15/37 | &nbsp;&nbsp; 4 |
| 8928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 3/15/37 | &nbsp;&nbsp; 9055 |
| 43389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.500%, 3/15/37 | &nbsp;&nbsp; 43987 |
| 127202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.750%, 10/15/38 | &nbsp;&nbsp; 129762 |
| 16814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 5.750%, 10/15/38 | &nbsp;&nbsp; 17267 |
| 38428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 8/15/32 | &nbsp;&nbsp; 40283 |
| 31330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 1/15/33 | &nbsp;&nbsp; 33043 |
| 25670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 2/15/33 | &nbsp;&nbsp; 27074 |
| 46317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 2/15/33 | &nbsp;&nbsp; 48652 |
| 1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 3/15/33 | &nbsp;&nbsp; 1979 |
| 12492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 3/15/33 | &nbsp;&nbsp; 13035 |
| 38308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 3/15/33 | &nbsp;&nbsp; 39836 |
| 6384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 5/15/33 | &nbsp;&nbsp; 6547 |
| 44930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 5/15/33 | &nbsp;&nbsp; 46136 |
| 46320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 5/15/33 | &nbsp;&nbsp; 47497 |
| 25293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 6/15/33 | &nbsp;&nbsp; 26407 |

---

71Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 54867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 6/15/33 | $57189 |
| 60128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 7/15/33 | &nbsp;&nbsp; 62678 |
| 23183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 7/15/33 | &nbsp;&nbsp; 23827 |
| 15855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 9/15/33 | &nbsp;&nbsp; 16259 |
| 3122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 9/15/33 | &nbsp;&nbsp; 3202 |
| 60473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 11/15/33 | &nbsp;&nbsp; 62096 |
| 15286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 1/15/34 | &nbsp;&nbsp; 16013 |
| 129027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 10/15/37 | &nbsp;&nbsp; 135655 |
| 147911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 7/15/38 | &nbsp;&nbsp; 156782 |
| 3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 1/15/29 | &nbsp;&nbsp; 3793 |
| 426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 5/15/29 | &nbsp;&nbsp; 438 |
| 962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 10/15/31 | &nbsp;&nbsp; 989 |
| 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 12/15/31 | &nbsp;&nbsp; 97 |
| 879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 2/15/32 | &nbsp;&nbsp; 911 |
| 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 3/15/32 | &nbsp;&nbsp; 388 |
| 2663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 5/15/32 | &nbsp;&nbsp; 2824 |
| 2117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 6/15/32 | &nbsp;&nbsp; 2176 |
| 2392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 7/15/32 | &nbsp;&nbsp; 2459 |
| 1226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 7/15/32 | &nbsp;&nbsp; 1260 |
| 1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 8/15/32 | &nbsp;&nbsp; 1422 |
| 11456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 8/15/32 | &nbsp;&nbsp; 11776 |

---

Pioneer Strategic Income Fund \| \| 12/31/2272

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 8/15/32 | $1408 |
| 14958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 9/15/32 | &nbsp;&nbsp; 15375 |
| 25436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 9/15/32 | &nbsp;&nbsp; 26145 |
| 8296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 10/15/32 | &nbsp;&nbsp; 8527 |
| 16305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 11/15/32 | &nbsp;&nbsp; 16820 |
| 18146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 7/15/35 | &nbsp;&nbsp; 18652 |
| 219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 7.000%, 5/15/29 | &nbsp;&nbsp;&nbsp; 222 |
| 77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 7.000%, 5/15/29 | &nbsp;&nbsp;&nbsp; 77 |
| 163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 7.000%, 5/15/31 | &nbsp;&nbsp;&nbsp; 163 |
| 9983769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 2.500%, 4/20/52 | &nbsp;&nbsp; 8649212 |
| 26035954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 3.000%, 5/20/52 | &nbsp;&nbsp; 23183213 |
| 533998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 3.500%, 4/20/45 | &nbsp;&nbsp; 498266 |
| 950834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 3.500%, 4/20/45 | &nbsp;&nbsp; 887221 |
| 399696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 3.500%, 4/20/45 | &nbsp;&nbsp; 372853 |
| 1101805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 3.500%, 3/20/46 | &nbsp;&nbsp; 1027836 |
| 12905888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 3.500%, 9/20/52 | &nbsp;&nbsp; 11858587 |
| 4987084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 3.500%, 11/20/52 | &nbsp;&nbsp; 4582389 |
| 2157424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.000%, 10/20/46 | &nbsp;&nbsp; 2074793 |
| 990296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.000%, 2/20/48 | &nbsp;&nbsp; 943308 |
| 1357729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.000%, 4/20/48 | &nbsp;&nbsp; 1293302 |
| 993266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.000%, 9/20/52 | &nbsp;&nbsp; 939970 |

---

73Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 6966778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.000%, 10/20/52 | $6592966 |
| 150083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 12/20/34 | &nbsp;&nbsp; 149790 |
| 151071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 1/20/35 | &nbsp;&nbsp; 150775 |
| 126971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 3/20/35 | &nbsp;&nbsp; 126722 |
| 1131739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 9/20/41 | &nbsp;&nbsp; 1129525 |
| 1665002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 9/20/44 | &nbsp;&nbsp; 1671893 |
| 697371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 10/20/44 | &nbsp;&nbsp; 699119 |
| 1378847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 11/20/44 | &nbsp;&nbsp; 1382944 |
| 11915431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 9/20/52 | &nbsp;&nbsp; 11560719 |
| 2986996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 4.500%, 10/20/52 | &nbsp;&nbsp; 2898077 |
| 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 5.000%, 12/20/52 | &nbsp;&nbsp; 14884080 |
| 38705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 5.500%, 3/20/34 | &nbsp;&nbsp; 39988 |
| 1829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 5.500%, 10/20/37 | &nbsp;&nbsp; 1843 |
| 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 5.500%, 12/20/52 | &nbsp;&nbsp; 3018639 |
| 14914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 6.000%, 5/20/32 | &nbsp;&nbsp; 15556 |
| 56472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 6.000%, 10/20/33 | &nbsp;&nbsp; 59615 |
| 61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 6.500%, 1/20/28 | &nbsp;&nbsp;&nbsp; 62 |
| 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association II, 7.000%, 1/20/29 | &nbsp;&nbsp; 1252 |
| 25,000,000(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bills, 1/24/23 | &nbsp;&nbsp; 24943989 |
| 95000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bonds, 2.250%, 2/15/52 | &nbsp;&nbsp; 66062109 |

---

Pioneer Strategic Income Fund \| \| 12/31/2274

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency<br> Obligations — (continued)** |  |
| 107000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bonds, 2.875%, 5/15/52 | $85733750 |
| 88271800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bonds, 3.000%, 2/15/48 | &nbsp;&nbsp; 72351843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total U.S. Government and Agency Obligations<br> (Cost $1,027,518,304)** | &nbsp;&nbsp; **$** **979168554** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;**Description** | **Counterparty** | **Amount** | **Strike<br> Price** | **Expiration<br> Date** |  |
|  | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Put Options Purchased — 0.0%†** | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Put Options Purchased — 0.0%†** | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Put Options Purchased — 0.0%†** | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Put Options Purchased — 0.0%†** | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Put Options Purchased — 0.0%†** |  |
| 35150000 | &nbsp;&nbsp;&nbsp;Put EUR/Call USD | Citibank NA | EUR 740,169 | EUR 1.02 | 11/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$405014 |
| 38500000 | &nbsp;&nbsp;&nbsp;Put EUR/Call USD | JPMorgan Chase Bank NA | EUR 644,691 | EUR 0.99 | 1/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Put Options Purchased<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Put Options Purchased<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Put Options Purchased<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Put Options Purchased<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Put Options Purchased<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$405867** |
|  | &nbsp;&nbsp;&nbsp;**TOTAL OPTIONS PURCHASED<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;**TOTAL OPTIONS PURCHASED<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;**TOTAL OPTIONS PURCHASED<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;**TOTAL OPTIONS PURCHASED<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;**TOTAL OPTIONS PURCHASED<br> (Premiums paid $1,384,860)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$405867** |
|  | &nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 102.0%<br> (Cost $4,121,934,419)** | &nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 102.0%<br> (Cost $4,121,934,419)** | &nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 102.0%<br> (Cost $4,121,934,419)** | &nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 102.0%<br> (Cost $4,121,934,419)** | &nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 102.0%<br> (Cost $4,121,934,419)** | **$3552891959** |
|  | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Call Option Written — (0.1%)†** | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Call Option Written — (0.1%)†** | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Call Option Written — (0.1%)†** | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Call Option Written — (0.1%)†** | &nbsp;&nbsp;&nbsp;**Over The Counter (OTC) Currency Call Option Written — (0.1%)†** |  |
| (35150000) | &nbsp;&nbsp;&nbsp;Call EUR/Put USD | Citibank NA | EUR 740,169 | EUR 1.10 | 11/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;$(962573) |
| (38500000) | &nbsp;&nbsp;&nbsp;Call EUR/Put USD | JPMorgan Chase Bank NA | EUR 644,691 | EUR 1.06 | 1/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(578990) |
|  | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Call Option Written<br> (Premiums received $(1384860))** | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Call Option Written<br> (Premiums received $(1384860))** | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Call Option Written<br> (Premiums received $(1384860))** | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Call Option Written<br> (Premiums received $(1384860))** | &nbsp;&nbsp;&nbsp;**Total Over The Counter (OTC) Currency Call Option Written<br> (Premiums received $(1384860))** | &nbsp;&nbsp;&nbsp;&nbsp;**$(1541563)** |
|  | &nbsp;&nbsp;&nbsp;**OTHER ASSETS AND LIABILITIES — (1.9)%** | &nbsp;&nbsp;&nbsp;**OTHER ASSETS AND LIABILITIES — (1.9)%** | &nbsp;&nbsp;&nbsp;**OTHER ASSETS AND LIABILITIES — (1.9)%** | &nbsp;&nbsp;&nbsp;**OTHER ASSETS AND LIABILITIES — (1.9)%** | &nbsp;&nbsp;&nbsp;**OTHER ASSETS AND LIABILITIES — (1.9)%** | &nbsp;&nbsp;$(67151542) |
|  | &nbsp;&nbsp;&nbsp;**net assets — 100.0%** | &nbsp;&nbsp;&nbsp;**net assets — 100.0%** | &nbsp;&nbsp;&nbsp;**net assets — 100.0%** | &nbsp;&nbsp;&nbsp;**net assets — 100.0%** | &nbsp;&nbsp;&nbsp;**net assets — 100.0%** | **$3484198854** |

---

---

| | |
|:---|:---|
| (TBA) | &nbsp;&nbsp;"To Be Announced" Securities. |
| bps | &nbsp;&nbsp;Basis Points. |
| CMT | &nbsp;&nbsp;Constant Maturity Treasury Index. |
| FREMF | &nbsp;&nbsp;Freddie Mac Multifamily Fixed-Rate Mortgage Loans. |
| FRESB | &nbsp;&nbsp;Freddie Mac Multifamily Small Balance Certificates. |
| ICE | &nbsp;&nbsp;Intercontinental Exchange. |
| LIBOR | &nbsp;&nbsp;London Interbank Offered Rate. |
| REMICs | &nbsp;&nbsp;Real Estate Mortgage Investment Conduits. |
| SOFR | &nbsp;&nbsp;Secured Overnight Financing Rate. |

---

75Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | |
|:---|:---|
| SOFR30A | &nbsp;&nbsp;Secured Overnight Financing Rate 30 Day Average. |
| (144A) | &nbsp;&nbsp;Security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold normally to qualified institutional buyers in a transaction exempt from registration. At December 31, 2022, the value of these securities amounted to $1,874,292,529, or 53.8% of net assets. |

---

---

| | |
|:---|:---|
| (a) | &nbsp;&nbsp;Floating rate note. Coupon rate, reference index and spread shown at December 31, 2022. |
| (b) | &nbsp;&nbsp;Non-income producing security. |
| (c) | &nbsp;&nbsp;The interest rate is subject to change periodically. The interest rate and/or reference index and spread shown at December 31, 2022. |
| (d) | &nbsp;&nbsp;Security represents the interest-only portion payments on a pool of underlying mortgages or mortgage-backed securities. |
| (e) | &nbsp;&nbsp;Debt obligation initially issued at one coupon which converts to a higher coupon at a speciﬁc date. The rate shown is the rate at December 31, 2022. |
| (f) | &nbsp;&nbsp;Security issued with a zero coupon. Income is recognized through accretion of discount. |
| (g) | &nbsp;&nbsp;Security is in default. |
| (h) | &nbsp;&nbsp;Security is perpetual in nature and has no stated maturity date. |
| (i) | &nbsp;&nbsp;Payment-in-kind (PIK) security which may pay interest in the form of additional principal amount. |
| (j) | &nbsp;&nbsp;Consists of Revenue Bonds unless otherwise indicated. |
| (k) | &nbsp;&nbsp;Represents a General Obligation Bond. |
| (l) | &nbsp;&nbsp;ANR, Inc., warrants are exercisable into 1,880,020 shares. |
| (m) | &nbsp;&nbsp;Issued as participation notes. |
| (n) | &nbsp;&nbsp;Issued as preference shares. |
| \* | &nbsp;&nbsp;Senior secured ﬂoating rate loan interests in which the Fund invests generally pay interest at rates that are periodically re-determined by reference to a base lending rate plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as LIBOR or SOFR, (ii) the prime rate offered by one or more major United States banks, (iii) the rate of a certiﬁcate of deposit or (iv) other base lending rates used by commercial lenders. The interest rate shown is the rate accruing at December 31, 2022. |
| † | &nbsp;&nbsp;Amount rounds to less than 0.1%. |
| ^ | &nbsp;&nbsp;Security is valued using fair value methods. |
| + | &nbsp;&nbsp;Security is valued using significant unobservable inputs (Level 3). |
| # | &nbsp;&nbsp;Securities are restricted as to resale. |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Adare Re 2022 | 12/30/2021 | &nbsp;&nbsp;&nbsp;&nbsp;$754500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$791114 |
| &nbsp;&nbsp;Adare Re 2022-2 | 10/20/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826728 |
| &nbsp;&nbsp;Ailsa Re 2022 | 6/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241343 |
| &nbsp;&nbsp;Alamo Re II | 11/23/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744500 |
| &nbsp;&nbsp;Alturas Re 2019-1 | 12/20/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10065 |
| &nbsp;&nbsp;Alturas Re 2019-2 | 12/19/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10056 |

---

Pioneer Strategic Income Fund \| \| 12/31/2276

------

(unaudited) (continued)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Alturas Re 2020-1B | 1/1/2020 | &nbsp;&nbsp;&nbsp;&nbsp;$357085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13534 |
| &nbsp;&nbsp;Alturas Re 2020-2 | 1/1/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52664 |
| &nbsp;&nbsp;Alturas Re 2020-3 | 7/1/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Alturas Re 2021-2 | 2/16/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Alturas Re 2021-3 | 8/16/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50779 |
| &nbsp;&nbsp;Alturas Re 2022-2 | 1/18/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975314 |
| &nbsp;&nbsp;Ballybunion Re 2020 | 12/31/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677844 |
| &nbsp;&nbsp;Ballybunion Re 2021-3 | 8/2/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152313 |
| &nbsp;&nbsp;Ballybunion Re 2022 | 3/9/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532702 |
| &nbsp;&nbsp;Ballybunion Re 2022-2 | 8/9/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046530 |
| &nbsp;&nbsp;Ballybunion Re 2022-3 | 8/5/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577988 |
| &nbsp;&nbsp;Ballylifin Re 2021 | 9/15/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246600 |
| &nbsp;&nbsp;Ballylifin Re 2022 | 7/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 |
| &nbsp;&nbsp;Bantry Re 2019 | 2/1/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68073 |
| &nbsp;&nbsp;Bantry Re 2021 | 1/11/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351492 |
| &nbsp;&nbsp;Bantry Re 2022 | 2/2/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420545 |
| &nbsp;&nbsp;Berwick Re 2018-1 | 1/10/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076339 |
| &nbsp;&nbsp;Berwick Re 2019-1 | 12/31/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586698 |
| &nbsp;&nbsp;Berwick Re 2020-1 | 9/24/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| &nbsp;&nbsp;Berwick Re 2022 | 12/28/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504900 |
| &nbsp;&nbsp;Bonanza Re | 12/15/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637500 |
| &nbsp;&nbsp;Bonanza Re | 3/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 |
| &nbsp;&nbsp;Carnoustie Re 2020 | 7/16/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237300 |
| &nbsp;&nbsp;Carnoustie Re 2021 | 1/25/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65899 |
| &nbsp;&nbsp;Carnoustie Re 2022 | 1/20/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059539 |
| &nbsp;&nbsp;Celadon Re 2022 | 9/13/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621265 |
| &nbsp;&nbsp;Commonwealth Re | 6/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706875 |
| &nbsp;&nbsp;Denning Re 2022 | 7/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485909 |
| &nbsp;&nbsp;Easton Re Pte | 12/15/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841320 |
| &nbsp;&nbsp;Eden Re II | 1/22/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62110 |
| &nbsp;&nbsp;Eden Re II | 12/23/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270200 |
| &nbsp;&nbsp;Eden Re II | 1/25/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377333 |
| &nbsp;&nbsp;Eden Re II | 1/21/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4092880 |
| &nbsp;&nbsp;FloodSmart Re | 2/9/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 |
| &nbsp;&nbsp;FloodSmart Re | 2/16/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 |
| &nbsp;&nbsp;FloodSmart Re | 2/14/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395000 |
| &nbsp;&nbsp;Formby Re 2018 | 7/9/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56041 |
| &nbsp;&nbsp;Four Lakes Re | 11/5/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377300 |
| &nbsp;&nbsp;Four Lakes Re | 11/5/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402500 |
| &nbsp;&nbsp;Four Lakes Re | 12/15/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459700 |
| &nbsp;&nbsp;Gamboge Re 2022 | 4/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388705 |
| &nbsp;&nbsp;Gleneagles Re 2018 | 12/27/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177450 |
| &nbsp;&nbsp;Gleneagles Re 2021 | 1/13/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277857 |
| &nbsp;&nbsp;Gleneagles Re 2022 | 1/18/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289063 |

---

77Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Gullane Re 2018 | 3/26/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$169487 |
| &nbsp;&nbsp;Gullane Re 2022 | 2/14/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5318293 |
| &nbsp;&nbsp;Harambee Re 2018 | 12/19/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Harambee Re 2019 | 12/20/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 |
| &nbsp;&nbsp;Harambee Re 2020 | 2/27/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44400 |
| &nbsp;&nbsp;Herbie Re | 10/19/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 |
| &nbsp;&nbsp;Hypatia | 7/10/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950700 |
| &nbsp;&nbsp;Integrity Re | 5/9/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 |
| &nbsp;&nbsp;International Bank for Reconstruction & Development | 2/28/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240400 |
| &nbsp;&nbsp;Isosceles Insurance 2021 | 6/25/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455000 |
| &nbsp;&nbsp;Isosceles Re 2022 | 8/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747900 |
| &nbsp;&nbsp;Isosceles Re 2022-A | 7/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
| &nbsp;&nbsp;Isosceles Re 2022-A | 7/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 |
| &nbsp;&nbsp;Kilimanjaro III Re | 6/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897400 |
| &nbsp;&nbsp;Limestone Re | 6/20/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Limestone Re 2020-1 | 12/15/2016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7056 |
| &nbsp;&nbsp;Limestone Re 2020-1 | 12/27/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14994 |
| &nbsp;&nbsp;Lion Rock Re 2019 | 12/17/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Lion Rock Re 2020 | 3/27/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Lion Rock Re 2021 | 3/1/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104650 |
| &nbsp;&nbsp;Long Point Re IV | 5/13/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369250 |
| &nbsp;&nbsp;Lorenz Re 2019 | 7/10/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 |
| &nbsp;&nbsp;Matterhorn Re | 12/15/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198475 |
| &nbsp;&nbsp;Matterhorn Re | 3/10/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506225 |
| &nbsp;&nbsp;Matterhorn Re | 3/10/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640275 |
| &nbsp;&nbsp;Merion Re 2018-2 | 12/28/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286900 |
| &nbsp;&nbsp;Merion Re 2021-2 | 12/28/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768500 |
| &nbsp;&nbsp;Merion Re 2022-1 | 1/25/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253650 |
| &nbsp;&nbsp;Merion Re 2022-2 | 3/1/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6211224 |
| &nbsp;&nbsp;Mona Lisa Re | 12/30/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487500 |
| &nbsp;&nbsp;Mona Lisa Re, Ltd. | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 |
| &nbsp;&nbsp;Mystic Re IV | 12/16/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898550 |
| &nbsp;&nbsp;Northshore Re II | 12/2/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464850 |
| &nbsp;&nbsp;Northshore Re II | 6/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474700 |
| &nbsp;&nbsp;Oakmont Re 2020 | 12/3/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Oakmont Re 2022 | 5/9/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100769 |
| &nbsp;&nbsp;Old Head Re 2022 | 1/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 |
| &nbsp;&nbsp;Pangaea Re 2018-1 | 12/26/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100009 |
| &nbsp;&nbsp;Pangaea Re 2019-1 | 1/9/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81087 |
| &nbsp;&nbsp;Pangaea Re 2019-3 | 7/25/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187794 |
| &nbsp;&nbsp;Pangaea Re 2022-1 | 1/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4546935 |
| &nbsp;&nbsp;Pangaea Re 2022-3 | 6/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565740 |
| &nbsp;&nbsp;Phoenician Re | 12/1/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686100 |

---

Pioneer Strategic Income Fund \| \| 12/31/2278

------

(unaudited) (continued)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Phoenix One Re | 12/21/2020 | &nbsp;&nbsp;&nbsp;&nbsp;$1000000 | &nbsp;&nbsp;&nbsp;&nbsp;$1132100 |
| &nbsp;&nbsp;Pine Valley Re 2022 | 1/12/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496040 |
| &nbsp;&nbsp;Port Royal Re 2022 | 6/3/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248750 |
| &nbsp;&nbsp;Portrush Re 2017 | 6/12/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467940 |
| &nbsp;&nbsp;Portsalon Re 2022 | 7/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366768 |
| &nbsp;&nbsp;Residential Re | 10/30/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420500 |
| &nbsp;&nbsp;Residential Re | 10/30/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165375 |
| &nbsp;&nbsp;Residential Re | 11/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494300 |
| &nbsp;&nbsp;RosaPenna Re 2022 | 8/26/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532611 |
| &nbsp;&nbsp;Sakura Re | 12/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499950 |
| &nbsp;&nbsp;Sanders Re II | 5/20/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 |
| &nbsp;&nbsp;Sanders Re II | 3/1/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085750 |
| &nbsp;&nbsp;Sanders Re III | 11/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748875 |
| &nbsp;&nbsp;Sector Re V | 4/23/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173784 |
| &nbsp;&nbsp;Sector Re V | 5/1/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91978 |
| &nbsp;&nbsp;Sector Re V | 12/4/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250306 |
| &nbsp;&nbsp;Sector Re V | 1/1/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260313 |
| &nbsp;&nbsp;Sector Re V | 4/29/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47268 |
| &nbsp;&nbsp;Sector Re V | 12/21/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Sector Re V | 5/21/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233560 |
| &nbsp;&nbsp;Sector Re V | 5/21/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40449 |
| &nbsp;&nbsp;Sector Re V | 1/5/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58904 |
| &nbsp;&nbsp;Sector Re V | 5/19/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454051 |
| &nbsp;&nbsp;Sector Re V | 5/19/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714161 |
| &nbsp;&nbsp;Sector Re V | 12/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698893 |
| &nbsp;&nbsp;Shadow Creek Re 2021 | 8/31/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7593 |
| &nbsp;&nbsp;Sussex Re | 12/7/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651375 |
| &nbsp;&nbsp;Sussex Re 2020-1 | 1/21/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415 |
| &nbsp;&nbsp;Sussex Re 2021-1 | 1/26/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90800 |
| &nbsp;&nbsp;Sutter Re | 6/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727350 |
| &nbsp;&nbsp;Thopas Re 2019 | 12/21/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 |
| &nbsp;&nbsp;Thopas Re 2020 | 12/30/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Thopas Re 2021 | 12/30/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80500 |
| &nbsp;&nbsp;Thopas Re 2022 | 2/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242100 |
| &nbsp;&nbsp;Torricelli Re 2021 | 7/2/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158425 |
| &nbsp;&nbsp;Torricelli Re 2022 | 7/26/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2974800 |
| &nbsp;&nbsp;Ursa Re II | 10/8/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923500 |
| &nbsp;&nbsp;Veraison Re | 12/14/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499750 |
| &nbsp;&nbsp;Vermillion Re 2022 | 2/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774850 |
| &nbsp;&nbsp;Versutus Re 2018 | 1/31/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 |
| &nbsp;&nbsp;Versutus Re 2019-A | 1/28/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Versutus Re 2019-B | 12/24/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Viribus Re 2018 | 12/22/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Viribus Re 2019 | 12/27/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25915 |

---

79Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Viribus Re 2020 | 3/12/2020 | &nbsp;&nbsp;&nbsp;&nbsp;$421904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$182141 |
| &nbsp;&nbsp;Viribus Re 2022 | 4/18/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550000 |
| &nbsp;&nbsp;Vitality Re X | 2/3/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249775 |
| &nbsp;&nbsp;Vitality Re X | 10/18/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249975 |
| &nbsp;&nbsp;Vitality Re XI | 1/31/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473750 |
| &nbsp;&nbsp;Walton Health Re 2019 | 7/18/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162800 |
| &nbsp;&nbsp;Walton Health Re 2022 | 7/13/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861910 |
| &nbsp;&nbsp;Woburn Re 2018 | 3/20/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58162 |
| &nbsp;&nbsp;Woburn Re 2019 | 1/30/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672909 |
| &nbsp;&nbsp;**Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$133152182 |
| &nbsp;&nbsp;**% of Net assets** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.8% |

---

#### FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency<br> Purchased** | **In<br> Exchange for** | **Currency<br> Sold** | **Deliver** | **Counterparty** | **Settlement<br> Date** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| EUR | &nbsp;&nbsp;&nbsp;107557500 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107845797 | Bank of America NA | 1/26/23 | $7507999 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;74275820 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69200000 | Brown Brothers Harriman & Co. | 3/24/23 | &nbsp;&nbsp;&nbsp;&nbsp;(231407) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;26560000 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56744112 | Citibank NA | 3/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120820 |
| INR | 1791850000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21327739 | Citibank NA | 1/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297226 |
| PLN | &nbsp;&nbsp;&nbsp;140690000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58494096 | Citibank NA | 2/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568387 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5538671 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7465000 | Citibank NA | 2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23956 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;10845868 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746000 | Citibank NA | 3/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250568 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;21606480 | IDR | 337450000000 | Citibank NA | 3/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;(165893) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;95250000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17560841 | Goldman Sachs & Co. | 1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365575 |
| NOK | &nbsp;&nbsp;&nbsp;125000000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12522541 | Goldman Sachs & Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254923 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp;80225000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20286502 | Goldman Sachs & Co. | 2/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740298 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;35853438 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717205000 | Goldman Sachs & Co. | 3/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;(348719) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136320 | HSBC Bank USA NA | 3/24/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11685 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774493 | HSBC Bank USA NA | 3/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20129) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;56008803 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53551000 | HSBC Bank USA NA | 2/17/23 | &nbsp;&nbsp;&nbsp;(1509576) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;20245833 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354796000 | HSBC Bank USA NA | 3/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;(478305) |
| NOK | &nbsp;&nbsp;&nbsp;194615000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18783237 | JPMorgan Chase Bank NA | 2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;1110251 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;92700000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12272072 | JPMorgan Chase Bank NA | 2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293767 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;68165000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46243702 | State Street Bank & Trust Co. | 2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259902 |
| NOK | &nbsp;&nbsp;&nbsp;183950000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17459458 | State Street Bank & Trust Co. | 1/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81316 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;41392487 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000000 | State Street Bank & Trust Co. | 1/26/23 | &nbsp;&nbsp;&nbsp;(3651880) |
| **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **$5480764** |

---

Pioneer Strategic Income Fund \| \| 12/31/2280

------

### Schedule of Investments \| 12/31/22
(unaudited) (continued)

#### FUTURES CONTRACTS<br> FIXED INCOME INDEX FUTURES CONTRACTS

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of<br> Contracts<br> Long** | &nbsp;&nbsp;**Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Market<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;U.S. 2 Year Note (CBT) | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;$73746869 | &nbsp;&nbsp;$73828125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81256 |
| 2980 | &nbsp;&nbsp;U.S. 5 Year Note (CBT) | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;325128449 | &nbsp;&nbsp;&nbsp;&nbsp;321630476 | &nbsp;&nbsp;&nbsp;&nbsp;(3497973) |
| &nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;U.S. 10 Year Note (CBT) | &nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39166282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38967017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(199265) |
| &nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;U.S. 10 Year Ultra (CBT) | &nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32594404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31817656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(776748) |
| 1194 | &nbsp;&nbsp;U.S. Long Bond (CBT) | &nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;151853387 | &nbsp;&nbsp;&nbsp;&nbsp;149660438 | &nbsp;&nbsp;&nbsp;&nbsp;(2192949) |
|  |  |  | &nbsp;&nbsp;$622489391 | &nbsp;&nbsp;$615903712 | &nbsp;&nbsp;$(6585679) |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of<br> Contracts<br> Short** | &nbsp;&nbsp;**Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Market<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 650 | &nbsp;&nbsp;Euro-Bund | &nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;$(98481225) | &nbsp;&nbsp;$(92491697) | &nbsp;&nbsp;$5989528 |
| &nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;U.S. Ultra Bond (CBT) | &nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2674948) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2686250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11302) |
|  |  |  | &nbsp;&nbsp;$(101156173) | &nbsp;&nbsp;$(95177947) | &nbsp;&nbsp;$5978226 |
| **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | &nbsp;&nbsp;**$521333218** | &nbsp;&nbsp;**$520725765** | &nbsp;&nbsp;**$(607453)** |

---

81Pioneer Strategic Income Fund \| \| 12/31/22

------

#### SWAP CONTRACTS

#### CENTRALLY CLEARED CREDIT DEFAULT SWAP CONTRACTS – BUY PROTECTION

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount ($)<sup>(1)</sup>** | **Reference<br> Obligation/Index** | **Pay/<br> Receive<sup>(2)</sup>** | **Annual<br> Fixed Rate** | **Expiration<br> Date** | **Premiums<br> Paid** | **Unrealized<br> (Depreciation)** | **Market<br> Value** |
| 769330000 | Markit CDX North America High Yield Index Series 39 | Pay | 5.00% | 12/20/27 | $40247057 | $(46532150) | $(6285093) |
| **TOTAL CENTRALLY CLEARED CREDIT DEFAULT<br> SWAP CONTRACTS – BUY PROTECTION** | **TOTAL CENTRALLY CLEARED CREDIT DEFAULT<br> SWAP CONTRACTS – BUY PROTECTION** | **TOTAL CENTRALLY CLEARED CREDIT DEFAULT<br> SWAP CONTRACTS – BUY PROTECTION** | **TOTAL CENTRALLY CLEARED CREDIT DEFAULT<br> SWAP CONTRACTS – BUY PROTECTION** | **TOTAL CENTRALLY CLEARED CREDIT DEFAULT<br> SWAP CONTRACTS – BUY PROTECTION** | $40247057 | $(46532150) | $(6285093) |

---

#### OVER THE COUNTER (OTC) CREDIT DEFAULT SWAP CONTRACTS – SELL PROTECTION

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount ($)<sup>(1)</sup>** | **Counterparty** | **Reference<br> Obligation<br> /Index** | **Pay/<br> Receive<sup>(3)</sup>** | **Annual<br> Fixed Rate** | **Expiration<br> Date** | **Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Market<br> Value** |
| 2000000 | JPMorgan Chase Bank NA | United Airlines Holdings, Inc. | Receive | 5.00% | 12/20/25 | &nbsp;&nbsp;&nbsp;$(75427) | &nbsp;&nbsp;&nbsp;&nbsp;$11904 | &nbsp;&nbsp;&nbsp;$(63523) |
| 7280000 | JPMorgan Chase Bank NA | United Airlines Holdings, Inc. | Receive | 5.00% | 12/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;(197042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34181) | &nbsp;&nbsp;&nbsp;&nbsp;(231223) |
| 1455000 | JPMorgan Chase Bank NA | United Airlines Holdings, Inc. | Receive | 5.00% | 12/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46213) |
| 2425000 | JPMorgan Chase Bank NA | United Airlines Holdings, Inc. | Receive | 5.00% | 12/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9455) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77021) |
| 4860000 | JPMorgan Chase Bank NA | United Airlines Holdings, Inc. | Receive | 5.00% | 12/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;(152820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1540) | &nbsp;&nbsp;&nbsp;&nbsp;(154360) |
| 2650000 | JPMorgan Chase Bank NA | Delta Air Lines, Inc. | Receive | 5.00% | 12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63231) | &nbsp;&nbsp;&nbsp;&nbsp;160230 |
| 5633000 | JPMorgan Chase Bank NA | United Airlines Holdings, Inc. | Receive | 5.00% | &nbsp;&nbsp;6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;(467730) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91485 | &nbsp;&nbsp;&nbsp;&nbsp;(376245) |

---

Pioneer Strategic Income Fund \| \| 12/31/2282

------

### Schedule of Investments \| 12/31/22
(unaudited) (continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount ($)<sup>(1)</sup>** | **Counterparty** | **Reference<br> Obligation<br> /Index** | **Pay/<br> Receive<sup>(3)</sup>** | **Annual<br> Fixed Rate** | **Expiration<br> Date** | **Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Market<br> Value** |
| 1878000 | JPMorgan Chase Bank NA | United Airlines Holdings, Inc. | Receive | 5.00% | &nbsp;&nbsp;6/22/27 | &nbsp;&nbsp;$(177696) | &nbsp;&nbsp;&nbsp;&nbsp;$52259 | &nbsp;&nbsp;$(125437) |
| 2449000 | JPMorgan Chase Bank NA | United Airlines Holdings, Inc. | Receive | 5.00% | &nbsp;&nbsp;6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;(231855) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68279 | &nbsp;&nbsp;&nbsp;&nbsp;(163576) |
| **TOTAL OVER THE COUNTER (OTC) CREDIT<br> DEFAULT SWAP CONTRACTS – SELL PROTECTION** | **TOTAL OVER THE COUNTER (OTC) CREDIT<br> DEFAULT SWAP CONTRACTS – SELL PROTECTION** | **TOTAL OVER THE COUNTER (OTC) CREDIT<br> DEFAULT SWAP CONTRACTS – SELL PROTECTION** | **TOTAL OVER THE COUNTER (OTC) CREDIT<br> DEFAULT SWAP CONTRACTS – SELL PROTECTION** | **TOTAL OVER THE COUNTER (OTC) CREDIT<br> DEFAULT SWAP CONTRACTS – SELL PROTECTION** | **TOTAL OVER THE COUNTER (OTC) CREDIT<br> DEFAULT SWAP CONTRACTS – SELL PROTECTION** | $(1188518) | &nbsp;&nbsp;&nbsp;&nbsp;$111150 | $(1077368) |
| **TOTAL SWAP CONTRACTS** | **TOTAL SWAP CONTRACTS** | **TOTAL SWAP CONTRACTS** | **TOTAL SWAP CONTRACTS** | **TOTAL SWAP CONTRACTS** |  | **$39058539** | **$(46421000)** | **$(7362461)** |

---

<sup>(1)</sup> The notional amount is the maximum amount that a seller of credit protection would be obligated to pay upon occurrence of a credit event.

<sup>(2)</sup> Pays quarterly.

<sup>(3)</sup> Receives quarterly.

Principal amounts are denominated in U.S. dollars ("USD") unless otherwise noted.

---

| | |
|:---|:---|
| AUD | &nbsp;&nbsp;— Australia Dollar |
| BRL | &nbsp;&nbsp;— Brazil Real |
| CAD | &nbsp;&nbsp;— Canada Dollar |
| EUR | &nbsp;&nbsp;— Euro |
| GBP | &nbsp;&nbsp;— Great British Pound |
| IDR | &nbsp;&nbsp;— Indonesian Rupiah |
| INR | &nbsp;&nbsp;— Indian Rupee |
| KZT | &nbsp;&nbsp;— Kazakhstan Tenge |
| MXN | &nbsp;&nbsp;— Mexican Peso |
| NOK | &nbsp;&nbsp;— Norwegian Krone |
| NZD | &nbsp;&nbsp;— New Zealand Dollar |
| PEN | &nbsp;&nbsp;— Peru Nuevo Sol |
| PLN | &nbsp;&nbsp;— Poland Zloty |
| USD | &nbsp;&nbsp;— United States Dollar |
| UZS | &nbsp;&nbsp;— Uzbekistan Som |
| ZAR | &nbsp;&nbsp;— South Africa Rand |

---

83Pioneer Strategic Income Fund \| \| 12/31/22

------

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

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 1 – unadjusted quoted prices in active markets for identical securities. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risks, etc.). |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 3 – significant unobservable inputs (including the Adviser's own assumptions in determining fair value of investments). |

---

The following is a summary of the inputs used as of December 31, 2022, in valuing the Fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Senior Secured Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$34880397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$34880397 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Airlines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064425 |
| &nbsp;&nbsp;&nbsp;Paper & Forest Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—\* |
| &nbsp;&nbsp;&nbsp;All Other Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;1439296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439296 |
| Asset Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288820109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288820109 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573962309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573962309 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290158944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290158944 |
| Convertible Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24511101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24511101 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1017401664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1017401664 |
| Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp;43682230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43682230 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30348274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30348274 |
| Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85522 |
| Right/Warrant | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 |
| Insurance-Linked Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Collateralized Reinsurance |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Earthquakes – California | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2617842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Multiperil – Massachusetts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3094020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Multiperil – U.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;9236127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9236127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Multiperil – Worldwide | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8931420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8931420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Windstorm – Florida | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2271881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2271881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Windstorm - North Carolina | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Windstorm – U.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Windstorm – U.S. Regional | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2555769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555769 |
| &nbsp;&nbsp;&nbsp;Reinsurance Sidecars |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Multiperil – U.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1453587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Multiperil – Worldwide | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60711748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60711748 |
| &nbsp;&nbsp;&nbsp;Industry Loss Warranties |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Earthquakes - U.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1774850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Windstorm – U.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254650 |

---

Pioneer Strategic Income Fund \| \| 12/31/2284

------

(unaudited) (continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;All Other Insurance-Linked Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$40239345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$40239345 |
| Foreign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133796985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133796985 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979168554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979168554 |
| Over The Counter (OTC) Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405867 |
| **Total Investments in Securities** | **$45221148** | &nbsp;&nbsp;**$3414757974** | &nbsp;&nbsp;**$92912837** | &nbsp;&nbsp;**$3552891959** |
| **Other Financial Instruments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Over The Counter (OTC) Currency Call Option Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(1541563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(1541563) |
| &nbsp;&nbsp;&nbsp;Net unrealized appreciation on forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480765 |
| &nbsp;&nbsp;&nbsp;Net unrealized depreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;(607453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(607453) |
| &nbsp;&nbsp;&nbsp;Swap contracts, at value | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7362461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7362461) |
| **Total Other Financial Instruments** | &nbsp;&nbsp;&nbsp;**$(607453)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(3423259)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(4030712)** |

---

\* Securities valued at $0.

The following is a reconciliation of assets valued using significant unobservable inputs (Level 3):

---

| | | | |
|:---|:---|:---|:---|
|  | **Common<br> Stocks** | &nbsp;&nbsp;**Insurance-<br> Linked<br> Securities** | &nbsp;&nbsp;**Total** |
| Balance as of 9/30/22 | $137204 | &nbsp;&nbsp;$115676428 | &nbsp;&nbsp;$115813632 |
| Realized gain (loss) | &nbsp;&nbsp;(127683) | &nbsp;&nbsp;&nbsp;&nbsp;(1829672) | &nbsp;&nbsp;&nbsp;&nbsp;(1957355) |
| Changed in unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;146353 | &nbsp;&nbsp;&nbsp;&nbsp;(1574969) | &nbsp;&nbsp;&nbsp;&nbsp;(1428616) |
| Return of capital | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;(5421107) | &nbsp;&nbsp;&nbsp;&nbsp;(5421106) |
| Purchases | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498893 |
| Sales | &nbsp;&nbsp;(155875) | &nbsp;&nbsp;&nbsp;(18436736) | &nbsp;&nbsp;&nbsp;(18592611) |
| Transfers in to Level 3\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—\*\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Transfers out of Level 3\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Balance as of 12/31/22** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—\*\*** | &nbsp;&nbsp;**$92912837** | &nbsp;&nbsp;**$92912837** |

---

\* Transfers are calculated on the beginning of period values. Transfers are calculated on the beginning of period values. During the three months ended December 31, 2022, a security valued at $0 was transferred from Level 2 to Level 3, due to valuing the security using unobservable inputs. There were no other transfers in or out of Level 3 during the period.

\*\* Securities valued at $0.

85Pioneer Strategic Income Fund \| \| 12/31/22

------

---

| | |
|:---|:---|
| Net change in unrealized appreciation (depreciation) of Level 3 investments still held and considered Level 3 at December 31, 2022: | &nbsp;&nbsp;$(1790348) |

---

Pioneer Strategic Income Fund \| \| 12/31/2286

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-09223

- **c. CIK number of Registrant:** 0001077452

- **d. LEI of Registrant:** 549300REOIW9C4OPNH31

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** Pioneer Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000010131

- **c. LEI of Series:** TN5Y392EHJ8T3X0XI337

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $3717007984.20

**Total Liabilities:** $233699290.35

**Net Assets:** $3483308693.85

**Stand-by Commitments:** $164699146.73

**Cash Not Reported:** $69803915.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -55973.00000000 | **1-Year:** -580.00000000 | **5-Year:** -269496.00000000 | **10-Year:** -491421.00000000 | **30-Year:** -683360.00000000

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

- **3-Month:** -1059.00000000 | **1-Year:** -12493.00000000 | **5-Year:** -297210.00000000 | **10-Year:** -69052.00000000 | **30-Year:** -335657.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028126 | -2.73%               | 4.07%                | -0.23%               |
| Class ID C000123840 | -2.67%               | 4.18%                | -0.12%               |
| Class ID C000028127 | -2.58%               | 4.18%                | -0.24%               |
| Class ID C000028128 | -2.80%               | 4.17%                | -0.30%               |
| Class ID C000028124 | -2.61%               | 4.04%                | -0.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19483253.26            | $-27027940.23                              |
| Month 2  | $-12311386.82            | $125982399.78                              |
| Month 3  | $-5145780.55             | $-17550736.20                              |

**Designated Index Information**

- **Index Name:** 65% Bloomberg US High Yield, 35% Bloomberg Barclays US Universal

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTL BK RECON & DEVELOP                     | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |       250000 | PA      | $240400.00    | 0.01%             | 2024-03-13      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36241LQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       441233 | PA      | $438444.51    | 0.01%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                           | US Renal Care Inc                                                                | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |      3421000 | PA      | $744067.50    | 0.02%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ADL3<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |         6106 | PA      | $0.00         | 0.00%             | 2025-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                      | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11100000 | PA      | $7872447.89   | 0.23%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133BADN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       410274 | PA      | $373922.15    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2020, 12/31/23                    | Thopas Re 2020, 12/31/23                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4000000 | PA      | $0.00         | 0.00%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2015-C1 Commercial Mortgage Trust                                          | CUSIP: 126281BF0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |      4083017 | PA      | $3499185.17   | 0.10%             | 2050-04-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                    | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |      2910000 | PA      | $2458077.00   | 0.07%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128MBUE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1100 | PA      | $1107.42      | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se              | Natixis Commercial Mortgage Securities Trust 2019-FAME                           | CUSIP: 63873VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1030000 | PA      | $878982.33    | 0.03%             | 2036-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                    | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      6782000 | PA      | $6369967.73   | 0.18%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA3                                          | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2335917 | PA      | $2433615.49   | 0.07%             | 2050-06-25      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36296VJ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       127202 | PA      | $129761.77    | 0.00%             | 2038-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176MBQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4628 | PA      | $4480.09      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A4WQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2794504 | PA      | $204137.41    | 0.01%             | 2041-08-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                  | Apidos CLO XXXII                                                                 | CUSIP: 03768QAQ1<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1835270.00   | 0.05%             | 2033-01-20      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                               | PPM CLO 5 Ltd                                                                    | CUSIP: 69356VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1701276.00   | 0.05%             | 2034-10-18      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| ANR Inc                                     | ANR Inc                                                                          | CUSIP: 03634H118<br>LEI: 54930073NMZSTQ358I60 | Long             | EC               | CORP              | US        |      1880020 | NS      | $14100.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182Q3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       314842 | PA      | $302124.99    | 0.01%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                  | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |      4585000 | PA      | $4073651.00   | 0.12%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35565TBD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      4110000 | PA      | $3925056.99   | 0.11%             | 2050-11-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                             | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      1800000 | PA      | $1581804.00   | 0.05%             | 2030-06-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3650000 | PA      | $3237577.38   | 0.09%             | 2042-01-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182J2E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        44325 | PA      | $43038.59     | 0.00%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLOODSMART RE LTD                           | FloodSmart Re Ltd                                                                | CUSIP: 33975CAF2<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |       750000 | PA      | $675000.00    | 0.02%             | 2023-02-27      | Floating      | 19.50%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B9KU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       487413 | PA      | $443360.84    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418CHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        40099 | PA      | $35913.94     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UCV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4672406 | PA      | $3256052.14   | 0.09%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Berwick Re 2019-1, 12/31/22                 | Berwick Re 2019-1, 12/31/22                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      9947951 | PA      | $1586698.18   | 0.05%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MATTERHORN RE LTD                           | Matterhorn Re Ltd                                                                | CUSIP: 577092AP4<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |      1750000 | PA      | $1506225.00   | 0.04%             | 2025-03-24      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140KPG72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        31643 | PA      | $29861.90     | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140LYWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        80173 | PA      | $72890.99     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133KYWG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       956637 | PA      | $773051.36    | 0.02%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183LAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4251 | PA      | $4078.83      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183E6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        56439 | PA      | $54672.18     | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4678387 | PA      | $2949907.49   | 0.08%             | 2052-05-28      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128KH6Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        18163 | PA      | $18589.32     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                             | Nordea Bank Abp                                                                  | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      9814000 | PA      | $7576927.06   | 0.22%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                             | Access Bank PLC                                                                  | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |      5180000 | PA      | $3973578.00   | 0.11%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36209SAF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1808 | PA      | $1741.33      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                        | Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CUSIP: 11942GAD4<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |      8500000 | PA      | $7786828.92   | 0.22%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        34526 | NS      | $40913310.00  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XEB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1093014 | PA      | $1082741.85   | 0.03%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176DCR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5289 | PA      | $5096.12      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MQDA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1668235 | PA      | $1517109.76   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418ECF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2872408 | PA      | $2300033.32   | 0.07%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620ARG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        18436 | PA      | $17756.48     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200K7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25670 | PA      | $27073.86     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receiva              | Amur Equipment Finance Receivables VII LLC                                       | CUSIP: 03237MAF7<br>LEI: 5493008OAETJ1UTO4Q72 | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $2959720.50   | 0.08%             | 2025-03-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140KLYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       291824 | PA      | $252869.32    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.HY.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-6178241.34  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MLMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       392832 | PA      | $357001.29    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FV4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2388663 | PA      | $457424.71    | 0.01%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36180HHX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        23356 | PA      | $22412.42     | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FM7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       557387 | PA      | $532419.03    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                    | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     15145000 | PA      | $12165221.25  | 0.35%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                      | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      4776000 | PA      | $4142389.43   | 0.12%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oakmont Re 2022                             | Oakmont Re 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3500000 | PA      | $1100769.17   | 0.03%             | 2028-04-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176PPS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        93588 | PA      | $90595.24     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36180BJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       114394 | PA      | $111074.58    | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133A47F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       107624 | PA      | $101947.38    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36213WPR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          962 | PA      | $989.20       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus              | CFCRE Commercial Mortgage Trust 2018-TAN                                         | CUSIP: 12528DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2404064.50   | 0.07%             | 2033-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418VL67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        64049 | PA      | $65023.07     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620C33H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        76880 | PA      | $73699.82     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-4                                                   | CUSIP: 33852FBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225110080 | PA      | $2147235.01   | 0.06%             | 2051-06-01      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                            | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     20800000 | PA      | $15037017.01  | 0.43%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182YTM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       511742 | PA      | $493978.21    | 0.01%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2021-1                                                   | CUSIP: 61947DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3697225 | PA      | $3138899.03   | 0.09%             | 2046-12-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                              | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      4635000 | PA      | $3754983.98   | 0.11%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138YPZM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       107316 | PA      | $102792.17    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2017-3                                             | CUSIP: 59980CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2954761 | PA      | $2224730.57   | 0.06%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                         | Artera Services LLC                                                              | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      6449411 | PA      | $5372939.81   | 0.15%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201NHL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        11456 | PA      | $11776.48     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36204DXR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        56132 | PA      | $54060.47     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36297BL90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        50000 | PA      | $50594.78     | 0.00%             | 2038-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fort Washington CLO 2019-1                  | Fort Washington CLO 2019-1                                                       | CUSIP: 34919EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3300000 | PA      | $2698565.10   | 0.08%             | 2032-10-20      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XHFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4007425 | PA      | $3663736.31   | 0.11%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Trust 2019-5                                              | CUSIP: 75575MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5400000 | PA      | $4142128.86   | 0.12%             | 2052-02-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31371GRT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          202 | PA      | $204.94       | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHSHORE RE II LTD                        | Northshore Re II Ltd                                                             | CUSIP: 666842AE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $474700.00    | 0.01%             | 2025-07-08      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140EVL88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       682619 | PA      | $633675.03    | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138AB6K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3426 | PA      | $3396.72      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta              | Mello Mortgage Capital Acceptance 2022-INV2                                      | CUSIP: 58549JCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8120938 | PA      | $5306766.69   | 0.15%             | 2052-04-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| TRICIDA INC                                 | Tricida Inc                                                                      | CUSIP: 89610FAB7<br>LEI: 549300QVPFFJC8SZXG25 | Long             | DBT              | CORP              | US        |      7025000 | PA      | $632250.00    | 0.02%             | 2027-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                      | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      3950000 | PA      | $3468946.51   | 0.10%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620C1TK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3075 | PA      | $2986.18      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities               | Brean Asset Backed Securities Trust 2021-RM1                                     | CUSIP: 10638CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3168232 | PA      | $2695914.17   | 0.08%             | 2063-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36290RUG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        23183 | PA      | $23827.15     | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | CITIGROUP MORTGAGE LOAN TRUST 2021-INV2                                          | CUSIP: 17329RDN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8798537 | PA      | $6654426.59   | 0.19%             | 2051-05-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31292SBU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       411858 | PA      | $405054.39    | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418U4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       386504 | PA      | $390343.19    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Multifamily Structured Credit Risk                                   | CUSIP: 35563FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1455000 | PA      | $1356766.55   | 0.04%             | 2051-01-25      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      1170000 | PA      | $985874.99    | 0.03%             | 2041-11-25      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | JG Wentworth XXII LLC                                                            | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3180670 | PA      | $3094773.07   | 0.09%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MQBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       446534 | PA      | $406080.71    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176UVU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        37192 | PA      | $36112.45     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140E0QV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       786263 | PA      | $734812.28    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                         | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5164933.73   | 0.15%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36202UAJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        46320 | PA      | $47497.21     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381XW51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2161299 | PA      | $181049.24    | 0.01%             | 2049-08-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| ALTURAS RE 2019-1, 3/10/23 (144A)           | ALTURAS RE 2019-1, 3/10/23 (144A)                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |         2201 | PA      | $10065.39     | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MACQUARIE GROUP LTD                         | Macquarie Group Ltd                                                              | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     11185000 | PA      | $8580938.50   | 0.25%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B1Z98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2002071 | PA      | $183164.05    | 0.01%             | 2048-06-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-KW07 Mortgage Trust                                                   | CUSIP: 30297NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       975000 | PA      | $790043.67    | 0.02%             | 2031-10-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1509576.03  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1738721 | PA      | $1608260.49   | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      7600000 | PA      | $5970241.56   | 0.17%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176HEP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1127 | PA      | $1077.42      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re 2019-1 Ltd                                                         | CUSIP: 07876RAD8<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |      2120000 | PA      | $2061853.70   | 0.06%             | 2029-03-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| VITALITY RE X LTD                           | Vitality Re X Ltd                                                                | CUSIP: 92850FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      2250000 | PA      | $2249775.00   | 0.06%             | 2023-01-10      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1345000 | PA      | $1333640.80   | 0.04%             | 2042-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Lion Rock Re 2019, 1/31/22                  | Lion Rock Re 2019, 1/31/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $0.00         | 0.00%             | 2023-01-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182UN52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2682 | PA      | $2583.40      | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-LTV2                                             | CUSIP: 46655LAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8689695 | PA      | $6607892.28   | 0.19%             | 2052-09-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI              | Pennsylvania Turnpike Commission                                                 | CUSIP: 709225EU6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |       815000 | PA      | $592472.40    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FXAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4922133 | PA      | $993734.81    | 0.03%             | 2050-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point Clo XXI Ltd                                                          | CUSIP: 83613HAJ6<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4440513.75   | 0.13%             | 2031-10-26      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Funding, LLC               | Towd Point HE Trust 2021- HE1                                                    | CUSIP: 89180DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4396049.00   | 0.13%             | 2063-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36198XBF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1527562 | PA      | $1470956.95   | 0.04%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                  | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |      7865000 | PA      | $7661792.17   | 0.22%             | 2027-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                 | VFI ABS 2022-1 LLC                                                               | CUSIP: 91824CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1294000 | PA      | $1219002.61   | 0.03%             | 2029-11-26      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369AEC2<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |      2253960 | PA      | $2454050.79   | 0.07%             | 2027-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182LCS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       188972 | PA      | $181059.31    | 0.01%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2021-2                            | CUSIP: 61772LBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6256464 | PA      | $4227982.83   | 0.12%             | 2051-05-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ADU3<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |         2845 | PA      | $40448.41     | 0.00%             | 2026-03-01      | Floating      | 4.34%                 | Yes           |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2022-PJ5                                     | CUSIP: 362925CE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4300804 | PA      | $2873948.65   | 0.08%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31410GUG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           14 | PA      | $14.17        | 0.00%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133D4PF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       960312 | PA      | $776025.45    | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B9PV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       242836 | PA      | $220764.41    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF NEBRASKA NE FACS CORP               | University of Nebraska Facilities Corp/The                                       | CUSIP: 914639LH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3600000 | PA      | $2599416.00   | 0.07%             | 2054-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382CRQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2061168 | PA      | $416784.17    | 0.01%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179QT68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1378847 | PA      | $1382944.42   | 0.04%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36184XM22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       399696 | PA      | $372853.09    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MPGD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       395992 | PA      | $360159.74    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      6600000 | PA      | $3958728.77   | 0.11%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re 2019-1 Ltd                                                         | CUSIP: 07876RAC0<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |      3550000 | PA      | $3523062.60   | 0.10%             | 2029-03-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3132WMM50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       647875 | PA      | $619651.43    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2910000 | PA      | $2728801.58   | 0.08%             | 2050-12-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                     | Hundred Acre Wood Trust 2021-INV1                                                | CUSIP: 44590HBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78590600 | PA      | $800893.22    | 0.02%             | 2051-07-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2020-CBM Mortgage Trust                                                     | CUSIP: 20049AAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7650000 | PA      | $6606195.75   | 0.19%             | 2037-02-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| ROSAPENNA RE 2022                           | ROSAPENNA RE 2022                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1515000 | PA      | $1532610.97   | 0.04%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620A9D32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1230 | PA      | $1184.91      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALAMO RE II PTE LTD                         | Alamo Re II Pte Ltd                                                              | CUSIP: 011396AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      2750000 | PA      | $2744500.00   | 0.08%             | 2023-06-08      | Floating      | 9.86%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association              | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-165892.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31416WYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4029540 | PA      | $3935736.19   | 0.11%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202DS36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        14914 | PA      | $15556.42     | 0.00%             | 2032-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                      | Cascade MH Asset Trust 2021-MH1                                                  | CUSIP: 14731QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2150000 | PA      | $1635718.07   | 0.05%             | 2046-02-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | EUR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -35150000 | NC      | $-962573.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XCG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1523068 | PA      | $707803.90    | 0.02%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6374998 | PA      | $5131887.41   | 0.15%             | 2057-07-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| OWS CRE FUNDING I LLC                       | OWS Cre Funding I LLC                                                            | CUSIP: 67114QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2387361.50   | 0.07%             | 2023-09-01      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36241KLT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |            4 | PA      | $3.86         | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182XN72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       117048 | PA      | $113651.16    | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnoustie Re 2021, 12/31/24                | Carnoustie Re 2021, 12/31/24                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1390289 | PA      | $65899.08     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Continental Credit Card llc                 | Continental Credit Card ABS 2019-1 LLC                                           | CUSIP: 21134LAC2<br>LEI: 5493002QR2K2E0R56Z02 | Long             | ABS-O            | CORP              | US        |      4155000 | PA      | $4015202.12   | 0.12%             | 2026-08-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133BEH55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3000021 | PA      | $2814481.58   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-K131 Mortgage Trust                                                   | CUSIP: 30320UAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $2184527.00   | 0.06%             | 2054-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | AUD/NZD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $120819.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                          | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      7445000 | PA      | $5563156.39   | 0.16%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                      | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      3285000 | PA      | $3458119.50   | 0.10%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620A93H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       181400 | PA      | $180078.02    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36184AXK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100882 | PA      | $97381.11     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3131YA7G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       362672 | PA      | $345452.26    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corportation Trust 2021-IP                                | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2200000 | PA      | $2071008.06   | 0.06%             | 2036-10-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ADH2<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |         6578 | PA      | $47267.78     | 0.00%             | 2025-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FRESB Multifamily Mortgage Pas              | FRESB 2020-SB79 Mortgage Trust                                                   | CUSIP: 30316VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22996959 | PA      | $971945.77    | 0.03%             | 2040-07-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XHZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4927536 | PA      | $4859391.87   | 0.14%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUSSEX CAP UK PCC LTD                       | Sussex Capital UK Pcc Ltd                                                        | CUSIP: 869255AA7<br>LEI: 5493000Y0TDZ1NVT8T25 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $651375.00    | 0.02%             | 2025-01-08      | Floating      | 12.52%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2023868 | PA      | $1648923.46   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36198KGR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       245914 | PA      | $238775.74    | 0.01%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3617A4JQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        61679 | PA      | $59156.37     | 0.00%             | 2045-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102000000 | PA      | $86344459.62  | 2.48%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merion Re 2022-2                            | Merion Re 2022-2                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      6551154 | PA      | $6211224.46   | 0.18%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200WJL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        37464 | PA      | $39203.18     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5641855 | PA      | $4559565.31   | 0.13%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138X5JS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1000968 | PA      | $990041.79    | 0.03%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2021-RPL1                               | CUSIP: 36261WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4900000 | PA      | $3491789.00   | 0.10%             | 2060-12-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AVXP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2840 | PA      | $2735.61      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                                   | CUSIP: 30318WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $4655142.00   | 0.13%             | 2031-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FI 4.5% 11/15/26/EUR/              | SHERWOOD FI 4.5% 11/15/26/EUR/                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3215000 | PA      | $2766103.01   | 0.08%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B6RW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       204036 | PA      | $186722.24    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2020-CX Mortgage Trust                                                      | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3750000 | PA      | $2908480.88   | 0.08%             | 2046-11-10      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2020-3, 9/30/24                  | Alturas Re 2020-3, 9/30/24                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $0.00         | 0.00%             | 2024-09-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| COEUR MINING INC                            | Coeur Mining Inc                                                                 | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     11678000 | PA      | $9113822.19   | 0.26%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                                   | CUSIP: 27955KAB9<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      4400000 | PA      | $4092880.00   | 0.12%             | 2026-03-20      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade RE 2021-3 Ltd                                                         | CUSIP: 078777AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4635000 | PA      | $3971678.20   | 0.11%             | 2031-09-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                        | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      6915000 | PA      | $6606429.36   | 0.19%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                      | Crossroads Asset Trust 2021-A                                                    | CUSIP: 22767CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $941784.50    | 0.03%             | 2028-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FRQB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       231087 | PA      | $226780.95    | 0.01%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ATFZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4994600 | PA      | $575544.23    | 0.02%             | 2042-08-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7645835 | PA      | $6179085.06   | 0.18%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |      3009000 | PA      | $2577271.51   | 0.07%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11684.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS UNITED AIRLINES HOLDINGS, INC.                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-155035.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36225BZ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16305 | PA      | $16819.91     | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MUY79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       250894 | PA      | $235425.30    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2019-GS1                                           | CUSIP: 59981BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6145000 | PA      | $4463540.58   | 0.13%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                | Upstart Securitization Trust 2021-1                                              | CUSIP: 91681NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $919936.90    | 0.03%             | 2031-03-20      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15613397 | PA      | $13918719.16  | 0.40%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                      | Par Pharmaceutical Inc                                                           | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |      2424000 | PA      | $1842178.58   | 0.05%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2021-1                            | CUSIP: 61772ABD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1351372 | PA      | $870726.66    | 0.02%             | 2051-03-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2021-7                                                   | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5764719 | PA      | $3755408.79   | 0.11%             | 2051-08-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                          | Verint Systems Inc                                                               | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |      4819000 | PA      | $4192530.00   | 0.12%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2018-RP3                                           | CUSIP: 17327DAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5264850 | PA      | $3324482.69   | 0.10%             | 2061-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                             | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      2231000 | PA      | $1816034.00   | 0.05%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                            | Integrity Re Ltd                                                                 | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $425000.00    | 0.01%             | 2025-06-06      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EDE72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1543690 | PA      | $1482484.21   | 0.04%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                | Metinvest BV                                                                     | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |      2675000 | PA      | $1391000.00   | 0.04%             | 2027-10-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31416TX79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23055 | PA      | $23065.88     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA5                                          | CUSIP: 35566ABE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2935000 | PA      | $3289727.62   | 0.09%             | 2050-10-25      | Floating      | 15.43%                | No            |                  2 | On Loan: No      |
| MEMPHIS TN WTR REVENUE                      | City of Memphis TN Water Revenue                                                 | CUSIP: 586226JU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       270000 | PA      | $216321.30    | 0.01%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176UTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       764282 | PA      | $737762.51    | 0.02%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2021-J4                                                      | CUSIP: 75410JDK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1723000 | PA      | $605693.60    | 0.02%             | 2051-11-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                            | NMEF Funding 2022-B LLC                                                          | CUSIP: 62890MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5950000 | PA      | $5980898.35   | 0.17%             | 2029-06-15      | Fixed         | 8.54%                 | No            |                  2 | On Loan: No      |
| ALTURAS RE LTD                              | Alturas RE Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300FZNJS17ZR1BR73 | Long             | DBT              | CORP              | BM        |       357085 | PA      | $13533.52     | 0.00%             | 2023-03-10      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TOTAL PLAY TELECOM                          | Total Play Telecomunicaciones SA de CV                                           | CUSIP: 89157FAC4<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |      6900000 | PA      | $5388544.72   | 0.15%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133BAFP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1716504 | PA      | $1573996.16   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MELM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2917423 | PA      | $2560077.63   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-478305.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1164416 | PA      | $1150976.64   | 0.03%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                             | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      1425000 | PA      | $1149348.00   | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183E3J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       203826 | PA      | $197323.30    | 0.01%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1980000 | PA      | $2006789.40   | 0.06%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138AWNR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1359332 | PA      | $1305420.60   | 0.04%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31410WMT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       102001 | PA      | $105246.12    | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                    | Oceanview Mortgage Trust 2021-3                                                  | CUSIP: 67647VCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2533963 | PA      | $1257828.58   | 0.04%             | 2051-06-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138E1M53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4257033 | PA      | $4088227.67   | 0.12%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | 321 Henderson Receivables III LLC                                                | CUSIP: 88576RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $526864.10    | 0.02%             | 2050-01-15      | Fixed         | 10.81%                | No            |                  2 | On Loan: No      |
| Berwick Re 2022, 12/31/27                   | Berwick Re 2022, 12/31/27                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3500000 | PA      | $3504900.00   | 0.10%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Pangaea Re 2022-1                           | Pangaea Re 2022-1                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4254521 | PA      | $4546934.81   | 0.13%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179SNW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2157424 | PA      | $2074792.66   | 0.06%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     14690000 | PA      | $13603279.19  | 0.39%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5600000 | PA      | $5126018.24   | 0.15%             | 2036-11-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31371KXY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3112 | PA      | $3218.19      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 312938NF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1037 | PA      | $1045.56      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36205VUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2663 | PA      | $2823.60      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31419HEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       207465 | PA      | $210085.45    | 0.01%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620ATXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29635 | PA      | $28825.07     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                          | Sanders Re III Ltd                                                               | CUSIP: 80000YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       750000 | PA      | $748875.00    | 0.02%             | 2027-04-07      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                         | Inversiones CMPC SA                                                              | CUSIP: 46128MAN1<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |      3004000 | PA      | $2719382.27   | 0.08%             | 2030-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUTTER RE LTD                               | Sutter Re Ltd                                                                    | CUSIP: 86944RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       750000 | PA      | $727350.00    | 0.02%             | 2023-05-23      | Floating      | 9.34%                 | Yes           |                  2 | On Loan: No      |
| PHOENICIAN RE LIMITED                       | Phoenician Re Ltd                                                                | CUSIP: 71880VAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       750000 | PA      | $686100.00    | 0.02%             | 2024-12-14      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B6N71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       176662 | PA      | $160599.91    | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOODSMART RE LTD                           | FloodSmart Re Ltd                                                                | CUSIP: 33975CAJ4<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |      1500000 | PA      | $1395000.00   | 0.04%             | 2025-02-25      | Floating      | 15.59%                | Yes           |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                          | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAE4<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3535896.00   | 0.10%             | 2034-10-24      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                              | GoTo Group Inc                                                                   | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      4235000 | PA      | $2277675.83   | 0.07%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BROWARD FL HOSP DIST                  | South Broward Hospital District                                                  | CUSIP: 836753NK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1825000 | PA      | $1177398.75   | 0.03%             | 2047-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140JUWR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        52547 | PA      | $50901.07     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co              | Traingle Re 2020-1 Ltd                                                           | CUSIP: 89600MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      1404749 | PA      | $1407459.51   | 0.04%             | 2030-10-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables X LLC                                         | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $904694.90    | 0.03%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                      | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |      5170000 | PA      | $4812709.05   | 0.14%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIMESTONE RE LTD                            | Limestone Re Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493004PN8HGYC184A27 | Long             | DBT              | CORP              | BM        |       480000 | PA      | $7056.00      | 0.00%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202DAB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1220 | PA      | $1251.59      | 0.00%             | 2029-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ballylifin Re 2021, 9/15/25                 | Ballylifin Re 2021, 9/15/25                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2000000 | PA      | $246600.00    | 0.01%             | 2025-09-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     37035000 | PA      | $30924225.00  | 0.89%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XI LTD                          | Vitality Re XI Ltd                                                               | CUSIP: 92851AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       500000 | PA      | $473750.00    | 0.01%             | 2024-01-09      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-J1                                         | CUSIP: 74387MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3461389 | PA      | $2233069.18   | 0.06%             | 2051-10-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                            | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     13080000 | PA      | $10514814.10  | 0.30%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31387EXR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          103 | PA      | $105.52       | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Woburn Re 2018, 12/31/21                    | Woburn Re 2018, 12/31/21                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1826168 | PA      | $58162.34     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                        | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      3830000 | PA      | $3112060.37   | 0.09%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EGCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       209844 | PA      | $213915.13    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | NOK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $254923.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8025000 | PA      | $7328982.92   | 0.21%             | 2034-01-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                        | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      3250000 | PA      | $2827261.19   | 0.08%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management               | JPMorgan Chase Bank NA - JPMWM                                                   | CUSIP: 46591HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2089456 | PA      | $1759537.31   | 0.05%             | 2051-03-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201VAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15855 | PA      | $16258.58     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGXS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       379297 | PA      | $323956.33    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5400000 | PA      | $4796339.40   | 0.14%             | 2036-11-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5227225 | PA      | $4826667.98   | 0.14%             | 2048-02-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJUM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        15154 | PA      | $14903.34     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROANOKE VA ECON DEV AUTH HOSPR              | Roanoke Economic Development Authority                                           | CUSIP: 770082BY0<br>LEI: 549300P5QQORJY0U4T83 | Long             | DBT              | MUN               | US        |      1460000 | PA      | $1095992.80   | 0.03%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-K131 Mortgage Trust                                                   | CUSIP: 30320UAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18374996 | PA      | $101023.89    | 0.00%             | 2054-09-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QKNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24407519 | PA      | $20996040.85  | 0.60%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11606 | PA      | $11184.68     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2020-KF83 Mortgage Trust                                                   | CUSIP: 302696AA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2930802 | PA      | $2715740.53   | 0.08%             | 2030-07-25      | Floating      | 13.14%                | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                     | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      2195000 | PA      | $1785585.97   | 0.05%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-3                                                  | CUSIP: 46592KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1387766.20   | 0.04%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DENNING RE 2022                             | DENNING RE 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1500000 | PA      | $1485909.02   | 0.04%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                         | STACR Trust 2018-DNA3                                                            | CUSIP: 35563WBD5<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |      3405000 | PA      | $3464325.66   | 0.10%             | 2048-09-25      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                   | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $3390557.40   | 0.10%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201TQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        44930 | PA      | $46135.82     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B9XS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       820429 | PA      | $745952.06    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200TUN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       149908 | PA      | $153404.19    | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2021-J3                                                      | CUSIP: 75409TDG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2275858 | PA      | $1440690.73   | 0.04%             | 2051-10-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36290YUW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        54600 | PA      | $53756.71     | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                    | Octane Receivables Trust 2020-1                                                  | CUSIP: 67592LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1119000 | PA      | $1059457.90   | 0.03%             | 2028-03-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36181VR81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        33549 | PA      | $32575.15     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5YN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         5303 | PA      | $5215.27      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133KYV63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6534383 | PA      | $5345068.16   | 0.15%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                       | Bread Financial Holdings Inc                                                     | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      8607000 | PA      | $7488090.00   | 0.21%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36297F5X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3683 | PA      | $3546.79      | 0.00%             | 2040-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-2                                                    | CUSIP: 81747YCF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1165724 | PA      | $498048.22    | 0.01%             | 2051-04-25      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36177KPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26364 | PA      | $25599.24     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH RE LTD                         | Commonwealth RE Ltd                                                              | CUSIP: 203235AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       750000 | PA      | $706875.00    | 0.02%             | 2025-07-08      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620ALT46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        37452 | PA      | $35884.96     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        71538 | PA      | $68519.35     | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                       | Freedom Mortgage Corp                                                            | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      1520000 | PA      | $1182941.63   | 0.03%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS UNITED AIRLINES HOLDINGS, INC.                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-125698.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                           | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAL1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |       725000 | PA      | $667269.70    | 0.02%             | 2039-02-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201RR60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1384 | PA      | $1422.49      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36184DV75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        55739 | PA      | $53378.02     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                     | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1025000 | PA      | $831011.63    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                             | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      3600000 | PA      | $3294097.92   | 0.09%             | 2037-01-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11605976 | PA      | $10315899.36  | 0.30%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA TREASURY BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -20 | NC      | $-11302.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-4                                                    | CUSIP: 81748WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2430941 | PA      | $1060267.48   | 0.03%             | 2051-06-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     10350000 | PA      | $9503270.12   | 0.27%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                             | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1130000 | PA      | $834190.10    | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EQFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5006648 | PA      | $4653711.81   | 0.13%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                         | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      8231000 | PA      | $8712525.11   | 0.25%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3324363 | PA      | $3295542.61   | 0.09%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176W2Z3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5540 | PA      | $5337.25      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201YHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        60473 | PA      | $62095.92     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                     | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1670000 | PA      | $1379303.10   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                                              | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      5560000 | PA      | $4055186.00   | 0.12%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QKHA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       338105 | PA      | $318249.39    | 0.01%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      3270000 | PA      | $2926030.54   | 0.08%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382CAZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15080451 | PA      | $277646.18    | 0.01%             | 2050-01-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25979000 | PA      | $17836111.32  | 0.51%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620ARVL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2886 | PA      | $2779.37      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36296QKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       260918 | PA      | $259002.64    | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2021, 12/31/24                    | Thopas Re 2021, 12/31/24                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5000000 | PA      | $80500.00     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MHSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3946526 | PA      | $3216032.54   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE & HALL CNTY GA HOS              | Gainesville & Hall County Hospital Authority                                     | CUSIP: 362762QQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1055000 | PA      | $752826.90    | 0.02%             | 2051-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RED CARRETERAS OCCIDE                       | Red de Carreteras de Occidente SAB de CV                                         | CUSIP: 000000000<br>LEI: 549300L1K86IY3XOY318 | Long             | DBT              | CORP              | MX        |     65625000 | PA      | $3180807.87   | 0.09%             | 2028-06-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                              | ICG US Clo 2021-1 Ltd                                                            | CUSIP: 449289AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $1928814.75   | 0.06%             | 2034-04-17      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| AUNA SA                                     | Auna SAA                                                                         | CUSIP: 05151VAA5<br>LEI: 549300C3XBVL3X4TME11 | Long             | DBT              | CORP              | PE        |      4195000 | PA      | $3478213.86   | 0.10%             | 2025-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31389GRE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          220 | PA      | $230.42       | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA4                                          | CUSIP: 35565XBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6455143 | PA      | $6863169.78   | 0.20%             | 2050-08-25      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1500000 | PA      | $1503699.90   | 0.04%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGR84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2444238 | PA      | $2221825.94   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Encina Equipment Finance                    | Encina Equipment Finance 2021-1 LLC                                              | CUSIP: 29253EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       745000 | PA      | $704261.17    | 0.02%             | 2029-03-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                        | Signal Peak CLO 2 LLC                                                            | CUSIP: 56844XBN8<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3284186.50   | 0.09%             | 2029-04-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-INV4                                               | CUSIP: 46654DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4291951 | PA      | $2898552.67   | 0.08%             | 2052-01-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36192S4A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1101805 | PA      | $1027836.36   | 0.03%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Versutus Re 2018, 12/31/21                  | Versutus Re 2018, 12/31/21                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $4800.00      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| SLG Office Trust                            | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8350000 | PA      | $5816277.67   | 0.17%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                    | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      8705000 | PA      | $6924655.14   | 0.20%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | CUSIP: 03880KAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3975000 | PA      | $3692516.63   | 0.11%             | 2034-08-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5093305 | PA      | $3633826.65   | 0.10%             | 2052-05-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                   | PRMI Securitization Trust 2021-1                                                 | CUSIP: 69359DBW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1915033 | PA      | $1241096.16   | 0.04%             | 2051-04-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36290TC72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        73832 | PA      | $75418.27     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM                     | International Petroleum Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4737000 | PA      | $4358040.00   | 0.13%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                      | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1293303.61   | 0.04%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202CY72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           61 | PA      | $61.69        | 0.00%             | 2028-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.               | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-231407.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MJPD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1254236 | PA      | $1140744.91   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       351880 | PA      | $93409.16     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                          | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     14450000 | PA      | $10543667.20  | 0.30%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2014-150E                                         | CUSIP: 61764BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3350000 | PA      | $2940400.53   | 0.08%             | 2032-09-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      1478000 | PA      | $1335963.82   | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Catskill Park CLO, LTD.                     | Catskill Park CLO Ltd                                                            | CUSIP: 149421AA7<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |      4250000 | PA      | $3606452.25   | 0.10%             | 2029-04-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36198RLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       603748 | PA      | $586227.82    | 0.02%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620A2LX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3179 | PA      | $3049.24      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6VG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       114422 | PA      | $116773.59    | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        27765 | PA      | $28219.56     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIMESTONE RE LTD                            | Limestone Re Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493004PN8HGYC184A27 | Long             | DBT              | CORP              | BM        |       140000 | PA      | $0.00         | 0.00%             | 2023-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ATHENAHEALTH GROUP INC                      | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      6525000 | PA      | $4808482.41   | 0.14%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201BL38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25436 | PA      | $26144.91     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                    | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      3460000 | PA      | $3429543.42   | 0.10%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31297RD61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        47458 | PA      | $48231.99     | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                     | BDS 2020-FL5 LTD                                                                 | CUSIP: 05492QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1433371.05   | 0.04%             | 2037-02-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140KDUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        40916 | PA      | $38694.78     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2022                             | Viribus Re 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2500000 | PA      | $2550000.00   | 0.07%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1458353.20   | 0.04%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SOVCOMBANK (SOVCOM CAPT)                    | Sovcombank Via SovCom Capital DAC                                                | CUSIP: 84605LAD8<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |      5010000 | PA      | $140906.25    | 0.00%             | N/A             | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202EBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       150083 | PA      | $149789.70    | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pangaea Re 2022-3                           | Pangaea Re 2022-3                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2500000 | PA      | $2565740.03   | 0.07%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 3617AVXD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       990296 | PA      | $943308.30    | 0.03%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36184CAQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        42935 | PA      | $41200.62     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $365574.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36241LYK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2679 | PA      | $2595.87      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36290UAH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5022 | PA      | $4861.34      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2020-RPL1                                    | CUSIP: 64828XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13903950 | PA      | $10206533.75  | 0.29%             | 2059-11-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2022-1                                                    | CUSIP: 81749CCK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2743712 | PA      | $945950.68    | 0.03%             | 2052-02-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XFMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13103677 | PA      | $11171511.91  | 0.32%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Stacr Trust 2019-HQA1                                                | CUSIP: 35563MBD7<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3115539.30   | 0.09%             | 2049-02-25      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XCFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30111 | PA      | $28395.01     | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                       | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4000000 | PA      | $3465432.24   | 0.10%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2020 LTD                     | Residential Reinsurance 2020 Ltd                                                 | CUSIP: 76120AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1500000 | PA      | $1420500.00   | 0.04%             | 2024-12-06      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Eagle Re Ltd                                | Eagle RE 2019-1 Ltd                                                              | CUSIP: 269822AD4<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |     11200000 | PA      | $10374015.68  | 0.30%             | 2029-04-25      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mor              | Taubman Centers Commercial Mortgage Trust 2022-DPM                               | CUSIP: 87666YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16080000 | PA      | $15445098.89  | 0.44%             | 2037-05-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176EZG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        14541 | PA      | $14075.74     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-8                                                  | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8385631 | PA      | $5156289.34   | 0.15%             | 2051-12-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31416BTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       340259 | PA      | $342104.73    | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $3966548.00   | 0.11%             | 2056-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140J9KV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3772844 | PA      | $3738692.61   | 0.11%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31402RRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4416 | PA      | $4547.58      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd              | Palmer Square Loan Funding 2020-1 Ltd                                            | CUSIP: 69701DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5600000 | PA      | $5181568.00   | 0.15%             | 2028-02-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                 | Staples Inc                                                                      | CUSIP: 855031AR1<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |       905170 | PA      | $891167.93    | 0.03%             | 2024-09-12      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182UWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       119899 | PA      | $115128.70    | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133D4P98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       186768 | PA      | $156381.08    | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36230UD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13852 | PA      | $13411.50     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $888109.61    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140KABX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       788597 | PA      | $722135.82    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                         | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |      1910400 | PA      | $1848312.00   | 0.05%             | 2028-10-13      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-9                                                    | CUSIP: 81748CCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1783000 | PA      | $601530.18    | 0.02%             | 2052-01-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36187SEP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15837 | PA      | $15197.17     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202DZZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        56472 | PA      | $59614.74     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3651879.48  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballylifin Re 2022                          | Ballylifin Re 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1750000 | PA      | $8050.00      | 0.00%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Gleneagles Re 2018, 12/31/21                | Gleneagles Re 2018, 12/31/21                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1500000 | PA      | $177450.00    | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Citibank, National Association              | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $23955.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9U91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       112636 | PA      | $111028.51    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                            | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5196000 | PA      | $4754340.00   | 0.14%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4490000 | PA      | $754707.67    | 0.02%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL              | Cologix Canadian Issuer LP                                                       | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      7465000 | PA      | $5029601.64   | 0.14%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2020-KF74 Mortgage Trust                                                   | CUSIP: 30313MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1316053 | PA      | $1198170.36   | 0.03%             | 2027-01-25      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                              | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $5413109.12   | 0.16%             | 2043-01-21      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                          | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $3124327.27   | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140GRN34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       232130 | PA      | $222426.02    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS UNITED AIRLINES HOLDINGS, INC.                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-163916.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED              | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1220000 | PA      | $1153619.80   | 0.03%             | 2053-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | 321 Henderson Receivables III LLC                                                | CUSIP: 88576RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $514498.55    | 0.01%             | 2048-01-15      | Fixed         | 9.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31371HE53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          112 | PA      | $114.62       | 0.00%             | 2029-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carnoustie Re 2022                          | Carnoustie Re 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $1059539.36   | 0.03%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AMPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2305 | PA      | $2231.55      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          347 | NC      | $-199264.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                  | Insmed Inc                                                                       | CUSIP: 457669AA7<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |      3493000 | PA      | $3257222.50   | 0.09%             | 2025-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                          | Harbour Energy PLC                                                               | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      7175000 | PA      | $6429661.00   | 0.18%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co               | Sierra Timeshare 2019-1 Receivables Funding LLC                                  | CUSIP: 82653EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1361279 | PA      | $1282267.67   | 0.04%             | 2036-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ADS8<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |         2472 | PA      | $233559.86    | 0.01%             | 2026-03-01      | Floating      | 4.34%                 | Yes           |                  3 | On Loan: No      |
| CHC Commercial Mortgage Trust               | CHC Commercial Mortgage Trust 2019 - CHC                                         | CUSIP: 162665AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9577678 | PA      | $8680571.21   | 0.25%             | 2034-06-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31382VWG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           91 | PA      | $93.19        | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                          | XPO Escrow Sub LLC                                                               | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4870000 | PA      | $4928050.45   | 0.14%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31391GYP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2850 | PA      | $2893.41      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138E2SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       759285 | PA      | $729181.75    | 0.02%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MBSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       142498 | PA      | $129631.48    | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140M2NG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       573030 | PA      | $479790.47    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                     | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      4205000 | PA      | $3417073.03   | 0.10%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140J5E70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1444135 | PA      | $1380861.79   | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31416CJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       212781 | PA      | $216953.86    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gamboge Re 2022                             | Gamboge Re 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4500000 | PA      | $4388705.13   | 0.13%             | 2028-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138X1N93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       661365 | PA      | $633769.23    | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31414AQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        37323 | PA      | $38964.14     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS UNITED AIRLINES HOLDINGS, INC.                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-77358.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAKURA RE LTD                               | Sakura RE Ltd                                                                    | CUSIP: 79381MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $499950.00    | 0.01%             | 2026-01-05      | Floating      | 17.92%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MNRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       341946 | PA      | $311645.22    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                    | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10716000 | PA      | $9753274.56   | 0.28%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 3622A25J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1665002 | PA      | $1671892.89   | 0.05%             | 2044-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EPAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6988353 | PA      | $7101696.29   | 0.20%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2017076 | PA      | $1324033.38   | 0.04%             | 2051-10-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      8965000 | PA      | $7554239.19   | 0.22%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138W9T91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2198888 | PA      | $2223509.15   | 0.06%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     35150000 | NC      | $405013.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3129362R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1649113 | PA      | $1668119.48   | 0.05%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31410KDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        66359 | PA      | $69116.83     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2019, 12/31/22                  | Harambee Re 2019, 12/31/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5000000 | PA      | $6000.00      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| La Hipotecaria SA                           | La Hipotecaria El Salvadorian Mortgage Trust 2016-1                              | CUSIP: 50346VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | PA        |      1109390 | PA      | $1037279.61   | 0.03%             | 2046-01-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                      | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6566000 | PA      | $5704540.80   | 0.16%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST CLG BLDG AUTH EDUC              | Virginia College Building Authority                                              | CUSIP: 92778WPX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2500000 | PA      | $1878200.00   | 0.05%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XHEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1483183 | PA      | $1272514.12   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                   | PRMI Securitization Trust 2021-1                                                 | CUSIP: 69359DBX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3651969 | PA      | $2213852.60   | 0.06%             | 2051-04-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables XI LLC                                        | CUSIP: 03236XAF4<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      1413000 | PA      | $1394954.44   | 0.04%             | 2029-10-22      | Fixed         | 9.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133KNKL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        33295 | PA      | $30317.57     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129VAN3<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4402630.00   | 0.13%             | 2029-04-22      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                    | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       300000 | PA      | $241500.00    | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         2387 | NS      | $2768920.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Rock Re 2021, 12/31/24                 | Lion Rock Re 2021, 12/31/24                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $104650.00    | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-INV4                                               | CUSIP: 46654DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4073717 | PA      | $2882186.70   | 0.08%             | 2052-01-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                   | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     16065000 | PA      | $12762523.25  | 0.37%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35565TBE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      6250000 | PA      | $5626913.13   | 0.16%             | 2050-11-25      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                     | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2359000 | PA      | $1885748.74   | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                     | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      7670000 | PA      | $6212700.00   | 0.18%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                  | KUEHG Corp                                                                       | CUSIP: 000000000<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |       437679 | PA      | $421471.71    | 0.01%             | 2025-02-21      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31371KLT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          400 | PA      | $414.12       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31371LJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20303 | PA      | $20996.70     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                   | CUSIP: 46651WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11650000 | PA      | $6719052.46   | 0.19%             | 2038-12-05      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                           | Four Lakes Re Ltd                                                                | CUSIP: 35087TAB4<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |      1500000 | PA      | $1402500.00   | 0.04%             | 2024-01-05      | Floating      | 14.58%                | Yes           |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co              | Traingle Re 2021-1 Ltd                                                           | CUSIP: 89600FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     11400000 | PA      | $11365578.84  | 0.33%             | 2033-08-25      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Global Mortgage Securitization              | Global Mortgage Securitization Ltd                                               | CUSIP: 378961AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |       171915 | PA      | $1.72         | 0.00%             | 2032-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36181CGT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       307927 | PA      | $295033.70    | 0.01%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EGWV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       705829 | PA      | $699709.20    | 0.02%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176MW74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       169812 | PA      | $168252.24    | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5VP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        45744 | PA      | $47734.36     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                   | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $1957262.10   | 0.06%             | 2031-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138ECMS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        61077 | PA      | $58857.85     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                            | Commonwealth of Massachusetts                                                    | CUSIP: 57582RN69<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      1930000 | PA      | $1453676.00   | 0.04%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2285000 | PA      | $1737051.38   | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202EB81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       151071 | PA      | $150775.40    | 0.00%             | 2035-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FG5Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       192020 | PA      | $171975.01    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382AFF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25549629 | PA      | $4276228.61   | 0.12%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MGJW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       175731 | PA      | $159828.79    | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2020-K106 Mortgage Trust                                                   | CUSIP: 30313WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3900000 | PA      | $3350390.94   | 0.10%             | 2053-03-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| MYSTIC RE IV LTD                            | Mystic Re IV Ltd                                                                 | CUSIP: 62865LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2900000 | PA      | $2898550.00   | 0.08%             | 2026-01-08      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36241KRN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       496225 | PA      | $491687.76    | 0.01%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B9MF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2717347 | PA      | $2484632.72   | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lorenz Re 2019, 6/30/22                     | Lorenz Re 2019, 6/30/22                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2545246 | PA      | $4581.44      | 0.00%             | 2023-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re 2022-1 Ltd                                                         | CUSIP: 078774AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      5270000 | PA      | $4400963.30   | 0.13%             | 2032-01-26      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Financing 2022-FL8 LLC                                    | CUSIP: 75574PAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2363610.00   | 0.07%             | 2037-01-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1393281.90   | 0.04%             | 2036-07-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| STICHTING AK RABOBANK                       | Stichting AK Rabobank Certificaten                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     28280100 | PA      | $29025208.80  | 0.83%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31296YTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         8188 | PA      | $8341.96      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36180STE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        84696 | PA      | $81757.84     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                    | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3880000 | PA      | $4144949.87   | 0.12%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2018-B5 Mortgage Trust                                                 | CUSIP: 08160BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4500000 | PA      | $4214785.05   | 0.12%             | 2051-07-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138ACBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        99700 | PA      | $100147.10    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6940000 | PA      | $6092335.98   | 0.17%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138AUM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       527230 | PA      | $506326.86    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176MYW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       248166 | PA      | $244163.38    | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AMK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        91705 | PA      | $91116.39     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36178C6V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        22373 | PA      | $21647.54     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                      | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2D8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  33340000000 | PA      | $2873558.87   | 0.08%             | 2023-11-25      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re 2020-3 Ltd                                                         | CUSIP: 07877KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3630000 | PA      | $3558059.21   | 0.10%             | 2030-10-25      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138E5FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       428992 | PA      | $411974.45    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTA WIND HOLDINGS LLC                      | Alta Wind Holdings LLC                                                           | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       586996 | PA      | $580123.19    | 0.02%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138XBJM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       528959 | PA      | $512138.15    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| x-caliber funding llc                       | XCALI 2020-5 Mortgage Trust                                                      | CUSIP: 98401JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2400000 | PA      | $2380947.12   | 0.07%             | 2023-10-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                                   | CUSIP: 30318WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $52677.00     | 0.00%             | 2031-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36198W6X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        95045 | PA      | $91205.49     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     11860000 | PA      | $11311830.80  | 0.32%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B9XD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       172420 | PA      | $157174.50    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2021-3, 7/31/25                  | Alturas Re 2021-3, 7/31/25                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       236951 | PA      | $50778.60     | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        22315 | PA      | $21619.59     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin              | Santander Bank Auto Credit-Linked Notes Series 2022-B                            | CUSIP: 80290CBB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9550000 | PA      | $9139682.34   | 0.26%             | 2032-08-16      | Fixed         | 11.91%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        34293 | PA      | $33995.34     | 0.00%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA4                                          | CUSIP: 35565XBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4120000 | PA      | $4524341.74   | 0.13%             | 2050-08-25      | Floating      | 14.39%                | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                                   | CUSIP: 27954QAH4<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |       700000 | PA      | $270200.00    | 0.01%             | 2024-03-22      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176XCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2194 | PA      | $2112.60      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENT CLASS A COMMON STO                   | ASCENT CLASS A COMMON STO                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9565478 | NS      | $1434821.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3920000 | PA      | $3871526.06   | 0.11%             | 2040-02-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B5D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       165033 | PA      | $150507.48    | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2021-3, 7/31/25              | Ballybunion Re 2021-3, 7/31/25                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3406059 | PA      | $152313.62    | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BONANZA RE LTD                              | Bonanza RE Ltd                                                                   | CUSIP: 09785EAD3<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |       750000 | PA      | $637500.00    | 0.02%             | 2024-12-23      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                       | Freedom Mortgage Corp                                                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2702928.29   | 0.08%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                   | RMF Buyout Issuance Trust 2022-HB1                                               | CUSIP: 76970HAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3750000 | PA      | $417187.50    | 0.01%             | 2032-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022-3                       | Ballybunion Re 2022-3                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3500000 | PA      | $3577987.77   | 0.10%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5174490.00   | 0.15%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                              | Gol Finance SA                                                                   | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |      9180000 | PA      | $5458133.51   | 0.16%             | 2026-06-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-KBX1 Mortgage Trust                                                   | CUSIP: 30307LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3534000 | PA      | $3223721.16   | 0.09%             | 2026-01-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO HLDG 3                     | Ahlstrom-Munksjo Holding 3 Oy                                                    | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      1950000 | PA      | $1756152.44   | 0.05%             | 2028-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201AWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        14958 | PA      | $15375.41     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QGS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10462 | PA      | $9882.30      | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERBIE RE LTD                               | Herbie Re Ltd                                                                    | CUSIP: 42703VAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $425000.00    | 0.01%             | 2025-01-08      | Floating      | 14.14%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176MDZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       585915 | PA      | $582154.14    | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138YUSH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19703 | PA      | $19052.27     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                     | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     17870600 | PA      | $15190010.00  | 0.44%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                      | Accelerated Assets 2018-1 LLC                                                    | CUSIP: 00436MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       979602 | PA      | $948538.22    | 0.03%             | 2033-12-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2015-C4 Commercial Mortgage Trust                                          | CUSIP: 12635RBE7<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |      2680000 | PA      | $2243175.54   | 0.06%             | 2048-11-15      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8000000 | PA      | $7945404.72   | 0.23%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-354063.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2021-J2                                                                | CUSIP: 12564ECG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2633882 | PA      | $1861201.33   | 0.05%             | 2051-04-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36198VMG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       970430 | PA      | $934802.41    | 0.03%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138Y7J78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       219326 | PA      | $210726.57    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                     | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       | 113010000000 | PA      | $7289117.78   | 0.21%             | 2023-03-14      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec              | Arivo Acceptance Auto Loan Receivables Trust 2022-1                              | CUSIP: 04047EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $1847411.00   | 0.05%             | 2029-09-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382BHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11711683 | PA      | $2049240.08   | 0.06%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue              | Multifamily Connecticut Avenue Securities Trust 2019-01                          | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     11225189 | PA      | $10539160.83  | 0.30%             | 2049-10-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176RH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5791 | PA      | $5623.01      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      8170000 | PA      | $7572357.96   | 0.22%             | 2034-04-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EKZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        97321 | PA      | $99308.95     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LTD                        | Bank of Industry Ltd                                                             | CUSIP: 000000000<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | CORP              | NG        |      5031740 | PA      | $5011613.04   | 0.14%             | 2023-12-11      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                         | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      2415000 | PA      | $2058870.31   | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                     | ProFrac Holdings II LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12552476 | PA      | $12991812.30  | 0.37%             | 2025-03-04      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2016-UBS9                                         | CUSIP: 61766CAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3040000 | PA      | $2341755.78   | 0.07%             | 2049-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      3085000 | PA      | $3115712.41   | 0.09%             | 2030-10-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1694000 | PA      | $1257795.00   | 0.04%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2020, 12/31/23                   | Viribus Re 2020, 12/31/23                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4139570 | PA      | $182141.08    | 0.01%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8000000 | PA      | $8034939.84   | 0.23%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200MQ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        60128 | PA      | $62677.55     | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DWCY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       192159 | PA      | $180471.27    | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                    | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2034000 | PA      | $15255.00     | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6VZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3986 | PA      | $4068.15      | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36210F6D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           77 | PA      | $77.44        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                      | Accelerated Assets 2018-1 LLC                                                    | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       692966 | PA      | $660732.56    | 0.02%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-J1                                         | CUSIP: 74387MAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2360257 | PA      | $1618842.21   | 0.05%             | 2051-10-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200Q3L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          879 | PA      | $911.32       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381XEA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7665182 | PA      | $113877.01    | 0.00%             | 2049-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133AXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1432903 | PA      | $1166679.72   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418CEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       101135 | PA      | $89453.65     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7075000 | PA      | $5430769.29   | 0.16%             | 2051-01-25      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1250000 | PA      | $1127717.38   | 0.03%             | 2048-05-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11177948 | PA      | $9422357.77   | 0.27%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $740298.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36212TAK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          163 | PA      | $162.58       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                             | HOA Funding LLC - HOA                                                            | CUSIP: 40390GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10072500 | PA      | $7526645.41   | 0.22%             | 2051-08-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                    | African Export-Import Bank/The                                                   | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |      4880000 | PA      | $4229496.00   | 0.12%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FOOD SERVICE PROJECT SL                     | Food Service Project SA                                                          | CUSIP: 000000000<br>LEI: 95980020140005812514 | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $4438599.52   | 0.13%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                    | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381XAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1976217 | PA      | $869535.48    | 0.02%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC               | UWM Mortgage Trust 2021-INV4                                                     | CUSIP: 918307BG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6993546 | PA      | $5019828.28   | 0.14%             | 2051-12-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31400U6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5105 | PA      | $5125.36      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2018, 12/31/21                  | Harambee Re 2018, 12/31/21                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| TULLOW OIL PLC                              | Tullow Oil PLC                                                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      5825000 | PA      | $4671650.00   | 0.13%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133D4M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       949939 | PA      | $767644.79    | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| First Eagle BSL CLO LLC                     | First Eagle BSL CLO 2019-1 Ltd                                                   | CUSIP: 32010FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $890342.00    | 0.03%             | 2033-01-20      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| PG Receivables Finance LP                   | PG Receivables Finance                                                           | CUSIP: 69356JAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      4300000 | PA      | $4128000.00   | 0.12%             | 2025-07-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Rosy Blue Carat S.A.                        | Rosy Blue Carat SA                                                               | CUSIP: 77862UAA6<br>LEI: 222100OTGQJOXUS2K930 | Long             | ABS-O            | CORP              | US        |      1500000 | PA      | $1500000.00   | 0.04%             | 2025-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VITALITY RE X LTD                           | Vitality Re X Ltd                                                                | CUSIP: 92850FAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       250000 | PA      | $249975.00    | 0.01%             | 2023-01-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36213FM67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        46317 | PA      | $48651.64     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31415BE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        14149 | PA      | $14361.93     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     88271800 | PA      | $72351843.17  | 2.08%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          674 | PA      | $694.97       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36296DA40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       147911 | PA      | $156781.69    | 0.00%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B77K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16489004 | PA      | $14470802.45  | 0.42%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176PRT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4085 | PA      | $3966.55      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36212M6W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           95 | PA      | $97.16        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QHLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       291594 | PA      | $274470.02    | 0.01%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                       | Newark BSL CLO 1 Ltd                                                             | CUSIP: 65023UAE9<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4102245.00   | 0.12%             | 2029-12-21      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     18950000 | PA      | $17569982.36  | 0.50%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2020-2, 3/10/23                  | Alturas Re 2020-2, 3/10/23                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       360465 | PA      | $52663.94     | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2542666 | PA      | $2442867.49   | 0.07%             | 2040-09-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2019-K88 Mortgage Trust                                                    | CUSIP: 302971AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2900000 | PA      | $2572072.64   | 0.07%             | 2052-02-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1956903 | PA      | $1401352.78   | 0.04%             | 2052-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36177NVN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1020 | PA      | $979.07       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      6420000 | PA      | $5548806.00   | 0.16%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183B6T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        59248 | PA      | $56686.52     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      7310000 | PA      | $6057772.22   | 0.17%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B9QF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       257053 | PA      | $233742.35    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MNRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       215711 | PA      | $196038.35    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B5SU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1909626 | PA      | $206929.12    | 0.01%             | 2049-08-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3132WMG57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1103146 | PA      | $1054747.56   | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                    | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   1923750000 | PA      | $3582393.76   | 0.10%             | 2025-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                       | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5000000 | PA      | $4450908.80   | 0.13%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36198K5N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        33279 | PA      | $32123.94     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6410000 | PA      | $4879796.47   | 0.14%             | 2033-08-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200K2A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        31330 | PA      | $33043.45     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                                   | CUSIP: 27955HAB6<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |       664319 | PA      | $377333.19    | 0.01%             | 2025-03-21      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Grupo Aeromexico SAB de CV                  | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       128171 | NS      | $1064424.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200WYE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2117 | PA      | $2176.16      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3410194 | PA      | $2379782.21   | 0.07%             | 2051-12-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA/France                                                          | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       475000 | PA      | $357157.73    | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bantry Re 2022                              | Bantry Re 2022                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3280525 | PA      | $3420545.10   | 0.10%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Financing 2022-FL8 LLC                                    | CUSIP: 75574PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5230000 | PA      | $4933198.02   | 0.14%             | 2037-01-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Pine Valley Re 2022                         | Pine Valley Re 2022                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $496040.00    | 0.01%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31401HES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3403 | PA      | $3435.53      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182XT43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29759 | PA      | $28726.03     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8890000 | PA      | $7605840.39   | 0.22%             | 2041-12-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133A83E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       123312 | PA      | $116457.25    | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                 | Continental Finance Credit Card ABS Master Trust                                 | CUSIP: 66981PAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $2957205.30   | 0.08%             | 2030-10-15      | Fixed         | 12.42%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                     | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $5343.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DMA70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1914935 | PA      | $1742442.18   | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                              | ICG US CLO 2016-1 Ltd                                                            | CUSIP: 44931KAJ6<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |      3175000 | PA      | $2731785.88   | 0.08%             | 2034-04-29      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust              | CGDB Commercial Mortgage Trust 2019-MOB                                          | CUSIP: 125284AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1379209.05   | 0.04%             | 2036-11-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30002383 | PA      | $30454336.56  | 0.87%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183C3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         6530 | PA      | $6267.02      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      5955800 | PA      | $1510662.64   | 0.04%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                      | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      8185000 | PA      | $6562937.63   | 0.19%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QGCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       445261 | PA      | $419096.80    | 0.01%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                 | CLNY Trust 2019-IKPR                                                             | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2470000 | PA      | $2268789.60   | 0.07%             | 2038-11-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140J7WY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2553187 | PA      | $2531058.69   | 0.07%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FASST 2021-S2 A2 Mtge                       | FASST 2021-S2 A2 Mtge                                                            | CUSIP: 31740FAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7778622 | PA      | $7181061.76   | 0.21%             | 2051-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38376CAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1202593 | PA      | $1192180.95   | 0.03%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182R5U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       212974 | PA      | $206313.25    | 0.01%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B6DL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1365515 | PA      | $1112645.06   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| B2R Mortgage Trust                          | B2R Mortgage Trust 2015-1                                                        | CUSIP: 05607YAN1<br>LEI: 54930043NGIAWE00XD82 | Long             | ABS-O            | CORP              | US        |      1054000 | PA      | $994595.19    | 0.03%             | 2048-05-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                      | Cascade MH Asset Trust 2021-MH1                                                  | CUSIP: 14731QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3034119.20   | 0.09%             | 2046-02-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Formby Re 2018, 2/28/22                     | Formby Re 2018, 2/28/22                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1750000 | PA      | $56041.27     | 0.00%             | 2023-02-28      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Brean Asset Backed Securities               | Brean Asset Backed Securities Trust 2021-RM2                                     | CUSIP: 10638MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2554753 | PA      | $2058311.24   | 0.06%             | 2061-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36184A5F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       289177 | PA      | $277498.93    | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS DELTA AIR LINES INC                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $159861.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Oceanview Mortgage Trust 2021-INV1                                               | CUSIP: 67647TCF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3126628 | PA      | $2093761.00   | 0.06%             | 2051-06-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| La Hipotecaria SA                           | La Hipotecaria Panamanian Mortgage Trust 2021-1                                  | CUSIP: 50347JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | PA        |      6778122 | PA      | $6286707.93   | 0.18%             | 2052-07-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       993266 | PA      | $939970.29    | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KNDL Mortgage Trust                         | KNDL 2019-KNSQ Mortgage Trust                                                    | CUSIP: 482598AQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3100000 | PA      | $2984870.65   | 0.09%             | 2036-05-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGUH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6050618 | PA      | $5505612.91   | 0.16%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                | IAMGOLD Corp                                                                     | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |     11990000 | PA      | $9309520.88   | 0.27%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trus              | BSREP Commercial Mortgage Trust 2021-DC                                          | CUSIP: 05591UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1603616.00   | 0.05%             | 2038-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     15325000 | PA      | $13468989.25  | 0.39%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3910000 | PA      | $2999869.30   | 0.09%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133AJK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       187387 | PA      | $176458.06    | 0.01%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                 | Home RE 2021-1 Ltd                                                               | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      5640000 | PA      | $5258838.65   | 0.15%             | 2033-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EE4A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       768239 | PA      | $737768.94    | 0.02%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418D2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       764417 | PA      | $718361.80    | 0.02%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133A6DW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       198863 | PA      | $187851.68    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      4430000 | PA      | $4090473.73   | 0.12%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-K154 Mortgage Trust                                                   | CUSIP: 302968AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2300000 | PA      | $1943246.08   | 0.06%             | 2032-11-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                                    | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      4312000 | PA      | $3285807.43   | 0.09%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-INV1                                       | CUSIP: 74387VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2839745 | PA      | $1876870.17   | 0.05%             | 2051-08-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                 | Continental Finance Credit Card ABS Master Trust                                 | CUSIP: 66981PAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6550000 | PA      | $6443681.06   | 0.18%             | 2030-10-15      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36184QL28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        61068 | PA      | $59114.57     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA/France                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      9874000 | PA      | $7732526.88   | 0.22%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PORTSALON RE 2022                           | PORTSALON RE 2022                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       400000 | PA      | $366767.89    | 0.01%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6378324 | PA      | $5813925.10   | 0.17%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                    | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |      5550000 | PA      | $4166697.24   | 0.12%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                      | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1840000 | PA      | $1659946.62   | 0.05%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MDHU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1177847 | PA      | $1071156.58   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FITNESS & SPORTS CLUBS LLC                  | Fitness International LLC                                                        | CUSIP: 33818XAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2711800 | PA      | $2512651.13   | 0.07%             | 2025-04-18      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust               | UBS Commercial Mortgage Trust 2018-C9                                            | CUSIP: 90291JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67584000 | PA      | $1150847.39   | 0.03%             | 2051-03-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJAW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        10138 | PA      | $10364.61     | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAGGI LUX INTL SARL                        | Amaggi Luxembourg International Sarl                                             | CUSIP: 02265WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      7305000 | PA      | $6884962.50   | 0.20%             | 2028-01-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                    | PEAR 2021-1 LLC                                                                  | CUSIP: 70472TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6400000 | PA      | $4420160.00   | 0.13%             | 2034-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Icon Brand Holdings LLC                     | Icon Brand Holdings LLC                                                          | CUSIP: 45112AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3680285 | PA      | $1104214.62   | 0.03%             | 2043-01-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2019-2, 3/10/22                  | Alturas Re 2019-2, 3/10/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        33410 | PA      | $10056.41     | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| La Hipotecaria SA                           | La Hipotecaria Panamanian Mortgage Trust 2010-1                                  | CUSIP: 50346RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | PA        |       330491 | PA      | $314792.86    | 0.01%             | 2039-09-08      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Woburn Re 2019, 12/31/22                    | Woburn Re 2019, 12/31/22                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3539362 | PA      | $672909.50    | 0.02%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B7XN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       343728 | PA      | $312379.12    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                        | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |      5050000 | PA      | $4608543.39   | 0.13%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176UJ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4934 | PA      | $4792.95      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138WHG97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        58920 | PA      | $52768.65     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17000000 | PA      | $15422692.40  | 0.44%             | 2036-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                    | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      3240000 | PA      | $3069234.92   | 0.09%             | 2026-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022                         | Ballybunion Re 2022                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1506560 | PA      | $1532701.98   | 0.04%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5566569 | PA      | $3692793.39   | 0.11%             | 2052-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FXEE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        40092 | PA      | $38400.00     | 0.00%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONA LISA RE LTD                            | Mona Lisa Re Ltd                                                                 | CUSIP: 608800AD0<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |       500000 | PA      | $487500.00    | 0.01%             | 2023-01-09      | Floating      | 12.42%                | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     13199000 | PA      | $11672513.08  | 0.34%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XDH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1864889 | PA      | $1137252.08   | 0.03%             | 2051-12-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140HNMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       338389 | PA      | $281190.40    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       795000 | PA      | $671067.13    | 0.02%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |     38500000 | NC      | $853.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                               | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      8400000 | PA      | $6342899.89   | 0.18%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FHLH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       254466 | PA      | $236093.81    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28000000 | PA      | $23712122.54  | 0.68%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36213FVM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25293 | PA      | $26407.25     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36184NEC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       950834 | PA      | $887220.53    | 0.03%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4351000 | PA      | $3622207.50   | 0.10%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140Q7EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1458047 | PA      | $1442012.77   | 0.04%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                  | MFA 2021-AEINV2 Trust                                                            | CUSIP: 55284CBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4325051 | PA      | $2933003.16   | 0.08%             | 2051-10-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                              | Eden Re II Ltd                                                                   | CUSIP: 27954TAB1<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |        73625 | PA      | $62110.05     | 0.00%             | 2023-03-22      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2022-1 LLC                                                      | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3564668 | PA      | $3346049.73   | 0.10%             | 2036-08-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36178YQG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         7485 | PA      | $7267.78      | 0.00%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAD2<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |        70511 | PA      | $62118.42     | 0.00%             | 2042-09-25      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                      | Energizer Holdings Inc                                                           | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $975481.39    | 0.03%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418ACS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       124712 | PA      | $124821.83    | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $863578.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-HQA3                                          | CUSIP: 35565MBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2670000 | PA      | $2928555.06   | 0.08%             | 2050-07-25      | Floating      | 14.39%                | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                         | DBGS 2018-C1 Mortgage Trust                                                      | CUSIP: 23307DBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4106000 | PA      | $3626554.70   | 0.10%             | 2031-09-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -650 | NC      | $5989527.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382DAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4909548 | PA      | $1027882.10   | 0.03%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                      | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      4250000 | PA      | $2933400.58   | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-5                                                | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5952829 | PA      | $3839363.05   | 0.11%             | 2052-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36181BUN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        63077 | PA      | $61103.98     | 0.00%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                 | CUSIP: 13032UB31<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      2435000 | PA      | $1860388.70   | 0.05%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp                        | Frontera Energy Corp                                                             | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |          336 | NS      | $3063.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176SQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        12067 | PA      | $11546.09     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176QVF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13013 | PA      | $12597.16     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Funding Mortgage Trust              | Capital Funding Mortgage Trust                                                   | CUSIP: 14019QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4500000 | PA      | $4379026.50   | 0.13%             | 2023-11-06      | Floating      | 19.33%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182Q2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        71633 | PA      | $68739.33     | 0.00%             | 2044-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOL EQUITY FINANCE SA                       | GOL Equity Finance SA                                                            | CUSIP: 36256KAA8<br>LEI: 222100H9BH197YU7RY14 | Long             | DBT              | CORP              | LU        |      2595000 | PA      | $1236517.50   | 0.04%             | 2024-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      5595000 | PA      | $5579585.78   | 0.16%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                         | Spirit Airlines Inc                                                              | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |      5156000 | PA      | $4150580.00   | 0.12%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33169076 | PA      | $27134634.89  | 0.78%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                    | ANZ Bank New Zealand Ltd                                                         | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |      4535000 | PA      | $4402852.32   | 0.13%             | 2032-08-11      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31417DEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        96035 | PA      | $92536.24     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MNNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1206447 | PA      | $1106281.06   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co              | Traingle Re 2020-1 Ltd                                                           | CUSIP: 89600MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       830000 | PA      | $832753.28    | 0.02%             | 2030-10-25      | Floating      | 12.14%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QFUB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       968805 | PA      | $913516.88    | 0.03%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2022 LTD                     | Residential Reinsurance 2022 Ltd                                                 | CUSIP: 76119YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1500000 | PA      | $1494300.00   | 0.04%             | 2026-12-06      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| Carnoustie Re 2020, 12/31/23                | Carnoustie Re 2020, 12/31/23                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1750000 | PA      | $237300.00    | 0.01%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| LIMESTONE RE LTD                            | Limestone Re Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493004PN8HGYC184A27 | Long             | DBT              | CORP              | BM        |      1020000 | PA      | $14994.00     | 0.00%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2022-J1                                                      | CUSIP: 75410RDH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4015808 | PA      | $2492688.51   | 0.07%             | 2052-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                                | CUSIP: 80001MAA0<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |      2250000 | PA      | $2085750.00   | 0.06%             | 2025-04-07      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2630000 | PA      | $2225372.40   | 0.06%             | 2050-12-25      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta              | Mello Mortgage Capital Acceptance 2022-INV2                                      | CUSIP: 58549JCB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6111156 | PA      | $4398381.26   | 0.13%             | 2052-04-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133KLGE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        99399 | PA      | $94967.71     | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sussex Re 2020-1, 12/31/22                  | Sussex Re 2020-1, 12/31/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3609700 | PA      | $5414.55      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36210BGJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          219 | PA      | $222.45       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31297Q5Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        33026 | PA      | $33764.46     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADLER REAL ESTATE AG                        | ADLER Real Estate AG                                                             | CUSIP: 000000000<br>LEI: 529900Y6QFNN3D363B76 | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $4277732.29   | 0.12%             | 2026-04-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gold Key Resorts LLC                        | Gold Key Resorts 2014-A LLC                                                      | CUSIP: 38061LAC3<br>LEI: 549300MORAF4RGEXUA95 | Long             | ABS-O            | CORP              | US        |        39388 | PA      | $38753.38     | 0.00%             | 2031-03-17      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                     | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1408659.95   | 0.04%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200D2Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8296 | PA      | $8527.03      | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                        | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 219632000000 | PA      | $13796645.11  | 0.40%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AV6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28786 | PA      | $27736.28     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Multifamily Structured Credit Risk                                   | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $5266042.80   | 0.15%             | 2051-11-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MNLY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1052129 | PA      | $956818.36    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36181KAH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29105 | PA      | $28260.35     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2019, 12/31/22                   | Viribus Re 2019, 12/31/22                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3650000 | PA      | $25915.00     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Merion Re 2021-2, 12/31/24                  | Merion Re 2021-2, 12/31/24                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      9000000 | PA      | $1768500.00   | 0.05%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XIX Ltd                                              | CUSIP: 08182RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1468038.40   | 0.04%             | 2033-01-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620ASLE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       107446 | PA      | $106184.16    | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                      | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      4837000 | PA      | $4022853.04   | 0.12%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8447696 | PA      | $6910745.97   | 0.20%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                               | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      9395000 | PA      | $8610443.75   | 0.25%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61765XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3530000 | PA      | $2822449.98   | 0.08%             | 2047-12-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      8250000 | PA      | $6449526.27   | 0.19%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS UNITED AIRLINES HOLDINGS, INC.                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-63800.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                        | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     11390000 | PA      | $10060121.37  | 0.29%             | 2027-03-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Berwick Re 2020-1, 12/31/23                 | Berwick Re 2020-1, 12/31/23                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2000000 | PA      | $200.00       | 0.00%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                     | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      2470000 | PA      | $2091677.50   | 0.06%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31391JW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7872 | PA      | $7990.95      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31288GSX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        10942 | PA      | $11118.09     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HLTH CARE FACS F              | New Jersey Health Care Facilities Financing Authority                            | CUSIP: 645790PD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1220000 | PA      | $865882.80    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TX CULTURAL EDU FA              | Harris County Cultural Education Facilities Finance Corp                         | CUSIP: 414009QY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3290000 | PA      | $2315074.30   | 0.07%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management US Clo 2 Ltd                                          | CUSIP: 38136PAA9<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-CBDO         | CORP              | KY        |      5022000 | PA      | $4290636.10   | 0.12%             | 2030-11-28      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                          | Race Point VIII CLO Ltd                                                          | CUSIP: 74982LBE9<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4707530.00   | 0.14%             | 2030-02-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1245000 | PA      | $914711.37    | 0.03%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2020-IG3 Mortgage Trust                                                | CUSIP: 08162QAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2025000 | PA      | $1559907.11   | 0.04%             | 2048-09-15      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176KZ91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          754 | PA      | $732.22       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AR2W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       445169 | PA      | $428744.78    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15000000 | PA      | $14884080.00  | 0.43%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gullane Re 2022                             | Gullane Re 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5000000 | PA      | $5318292.72   | 0.15%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-3                                                    | CUSIP: 81748VCG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1195579 | PA      | $520266.98    | 0.01%             | 2051-05-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                      | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      4240000 | PA      | $4195480.00   | 0.12%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17665077 | PA      | $379293.92    | 0.01%             | 2049-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2022-2 Trust                              | CUSIP: 949930AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2250000 | PA      | $1586244.60   | 0.05%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Four Seas LP                                | Four Seas LP                                                                     | CUSIP: 35100LAB4<br>LEI: 54930044TCFC01YWTN84 | Long             | ABS-O            | CORP              | CA        |      5500000 | PA      | $4733067.90   | 0.14%             | 2027-08-28      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        71340 | PA      | $68711.62     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183HN35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        43671 | PA      | $42187.13     | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36290SSE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15286 | PA      | $16012.71     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1131739 | PA      | $1129525.34   | 0.03%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD                        | Texas Water Development Board                                                    | CUSIP: 8828543M2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1220000 | PA      | $1056080.80   | 0.03%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                           | Trinidad & Tobago Government International Bond                                  | CUSIP: 896292AK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      3612000 | PA      | $3417367.27   | 0.10%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                            | Williams Cos Inc/The                                                             | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      4776000 | PA      | $5266409.95   | 0.15%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31401D3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9577 | PA      | $9723.89      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040412<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6000000 | PA      | $5847875.58   | 0.17%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5927965 | PA      | $5840935.30   | 0.17%             | 2057-10-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418CDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        69295 | PA      | $62060.78     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLOODSMART RE LTD                           | FloodSmart Re Ltd                                                                | CUSIP: 33975CAG0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $900000.00    | 0.03%             | 2024-03-01      | Floating      | 18.00%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5240000 | PA      | $4866859.60   | 0.14%             | 2041-11-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2021-1                                        | CUSIP: 89615BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2750000 | PA      | $2564983.03   | 0.07%             | 2028-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183YDG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58645 | PA      | $56275.35     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                       | Minerva Luxembourg SA                                                            | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      5735000 | PA      | $4706313.05   | 0.14%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36230TFJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5675 | PA      | $5493.61      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | CUSIP: 95003NBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8502451 | PA      | $5674165.40   | 0.16%             | 2052-03-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                    | Oceanview Mortgage Trust 2021-1                                                  | CUSIP: 67647LCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2742299 | PA      | $1892228.55   | 0.05%             | 2051-05-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust              | Bayview Commercial Asset Trust 2007-2                                            | CUSIP: 07325XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5703620 | PA      | $0.57         | 0.00%             | 2037-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26035955 | PA      | $23183212.68  | 0.67%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                       | WireCo WorldGroup Inc                                                            | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |      1073941 | PA      | $1048100.03   | 0.03%             | 2028-11-12      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MGUB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       497899 | PA      | $452821.44    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1856223.40   | 0.05%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2022-PJ4                                | CUSIP: 36264RBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9640000 | PA      | $6790706.16   | 0.19%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                        | YPF SA                                                                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     12895000 | PA      | $9135075.90   | 0.26%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                    | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2094000 | PA      | $1709139.70   | 0.05%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust                 | Orange Lake Timeshare Trust 2019-A                                               | CUSIP: 68504UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1968558 | PA      | $1813586.31   | 0.05%             | 2038-04-09      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4179991.50   | 0.12%             | 2036-10-16      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176M3E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2580 | PA      | $2473.05      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36292JUH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        24085 | PA      | $24431.63     | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140LSWZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       160610 | PA      | $152046.67    | 0.00%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36291LJ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        18146 | PA      | $18652.06     | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31416WH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       582562 | PA      | $589932.98    | 0.02%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182LCZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2799 | PA      | $2701.42      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                    | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      1635000 | PA      | $1429317.20   | 0.04%             | 2028-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36213FAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1368 | PA      | $1408.40      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31288FET7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        16185 | PA      | $16489.40     | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-DNA5                                          | CUSIP: 35566ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3585000 | PA      | $3670642.78   | 0.11%             | 2050-10-25      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX              | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590UAQ1<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1688374.00   | 0.05%             | 2031-02-14      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | ReadyCap Commercial Mortgage Trust 2019-6                                        | CUSIP: 75575QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2443000 | PA      | $1992275.05   | 0.06%             | 2052-10-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-10                                                 | CUSIP: 46654ABS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145199106 | PA      | $785149.64    | 0.02%             | 2051-12-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                     | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    620140000 | PA      | $30942874.47  | 0.89%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36294YQL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8928 | PA      | $9054.61      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QGTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        40172 | PA      | $37897.89     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commerical Equipment Finance 2              | Commercial Equipment Finance 2021-A LLC                                          | CUSIP: 20166QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2320998.75   | 0.07%             | 2029-12-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2022                              | Thopas Re 2022                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $3242100.00   | 0.09%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                                            | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9575000 | PA      | $1735947.50   | 0.05%             | 2034-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36230KQM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30405 | PA      | $29432.95     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31287YFX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1637 | PA      | $1681.50      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HLTH & EDUCTNL FAC              | Health & Educational Facilities Authority of the State of Missouri               | CUSIP: 60637ATJ1<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |       480000 | PA      | $404491.20    | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FXK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1444888 | PA      | $1338174.89   | 0.04%             | 2055-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          269 | NC      | $-776747.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3000000 | PA      | $3047666.61   | 0.09%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2022-1 LLC                                                      | CUSIP: 96034JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2251369 | PA      | $2088578.36   | 0.06%             | 2036-08-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140J5SF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1117784 | PA      | $1001140.67   | 0.03%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000000 | PA      | $66062108.90  | 1.90%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      4610000 | PA      | $4387850.92   | 0.13%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418DXE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       209307 | PA      | $196816.23    | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3132JPK50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6280 | PA      | $6126.55      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176JEY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        37266 | PA      | $35890.03     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2021-RPL2Trust                                                              | CUSIP: 12656TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2638958 | PA      | $1727961.20   | 0.05%             | 2060-01-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                     | Oscar AcquisitionCo LLC / Oscar Finance Inc                                      | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1687112.00   | 0.05%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1774851 | PA      | $1594121.85   | 0.05%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36295ADG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       129027 | PA      | $135655.06    | 0.00%             | 2037-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | EUR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |    -38500000 | NC      | $-578989.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2986996 | PA      | $2898077.11   | 0.08%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bantry RE 2019, 12/31/22                    | Bantry RE 2019, 12/31/22                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4000000 | PA      | $68072.68     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Genworth Mortgage Insurance Co              | Traingle Re 2021-1 Ltd                                                           | CUSIP: 89600FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       453254 | PA      | $453253.27    | 0.01%             | 2033-08-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AXTN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        74618 | PA      | $71897.66     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36184BL47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        65456 | PA      | $63555.58     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                                              | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2520000 | PA      | $1749132.00   | 0.05%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3132D9G99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2822963 | PA      | $2281234.11   | 0.07%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga              | UBS-Barclays Commercial Mortgage Trust 2013-C6                                   | CUSIP: 90349GAN5<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |      3912000 | PA      | $3840542.23   | 0.11%             | 2046-04-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138XDMH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50424 | PA      | $48219.41     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31416X4Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1694937 | PA      | $1680231.38   | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gullane Re 2018, 12/31/21                   | Gullane Re 2018, 12/31/21                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2737878 | PA      | $169486.84    | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XHHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9941897 | PA      | $9832355.58   | 0.28%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FASST 2021-S3 A2                            | FASST 2021-S3 A2                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14662829 | PA      | $13479599.23  | 0.39%             | 2051-12-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGKW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1826597 | PA      | $1676476.31   | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138MBXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       368787 | PA      | $355399.81    | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                           | Matterhorn Re Ltd                                                                | CUSIP: 577092AN9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |       250000 | PA      | $198475.00    | 0.01%             | 2025-12-08      | Floating      | 9.89%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2305000 | PA      | $1287803.50   | 0.04%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS UNITED AIRLINES HOLDINGS, INC.                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-46414.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2021-HB7 LLC                                                                | CUSIP: 12530BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000000 | PA      | $10836396.00  | 0.31%             | 2031-10-27      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Gleneagles Re 2021, 12/31/24                | Gleneagles Re 2021, 12/31/24                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1250000 | PA      | $277857.00    | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Shadow Creek Re 2021, 7/31/25               | Shadow Creek Re 2021, 7/31/25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $7592.65      | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| VERAISON RE LTD                             | Veraison Re Ltd                                                                  | CUSIP: 92335TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $499750.00    | 0.01%             | 2026-03-09      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 46592PBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1715862 | PA      | $883763.16    | 0.03%             | 2051-10-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31382UR65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          152 | PA      | $152.86       | 0.00%             | 2028-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36225BUJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38428 | PA      | $40283.35     | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walton Health Re 2019, 6/30/22              | Walton Health Re 2019, 6/30/22                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       300000 | PA      | $162799.95    | 0.00%             | 2023-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140X8JG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       697514 | PA      | $577010.80    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36177JNB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        82242 | PA      | $79389.07     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      4055000 | PA      | $3856093.86   | 0.11%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201U5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        33348 | PA      | $34726.36     | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22228568 | PA      | $18877054.88  | 0.54%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |            1 | NC      | $259902.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176RQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          373 | PA      | $360.81       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-K1507 Mortgage Trust                                                  | CUSIP: 30297EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1875000 | PA      | $1603320.94   | 0.05%             | 2033-08-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36177QXK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       455379 | PA      | $440815.92    | 0.01%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MNNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4360765 | PA      | $3986762.88   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                         | 522 Funding CLO 2019-4 Ltd                                                       | CUSIP: 04623GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3428184.00   | 0.10%             | 2030-04-20      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-HQA4                                          | CUSIP: 35565RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2650000 | PA      | $2794630.38   | 0.08%             | 2050-09-25      | Floating      | 13.79%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31387WK22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          242 | PA      | $241.32       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4940000 | PA      | $4966485.32   | 0.14%             | 2040-02-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| HYPATIA LTD                                 | Hypatia Ltd                                                                      | CUSIP: 44914CAB2<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $950700.00    | 0.03%             | 2023-06-07      | Floating      | 14.69%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2670000 | PA      | $2590200.91   | 0.07%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Emerald Plantation Holdings Lt              | Emerald Plantation Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       162828 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202EC23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       126971 | PA      | $126722.18    | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B76D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       219260 | PA      | $199261.73    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31288GCW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1887 | PA      | $1917.81      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                     | NYMT Loan Trust 2022-CP1                                                         | CUSIP: 62955VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3500000 | PA      | $2853732.35   | 0.08%             | 2061-07-25      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Merion Re 2018-2, 12/31/21                  | Merion Re 2018-2, 12/31/21                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      8500000 | PA      | $1286900.00   | 0.04%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31407FF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       672093 | PA      | $686356.52    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                    | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1990000 | PA      | $2000208.70   | 0.06%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3590000 | PA      | $3396508.69   | 0.10%             | 2036-07-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38381YWF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10793743 | PA      | $1376786.17   | 0.04%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128KXJH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1599 | PA      | $1639.58      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      6750000 | PA      | $7020000.00   | 0.20%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ADC3<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |       155997 | PA      | $260313.14    | 0.01%             | 2024-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133ATKQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       571459 | PA      | $536657.19    | 0.02%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2018, 12/31/21                   | Viribus Re 2018, 12/31/21                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1250000 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re 2020-4 Ltd                                                         | CUSIP: 07876UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      1450000 | PA      | $1411037.05   | 0.04%             | 2030-06-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31335ABN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       792334 | PA      | $822483.34    | 0.02%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201RX71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29749 | PA      | $29147.13     | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru              | Newtek Small Business Loan Trust 2017-1                                          | CUSIP: 65252WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       365218 | PA      | $364300.35    | 0.01%             | 2043-02-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418D4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2698744 | PA      | $2534117.17   | 0.07%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XCXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8901752 | PA      | $7558589.14   | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                  | BINOM Securitization Trust 2022-RPL1                                             | CUSIP: 05552CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8062000 | PA      | $5275394.69   | 0.15%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31297KGQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        44753 | PA      | $45753.16     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2600000 | PA      | $2281160.08   | 0.07%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36211EPU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83541 | PA      | $87418.65     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adare Re 2022-2                             | Adare Re 2022-2                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1800000 | PA      | $1826727.25   | 0.05%             | 2028-09-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183VZ98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        60414 | PA      | $57732.79     | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201C7J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1226 | PA      | $1260.11      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-6                                                | CUSIP: 46655KDF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4686812 | PA      | $3168334.76   | 0.09%             | 2052-11-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138XHQH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       630540 | PA      | $607577.57    | 0.02%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620C04P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       102253 | PA      | $97974.84     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36178GJ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       757235 | PA      | $729270.00    | 0.02%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKINGHAM CNTY VA ECON DEV AU              | Rockingham County Economic Development Authority                                 | CUSIP: 77345QAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       630000 | PA      | $474912.90    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                 | Home RE 2020-1 Ltd                                                               | CUSIP: 43731WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      1220000 | PA      | $1215461.72   | 0.03%             | 2030-10-25      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176CCN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3536 | PA      | $3392.98      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2980 | NC      | $-3497972.64  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd                           | CUSIP: 03881JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $7567804.80   | 0.22%             | 2037-05-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36184DPN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       133752 | PA      | $128348.20    | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | EUR/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $568387.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                        | Shelf Drilling Holdings Ltd                                                      | CUSIP: 822538AG9<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |      2217000 | PA      | $2172660.00   | 0.06%             | 2024-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-R1                                                | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9518271 | PA      | $7635795.04   | 0.22%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                         | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1002375.00   | 0.03%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lion Rock Re 2020, 1/31/22                  | Lion Rock Re 2020, 1/31/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $0.00         | 0.00%             | 2023-01-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QFRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       115054 | PA      | $108407.04    | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR Trust 2019-HRP1                                                | CUSIP: 35564RCB8<br>LEI: 549300RWLR7W4OBRM426 | Long             | ABS-MBS          | CORP              | US        |      5510000 | PA      | $5301241.53   | 0.15%             | 2049-02-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21230000 | PA      | $20083045.00  | 0.58%             | 2042-01-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Captial Mortgage Financing 2019-FL3 LLC                                    | CUSIP: 75574XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6450000 | PA      | $6318100.08   | 0.18%             | 2034-03-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AT7H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1157 | PA      | $1117.13      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2625755 | PA      | $2137885.20   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                    | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      3862000 | PA      | $3185248.88   | 0.09%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AY6G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       114558 | PA      | $109936.13    | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183UC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       335673 | PA      | $322110.73    | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 312943UP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       178047 | PA      | $176190.48    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36295CK42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3561 | PA      | $3431.52      | 0.00%             | 2043-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6966778 | PA      | $6592965.69   | 0.19%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                           | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      8060000 | PA      | $6646299.37   | 0.19%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                              | Ursa Re II Ltd                                                                   | CUSIP: 91734PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $2923500.00   | 0.08%             | 2023-12-07      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| CAB                                         | CAB SELAS                                                                        | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |      3860000 | PA      | $3309929.45   | 0.10%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176M4M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25885 | PA      | $24987.10     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                 | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $8324918.00   | 0.24%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EASTON RE PTE LTD                           | Easton Re Pte Ltd                                                                | CUSIP: 27777RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       900000 | PA      | $841320.00    | 0.02%             | 2024-01-08      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140LVY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       651717 | PA      | $594216.42    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2486331 | PA      | $1860289.95   | 0.05%             | 2050-03-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-8                                                  | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127992071 | PA      | $744107.51    | 0.02%             | 2051-12-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-2                                          | CUSIP: 74388JAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2777965 | PA      | $1800620.77   | 0.05%             | 2051-04-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138A2VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3467 | PA      | $3356.32      | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | CARLYLE US CLO 2019-4 LTD                                                        | CUSIP: 14317VAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2741949.00   | 0.08%             | 2035-04-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| MED Trust                                   | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13000000 | PA      | $11956976.20  | 0.34%             | 2038-11-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AS2P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3883 | PA      | $3739.45      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XCHD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1984248 | PA      | $1863730.04   | 0.05%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36208R2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3690 | PA      | $3792.51      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merion Re 2022-1                            | Merion Re 2022-1                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $253650.00    | 0.01%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140Q7E52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       437054 | PA      | $386027.70    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36205VU97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2392 | PA      | $2458.98      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust                     | Hundred Acre Wood Trust 2021-INV1                                                | CUSIP: 44590HCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2621102 | PA      | $1830011.96   | 0.05%             | 2051-07-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QG7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       101430 | PA      | $95731.66     | 0.00%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31401XH83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15380 | PA      | $15806.11     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183E3Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83912 | PA      | $80812.04     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620ARL82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         6408 | PA      | $6174.33      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                    | Park-Ohio Industries Inc                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |      5988000 | PA      | $4067887.92   | 0.12%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      8980000 | PA      | $6744429.00   | 0.19%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2020-2A                                      | CUSIP: 64830XBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8601537 | PA      | $8060637.81   | 0.23%             | 2046-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9920000 | PA      | $8919684.06   | 0.26%             | 2051-01-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     19337000 | PA      | $13270138.07  | 0.38%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3131YBED6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       555103 | PA      | $527905.94    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2017-KW02 Mortgage Trust                                                   | CUSIP: 30301RAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4500000 | PA      | $4059142.65   | 0.12%             | 2026-12-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3622A2JQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28035 | PA      | $27156.93     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140LUHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        98701 | PA      | $93026.01     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      5220000 | PA      | $5179681.50   | 0.15%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HLTH CARE FACS F              | New Jersey Health Care Facilities Financing Authority                            | CUSIP: 645790QE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2620000 | PA      | $1870182.20   | 0.05%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182NCD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        68517 | PA      | $66138.30     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    404250000 | PA      | $20263354.67  | 0.58%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B9W67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       170174 | PA      | $154756.59    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3117569 | PA      | $2866654.49   | 0.08%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd              | Palmer Square Loan Funding 2022-1 Ltd                                            | CUSIP: 69701CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1809455.50   | 0.05%             | 2030-04-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                          | Rwanda International Government Bond                                             | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |      5525000 | PA      | $4186734.50   | 0.12%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                         | DataBank Issuer                                                                  | CUSIP: 23802WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2300000 | PA      | $1931823.36   | 0.06%             | 2051-02-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369AEE8<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |       692491 | PA      | $714160.66    | 0.02%             | 2027-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GARDA WORLD SECURITY COR                    | Garda World Security Corp                                                        | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       437000 | PA      | $420881.82    | 0.01%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MJF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       706923 | PA      | $642614.04    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36178GJ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1101561 | PA      | $1060972.41   | 0.03%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                      | Palisades Center Trust 2016-PLSD                                                 | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3190000 | PA      | $2089450.00   | 0.06%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                                   | IMAX Corp                                                                        | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |      1892000 | PA      | $1595735.33   | 0.05%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                               | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      3975000 | PA      | $3524880.14   | 0.10%             | 2031-11-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                    | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |      9950000 | PA      | $8384302.63   | 0.24%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust               | Alen 2021-ACEN Mortgage Trust                                                    | CUSIP: 01449NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5800000 | PA      | $4450065.08   | 0.13%             | 2034-04-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                 | Home RE 2020-1 Ltd                                                               | CUSIP: 43731WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      2870000 | PA      | $2894537.07   | 0.08%             | 2030-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2020 LTD                     | Residential Reinsurance 2020 Ltd                                                 | CUSIP: 76120AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1250000 | PA      | $1165375.00   | 0.03%             | 2024-12-06      | Floating      | 12.40%                | Yes           |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Multifamily Structured Credit Risk                                   | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2750000 | PA      | $2455953.50   | 0.07%             | 2051-01-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ADB5<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |       150000 | PA      | $250305.91    | 0.01%             | 2024-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382AAB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17581078 | PA      | $350042.78    | 0.01%             | 2049-10-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | Cascade Funding Mortgage Trust 2019-RM3                                          | CUSIP: 147271AC4<br>LEI: 549300HU3WTU5KNK1B36 | Long             | ABS-MBS          | CORP              | US        |      3276428 | PA      | $2870442.47   | 0.08%             | 2069-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620ASVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       183822 | PA      | $177075.19    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $3426331.17   | 0.10%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2021-J1                                                      | CUSIP: 75409JDE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4329608 | PA      | $2952244.24   | 0.08%             | 2051-07-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200NBP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        51234 | PA      | $53647.94     | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5400000 | PA      | $5658126.70   | 0.16%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MGLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1536734 | PA      | $1252037.26   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                    | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |      1773598 | PA      | $1485203.45   | 0.04%             | 2028-12-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                           | Four Lakes Re Ltd                                                                | CUSIP: 35087TAC2<br>LEI: 549300MG4RRU6DT7MN54 | Long             | SN               | CORP              | BM        |       500000 | PA      | $459700.00    | 0.01%             | 2025-01-07      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| LONG POINT RE IV LTD                        | Long Point Re IV Ltd                                                             | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2500000 | PA      | $2369250.00   | 0.07%             | 2026-06-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140LTBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       914705 | PA      | $833609.63    | 0.02%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-KHG1 Mortgage Trust                                                   | CUSIP: 30309FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6364000 | PA      | $5695860.19   | 0.16%             | 2027-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36230UFE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        20572 | PA      | $19858.62     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2021-2, 12/31/24                 | Alturas Re 2021-2, 12/31/24                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2639535 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1458000 | PA      | $1118068.26   | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36201L2D5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1930 | PA      | $1978.66      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5650000 | PA      | $3975819.12   | 0.11%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                      | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: 22547AAD3<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |      6660000 | PA      | $166500.00    | 0.00%             | 2028-01-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                        | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      2725000 | PA      | $2400356.42   | 0.07%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36198WTY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15851 | PA      | $15300.80     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36180HHP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1756 | PA      | $1685.40      | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHSHORE RE II LTD                        | Northshore Re II Ltd                                                             | CUSIP: 666842AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $464850.00    | 0.01%             | 2024-01-08      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2022-1                                                    | CUSIP: 81749CAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4100000 | PA      | $2722556.21   | 0.08%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133ASLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        92425 | PA      | $86755.30     | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6417483 | PA      | $5518503.66   | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200AZZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13670 | PA      | $13949.09     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31389JZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1562 | PA      | $1600.31      | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133BEPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       161697 | PA      | $151728.33    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1490000 | PA      | $694770.01    | 0.02%             | 2050-03-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                          | Grinding Media Inc                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |      4409188 | PA      | $4122590.31   | 0.12%             | 2028-10-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       929116 | PA      | $948829.70    | 0.03%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36210B3H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1838 | PA      | $1785.04      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138WJ4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        40920 | PA      | $36703.64     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182BA66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       175885 | PA      | $168778.97    | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |      3172000 | PA      | $2403741.60   | 0.07%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                       | Windstream Escrow LLC / Windstream Escrow Finance Corp                           | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4270000 | PA      | $3479303.90   | 0.10%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4800000 | PA      | $3562625.95   | 0.10%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                    | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc                  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5055000 | PA      | $3274224.60   | 0.09%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                        | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      1625000 | PA      | $1503033.56   | 0.04%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS UNITED AIRLINES HOLDINGS, INC.                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-377027.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140KKZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       176696 | PA      | $166466.45    | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Celadon Re 2022                             | Celadon Re 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1683333 | PA      | $1621265.29   | 0.05%             | 2028-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36177Q7M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       453059 | PA      | $426068.25    | 0.01%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      4539000 | PA      | $2914713.36   | 0.08%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MPR52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       143892 | PA      | $134985.80    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176MER0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2960 | PA      | $2874.04      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gleneagles Re 2022                          | Gleneagles Re 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1250000 | PA      | $1289062.61   | 0.04%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36290N6R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3122 | PA      | $3201.50      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36181LT57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       141763 | PA      | $136536.43    | 0.00%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oakmont Re 2020, 4/30/24                    | Oakmont Re 2020, 4/30/24                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5804192 | PA      | $0.00         | 0.00%             | 2024-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BCLK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2131540 | PA      | $436642.64    | 0.01%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200NYP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        66042 | PA      | $69152.80     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2017-KW03 Mortgage Trust                                                   | CUSIP: 30302YAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2800000 | PA      | $2577820.84   | 0.07%             | 2027-07-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| PHOENIX ONE RE, 1/4/27                      | PHOENIX ONE RE, 1/4/27                                                           | CUSIP: 000000000<br>LEI: 254900OK0APRPP1W0Z09 | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $1132100.00   | 0.03%             | 2027-01-04      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| TMS INTERNATIONAL CORP                      | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |      4375000 | PA      | $3129262.50   | 0.09%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                           | Matterhorn Re Ltd                                                                | CUSIP: 577092AQ2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |       750000 | PA      | $640275.00    | 0.02%             | 2025-03-24      | Floating      | 12.05%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140GPS58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1490325 | PA      | $1424414.67   | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138E4ZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       925745 | PA      | $889031.96    | 0.03%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $945464.52    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XD6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6501578 | PA      | $5542368.67   | 0.16%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AILSA RE 2022                               | AILSA RE 2022                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1250000 | PA      | $1241343.32   | 0.04%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182WCZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       331587 | PA      | $319341.70    | 0.01%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137F8M83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2928431 | PA      | $569658.58    | 0.02%             | 2050-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138A74H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       140263 | PA      | $139047.15    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANCASTER CNTY NE SCH DIST #1               | Lancaster County School District 001                                             | CUSIP: 514014TU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       970000 | PA      | $615581.40    | 0.02%             | 2043-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $7238632.00   | 0.21%             | 2036-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36202SGX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        12492 | PA      | $13035.45     | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31371K2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1631 | PA      | $1687.18      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                       | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1880000 | PA      | $1922337.60   | 0.06%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HIDROVIAS INT FIN SARL                      | Hidrovias International Finance SARL                                             | CUSIP: 42953LAB8<br>LEI: 222100RBWNBUZOTA9381 | Long             | DBT              | CORP              | LU        |      4910000 | PA      | $3636843.14   | 0.10%             | 2031-02-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                          | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      2700000 | PA      | $1927309.79   | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                              | Bonanza RE Ltd                                                                   | CUSIP: 09785EAJ0<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |       250000 | PA      | $200000.00    | 0.01%             | 2025-03-16      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183SDZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3752 | PA      | $3600.55      | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140HB6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13769 | PA      | $13128.88     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36295C7F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        43389 | PA      | $43987.45     | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust              | Home Partners of America 2019-1 Trust                                            | CUSIP: 43731QAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       607101 | PA      | $517368.61    | 0.01%             | 2039-09-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                              | Oaktown Re V Ltd                                                                 | CUSIP: 67401JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2630000 | PA      | $2619623.34   | 0.08%             | 2030-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                    | Liberty Mutual Insurance Co                                                      | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |     22651000 | PA      | $24464111.75  | 0.70%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST THRUWAY AUTH PERSO              | New York State Thruway Authority                                                 | CUSIP: 650028XL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1950000 | PA      | $1473634.50   | 0.04%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISOSCELES RE 2022-A CLASS B                 | ISOSCELES RE 2022-A CLASS B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $2600.00      | 0.00%             | 2028-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FXFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3270787 | PA      | $2883445.80   | 0.08%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pangaea Re 2018-1, 12/31/21                 | Pangaea Re 2018-1, 12/31/21                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4750000 | PA      | $100008.80    | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                         | STACR Trust 2018-HRP2                                                            | CUSIP: 35564ACB5<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |      4550000 | PA      | $4539913.56   | 0.13%             | 2047-02-25      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 3137G0SK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      3630000 | PA      | $3457839.26   | 0.10%             | 2042-12-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| La Hipotecaria SA                           | La Hipotecaria Mortgage Trust 2019-2                                             | CUSIP: 50346XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2082246 | PA      | $1952105.50   | 0.06%             | 2046-09-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                      | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3400000 | PA      | $2296633.43   | 0.07%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          360 | NC      | $81256.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visio 2019-2 Trust                          | Visio 2019-2 Trust                                                               | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       800000 | PA      | $559343.44    | 0.02%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133KYV97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7532084 | PA      | $6086571.42   | 0.17%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                           | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   2993000000 | PA      | $6437022.37   | 0.18%             | 2023-02-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management US Clo 6 Ltd                                          | CUSIP: 38137WAW5<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |      4250000 | PA      | $3719136.75   | 0.11%             | 2035-04-20      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXC32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        96923 | PA      | $95684.60     | 0.00%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS VA TRANSPRTN ACC              | Hampton Roads Transportation Accountability Commission                           | CUSIP: 409328BT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       830000 | PA      | $750984.00    | 0.02%             | 2057-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31419AVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1600093 | PA      | $1562845.60   | 0.04%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36213FPJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38308 | PA      | $39836.45     | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133B9WJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2050950 | PA      | $1864945.18   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                           | Four Lakes Re Ltd                                                                | CUSIP: 35087TAA6<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |      1500000 | PA      | $1377300.00   | 0.04%             | 2024-01-05      | Floating      | 11.72%                | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2019-KJ24 Mortgage Trust                                                   | CUSIP: 30312FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5817030 | PA      | $5287726.45   | 0.15%             | 2027-10-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21610000 | PA      | $19729512.93  | 0.57%             | 2042-02-25      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183E3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8889 | PA      | $8604.26      | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36198K6A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        35752 | PA      | $34713.76     | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      4435000 | PA      | $3482570.45   | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                               | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      5270000 | PA      | $4043144.00   | 0.12%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36225BEG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          426 | PA      | $437.78       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                  | Blackbird Capital Aircraft                                                       | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4176690 | PA      | $3145513.82   | 0.09%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                    | Banque Ouest Africaine de Developpement                                          | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |      8430000 | PA      | $7162128.00   | 0.21%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-KG05 Mortgage Trust                                                   | CUSIP: 30318WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123332856 | PA      | $705315.94    | 0.02%             | 2031-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3000000 | PA      | $3018638.61   | 0.09%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A10 Securitization                          | A10 Bridge Asset Financing 2019-B LLC                                            | CUSIP: 000299AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3302548.20   | 0.09%             | 2040-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AS5J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9413742 | PA      | $918704.99    | 0.03%             | 2042-07-15      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Bantry Re 2021, 12/31/24                    | Bantry Re 2021, 12/31/24                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3932000 | PA      | $351491.51    | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                       | Neptune Energy Bondco PLC                                                        | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |      8985000 | PA      | $8724505.44   | 0.25%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      2500000 | PA      | $2218750.00   | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                            | Simpar Europe SA                                                                 | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |      2785000 | PA      | $2109637.50   | 0.06%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MGM99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       959323 | PA      | $781672.65    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                           | Imperial Fund Mortgage Trust 2021-NQM2                                           | CUSIP: 452761AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4350000 | PA      | $2281996.95   | 0.07%             | 2056-09-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                               | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     23889000 | PA      | $19408572.42  | 0.56%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ISOSCELES INS LTD                           | Isosceles Insurance Ltd                                                          | CUSIP: 000000000<br>LEI: 549300Z6XR6RO3X4DF96 | Long             | DBT              | CORP              | BM        |      1500000 | PA      | $1455000.00   | 0.04%             | 2023-07-10      | Floating      | 7.67%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31292K2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       292468 | PA      | $290258.62    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36296VLW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16814 | PA      | $17267.28     | 0.00%             | 2038-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176F7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        12226 | PA      | $11871.32     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ACW0<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |         3608 | PA      | $91978.45     | 0.00%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31408BRF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        48585 | PA      | $49820.80     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Torricelli Re 2021, 7/31/25                 | Torricelli Re 2021, 7/31/25                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2818951 | PA      | $158425.05    | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        78433 | PA      | $80044.64     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138LVQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        77105 | PA      | $74304.01     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OREGON ST HLTH & SCIENCE UNIV               | Oregon Health & Science University                                               | CUSIP: 685869HG7<br>LEI: 549300XTWOAGON8L2G98 | Long             | DBT              | MUN               | US        |      1705000 | PA      | $1264530.30   | 0.04%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-1                                                    | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3100086 | PA      | $1939612.44   | 0.06%             | 2051-03-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133KN3N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1860452 | PA      | $1850657.97   | 0.05%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36182R5H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13995 | PA      | $13389.51     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2022-INV1                                               | CUSIP: 465973BY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8626307 | PA      | $5787180.82   | 0.17%             | 2052-03-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FXHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       516732 | PA      | $478541.11    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200MLZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         6384 | PA      | $6546.69      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4325000 | PA      | $3979021.19   | 0.11%             | 2036-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE NC ARPT REVENUE                   | City of Charlotte NC Airport Revenue                                             | CUSIP: 161036TR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1930000 | PA      | $1789766.20   | 0.05%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9QP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2000827 | PA      | $1923609.20   | 0.06%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co              | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      3500000 | PA      | $2771993.00   | 0.08%             | 2034-02-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2020, 2/28/22                | Ballybunion Re 2020, 2/28/22                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      6000000 | PA      | $677844.39    | 0.02%             | 2023-02-28      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| LIGHT SERVICOS ENERGIA                      | Light Servicos de Eletricidade SA/Light Energia SA                               | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      9225000 | PA      | $7694865.12   | 0.22%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-7                                                  | CUSIP: 46592NCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6537182 | PA      | $4011471.42   | 0.12%             | 2051-11-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOHO Trust 2021-SOHO                        | Soho Trust 2021-SOHO                                                             | CUSIP: 83410JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1163789.40   | 0.03%             | 2038-08-10      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10150000 | PA      | $7123660.78   | 0.20%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2020, 12/31/23                  | Harambee Re 2020, 12/31/23                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $44400.00     | 0.00%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                       | Grifols Escrow Issuer SA                                                         | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |      2625000 | PA      | $2353317.42   | 0.07%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418D6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36743 | PA      | $34511.61     | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138AUND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2284 | PA      | $2193.72      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $892019.00    | 0.03%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card               | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7750000 | PA      | $7215523.58   | 0.21%             | 2026-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176UVY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        29344 | PA      | $28326.06     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EBLT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        85410 | PA      | $82021.19     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36290RP49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        54867 | PA      | $57189.34     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31407HVK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        21106 | PA      | $21399.67     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                     | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      9276000 | PA      | $8586620.57   | 0.25%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36184JAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       533998 | PA      | $498266.50    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-569812.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B5TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1863169 | PA      | $193335.99    | 0.01%             | 2049-08-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                             | IHS Holding Ltd                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      1615000 | PA      | $1333182.50   | 0.04%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                    | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3125000 | PA      | $2687500.00   | 0.08%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133ARDX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4423084 | PA      | $3754788.88   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31417BZ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1476526 | PA      | $1417946.81   | 0.04%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AEJR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5863 | PA      | $5653.91      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association       | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7507998.74   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta              | Mello Mortgage Capital Acceptance 2021-MTG1                                      | CUSIP: 585495EJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3112889 | PA      | $2039394.79   | 0.06%             | 2051-04-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31417BA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       563578 | PA      | $541220.92    | 0.02%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Versutus Re 2019-B, 12/31/21                | Versutus Re 2019-B, 12/31/21                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       852358 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5802109 | PA      | $4787062.35   | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                                              | CUSIP: 37443GAH4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7018000 | PA      | $2487881.00   | 0.07%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2022-2 Trust                              | CUSIP: 949930AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8970000 | PA      | $5996499.72   | 0.17%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-20128.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11355000 | PA      | $10382544.51  | 0.30%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEY COMMERCIAL MORTGAGE TRUST               | Key Commercial Mortgage Securities Trust 2019-S2                                 | CUSIP: 49307XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5600000 | PA      | $5017103.28   | 0.14%             | 2052-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183PA64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        69459 | PA      | $66920.28     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2020-CBM Mortgage Trust                                                     | CUSIP: 20049AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3912000 | PA      | $3301456.51   | 0.09%             | 2037-02-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2022-3                                                       | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2441141 | PA      | $1632124.87   | 0.05%             | 2052-05-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                              | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     10355000 | PA      | $9684871.41   | 0.28%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                           | Sanders RE II Ltd                                                                | CUSIP: 80000WAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |       250000 | PA      | $245000.00    | 0.01%             | 2023-06-07      | Floating      | 10.21%                | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Bayview MSR Opportunity Master Fund Trust 2022-INV5                              | CUSIP: 07336TCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3691709 | PA      | $2624818.32   | 0.08%             | 2052-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company         | EUR/NOK FORWARD                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |            1 | NC      | $81315.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2000000 | PA      | $1348484.00   | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176HKG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3554 | PA      | $3451.31      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022-2                       | Ballybunion Re 2022-2                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $3046529.64   | 0.09%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Mello Mortgage Capital Accepta              | Mello Mortgage Capital Acceptance                                                | CUSIP: 585494CE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4035058 | PA      | $2631150.97   | 0.08%             | 2051-06-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WALTON HEATH RE 2022                        | WALTON HEATH RE 2022                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2000000 | PA      | $1861909.59   | 0.05%             | 2027-12-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| COMMSCOPE INC                               | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      4120000 | PA      | $3321544.00   | 0.10%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31371LFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25028 | PA      | $25883.54     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                      | Standard Chartered PLC                                                           | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     21130000 | PA      | $15889775.64  | 0.46%             | 2033-01-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Versutus Re 2019-A, 12/31/21                | Versutus Re 2019-A, 12/31/21                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2647642 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3132DWCR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1245338 | PA      | $1168657.16   | 0.03%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31397NR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       214763 | PA      | $211272.24    | 0.01%             | 2029-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Stacr Remic Trust 2020-HQA2                                          | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2519783 | PA      | $2554714.92   | 0.07%             | 2050-03-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620AQ6X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        62924 | PA      | $60602.90     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2021-K131 Mortgage Trust                                                   | CUSIP: 30320UAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81525498 | PA      | $518453.25    | 0.01%             | 2054-09-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH              | Maricopa County Industrial Development Authority                                 | CUSIP: 56682HDB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2370000 | PA      | $1678410.30   | 0.05%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      1328000 | PA      | $1182646.60   | 0.03%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Trust 2019-5                                              | CUSIP: 75575MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2659000 | PA      | $2365929.01   | 0.07%             | 2052-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                           | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |      2150000 | PA      | $1996337.35   | 0.06%             | 2039-02-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ISOSCELES RE 2022 G1                        | ISOSCELES RE 2022 G1                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1750000 | PA      | $1747900.00   | 0.05%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140KPNP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       201990 | PA      | $174248.03    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                    | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      3805000 | PA      | $3047000.58   | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31371KUB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          691 | PA      | $714.51       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES                     | Western Global Airlines LLC                                                      | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6290000 | PA      | $4723355.36   | 0.14%             | 2025-08-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                           | Owens & Minor Inc                                                                | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |      3492450 | PA      | $3501181.13   | 0.10%             | 2029-03-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31414SYM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        99091 | PA      | $101136.04    | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36210ARN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        54643 | PA      | $56677.80     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MFKW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       202156 | PA      | $169261.37    | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                  | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     11740000 | PA      | $9758875.00   | 0.28%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2022-INV3                                             | CUSIP: 46593FAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6102457 | PA      | $4093715.94   | 0.12%             | 2052-09-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                           | Battalion CLO IX Ltd                                                             | CUSIP: 07132GAE0<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |      3295000 | PA      | $2538902.94   | 0.07%             | 2031-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| XCAL 2021-CT-2 Mortgage Trust               | XCAL 2021-CT-2 MORTGAGE TRUST                                                    | CUSIP: 98401WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5200000 | PA      | $5129974.20   | 0.15%             | 2023-04-06      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31418D4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        69519 | PA      | $65331.06     | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | CDS UNITED AIRLINES HOLDINGS, INC.                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-232233.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                              | SLIDE 2018-FUN                                                                   | CUSIP: 831350AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1731783 | PA      | $1691640.00   | 0.05%             | 2031-06-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 3132XUZP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       116014 | PA      | $104020.94    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                                 | RBS Commercial Funding Inc 2013-SMV Trust                                        | CUSIP: 74932BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7050000 | PA      | $6274500.00   | 0.18%             | 2031-03-11      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FXKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1944379 | PA      | $1726487.95   | 0.05%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PT Bakrie & Brothers TBK                    | PT Bakrie & Brothers TBK                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |  15039758000 | PA      | $150711.56    | 0.00%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183LFB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        19914 | PA      | $19113.44     | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140KLYF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       649807 | PA      | $561393.87    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Old Head Re 2022, 12/31/2027                | Old Head Re 2022, 12/31/2027                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $125000.00    | 0.00%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2021-J2                                                                | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3116601 | PA      | $2195393.03   | 0.06%             | 2051-04-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140GR5B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       115232 | PA      | $107633.33    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31407CNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       307760 | PA      | $314290.20    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ACT7<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |       360000 | PA      | $173783.93    | 0.00%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BX Trust                                    | BX Trust 2022-PSB                                                                | CUSIP: 05606DAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5807808 | PA      | $5761266.65   | 0.17%             | 2039-08-15      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $6853117.50   | 0.20%             | 2036-10-16      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                    | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      4950371 | PA      | $4257319.06   | 0.12%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Berwick Re 2018-1, 12/31/21                 | Berwick Re 2018-1, 12/31/21                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     13924181 | PA      | $1076339.19   | 0.03%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $5609101.20   | 0.16%             | 2036-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co               | Sierra Timeshare 2020-2 Receivables Funding LLC                                  | CUSIP: 826525AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1198878 | PA      | $1146437.96   | 0.03%             | 2037-07-20      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140N6WZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       497425 | PA      | $498760.11    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       854476 | PA      | $803650.78    | 0.02%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                  | Atkore Inc                                                                       | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2229500.00   | 0.06%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $297225.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2019-KS12 Mortgage Trust                                                   | CUSIP: 30311XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8500000 | PA      | $7633070.55   | 0.22%             | 2029-08-25      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-KSW4 Mortgage Trust                                                   | CUSIP: 302960AH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1779141 | PA      | $1629716.83   | 0.05%             | 2028-10-25      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                         | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2496289.40   | 0.07%             | 2059-05-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2021-J1                                                      | CUSIP: 75409JDH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1770243 | PA      | $1008461.26   | 0.03%             | 2051-07-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                 | Diamond Resorts Owner Trust 2019-1                                               | CUSIP: 252722AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1252001 | PA      | $1215487.39   | 0.03%             | 2032-02-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor              | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-17                    | CUSIP: 22541QJM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       590982 | PA      | $5.91         | 0.00%             | 2033-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Desarrolladora Homex SAB de CV              | Desarrolladora Homex SAB de CV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      1018282 | NS      | $1410.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2022-LTV2                                    | CUSIP: 36266PBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2927831 | PA      | $1993167.85   | 0.06%             | 2052-07-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Adare Re 2022 12/31/27                      | Adare Re 2022 12/31/27                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       754500 | PA      | $791114.16    | 0.02%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133KYWD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4706462 | PA      | $3803271.93   | 0.11%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                       | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10000000 | PA      | $9186152.20   | 0.26%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       697371 | PA      | $699119.03    | 0.02%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12905888 | PA      | $11858587.38  | 0.34%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                     | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     14170000 | PA      | $13385855.72  | 0.38%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      2435000 | PA      | $2248917.30   | 0.06%             | 2033-08-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2020-HQA4                                          | CUSIP: 35565RBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3190000 | PA      | $3257779.53   | 0.09%             | 2050-09-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Port Royal Re 2022                          | Port Royal Re 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $248750.00    | 0.01%             | 2028-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| First Eagle BSL CLO LLC                     | First Eagle BSL CLO 2019-1 Ltd                                                   | CUSIP: 32010GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2583426.00   | 0.07%             | 2033-01-20      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      2040000 | PA      | $1720172.88   | 0.05%             | 2033-08-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36183B7G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        33820 | PA      | $32761.99     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38382AFH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25715947 | PA      | $3339768.66   | 0.10%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co              | Traingle Re 2021-1 Ltd                                                           | CUSIP: 89600FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      1830000 | PA      | $1814201.98   | 0.05%             | 2033-08-25      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                 | Gulf Stream Meridian 3 Ltd                                                       | CUSIP: 40256XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1106833.75   | 0.03%             | 2034-04-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Vermillion Re 2022                          | Vermillion Re 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1750000 | PA      | $1774850.00   | 0.05%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 3620AR2D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1829 | PA      | $1843.15      | 0.00%             | 2037-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORRICELLI RE 2022                          | TORRICELLI RE 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $2974800.00   | 0.09%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38705 | PA      | $39987.89     | 0.00%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                     | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |     12093000 | PA      | $7479520.50   | 0.21%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pangaea Re 2019-1, 2/1/23                   | Pangaea Re 2019-1, 2/1/23                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3891425 | PA      | $81087.47     | 0.00%             | 2023-02-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ISOSCELES RE 2022-A CLASS C                 | ISOSCELES RE 2022-A CLASS C                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1250000 | PA      | $750.00       | 0.00%             | 2028-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ExteNet Systems                             | ExteNet LLC 2019-1                                                               | CUSIP: 30227XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $5599618.20   | 0.16%             | 2049-07-26      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2021-1                                          | CUSIP: 74387YAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2861774 | PA      | $2094018.42   | 0.06%             | 2051-04-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Portrush Re 2017, 6/15/22                   | Portrush Re 2017, 6/15/22                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2200000 | PA      | $467940.00    | 0.01%             | 2023-06-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MONTGOMERY CNTY PA HGR EDU & H              | Montgomery County Higher Education and Health Authority                          | CUSIP: 613603G78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3655000 | PA      | $3008430.50   | 0.09%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout              | Finance of America HECM Buyout 2022-HB1                                          | CUSIP: 31735JAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9460000 | PA      | $8514367.05   | 0.24%             | 2032-02-25      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                  | MFA 2021-RPL1 Trust                                                              | CUSIP: 55283QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7172000 | PA      | $5386883.46   | 0.15%             | 2060-07-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11915431 | PA      | $11560719.42  | 0.33%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36000000 | PA      | $29284569.36  | 0.84%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY ACQUISITION LP                       | Energy Acquisition Co Inc                                                        | CUSIP: 29279EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1362373 | PA      | $1229116.56   | 0.04%             | 2025-06-26      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 3617GSGY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1357729 | PA      | $1293301.66   | 0.04%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5575000 | PA      | $4615932.75   | 0.13%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master              | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336LAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5970020 | PA      | $4004929.41   | 0.11%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 312932ZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          548 | PA      | $553.91       | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2589409 | PA      | $2498520.84   | 0.07%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138YKFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2600018 | PA      | $2420377.26   | 0.07%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140MGT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       158784 | PA      | $144401.30    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                            | CUSIP: 31292H5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        20094 | PA      | $20803.50     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2021-2                                                       | CUSIP: 74936RBY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2012649 | PA      | $1325932.59   | 0.04%             | 2051-06-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36211LE65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5849 | PA      | $5633.04      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                        | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      5375000 | PA      | $4746017.50   | 0.14%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association   | NOK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1110251.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                             | Sector Re V Ltd                                                                  | CUSIP: 81369ADW9<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |      2753972 | PA      | $2945222.78   | 0.08%             | 2026-12-01      | Floating      | 4.42%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140GVE92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1044475 | PA      | $997201.23    | 0.03%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                    | Banque Ouest Africaine de Developpement                                          | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |      2860000 | PA      | $2682165.20   | 0.08%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                       | B Riley Financial Inc                                                            | CUSIP: 05580M702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         3505 | NS      | $85522.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sussex Re 2021-1, 12/31/24                  | Sussex Re 2021-1, 12/31/24                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $90800.00     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Pangaea Re 2019-3, 7/1/23                   | Pangaea Re 2019-3, 7/1/23                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5220725 | PA      | $187794.21    | 0.01%             | 2023-07-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133AKL99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       103641 | PA      | $97455.93     | 0.00%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                      | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      1346400 | PA      | $1287187.78   | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XHQA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1921534 | PA      | $1930389.60   | 0.06%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus              | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9600000 | PA      | $7587350.40   | 0.22%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31376KR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       283018 | PA      | $289026.39    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36176MWE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       585659 | PA      | $561147.83    | 0.02%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9983769 | PA      | $8649211.51   | 0.25%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2021-HB5 LLC                                                                | CUSIP: 12526PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1250000 | PA      | $1154580.50   | 0.03%             | 2031-02-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-7FRB                                               | CUSIP: 46650AAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       931000 | PA      | $701848.87    | 0.02%             | 2046-04-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31387DM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          295 | PA      | $302.03       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138AP5D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       247342 | PA      | $244486.28    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31417CJP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1316718 | PA      | $1232523.06   | 0.04%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620A6DV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4441 | PA      | $4256.77      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2020-1 LLC                                                      | CUSIP: 96034LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1347834 | PA      | $1327290.61   | 0.04%             | 2034-03-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140F4BF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       585117 | PA      | $546820.92    | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management               | JPMorgan Chase Bank NA - JPMWM                                                   | CUSIP: 46591HBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2354784 | PA      | $2046531.18   | 0.06%             | 2051-03-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                            | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8000000 | PA      | $5193884.00   | 0.15%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 3620C55R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4657 | PA      | $4468.55      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2021-PJ9                                     | CUSIP: 36263CBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2569120 | PA      | $1649253.57   | 0.05%             | 2052-02-26      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                         | 522 Funding CLO 2019-5 Ltd                                                       | CUSIP: 33829UAA1<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $3981977.25   | 0.11%             | 2035-04-15      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                     | Bahamas Government International Bond                                            | CUSIP: 056732AL4<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      5815000 | PA      | $4664572.26   | 0.13%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2975000 | PA      | $1970937.50   | 0.06%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36230UG45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       261421 | PA      | $251784.13    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36179BNU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       262929 | PA      | $254619.62    | 0.01%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL              | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 48128U2R9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3070000 | PA      | $2760114.51   | 0.08%             | 2028-12-26      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                             | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      4985000 | PA      | $3821888.33   | 0.11%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      8750000 | PA      | $8876797.39   | 0.25%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                       | Tricon American Homes 2020-SFR2 Trust                                            | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4250000 | PA      | $3475836.15   | 0.10%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136B47J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2381427 | PA      | $142334.08    | 0.00%             | 2049-07-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17326QAF0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      2029190 | PA      | $1375887.41   | 0.04%             | 2064-09-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $250568.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36200QLP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          375 | PA      | $387.63       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                               | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4987084 | PA      | $4582388.55   | 0.13%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                    | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      4608000 | PA      | $4495528.40   | 0.13%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3138ANC76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2509681 | PA      | $2480711.72   | 0.07%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107000000 | PA      | $85733750.00  | 2.46%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KILIMANJARO III RE LTD                      | Kilimanjaro III Re Ltd                                                           | CUSIP: 49407PAL4<br>LEI: 254900T37LD5YQ545V53 | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $897400.00    | 0.03%             | 2025-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2019, 12/31/22                    | Thopas Re 2019, 12/31/22                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $5100.00      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36296QRJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2891 | PA      | $2793.33      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140FXKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7836125 | PA      | $7188851.39   | 0.21%             | 2058-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA/France                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1835000 | PA      | $1375778.75   | 0.04%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2022-2, 12/31/2027               | Alturas Re 2022-2, 12/31/2027                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2106552 | PA      | $1975313.81   | 0.06%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT US Long Bond                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1194 | NC      | $-2192949.48  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38378GJK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       151325 | PA      | $149931.28    | 0.00%             | 2041-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                      | Energizer Gamma Acquisition BV                                                   | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |      6020000 | PA      | $5117181.96   | 0.15%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                      | Cidron Aida Finco Sarl                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |      2405000 | PA      | $2194703.49   | 0.06%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                    | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: 00654CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      3849975 | PA      | $2868231.38   | 0.08%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re 2020-3 Ltd                                                         | CUSIP: 07877KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       840000 | PA      | $816067.90    | 0.02%             | 2030-10-25      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140X7QE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2052651 | PA      | $1762780.70   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36291UEC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        75243 | PA      | $76316.09     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36290YUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        45430 | PA      | $44823.68     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                      | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2F3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  76270000000 | PA      | $6360458.47   | 0.18%             | 2024-07-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                                | CUSIP: 36209SD65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5751 | PA      | $5551.74      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2492631.00   | 0.07%             | 2032-01-25      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                      | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $24943989.00  | 0.72%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

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

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

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