# EDGAR Filing Document

**Accession Number:** 0001174520
**File Stem:** 0001752724-23-038323
**Filing Date:** 2023-2
**Character Count:** 667898
**Document Hash:** 8c4a7d6d9e79bb1421a5deb786947de9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038323.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038323

**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**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIONEER SERIES TRUST X
- **CENTRAL INDEX KEY:** 0001174520
- **IRS NUMBER:** 030460956
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21108
- **FILM NUMBER:** 23664183

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIONEER FUNDAMENTAL GROWTH FUND
- **DATE OF NAME CHANGE:** 20051213

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIONEER LARGE CAP GROWTH FUND
- **DATE OF NAME CHANGE:** 20020530

## Series and Classes Contracts Data

### Pioneer Multi-Asset Ultrashort Income Fund (Series ID: S000031915)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000099384 | Pioneer Multi-Asset Ultrashort Income Fund: Class A  | MAFRX           |
| C000099385 | Pioneer Multi-Asset Ultrashort Income Fund: Class C  | MCFRX           |
| C000099386 | Pioneer Multi-Asset Ultrashort Income Fund: Class Y  | MYFRX           |
| C000123824 | Pioneer Multi-Asset Ultrashort Income Fund: Class K  | MAUKX           |
| C000129913 | Pioneer Multi-Asset Ultrashort Income Fund: Class C2 | MAUCX           |

## Nport-Ex

## Pioneer Multi-Asset Ultrashort Income Fund
Schedule of Investments \| December 31, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| **A: MAFRX** | **C: MCFRX** | **C2: MAUCX** | **K: MAUKX** | **Y: MYFRX** |

---

------

### 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 — 97.4%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Senior Secured Floating Rate Loan<br> Interests — 2.4% of Net Assets\*(a)** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Advertising Sales — 0.1%** |  |
| 967500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc., Term B Loan, 7.915% (LIBOR + 350 bps), 8/21/26 | $880970 |
| 1475298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Outfront Media Capital LLC (Outfront Media Capital Corporation), Extended Term Loan, 6.134% (LIBOR + 175 bps), 11/18/26 | &nbsp;&nbsp; 1432883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Advertising Sales** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2313853** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Advertising Services — 0.0%†** |  |
| 742500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dotdash Meredith, Inc., Term Loan B, 8.224% (Term SOFR + 400 bps), 12/1/28 | $650925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Advertising Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **650925** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Aerospace & Defense — 0.0%†** |  |
| 1482813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ADS Tactical, Inc., Initial Term Loan, 10.139% (LIBOR + 575 bps), 3/19/26 | $1334531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Aerospace & Defense** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1334531** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Auto Parts & Equipment — 0.0%†** |  |
| 489668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IXS Holdings, Inc., Initial Term Loan, 7.816% (LIBOR + 425 bps), 3/5/27 | $387450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Auto Parts & Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **387450** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Auto-Truck Trailers — 0.0%†** |  |
| 1488750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novae LLC, Tranche B Term Loan, 9.696% (Term SOFR + 500 bps), 12/22/28 | $1271020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Auto-Truck Trailers** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1271020** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Batteries/Battery Systems — 0.0%†** |  |
| 721250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, Inc., 2020 Term Loan, 6.625% (LIBOR + 225 bps), 12/22/27 | $709530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Batteries/Battery Systems** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **709530** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Building & Construction — 0.0%†** |  |
| 1229945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Service Logic Acquisition, Inc., First Lien Closing Date Initial Term Loan, 8.415% (LIBOR + 400 bps), 10/29/27 | $1168448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Building & Construction** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1168448** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Building & Construction Products — 0.0%†** |  |
| 491250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cornerstone Building Brands, Inc., Tranche B Term Loan, 7.568% (LIBOR + 325 bps), 4/12/28 | $443200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Building & Construction Products** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **443200** |

---

1Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Building Materials — 0.0%†** |  |
| 992500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LHS Borrower LLC, Initial Term Loan, 9.173% (Term SOFR + 475 bps), 2/16/29 | $812609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Building Materials** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **812609** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Cable & Satellite Television — 0.1%** |  |
| 2946701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC, Term B-2 Loan, 6.14% (LIBOR + 175 bps), 2/1/27 | $2882471 |
| 990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radiate Holdco LLC, Amendment No. 6 Term Loan, 7.634% (LIBOR + 325 bps), 9/25/26 | &nbsp;&nbsp; 809944 |
| 1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virgin Media Bristol LLC, Facility Q, 7.568% (LIBOR + 325 bps), 1/31/29 | &nbsp;&nbsp; 1016191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Cable & Satellite Television** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4708606** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Casino Services — 0.1%** |  |
| 1605009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flutter Entertainment Plc, USD Term Loan, 6.98% (LIBOR + 225 bps), 7/21/26 | $1586842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Casino Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1586842** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Cellular Telecom — 0.0%†** |  |
| 1234375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Xplornet Communications, Inc., First Lien Refinancing Term Loan, 8.383% (LIBOR + 400 bps), 10/2/28 | $964356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Cellular Telecom** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **964356** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Chemicals-Diversified — 0.1%** |  |
| 2561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mativ Holdings, Inc., Term B Loan, 8.188% (Term SOFR + 375 bps), 4/20/28 | $2432950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Chemicals-Diversified** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2432950** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Chemicals-Specialty — 0.1%** |  |
| 985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 7.133% (LIBOR + 275 bps), 1/29/26 | $970225 |
| 990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp., Initial Dollar Term Loan, 8.50% (LIBOR + 375 bps), 11/9/28 | &nbsp;&nbsp; 953013 |
| 1719380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tronox Finance LLC, First Lien Refinancing Term Loan, 6.634% (LIBOR + 225 bps), 3/10/28 | &nbsp;&nbsp; 1670235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Chemicals-Specialty** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3593473** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Services — 0.1%** |  |
| 1110937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CoreLogic, Inc. (fka First American Corporation), First Lien Initial Term Loan, 7.938% (LIBOR + 350 bps), 6/2/28 | $929947 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/222

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Services — (continued)** |  |
| 471438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pre-Paid Legal Services, Inc., First Lien Initial Term Loan, 8.134% (LIBOR + 375 bps), 12/15/28 | $454701 |
| 1765715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trans Union LLC, 2019 Replacement Term B-5 Loan, 6.134% (LIBOR + 175 bps), 11/16/26 | &nbsp;&nbsp; 1744748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Commercial Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3129396** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Computer Data Security — 0.1%** |  |
| 1237500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magenta Buyer LLC, First Lien Initial Term Loan, 9.17% (LIBOR + 475 bps), 7/27/28 | $1065797 |
| 692982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vision Solutions, Inc. (Precisely Software Incorporated), First Lien Third Amendment Term Loan, 8.358% (LIBOR + 400 bps), 4/24/28 | &nbsp;&nbsp; 576619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Computer Data Security** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1642416** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Computer Software — 0.0%†** |  |
| 496250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cornerstone OnDemand, Inc., First Lien Initial Term Loan, 8.134% (LIBOR + 375 bps), 10/16/28 | $445385 |
| 393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rackspace Technology Global, Inc., First Lien 2021 Term B Loan, 7.38% (LIBOR + 275 bps), 2/15/28 | &nbsp;&nbsp; 247426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Computer Software** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **692811** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Consulting Services — 0.0%†** |  |
| 925900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MAG DS Corp., Initial Term Loan, 10.23% (LIBOR + 550 bps), 4/1/27 | $851828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Consulting Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **851828** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Consumer Products — 0.0%†** |  |
| 491250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands, Inc., 2021 Term Loan, 6.42% (LIBOR + 200 bps), 3/3/28 | $483881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Consumer Products** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **483881** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Containers-Paper & Plastic — 0.1%** |  |
| 2827375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berry Global, Inc., Term Z Loan, 6.024% (LIBOR + 175 bps), 7/1/26 | $2809866 |
| 1476313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ProAmpac PG Borrower LLC, First Lien 2020-1 Term Loan, 7.959% (LIBOR + 375 bps), 11/3/25 | &nbsp;&nbsp; 1417567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Containers-Paper & Plastic** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4227433** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Cruise Lines — 0.1%** |  |
| 1462500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp., Initial Advance, 7.384% (LIBOR + 300 bps), 6/30/25 | $1404000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Cruise Lines** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1404000** |

---

3Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Diagnostic Equipment — 0.0%†** |  |
| 1471826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Curia Global, Inc., First Lien 2021 Term Loan, 8.165% (LIBOR + 375 bps), 8/30/26 | $1215482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Diagnostic Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1215482** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Direct Marketing — 0.0%†** |  |
| 647473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Red Ventures LLC (New Imagitas, Inc.), First Lien Term B-2 Loan, 6.884% (LIBOR + 250 bps), 11/8/24 | $644640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Direct Marketing** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **644640** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Disposable Medical Products — 0.1%** |  |
| 992500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Medline Borrower, LP, Initial Dollar Term Loan, 7.634% (LIBOR + 325 bps), 10/23/28 | $944797 |
| 900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sotera Health Holdings LLC, First Lien Refinancing Loan, 7.165% (LIBOR + 275 bps), 12/11/26 | &nbsp;&nbsp; 836438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Disposable Medical Products** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1781235** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**E-Commerce — 0.0%†** |  |
| 491250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CNT Holdings I Corp., First Lien Initial Term Loan, 7.239% (Term SOFR + 350 bps), 11/8/27 | $476513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total E-Commerce** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **476513** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electric-Generation — 0.0%†** |  |
| 886132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eastern Power LLC (Eastern Covert Midco LLC), Term Loan, 8.48% (LIBOR + 375 bps), 10/2/25 | $790042 |
| 551696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Company LLC (fka Tex Operations Company LLC), 2018 Incremental Term Loan, 6.089% (LIBOR + 175 bps), 12/31/25 | &nbsp;&nbsp; 547715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electric-Generation** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1337757** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electric-Integrated — 0.0%†** |  |
| 479452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pike Corp., 2028 Initial Term Loan, 7.39% (LIBOR + 300 bps), 1/21/28 | $473060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electric-Integrated** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **473060** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Enterprise Software & Services — 0.0%†** |  |
| 1234375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Skopima Consilio Parent LLC, First Lien Initial Term Loan, 8.384% (LIBOR + 400 bps), 5/12/28 | $1168027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Enterprise Software & Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1168027** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Entertainment Software — 0.0%†** |  |
| 837250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Playtika Holding Corp., Term B-1 Loan, 7.134% (LIBOR + 275 bps), 3/13/28 | $801027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Entertainment Software** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **801027** |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/224

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Finance-Investment Banker — 0.1%** |  |
| 1461313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citadel Securities LP, 2021 Term Loan, 6.892% (Term SOFR + 250 bps), 2/2/28 | $1436425 |
| 933375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hudson River Trading LLC, Term Loan, 7.438% (Term SOFR + 300 bps), 3/20/28 | &nbsp;&nbsp; 884123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Finance-Investment Banker** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2320548** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Finance-Leasing Company — 0.1%** |  |
| 1228694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avolon TLB Borrower 1 (US) LLC, 2021 Term B-5 Loan, 6.603% (LIBOR + 225 bps), 12/1/27 | $1227638 |
| 1347390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avolon TLB Borrower 1 (US) LLC, Term B-4 Loan, 5.853% (LIBOR + 150 bps), 2/12/27 | &nbsp;&nbsp; 1332139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Finance-Leasing Company** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2559777** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Food-Wholesale & Distributions — 0.0%†** |  |
| 834167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Foods, Inc. (aka U.S. Foodservice, Inc.), Incremental B-2019 Term Loan, 6.384% (LIBOR + 200 bps), 9/13/26 | $827578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Food-Wholesale & Distributions** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **827578** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Footwear & Related Apparel — 0.1%** |  |
| 2512500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crocs, Inc., Term Loan, 7.481% (Term SOFR + 350 bps), 2/20/29 | $2463820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Footwear & Related Apparel** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2463820** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Forestry — 0.0%†** |  |
| 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asplundh Tree Expert LLC, Amendment No. 1 Term Loan, 6.134% (LIBOR + 175 bps), 9/7/27 | &nbsp;&nbsp;$— |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Forestry** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **—** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Gambling (Non-Hotel) — 0.0%†** |  |
| 990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bally's Corp., Term B Facility Loan, 7.542% (LIBOR + 325 bps), 10/2/28 | $922350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Gambling (Non-Hotel)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **922350** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Home Furnishings — 0.0%†** |  |
| 987500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herman Miller, Inc. , Initial Term B Loan, 6.375% (LIBOR + 200 bps), 7/19/28 | $960138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Home Furnishings** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **960138** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Independent Power Producer — 0.0%†** |  |
| 736250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Calpine Construction Finance Company, L.P., Term B Loan, 6.386% (LIBOR + 200 bps), 1/15/25 | $735502 |
| 480267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EFS Cogen Holdings I LLC, Term B Advance, 8.24% (LIBOR + 350 bps), 10/1/27 | &nbsp;&nbsp; 462957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Independent Power Producer** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1198459** |

---

5Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Internet Security — 0.0%†** |  |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NortonLifeLock, Inc., Term Loan B, 6.423% (Term SOFR + 200 bps), 9/12/29 | $985312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Internet Security** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **985312** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Investment Management & Advisory Services —<br> 0.1%** |  |
| 985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Edelman Financial Engines Center LLC, First Lien 2021 Initial Term Loan, 7.884% (LIBOR + 350 bps), 4/7/28 | $924317 |
| 1487415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Russell Investments US Institutional Holdco, Inc., 2025 Term Loan, 7.884% (LIBOR + 350 bps), 5/30/25 | &nbsp;&nbsp; 1436285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Investment Management & Advisory Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2360602** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Lasers-System & Components — 0.1%** |  |
| 2449107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coherent Corp., Initial Term B Loan, 7.134% (LIBOR + 275 bps), 7/2/29 | $2432576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Lasers-Syst/Components** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2432576** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Machinery-Pumps — 0.0%†** |  |
| 1011480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Circor International, Inc., Initial Term Loan, 9.883% (LIBOR + 550 bps), 12/20/28 | $983665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Machinery-Pumps** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **983665** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Medical Information Systems — 0.0%†** |  |
| 27,174(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;athenahealth Group, Inc., Initial Delay Draw Term Loan, 7.821% (Term SOFR + 350 bps), 2/15/29 | $24604 |
| 638098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;athenahealth Group, Inc., Initial Term Loan, 7.821% (Term SOFR + 350 bps), 2/15/29 | &nbsp;&nbsp; 577744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Medical Information Systems** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **602348** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Medical Labs & Testing Services — 0.1%** |  |
| 1785527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Phoenix Guarantor Inc., First Lien Tranche B-1 Term Loan, 7.634% (LIBOR + 325 bps), 3/5/26 | $1679512 |
| 1228125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Phoenix Guarantor Inc., First Lien Tranche B-3 Term Loan, 7.884% (LIBOR + 350 bps), 3/5/26 | &nbsp;&nbsp; 1155205 |
| 1333125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Anesthesia Partners, Inc., First Lien Initial Term Loan, 8.37% (LIBOR + 425 bps), 10/1/28 | &nbsp;&nbsp; 1269801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Medical Labs & Testing Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4104518** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Medical Products — 0.1%** |  |
| 1469584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NMN Holdings III Corp., First Lien Closing Date Term Loan, 8.134% (LIBOR + 375 bps), 11/13/25 | $1287723 |
| 315643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NMN Holdings III Corp., First Lien Delayed Draw Term Loan, 8.134% (LIBOR + 375 bps), 11/13/25 | &nbsp;&nbsp; 276583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Medical Products** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1564306** |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/226

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Medical-Drugs — 0.1%** |  |
| 2352501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 6.384% (LIBOR + 200 bps), 11/15/27 | $2276045 |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Padagis LLC, Term B Loan, 8.491% (LIBOR + 475 bps), 7/6/28 | &nbsp;&nbsp; 708000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Medical-Drugs** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2984045** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Medical-Hospitals — 0.0%†** |  |
| 1290250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EyeCare Partners LLC, First Lien Amendment No. 1 Term Loan, 8.48% (LIBOR + 375 bps), 11/15/28 | $1097787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Medical-Hospitals** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1097787** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Metal Processors & Fabrication — 0.0%†** |  |
| 335902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WireCo WorldGroup, Inc., Initial Term Loan, 8.938% (LIBOR + 425 bps), 11/13/28 | $327820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Metal Processors & Fabrication** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **327820** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Networking Products — 0.1%** |  |
| 2499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GoTo Group, Inc., First Lien Initial Term Loan, 9.139% (LIBOR + 475 bps), 8/31/27 | $1615426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Networking Products** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1615426** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Non-hazardous Waste Disposal — 0.0%†** |  |
| 738750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WIN Waste Innovations Holdings Inc., Initial Term Loan, 7.48% (LIBOR + 275 bps), 3/24/28 | $708738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Non-hazardous Waste Disposal** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **708738** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Office Automation & Equipment — 0.0%†** |  |
| 1070925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pitney Bowes, Inc., Refinancing Tranche B Term Loan, 8.438% (Term SOFR + 400 bps), 3/17/28 | $990606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Office Automation & Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **990606** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Physical Practice Management — 0.0%†** |  |
| 184103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envision Healthcare Corp., First Out Term Loan, 12.605% (Term SOFR + 788 bps), 3/31/27 | $164772 |
| 640839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envision Healthcare Corp., Second Out Term Loan, 8.83% (Term SOFR + 425 bps), 3/31/27 | &nbsp;&nbsp; 208273 |
| 1569058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envision Healthcare Corp., Third Out Term Loan, 8.33% (Term SOFR + 375 bps), 3/31/27 | &nbsp;&nbsp; 329502 |
| 874791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Team Health Holdings, Inc., Extended Term Loan, 9.573% (Term SOFR + 525 bps), 3/2/27 | &nbsp;&nbsp; 663748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Physical Practice Management** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1366295** |

---

7Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Printing-Commercial — 0.0%†** |  |
| 738750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cimpress Plc, Tranche B-1 Term Loan, 7.884% (LIBOR + 350 bps), 5/17/28 | $665799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Printing-Commercial** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **665799** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Private Equity — 0.0%†** |  |
| 749195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Victory Capital Holdings, Inc., Tranche B-2 Term Loan, 5.962% (Term SOFR + 225 bps), 7/1/26 | $745761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Private Equity** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **745761** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Property & Casualty Insurance — 0.1%** |  |
| 2648384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asurion LLC, New B-7 Term Loan, 7.384% (LIBOR + 300 bps), 11/3/24 | $2578864 |
| 1173397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asurion LLC, New B-8 Term Loan, 7.634% (LIBOR + 325 bps), 12/23/26 | &nbsp;&nbsp; 1047467 |
| 982500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asurion LLC, New B-9 Term Loan, 7.634% (LIBOR + 325 bps), 7/31/27 | &nbsp;&nbsp; 861161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Property & Casualty Insurance** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4487492** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Protection-Safety — 0.0%†** |  |
| 914229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prime Security Services Borrower LLC, First Lien 2021 Refinancing Term B-1 Loan, 6.505% (LIBOR + 275 bps), 9/23/26 | $907008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Protection-Safety** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **907008** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Publishing — 0.0%†** |  |
| 997500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Houghton Mifflin Harcourt Company, First Lien Term B Loan, 9.673% (Term SOFR + 525 bps), 4/9/29 | $951864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Publishing** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **951864** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Racetracks — 0.0%†** |  |
| 491250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Churchill Downs Inc., 2021 Incremental Term B Loan, 6.39% (LIBOR + 200 bps), 3/17/28 | $487566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Racetracks** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **487566** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Recreational Centers — 0.0%†** |  |
| 1220288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fitness International LLC, Term B Loan, 7.494% (Term SOFR + 325 bps), 4/18/25 | $1130673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Recreational Centers** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1130673** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Rental Auto & Equipment — 0.1%** |  |
| 1945667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC, New Tranche B Term Loan, 6.14% (LIBOR + 175 bps), 8/6/27 | $1892768 |
| 895480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fly Funding II S.a r.l., Replacement Loan, 6.31% (LIBOR + 175 bps), 8/11/25 | &nbsp;&nbsp; 739891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Rental Auto & Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **2632659** |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/228

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Retail — 0.1%** |  |
| 1146250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Highline Aftermarket Acquisition LLC, First Lien Initial Term Loan, 8.884% (LIBOR + 450 bps), 11/9/27 | $1048819 |
| 982500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petco Health & Wellness Co., Inc., First Lien Initial Term Loan, 7.835% (Term SOFR + 325 bps), 3/3/28 | &nbsp;&nbsp; 954935 |
| 740625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PetSmart LLC, Initial Term Loan, 8.13% (LIBOR + 375 bps), 2/11/28 | &nbsp;&nbsp; 728127 |
| 739191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RVR Dealership Holdings LLC, Term Loan, 8.171% (Term SOFR + 375 bps), 2/8/28 | &nbsp;&nbsp; 680055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Retail** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3411936** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Retail-Restaurants — 0.0%†** |  |
| 1175856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011778 B.C. Unlimited Liability Co., Term B-4 Loan, 6.165% (LIBOR + 175 bps), 11/19/26 | $1157115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Retail-Restaurants** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1157115** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Security Services — 0.1%** |  |
| 1975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC (f/k/a USAGM Holdco LLC), Initial U.S. Dollar Term Loan, 8.173% (Term SOFR + 375 bps), 5/12/28 | $1878472 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Garda World Security Corp., Term B-2 Loan, 8.93% (LIBOR + 425 bps), 10/30/26 | &nbsp;&nbsp; 1463437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Security Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **3341909** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Soap & Cleaning Preparation — 0.0%†** |  |
| 990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Knight Health Holdings LLC, Term B Loan, 9.634% (LIBOR + 525 bps), 12/23/28 | $594000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Soap & Cleaning Preparation** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **594000** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Telephone-Integrated — 0.1%** |  |
| 1867211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 3 Financing, Inc., Tranche B 2027 Term Loan, 6.134% (LIBOR + 175 bps), 3/1/27 | $1794274 |
| 2920899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lumen Technologies Inc., Term B Loan, 6.642% (LIBOR + 225 bps), 3/15/27 | &nbsp;&nbsp; 2776680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Telephone-Integrated** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **4570954** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Textile-Home Furnishings — 0.0%†** |  |
| 1786500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Runner Buyer, Inc., Initial Term Loan, 10.235% (LIBOR + 550 bps), 10/20/28 | $1268415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Textile-Home Furnishings** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1268415** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Transportation - Trucks — 0.0%†** |  |
| 1481250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carriage Purchaser, Inc., Term B Loan, 8.634% (LIBOR + 425 bps), 9/30/28 | $1380032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Transportation - Trucks** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **1380032** |

---

9Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Veterinary Diagnostics — 0.0%†** |  |
| 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health Inc., Term Loan, 5.87% (LIBOR + 175 bps), 8/1/27 | $7216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Veterinary Diagnostics** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **7216** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Web Hosting/Design — 0.0%†** |  |
| 492500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Endurance International Group Holdings, Inc., Initial Term Loan, 7.717% (LIBOR + 350 bps), 2/10/28 | $444481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Web Hosting/Design** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **444481** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Senior Secured Floating Rate Loan Interests<br> (Cost $113,507,497)** | &nbsp;&nbsp; **$** **104268893** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — 25.1% of Net<br> Assets** |  |
| 89,436(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables I LLC, Series 2004-A, Class A1, 4.668% (1 Month USD LIBOR + 35 bps), 9/15/45 (144A) | $88099 |
| 53,894(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables I LLC, Series 2006-1A, Class A1, 4.518% (1 Month USD LIBOR + 20 bps), 3/15/41 (144A) | &nbsp;&nbsp; 53757 |
| 482,178(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables I LLC, Series 2006-2A, Class A1, 4.518% (1 Month USD LIBOR + 20 bps), 6/15/41 (144A) | &nbsp;&nbsp; 472127 |
| 543,209(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables I LLC, Series 2006-3A, Class A1, 4.518% (1 Month USD LIBOR + 20 bps), 9/15/41 (144A) | &nbsp;&nbsp; 524504 |
| 1,053,757(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables LLC, Series 2005-1A, Class A1, 4.548% (1 Month USD LIBOR + 23 bps), 11/15/40 (144A) | &nbsp;&nbsp; 1030308 |
| 3,550,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 Funding CLO, Ltd., Series 2020-6A, Class X, 5.425% (3 Month USD LIBOR + 110 bps), 10/23/34 (144A) | &nbsp;&nbsp; 3547302 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABPCI Direct Lending Fund CLO V Ltd., Series 2019-5A, Class CR, 8.443% (3 Month USD LIBOR + 420 bps), 4/20/31 (144A) | &nbsp;&nbsp; 2694777 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABPCI Direct Lending Fund CLO X LP, Series 2020-10A, Class A1A, 6.193% (3 Month USD LIBOR + 195 bps), 1/20/32 (144A) | &nbsp;&nbsp; 4923700 |
| 2379810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACC Auto Trust, Series 2021-A, Class A, 1.08%, 4/15/27 (144A) | &nbsp;&nbsp; 2349139 |
| 2694216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACC Auto Trust, Series 2022-A, Class A, 4.58%, 7/15/26 (144A) | &nbsp;&nbsp; 2647774 |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACC Auto Trust, Series 2022-A, Class D, 10.07%, 3/15/29 (144A) | &nbsp;&nbsp; 1908010 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2210

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 5649434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACM Auto Trust, Series 2022-1A, Class A, 3.23%, 4/20/29 (144A) | $5634932 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACM Auto Trust, Series 2022-1A, Class C, 5.48%, 4/20/29 (144A) | &nbsp;&nbsp; 979281 |
| 4562000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACM Auto Trust, Series 2022-1A, Class D, 8.58%, 4/20/29 (144A) | &nbsp;&nbsp; 4445897 |
| 12,900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACRES Commercial Realty, Ltd., Series 2021-FL2, Class A, 5.726% (1 Month USD LIBOR + 140 bps), 1/15/37 (144A) | &nbsp;&nbsp; 12317978 |
| 2,770,834(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allegro CLO XIII, Ltd., Series 2021-1A, Class X, 5.243% (3 Month USD LIBOR + 100 bps), 7/20/34 (144A) | &nbsp;&nbsp; 2758970 |
| 2,733,333(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allegro CLO XIV, Ltd., Series 2021-2A, Class X, 5.079% (3 Month USD LIBOR + 100 bps), 10/15/34 (144A) | &nbsp;&nbsp; 2731677 |
| 8570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AM Capital Funding LLC, Series 2018-1, Class A, 4.98%, 12/15/23 (144A) | &nbsp;&nbsp; 8455177 |
| 3035000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Series 2020-3, Class E, 3.88%, 8/13/26 (144A) | &nbsp;&nbsp; 2950795 |
| 20,303(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amortizing Residential Collateral Trust, Series 2002-BC5, Class M1, 5.424% (1 Month USD LIBOR + 103 bps), 7/25/32 | &nbsp;&nbsp; 20014 |
| 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables IX LLC, Series 2021-1A, Class D, 2.30%, 11/22/27 (144A) | &nbsp;&nbsp; 1586447 |
| 2,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Antares CLO LTD, Series 2019-2A, Class D, 9.075% (3 Month USD LIBOR + 475 bps), 1/23/32 (144A) | &nbsp;&nbsp; 2061913 |
| 2,326,715(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apres Static CLO, Ltd., Series 2019-1A, Class A1R, 5.149% (3 Month USD LIBOR + 107 bps), 10/15/28 (144A) | &nbsp;&nbsp; 2300192 |
| 2552025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aqua Finance Trust, Series 2019-A, Class A, 3.14%, 7/16/40 (144A) | &nbsp;&nbsp; 2402802 |
| 5026848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aqua Finance Trust, Series 2020-AA, Class A, 1.90%, 7/17/46 (144A) | &nbsp;&nbsp; 4741373 |
| 5608744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 7/17/46 (144A) | &nbsp;&nbsp; 5128136 |
| 7,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Collateralized Loan Obligation, Ltd., Series 2020-FL1, Class D, 6.90% (1 Month Term SOFR + 256 bps), 2/15/35 (144A) | &nbsp;&nbsp; 7020979 |
| 1,000,000(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; 928935 |
| 7,500,000(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; 6786217 |

---

11Pioneer Multi-Asset Ultrashort 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)** |  |
| 2,500,000(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) | $2220528 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ltd., Series 2022-FL1, Class E, 7.557% (SOFR30A + 375 bps), 1/15/37 (144A) | &nbsp;&nbsp; 1382437 |
| 3,750,000(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) | &nbsp;&nbsp; 3547408 |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ares LVII CLO, Ltd., Series 2020-57A, Class XR, 5.358% (3 Month USD LIBOR + 100 bps), 1/25/35 (144A) | &nbsp;&nbsp; 3999800 |
| 5566434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arivo Acceptance Auto Loan Receivables Trust, Series 2022-1A, Class A, 3.93%, 5/15/28 (144A) | &nbsp;&nbsp; 5404905 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ASSURANT CLO Ltd., Series 2018-2A, Class D, 7.093% (3 Month USD LIBOR + 285 bps), 4/20/31 (144A) | &nbsp;&nbsp; 233425 |
| 1890236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atalaya Equipment Leasing Trust, Series 2021-1A, Class A2, 1.23%, 5/15/26 (144A) | &nbsp;&nbsp; 1835709 |
| 5,356,583(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund III, Ltd., Series 2013-1A, Class AR, 5.48% (3 Month USD LIBOR + 83 bps), 11/17/27 (144A) | &nbsp;&nbsp; 5297467 |
| 221659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avid Automobile Receivables Trust, Series 2021-1, Class A, 0.61%, 1/15/25 (144A) | &nbsp;&nbsp; 220978 |
| 1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avid Automobile Receivables Trust, Series 2021-1, Class F, 5.16%, 10/16/28 (144A) | &nbsp;&nbsp; 1419892 |
| 6,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barings Middle Market CLO, Ltd., Series 2018-IA, Class A1, 4.042% (3 Month USD LIBOR + 153 bps), 1/15/31 (144A) | &nbsp;&nbsp; 6148125 |
| 3,500,000(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; 3344532 |
| 186,862(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bear Stearns Asset Backed Securities Trust, Series 2001-3, Class A1, 5.289% (1 Month USD LIBOR + 90 bps), 10/27/32 | &nbsp;&nbsp; 182279 |
| 1632050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BHG Securitization Trust, Series 2021-B, Class A, 0.90%, 10/17/34 (144A) | &nbsp;&nbsp; 1536247 |
| 4559852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BHG Securitization Trust, Series 2022-C, Class A, 5.32%, 10/17/35 (144A) | &nbsp;&nbsp; 4522251 |
| 2,169,279(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Black Diamond CLO, Ltd., Series 2017-1A, Class A1AR, 5.375% (3 Month USD LIBOR + 105 bps), 4/24/29 (144A) | &nbsp;&nbsp; 2144685 |
| 3407032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blackbird Capital Aircraft, Series 2021-1A, Class A, 2.443%, 7/15/46 (144A) | &nbsp;&nbsp; 2794960 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2212

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ltd., Series 2020-1A, Class B1, 7.519% (3 Month USD LIBOR + 275 bps), 12/15/28 (144A) | $4975000 |
| 5,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ltd., Series 2020-1A, Class B1R, 8.074% (3 Month Term SOFR + 375 bps), 1/15/31 (144A) | &nbsp;&nbsp; 5500000 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ltd., Series 2020-1A, Class C1R, 9.837% (3 Month Term SOFR + 550 bps), 1/15/31 (144A) | &nbsp;&nbsp; 1500000 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ltd., Series 2020-1A, Class D, 10.169% (3 Month USD LIBOR + 540 bps), 12/15/28 (144A) | &nbsp;&nbsp; 1980000 |
| 5,900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ltd., Series 2020-1A, Class DR, 10.574% (3 Month Term SOFR + 625 bps), 1/15/31 (144A) | &nbsp;&nbsp; 5445700 |
| 9,825,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRSP, Ltd., Series 2021-FL1, Class A, 5.489% (1 Month USD LIBOR + 115 bps), 8/19/38 (144A) | &nbsp;&nbsp; 9528373 |
| 4,050,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRSP, Ltd., Series 2021-FL1, Class D, 7.039% (1 Month USD LIBOR + 270 bps), 8/19/38 (144A) | &nbsp;&nbsp; 3730487 |
| 3,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRSP, Ltd., Series 2021-FL1, Class E, 7.789% (1 Month USD LIBOR + 345 bps), 8/19/38 (144A) | &nbsp;&nbsp; 3383222 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BSPRT Issuer, Ltd., Series 2021-FL7, Class D, 7.068% (1 Month USD LIBOR + 275 bps), 12/15/38 (144A) | &nbsp;&nbsp; 1855417 |
| 396268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BXG Receivables Note Trust, Series 2020-A, Class B, 2.49%, 2/28/36 (144A) | &nbsp;&nbsp; 359814 |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CAL Receivables LLC, Series 2022-1, Class B, 8.157% (SOFR30A + 435 bps), 10/15/26 (144A) | &nbsp;&nbsp; 7813896 |
| 7950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarNow Auto Receivables Trust, Series 2020-1A, Class D, 7.36%, 9/16/24 (144A) | &nbsp;&nbsp; 7960561 |
| 1126675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarNow Auto Receivables Trust, Series 2021-1A, Class B, 1.38%, 2/17/26 (144A) | &nbsp;&nbsp; 1120523 |
| 1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarNow Auto Receivables Trust, Series 2021-1A, Class C, 2.16%, 2/17/26 (144A) | &nbsp;&nbsp; 1119618 |
| 3001459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarNow Auto Receivables Trust, Series 2022-1A, Class A, 3.44%, 7/15/24 (144A) | &nbsp;&nbsp; 2992233 |
| 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarNow Auto Receivables Trust, Series 2022-1A, Class B, 4.89%, 3/16/26 (144A) | &nbsp;&nbsp; 1724413 |
| 2900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Series 2019-4A, Class D, 3.07%, 7/15/25 (144A) | &nbsp;&nbsp; 2846353 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Series 2020-N1A, Class D, 3.43%, 1/15/26 (144A) | &nbsp;&nbsp; 4882501 |
| 4567909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Series 2021-N3, Class A1, 0.35%, 6/12/28 | &nbsp;&nbsp; 4432914 |

---

13Pioneer Multi-Asset Ultrashort 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)** |  |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Series 2021-P2, Class D, 2.02%, 5/10/28 | $815431 |
| 21(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Centex Home Equity Loan Trust, Series 2003-A, Class AF6, 3.654%, 3/25/33 | &nbsp;&nbsp;&nbsp; 21 |
| 1,293,212(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cerberus Loan Funding XXVIII LP, Series 2020-1A, Class A, 5.929% (3 Month USD LIBOR + 185 bps), 10/15/31 (144A) | &nbsp;&nbsp; 1280334 |
| 2,888,669(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Series 2020-1A, Class A2, 4.968% (1 Month USD LIBOR + 65 bps), 8/15/32 (144A) | &nbsp;&nbsp; 2886215 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Churchill Middle Market CLO III, Ltd., Series 2021-1A, Class C, 6.925% (3 Month USD LIBOR + 260 bps), 10/24/33 (144A) | &nbsp;&nbsp; 1353509 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Churchill Middle Market CLO III, Ltd., Series 2021-1A, Class E, 12.485% (3 Month USD LIBOR + 816 bps), 10/24/33 (144A) | &nbsp;&nbsp; 4154485 |
| 5,100,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIFC Funding, Ltd., Series 2021-7A, Class X, 5.225% (3 Month USD LIBOR + 90 bps), 1/23/35 (144A) | &nbsp;&nbsp; 5096665 |
| 5670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIG Auto Receivables Trust, Series 2019-1A, Class D, 4.85%, 5/15/26 (144A) | &nbsp;&nbsp; 5639380 |
| 1095749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIG Auto Receivables Trust, Series 2021-1A, Class A, 0.69%, 4/14/25 (144A) | &nbsp;&nbsp; 1077690 |
| 3770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIG Auto Receivables Trust, Series 2021-1A, Class C, 1.79%, 4/12/27 (144A) | &nbsp;&nbsp; 3569819 |
| 267,603(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIM Small Business Loan Trust, Series 2018-1A, Class A, 5.753% (1 Month USD LIBOR + 140 bps), 3/20/43 (144A) | &nbsp;&nbsp; 267602 |
| 515,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust, Series 2018-A4, Class A4, 4.557% (1 Month USD LIBOR + 34 bps), 6/9/25 | &nbsp;&nbsp; 514575 |
| 4768343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commercial Equipment Finance LLC, Series 2021-A, Class A, 2.05%, 2/16/27 (144A) | &nbsp;&nbsp; 4592041 |
| 387249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2016-B, Class A1, 2.73%, 10/25/40 (144A) | &nbsp;&nbsp; 366107 |
| 108,526(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2016-B, Class A2, 5.839% (1 Month USD LIBOR + 145 bps), 10/25/40 (144A) | &nbsp;&nbsp; 107331 |
| 1,021,296(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2017-AGS, Class A2, 5.239% (1 Month USD LIBOR + 85 bps), 5/25/41 (144A) | &nbsp;&nbsp; 1004984 |
| 1,516,185(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2017-BGS, Class A2, 5.039% (1 Month USD LIBOR + 65 bps), 9/25/42 (144A) | &nbsp;&nbsp; 1482077 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2214

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 70511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2017-BGS, Class C, 4.44%, 9/25/42 (144A) | $62118 |
| 1,178,643(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2018-AGS, Class A2, 4.889% (1 Month USD LIBOR + 50 bps), 2/25/44 (144A) | &nbsp;&nbsp; 1140966 |
| 2,264,977(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2018-BGS, Class A2, 4.959% (1 Month USD LIBOR + 57 bps), 9/25/45 (144A) | &nbsp;&nbsp; 2203749 |
| 1,282,896(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2018-CGS, Class A2, 5.189% (1 Month USD LIBOR + 80 bps), 2/25/46 (144A) | &nbsp;&nbsp; 1271738 |
| 2,453,707(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2019-AGS, Class A2, 5.289% (1 Month USD LIBOR + 90 bps), 1/25/47 (144A) | &nbsp;&nbsp; 2409315 |
| 7334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Conn's Receivables Funding LLC, Series 2021-A, Class A, 1.05%, 5/15/26 (144A) | &nbsp;&nbsp; 7315 |
| 11100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Conn's Receivables Funding LLC, Series 2021-A, Class B, 2.87%, 5/15/26 (144A) | &nbsp;&nbsp; 10903174 |
| 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Conn's Receivables Funding LLC, Series 2021-A, Class C, 4.59%, 5/15/26 (144A) | &nbsp;&nbsp; 1671318 |
| 4470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Continental Credit Card ABS LLC, Series 2019-1A, Class B, 4.95%, 8/15/26 (144A) | &nbsp;&nbsp; 4375815 |
| 4398000 | &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; 4250026 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, Series 2020-1A, Class C, 2.59%, 6/15/29 (144A) | &nbsp;&nbsp; 4938510 |
| 1841150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credito Real USA Auto Receivables Trust, Series 2021-1A, Class A, 1.35%, 2/16/27 (144A) | &nbsp;&nbsp; 1799519 |
| 7870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credito Real USA Auto Receivables Trust, Series 2021-1A, Class B, 2.87%, 2/16/27 (144A) | &nbsp;&nbsp; 7380189 |
| 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crossroads Asset Trust, Series 2021-A, Class B, 1.12%, 6/20/25 (144A) | &nbsp;&nbsp; 1316426 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crossroads Asset Trust, Series 2021-A, Class D, 2.52%, 1/20/26 (144A) | &nbsp;&nbsp; 470481 |
| 78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delta Funding Home Equity Loan Trust, Series 1997-2, Class A6, 7.04%, 6/25/27 | &nbsp;&nbsp;&nbsp; 58 |
| 4,406,081(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Donlen Fleet Lease Funding 2 LLC, Series 2021-2, Class A1, 4.604% (1 Month USD LIBOR + 33 bps), 12/11/34 (144A) | &nbsp;&nbsp; 4387030 |
| 602,507(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DRB Prime Student Loan Trust, Series 2017-A, Class A1, 5.239% (1 Month USD LIBOR + 85 bps), 5/27/42 (144A) | &nbsp;&nbsp; 601599 |

---

15Pioneer Multi-Asset Ultrashort 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)** |  |
| 4,900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ellington CLO III, Ltd., Series 2018-3A, Class B, 6.243% (3 Month USD LIBOR + 200 bps), 7/20/30 (144A) | $4732797 |
| 6,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ellington CLO III, Ltd., Series 2018-3A, Class C, 6.493% (3 Month USD LIBOR + 225 bps), 7/20/30 (144A) | &nbsp;&nbsp; 6135668 |
| 2,148,952(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ellington CLO IV, Ltd., Series 2019-4A, Class AR, 5.659% (3 Month USD LIBOR + 158 bps), 4/15/29 (144A) | &nbsp;&nbsp; 2138949 |
| 7,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ellington CLO IV, Ltd., Series 2019-4A, Class BR, 6.079% (3 Month USD LIBOR + 200 bps), 4/15/29 (144A) | &nbsp;&nbsp; 6923700 |
| 3,362,500(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ellington CLO IV, Ltd., Series 2019-4A, Class CR, 6.829% (3 Month USD LIBOR + 275 bps), 4/15/29 (144A) | &nbsp;&nbsp; 3296830 |
| 875,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elmwood CLO IV, Ltd., Series 2020-1A, Class X, 4.779% (3 Month USD LIBOR + 70 bps), 4/15/33 (144A) | &nbsp;&nbsp; 874956 |
| 114838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FCI Funding LLC, Series 2019-1A, Class A, 3.63%, 2/18/31 (144A) | &nbsp;&nbsp; 114729 |
| 2629095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FCI Funding LLC, Series 2021-1A, Class A, 1.13%, 4/15/33 (144A) | &nbsp;&nbsp; 2567644 |
| 1971822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FCI Funding LLC, Series 2021-1A, Class B, 1.53%, 4/15/33 (144A) | &nbsp;&nbsp; 1927377 |
| 4084805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHF Trust, Series 2021-1A, Class A, 1.27%, 3/15/27 (144A) | &nbsp;&nbsp; 3914502 |
| 2434941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHF Trust, Series 2021-2A, Class A, 0.83%, 12/15/26 (144A) | &nbsp;&nbsp; 2314721 |
| 1,135(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Franklin Mortgage Loan Trust, Series 2004-FF4, Class M1, 5.244% (1 Month USD LIBOR + 86 bps), 6/25/34 | &nbsp;&nbsp; 1139 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fort Washington CLO, Series 2019-1A, Class AR, 5.373% (3 Month USD LIBOR + 113 bps), 10/20/32 (144A) | &nbsp;&nbsp; 4883690 |
| 8,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fortress Credit Opportunities IX CLO, Ltd., Series 2017-9A, Class A1TR, 5.629% (3 Month USD LIBOR + 155 bps), 10/15/33 (144A) | &nbsp;&nbsp; 7894252 |
| 2,505,075(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fortress Credit Opportunities VI CLO, Ltd., Series 2015-6A, Class A1TR, 5.269% (3 Month USD LIBOR + 136 bps), 7/10/30 (144A) | &nbsp;&nbsp; 2479000 |
| 8,371,309(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fortress Credit Opportunities XVII CLO, Ltd., Series 2022-17A, Class A, 5.234% (3 Month Term SOFR + 137 bps), 1/15/30 (144A) | &nbsp;&nbsp; 8226903 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2216

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 7,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fortress Credit Opportunities XVII CLO, Ltd., Series 2022-17A, Class C, 6.514% (3 Month Term SOFR + 265 bps), 1/15/30 (144A) | $6553316 |
| 5519019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundation Finance Trust, Series 2021-1A, Class A, 1.27%, 5/15/41 (144A) | &nbsp;&nbsp; 4936010 |
| 3067237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundation Finance Trust, Series 2021-2A, Class A, 2.19%, 1/15/42 (144A) | &nbsp;&nbsp; 2803483 |
| 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freed ABS Trust, Series 2021-1CP, Class C, 2.83%, 3/20/28 (144A) | &nbsp;&nbsp; 1282669 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freed ABS Trust, Series 2021-3FP, Class D, 2.37%, 11/20/28 (144A) | &nbsp;&nbsp; 909807 |
| 222814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freed ABS Trust, Series 2022-1FP, Class A, 0.94%, 3/19/29 (144A) | &nbsp;&nbsp; 222154 |
| 12000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesis Sales Finance Master Trust, Series 2021-AA, Class A, 1.20%, 12/21/26 (144A) | &nbsp;&nbsp; 11237388 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesis Sales Finance Master Trust, Series 2021-AA, Class D, 2.09%, 12/21/26 (144A) | &nbsp;&nbsp; 903187 |
| 450048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gold Key Resorts LLC, Series 2014-A, Class B, 3.72%, 3/17/31 (144A) | &nbsp;&nbsp; 442673 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldentree Loan Management US CLO 1, Ltd., Series 2017-1A, Class ER2, 10.743% (3 Month USD LIBOR + 650 bps), 4/20/34 (144A) | &nbsp;&nbsp; 457894 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golub Capital Partners CLO 24M-R, Ltd., Series 2015-24A, Class AR, 6.132% (3 Month USD LIBOR + 160 bps), 11/5/29 (144A) | &nbsp;&nbsp; 2944257 |
| 9,510,417(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golub Capital Partners CLO 25M, Ltd., Series 2015-25A, Class AR, 5.912% (3 Month USD LIBOR + 138 bps), 5/5/30 (144A) | &nbsp;&nbsp; 9354713 |
| 10,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golub Capital Partners CLO 34M, Ltd., Series 2017-34A, Class AR, 6.232% (3 Month USD LIBOR + 170 bps), 3/14/31 (144A) | &nbsp;&nbsp; 9797500 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golub Capital Partners CLO 46M, Ltd., Series 2019-46A, Class A1A, 6.043% (3 Month USD LIBOR + 180 bps), 4/20/32 (144A) | &nbsp;&nbsp; 4901545 |
| 9,996,156(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2021-1A, Class A, 5.119% (1 Month USD LIBOR + 75 bps), 11/1/23 (144A) | &nbsp;&nbsp; 9973578 |
| 1,889,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2021-1A, Class C, 6.769% (1 Month USD LIBOR + 240 bps), 11/1/23 (144A) | &nbsp;&nbsp; 1879326 |
| 20,199,809(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-1A, Class A, 6.295% (SOFR30A + 225 bps), 4/1/24 (144A) | &nbsp;&nbsp; 20057348 |

---

17Pioneer Multi-Asset Ultrashort 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)** |  |
| 1,405,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-1A, Class D, 8.545% (SOFR30A + 450 bps), 4/1/24 (144A) | $1393258 |
| 4,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-2A, Class A, 6.812% (SOFR30A + 275 bps), 7/1/24 (144A) | &nbsp;&nbsp; 4600676 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-2A, Class D, 9.562% (SOFR30A + 550 bps), 7/1/24 (144A) | &nbsp;&nbsp; 500072 |
| 2,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-2A, Class E, 11.062% (SOFR30A + 700 bps), 7/1/24 (144A) | &nbsp;&nbsp; 2500359 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-3A, Class A, 7.295% (SOFR30A + 325 bps), 11/1/24 (144A) | &nbsp;&nbsp; 5004085 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-3A, Class C, 8.545% (SOFR30A + 450 bps), 11/1/24 (144A) | &nbsp;&nbsp; 3002432 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-3A, Class D, 9.795% (SOFR30A + 575 bps), 11/1/24 (144A) | &nbsp;&nbsp; 1000804 |
| 3,813,333(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Great Lakes CLO VI LLC, Series 2021-6A, Class AX, 5.279% (3 Month USD LIBOR + 120 bps), 1/15/34 (144A) | &nbsp;&nbsp; 3740945 |
| 83,333(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harbor Park CLO 18-1, Ltd., Series 2018-1A, Class X, 5.143% (3 Month USD LIBOR + 90 bps), 1/20/31 (144A) | &nbsp;&nbsp; 83329 |
| 5233750 | &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; 3910904 |
| 2050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HOA Funding LLC - HOA, Series 2021-1A, Class B, 7.432%, 8/20/51 (144A) | &nbsp;&nbsp; 1528168 |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ICG US CLO, Ltd., Series 2017-1A, Class ERR, 11.734% (3 Month USD LIBOR + 736 bps), 7/28/34 (144A) | &nbsp;&nbsp; 3392008 |
| 3,656,250(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund IX, Ltd., Series 9A, Class XRR, 5.237% (3 Month Term SOFR + 120 bps), 4/23/34 (144A) | &nbsp;&nbsp; 3575948 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ivy Hill Middle Market Credit Fund XII, Ltd., Series 12A, Class A1TR, 5.843% (3 Month USD LIBOR + 160 bps), 7/20/33 (144A) | &nbsp;&nbsp; 4801525 |
| 851871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CACLN, Series 2020-1, Class B, 0.991%, 1/25/28 (144A) | &nbsp;&nbsp; 838888 |
| 3267290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CACLN, Series 2021-1, Class B, 0.875%, 9/25/28 (144A) | &nbsp;&nbsp; 3158382 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2218

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 750751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CACLN, Series 2021-1, Class C, 1.024%, 9/25/28 (144A) | $724703 |
| 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CACLN, Series 2021-1, Class F, 4.28%, 9/25/28 (144A) | &nbsp;&nbsp; 3679594 |
| 3663717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CACLN, Series 2021-2, Class B, 0.889%, 12/26/28 (144A) | &nbsp;&nbsp; 3501419 |
| 689641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CACLN, Series 2021-2, Class D, 1.138%, 12/26/28 (144A) | &nbsp;&nbsp; 655904 |
| 2,063,240(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Laurel Road Prime Student Loan Trust, Series 2017-C, Class A1, 4.939% (1 Month USD LIBOR + 55 bps), 11/25/42 (144A) | &nbsp;&nbsp; 2043398 |
| 125,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LCM 28, Ltd., Series 28A, Class X, 5.143% (3 Month USD LIBOR + 90 bps), 10/20/30 (144A) | &nbsp;&nbsp; 124994 |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LCM XVIII LP, Series 18A, Class A1R, 5.263% (3 Month USD LIBOR + 102 bps), 4/20/31 (144A) | &nbsp;&nbsp; 7890144 |
| 5520497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lendingpoint Asset Securitization Trust, Series 2022-A, Class A, 1.68%, 6/15/29 (144A) | &nbsp;&nbsp; 5458562 |
| 8500093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lendingpoint Asset Securitization Trust, Series 2022-C, Class A, 6.56%, 2/15/30 (144A) | &nbsp;&nbsp; 8463317 |
| 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LendingPoint Asset Securitization Trust, Series 2020-REV1, Class B, 4.494%, 10/15/28 (144A) | &nbsp;&nbsp; 8759772 |
| 1479103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LendingPoint Pass-Through Trust Series, Series 2022-ST1, Class A, 2.50%, 3/15/28 (144A) | &nbsp;&nbsp; 1394582 |
| 4595854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LFS LLC, Series 2021-A, Class A, 2.46%, 4/15/33 (144A) | &nbsp;&nbsp; 4373770 |
| 9476793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LFS LLC, Series 2021-B, Class A, 2.40%, 12/15/33 (144A) | &nbsp;&nbsp; 8782334 |
| 8391650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Libra Solutions LLC, Series 2022-1A, Class A, 4.75%, 5/15/34 (144A) | &nbsp;&nbsp; 8232286 |
| 1486186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.636%, 10/15/46 (144A) | &nbsp;&nbsp; 1191268 |
| 228,104(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnetite VII, Ltd., Series 2012-7A, Class A1R2, 4.879% (3 Month USD LIBOR + 80 bps), 1/15/28 (144A) | &nbsp;&nbsp; 224760 |
| 42422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marlette Funding Trust, Series 2021-2A, Class A, 0.51%, 9/15/31 (144A) | &nbsp;&nbsp; 42333 |
| 2895130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marlette Funding Trust, Series 2022-1A, Class A, 1.36%, 4/15/32 (144A) | &nbsp;&nbsp; 2837777 |
| 2504921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marlette Funding Trust, Series 2022-3A, Class A, 5.18%, 11/15/32 (144A) | &nbsp;&nbsp; 2485007 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MCF CLO IX, Ltd., Series 2019-1A, Class A2R, 5.614% (3 Month Term SOFR + 175 bps), 7/17/31 (144A) | &nbsp;&nbsp; 1890742 |
| 4,530,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MCF CLO IX, Ltd., Series 2019-1A, Class CR, 6.564% (3 Month Term SOFR + 270 bps), 7/17/31 (144A) | &nbsp;&nbsp; 4211093 |

---

19Pioneer Multi-Asset Ultrashort 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)** |  |
| 2,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MCF CLO VII LLC, Series 2017-3A, Class ER, 13.393% (3 Month USD LIBOR + 915 bps), 7/20/33 (144A) | $2242150 |
| 5250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A, 1.54%, 3/20/26 (144A) | &nbsp;&nbsp; 5008789 |
| 7000000 | &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; 6517247 |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercury Financial Credit Card Master Trust, Series 2022-1A, Class A, 2.50%, 9/21/26 (144A) | &nbsp;&nbsp; 9507184 |
| 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercury Financial Credit Card Master Trust, Series 2022-1A, Class B, 3.20%, 9/21/26 (144A) | &nbsp;&nbsp; 6412360 |
| 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercury Financial Credit Card Master Trust, Series 2022-2A, Class C, 10.83%, 3/22/27 (144A) | &nbsp;&nbsp; 2893580 |
| 30,989(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series, Series 2004-OPT1, Class A1B, 5.249% (1 Month USD LIBOR + 86 bps), 6/25/35 | &nbsp;&nbsp; 31032 |
| 6,517,130(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MF1, Ltd., Series 2020-FL4, Class A, 6.15% (1 Month Term SOFR + 181 bps), 11/15/35 (144A) | &nbsp;&nbsp; 6387533 |
| 9,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MF1, Ltd., Series 2021-FL6, Class E, 7.276% (1 Month USD LIBOR + 295 bps), 7/16/36 (144A) | &nbsp;&nbsp; 8238066 |
| 2,550,000(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; 2368662 |
| 3,300,000(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; 3015372 |
| 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mission Lane Credit Card Master Trust, Series 2021-A, Class A, 1.59%, 9/15/26 (144A) | &nbsp;&nbsp; 3389544 |
| 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mission Lane Credit Card Master Trust, Series 2021-A, Class B, 2.24%, 9/15/26 (144A) | &nbsp;&nbsp; 3873246 |
| 8,586,352(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MJX Venture Management II LLC, Series 2014-18RR, Class A, 5.299% (3 Month USD LIBOR + 122 bps), 10/16/29 (144A) | &nbsp;&nbsp; 8476215 |
| 1,100,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Monroe Capital MML CLO VII, Ltd., Series 2018-2A, Class D, 8.715% (3 Month USD LIBOR + 405 bps), 11/22/30 (144A) | &nbsp;&nbsp; 1001594 |
| 160,001(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Home Equity Loan Trust, Series 2006-2, Class A4, 4.949% (1 Month USD LIBOR + 56 bps), 2/25/36 | &nbsp;&nbsp; 156195 |
| 2357042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MVW LLC, Series 2021-1WA, Class A, 1.14%, 1/22/41 (144A) | &nbsp;&nbsp; 2152280 |
| 1084459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MVW Owner Trust, Series 2019-1A, Class A, 2.89%, 11/20/36 (144A) | &nbsp;&nbsp; 1021777 |
| 1,474,369(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Collegiate Trust, Series 2007-A, Class A, 4.684% (1 Month USD LIBOR + 30 bps), 5/25/31 (144A) | &nbsp;&nbsp; 1423918 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2220

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 858637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Series 2021-CA, Class A, 1.06%, 10/15/69 (144A) | $729939 |
| 3,751,306(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Series 2021-1A, Class A1B, 4.989% (1 Month USD LIBOR + 60 bps), 12/26/69 (144A) | &nbsp;&nbsp; 3587368 |
| 117252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nelnet Private Education Loan Trust, Series 2016-A, Class A1B, 3.60%, 12/26/40 (144A) | &nbsp;&nbsp; 116795 |
| 4,669,421(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Series 2005-2, Class A5, 4.853% (3 Month USD LIBOR + 10 bps), 3/23/37 | &nbsp;&nbsp; 4529108 |
| 1041458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Series 2021-A, Class APT2, 1.36%, 4/20/62 (144A) | &nbsp;&nbsp; 921584 |
| 5,334,556(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Series 2021-DA, Class AFL, 5.043% (1 Month USD LIBOR + 69 bps), 4/20/62 (144A) | &nbsp;&nbsp; 5239721 |
| 3,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman CLO XXI, Ltd., Series 2016-21A, Class XR2, 5.143% (3 Month USD LIBOR + 90 bps), 4/20/34 (144A) | &nbsp;&nbsp; 3498079 |
| 1,154,641(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newtek Small Business Loan Trust, Series 2017-1, Class A, 6.389% (1 Month USD LIBOR + 200 bps), 2/25/43 (144A) | &nbsp;&nbsp; 1150516 |
| 2,253,539(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newtek Small Business Loan Trust, Series 2018-1, Class A, 6.95% (PRIME + -55 bps), 2/25/44 (144A) | &nbsp;&nbsp; 2215625 |
| 2,253,539(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newtek Small Business Loan Trust, Series 2018-1, Class B, 8.25% (PRIME + 75 bps), 2/25/44 (144A) | &nbsp;&nbsp; 2225071 |
| 5,137,318(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newtek Small Business Loan Trust, Series 2019-1, Class A, 6.60% (PRIME + -90 bps), 12/25/44 (144A) | &nbsp;&nbsp; 5096618 |
| 1,095,961(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newtek Small Business Loan Trust, Series 2019-1, Class B, 7.75% (PRIME + 25 bps), 12/25/44 (144A) | &nbsp;&nbsp; 1090324 |
| 3,887,008(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newtek Small Business Loan Trust, Series 2021-1, Class A, 7.25% (PRIME + -25 bps), 12/25/48 (144A) | &nbsp;&nbsp; 3732396 |
| 1495184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NMEF Funding LLC, Series 2019-A, Class C, 3.30%, 8/17/26 (144A) | &nbsp;&nbsp; 1485088 |
| 9360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NMEF Funding LLC, Series 2019-A, Class D, 4.39%, 8/17/26 (144A) | &nbsp;&nbsp; 9280875 |
| 290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NMEF Funding LLC, Series 2021-A, Class B, 1.85%, 12/15/27 (144A) | &nbsp;&nbsp; 278173 |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NMEF Funding LLC, Series 2021-A, Class D, 5.78%, 12/15/27 (144A) | &nbsp;&nbsp; 2413270 |
| 94,745(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NovaStar Mortgage Funding Trust Series, Series 2003-1, Class A2, 5.169% (1 Month USD LIBOR + 78 bps), 5/25/33 | &nbsp;&nbsp; 89623 |
| 1418407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oasis Securitization Funding LLC, Series 2021-1A, Class A, 2.579%, 2/15/33 (144A) | &nbsp;&nbsp; 1397678 |

---

21Pioneer Multi-Asset Ultrashort 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)** |  |
| 5804495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oasis Securitization Funding LLC, Series 2021-2A, Class A, 2.143%, 10/15/33 (144A) | $5660530 |
| 2858086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oasis Securitization Funding LLC, Series 2021-2A, Class B, 5.147%, 10/15/33 (144A) | &nbsp;&nbsp; 2787755 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ocean Trails CLO XII, Ltd., Series 2022-12A, Class E, 12.073% (3 Month Term SOFR + 811 bps), 7/20/35 (144A) | &nbsp;&nbsp; 1344263 |
| 1274077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octane Receivables Trust, Series 2020-1A, Class A, 1.71%, 2/20/25 (144A) | &nbsp;&nbsp; 1260898 |
| 3832136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octane Receivables Trust, Series 2021-1A, Class A, 0.93%, 3/22/27 (144A) | &nbsp;&nbsp; 3702351 |
| 2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octane Receivables Trust, Series 2021-1A, Class C, 2.23%, 11/20/28 (144A) | &nbsp;&nbsp; 2523023 |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OHA Credit Funding 5, Ltd., Series 2020-5A, Class X, 4.744% (3 Month USD LIBOR + 55 bps), 4/18/33 (144A) | &nbsp;&nbsp; 749963 |
| 4576045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oportun Funding LLC, Series 2022-1, Class A, 3.25%, 6/15/29 (144A) | &nbsp;&nbsp; 4476161 |
| 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oportun Funding XIV LLC, Series 2021-A, Class B, 1.76%, 3/8/28 (144A) | &nbsp;&nbsp; 5557019 |
| 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oportun Funding XIV LLC, Series 2021-A, Class D, 5.40%, 3/8/28 (144A) | &nbsp;&nbsp; 2672201 |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oportun Issuance Trust, Series 2021-C, Class A, 2.18%, 10/8/31 (144A) | &nbsp;&nbsp; 8748132 |
| 1487511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oscar US Funding X LLC, Series 2019-1A, Class A4, 3.27%, 5/10/26 (144A) | &nbsp;&nbsp; 1468725 |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OSD CLO, Ltd., Series 2021-23A, Class D, 7.029% (3 Month USD LIBOR + 295 bps), 4/17/31 (144A) | &nbsp;&nbsp; 3804024 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Owl Rock CLO I, Ltd., Series 2019-1A, Class B, 7.375% (3 Month USD LIBOR + 270 bps), 5/20/31 (144A) | &nbsp;&nbsp; 4743460 |
| 11,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Owl Rock CLO II, Ltd., Series 2019-2A, Class ALR, 5.793% (3 Month USD LIBOR + 155 bps), 4/20/33 (144A) | &nbsp;&nbsp; 10561958 |
| 2,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Owl Rock CLO IV, Ltd., Series 2020-4A, Class A1R, 6.275% (3 Month USD LIBOR + 160 bps), 8/20/33 (144A) | &nbsp;&nbsp; 2497225 |
| 1,125,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OZLM XXIII, Ltd., Series 2019-23A, Class X, 4.979% (3 Month USD LIBOR + 90 bps), 4/15/34 (144A) | &nbsp;&nbsp; 1124731 |
| 1548530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pagaya AI Debt Selection Trust, Series 2021-1, Class A, 1.18%, 11/15/27 (144A) | &nbsp;&nbsp; 1525338 |
| 17635282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pagaya AI Debt Trust, Series 2022-1, Class A, 2.03%, 10/15/29 (144A) | &nbsp;&nbsp; 16933205 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2222

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ltd., Series 2020-4A, Class C, 8.357% (3 Month USD LIBOR + 360 bps), 11/25/28 (144A) | $3902060 |
| 1,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ltd., Series 2021-2A, Class D, 9.675% (3 Month USD LIBOR + 500 bps), 5/20/29 (144A) | &nbsp;&nbsp; 1124979 |
| 16,546,382(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ltd., Series 2022-1A, Class A1, 4.914% (3 Month Term SOFR + 105 bps), 4/15/30 (144A) | &nbsp;&nbsp; 16303531 |
| 459769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pawnee Equipment Receivables Series LLC, Series 2020-1, Class A, 1.37%, 11/17/25 (144A) | &nbsp;&nbsp; 453836 |
| 3250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pawneee Equipment Receivables Series LLC, Series 2021-1, Class D, 2.75%, 7/15/27 (144A) | &nbsp;&nbsp; 2859305 |
| 2726057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEAR LLC, Series 2020-1, Class A, 3.75%, 12/15/32 (144A) | &nbsp;&nbsp; 2667324 |
| 10244793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEAR LLC, Series 2021-1, Class A, 2.60%, 1/15/34 (144A) | &nbsp;&nbsp; 9635805 |
| 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEAR LLC, Series 2021-1, Class B, 0.000%, 1/15/34 (144A) | &nbsp;&nbsp; 2071950 |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PFS Financing Corp., Series 2021-A, Class A, 0.71%, 4/15/26 (144A) | &nbsp;&nbsp; 2352325 |
| 5,563,063(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prodigy Finance CMDAC, Series 2021-1A, Class A, 5.639% (1 Month USD LIBOR + 125 bps), 7/25/51 (144A) | &nbsp;&nbsp; 5375323 |
| 3690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchasing Power Funding LLC, Series 2021-A, Class A, 1.57%, 10/15/25 (144A) | &nbsp;&nbsp; 3586277 |
| 4860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchasing Power Funding LLC, Series 2021-A, Class C, 2.53%, 10/15/25 (144A) | &nbsp;&nbsp; 4562369 |
| 2310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchasing Power Funding LLC, Series 2021-A, Class D, 4.37%, 10/15/25 (144A) | &nbsp;&nbsp; 2189996 |
| 1,170,670(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RAAC Series Trust, Series 2006-RP1, Class M2, 5.589% (1 Month USD LIBOR + 120 bps), 10/25/45 (144A) | &nbsp;&nbsp; 1168190 |
| 2374444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reach Financial LLC, Series 2022-1A, Class A, 3.76%, 11/15/29 (144A) | &nbsp;&nbsp; 2325367 |
| 6,398,633(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A, 7.00% (PRIME + -50 bps), 12/27/44 (144A) | &nbsp;&nbsp; 6068429 |
| 3,345,882(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regatta VI Funding, Ltd., Series 2016-1A, Class XR, 5.043% (3 Month USD LIBOR + 80 bps), 4/20/34 (144A) | &nbsp;&nbsp; 3344403 |
| 3,705,882(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regatta VII Funding, Ltd., Series 2016-1A, Class X, 5.596% (3 Month USD LIBOR + 85 bps), 6/20/34 (144A) | &nbsp;&nbsp; 3690603 |

---

23Pioneer Multi-Asset Ultrashort 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)** |  |
| 4,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regatta XXIII Funding, Ltd., Series 2021-4A, Class X, 5.193% (3 Month USD LIBOR + 95 bps), 1/20/35 (144A) | $4249787 |
| 7,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rosy Blue Carat S.A., Series 2018-1, Class A2, 3.377% (1 Month USD LIBOR + 325 bps), 12/15/25 (144A) | &nbsp;&nbsp; 7500000 |
| 3,980(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Salomon Mortgage Loan Trust Series, Series 2001-CB4, Class 1A1, 4.798% (1 Month USD LIBOR + 90 bps), 11/25/33 | &nbsp;&nbsp; 3909 |
| 8547876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Series 2022-B, Class B, 5.721%, 8/16/32 (144A) | &nbsp;&nbsp; 8520569 |
| 5983514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Series 2022-B, Class D, 6.793%, 8/16/32 (144A) | &nbsp;&nbsp; 5933347 |
| 4607606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Series, Series 2022-A, Class B, 5.281%, 5/15/32 (144A) | &nbsp;&nbsp; 4498267 |
| 2234633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Bank NA - SBCLN, Series 2021-1A, Class B, 1.833%, 12/15/31 (144A) | &nbsp;&nbsp; 2149344 |
| 1787774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Consumer Auto Receivables Trust, Series 2021-BA, Class B, 1.45%, 10/16/28 (144A) | &nbsp;&nbsp; 1756128 |
| 1712498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Consumer Auto Receivables Trust, Series 2021-CA, Class C, 2.97%, 6/15/28 (144A) | &nbsp;&nbsp; 1669398 |
| 1464139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Series 2022-2, Class A2, 2.12%, 10/15/26 | &nbsp;&nbsp; 1459573 |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Series 2022-2, Class B, 3.44%, 9/15/27 | &nbsp;&nbsp; 2415470 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SCF Equipment Leasing LLC, Series 2021-1A, Class A3, 0.83%, 8/21/28 (144A) | &nbsp;&nbsp; 1426180 |
| 574245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class A, 0.99%, 11/20/37 (144A) | &nbsp;&nbsp; 531350 |
| 1,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Silver Rock CLO II, Ltd., Series 2021-2A, Class X, 5.293% (3 Month USD LIBOR + 105 bps), 1/20/35 (144A) | &nbsp;&nbsp; 1599155 |
| 4,550,934(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SLM Private Credit Student Loan Trust, Series 2007-A, Class A4A, 5.009% (3 Month USD LIBOR + 24 bps), 12/16/41 | &nbsp;&nbsp; 4412604 |
| 1127070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Small Business Lending Trust, Series 2020-A, Class C, 5.01%, 12/15/26 (144A) | &nbsp;&nbsp; 1094135 |
| 144,536(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sofi Professional Loan Program LLC, Series 2016-D, Class A1, 5.339% (1 Month USD LIBOR + 95 bps), 1/25/39 (144A) | &nbsp;&nbsp; 144142 |
| 74,232(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sofi Professional Loan Program LLC, Series 2017-A, Class A1, 5.089% (1 Month USD LIBOR + 70 bps), 3/26/40 (144A) | &nbsp;&nbsp; 74102 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2224

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 73,348(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sofi Professional Loan Program LLC, Series 2017-C, Class A1, 4.989% (1 Month USD LIBOR + 60 bps), 7/25/40 (144A) | $73059 |
| 116,316(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sofi Professional Loan Program LLC, Series 2018-A, Class A1, 4.739% (1 Month USD LIBOR + 35 bps), 2/25/42 (144A) | &nbsp;&nbsp; 116059 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sound Point CLO XVI, Ltd., Series 2017-2A, Class D, 7.958% (3 Month USD LIBOR + 360 bps), 7/25/30 (144A) | &nbsp;&nbsp; 2657322 |
| 2063703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SpringCastle America Funding LLC, Series 2020-AA, Class A, 1.97%, 9/25/37 (144A) | &nbsp;&nbsp; 1861003 |
| 4,765,184(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STAR Trust, Series 2021-SFR2, Class A, 5.289% (1 Month USD LIBOR + 95 bps), 1/17/24 (144A) | &nbsp;&nbsp; 4677696 |
| 6,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STAR Trust, Series 2021-SFR2, Class E, 6.339% (1 Month USD LIBOR + 200 bps), 1/17/24 (144A) | &nbsp;&nbsp; 5838055 |
| 2950510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stonepeak ABS, Series 2021-1A, Class AA, 2.301%, 2/28/33 (144A) | &nbsp;&nbsp; 2610688 |
| 9,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STWD, Ltd., Series 2021-FL2, Class A, 5.526% (1 Month USD LIBOR + 120 bps), 4/18/38 (144A) | &nbsp;&nbsp; 8693046 |
| 6,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STWD, Ltd., Series 2021-SIF1, Class A, 5.579% (3 Month USD LIBOR + 150 bps), 4/15/32 (144A) | &nbsp;&nbsp; 5929770 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STWD, Ltd., Series 2021-SIF1, Class C, 6.429% (3 Month USD LIBOR + 235 bps), 4/15/32 (144A) | &nbsp;&nbsp; 1454345 |
| 12,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STWD, Ltd., Series 2021-SIF2A, Class A1, 5.414% (3 Month Term SOFR + 155 bps), 1/15/33 (144A) | &nbsp;&nbsp; 11728152 |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STWD, Ltd., Series 2021-SIF2A, Class D, 7.714% (3 Month Term SOFR + 385 bps), 1/15/33 (144A) | &nbsp;&nbsp; 3747500 |
| 2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust, Series 2021-A, Class B, 1.02%, 3/20/25 (144A) | &nbsp;&nbsp; 2627898 |
| 1411335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Theorem Funding Trust, Series 2022-1A, Class A, 1.85%, 2/15/28 (144A) | &nbsp;&nbsp; 1376531 |
| 3,562,500(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;THL Credit Wind River CLO, Ltd., Series 2019-1A, Class XR, 5.193% (3 Month USD LIBOR + 95 bps), 7/20/34 (144A) | &nbsp;&nbsp; 3560427 |
| 1586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tidewater Auto Receivables Trust, Series 2018-AA, Class E, 5.48%, 10/15/26 (144A) | &nbsp;&nbsp; 1584119 |
| 2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tidewater Auto Receivables Trust, Series 2020-AA, Class E, 3.35%, 7/17/28 (144A) | &nbsp;&nbsp; 2640942 |
| 3,634,437(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Asset Trust, Series 2018-SL1, Class A, 4.989% (1 Month USD LIBOR + 60 bps), 1/25/46 (144A) | &nbsp;&nbsp; 3613017 |
| 11,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Asset Trust, Series 2018-SL1, Class B, 5.439% (1 Month USD LIBOR + 105 bps), 1/25/46 (144A) | &nbsp;&nbsp; 10507740 |

---

25Pioneer Multi-Asset Ultrashort 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)** |  |
| 11,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trafigura Securitisation Finance Plc, Series 2021-1A, Class A1, 4.848% (1 Month USD LIBOR + 53 bps), 1/15/25 (144A) | $11167144 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Series 2021-1A, Class D, 1.92%, 5/15/26 (144A) | &nbsp;&nbsp; 973673 |
| 3250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Series 2021-1A, Class E, 3.23%, 9/15/26 (144A) | &nbsp;&nbsp; 3080323 |
| 1171387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Series 2022-1A, Class A, 3.30%, 2/18/25 (144A) | &nbsp;&nbsp; 1158708 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Series 2022-1A, Class E, 7.79%, 8/16/27 (144A) | &nbsp;&nbsp; 4772957 |
| 4018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricon American Homes Trust, Series 2017-SFR2, Class F, 5.104%, 1/17/36 (144A) | &nbsp;&nbsp; 3889153 |
| 16,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRTX Issuer, Ltd., Series 2019-FL3, Class C, 6.54% (1 Month Term SOFR + 221 bps), 10/15/34 (144A) | &nbsp;&nbsp; 15990198 |
| 1676503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TVEST LLC, Series 2020-A, Class A, 4.50%, 7/15/32 (144A) | &nbsp;&nbsp; 1651569 |
| 4368859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TVEST LLC, Series 2021-A, Class A, 2.35%, 9/15/33 (144A) | &nbsp;&nbsp; 4203693 |
| 4700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Series 2021-1, Class F, 4.30%, 9/10/27 (144A) | &nbsp;&nbsp; 4426829 |
| 1463516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Series 2022-1, Class A, 1.11%, 7/10/24 (144A) | &nbsp;&nbsp; 1457510 |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Series 2022-2, Class B, 5.41%, 12/10/25 (144A) | &nbsp;&nbsp; 2465308 |
| 719505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Upstart Pass-Through Trust Series, Series 2021-ST4, Class A, 2.00%, 7/20/27 (144A) | &nbsp;&nbsp; 665331 |
| 3145485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Upstart Pass-Through Trust Series, Series 2021-ST5, Class A, 2.00%, 7/20/27 (144A) | &nbsp;&nbsp; 2991883 |
| 4603173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Upstart Pass-Through Trust Series, Series 2022-ST2, Class A, 3.80%, 4/20/30 (144A) | &nbsp;&nbsp; 4279726 |
| 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Series 2021-1, Class B, 1.89%, 3/20/31 (144A) | &nbsp;&nbsp; 2194891 |
| 39,474(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture 32 CLO, Ltd., Series 2018-32RR, Class AX, 4.977% (3 Month USD LIBOR + 75 bps), 7/19/31 (144A) | &nbsp;&nbsp; 39286 |
| 79,414(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture XXI CLO, Ltd., Series 2015-21A, Class AR, 4.959% (3 Month USD LIBOR + 88 bps), 7/15/27 (144A) | &nbsp;&nbsp; 79278 |
| 2534279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veros Auto Receivables Trust, Series 2021-1, Class A, 0.92%, 10/15/26 (144A) | &nbsp;&nbsp; 2496919 |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veros Auto Receivables Trust, Series 2021-1, Class C, 3.64%, 8/15/28 (144A) | &nbsp;&nbsp; 1839131 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2226

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 4266588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VFI ABS LLC, Series 2022-1A, Class A, 2.23%, 3/24/28 (144A) | $4143049 |
| 842396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Series 2020-1A, Class A, 2.713%, 3/20/34 (144A) | &nbsp;&nbsp;&nbsp; 820578 |
| 1010876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Series 2020-1A, Class C, 6.213%, 3/20/34 (144A) | &nbsp;&nbsp;&nbsp; 995468 |
| 5178149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Series 2022-1A, Class C, 2.488%, 8/20/36 (144A) | &nbsp;&nbsp; 4860577 |
| 6,388,332(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Series 2022-1A, Class A2B, 4.508% (SOFR30A + 70 bps), 12/16/24 (144A) | &nbsp;&nbsp; 6384649 |
| 6838282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Willis Engine Structured Trust VI, Series 2021-A, Class B, 5.438%, 5/15/46 (144A) | &nbsp;&nbsp; 5051786 |
| 5,336(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wilshire Mortgage Loan Trust, Series 1997-2, Class A6, 4.669% (1 Month USD LIBOR + 28 bps), 5/25/28 | &nbsp;&nbsp;&nbsp; 5312 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Woodmont Trust, Series 2020-7A, Class A1A, 5.979% (3 Month USD LIBOR + 190 bps), 1/15/32 (144A) | &nbsp;&nbsp; 4874530 |
| 6,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Z Capital Credit Partners CLO, Ltd., Series 2019-1A, Class BR, 6.079% (3 Month USD LIBOR + 200 bps), 7/16/31 (144A) | &nbsp;&nbsp; 6367543 |
| 6,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Z Capital Credit Partners CLO, Ltd., Series 2019-1A, Class DR, 9.079% (3 Month USD LIBOR + 500 bps), 7/16/31 (144A) | &nbsp;&nbsp; 5741250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Asset Backed Securities<br> (Cost $1,118,900,523)** | **$1076179434** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—14.7% of Net Assets** |  |
| 38,698(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bear Stearns Mortgage Securities, Inc., Series 1997-6, Class 3B1, 3.079%, 6/25/30 | $38105 |
| 354,660(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2018-3A, Class M1B, 6.239% (1 Month USD LIBOR + 185 bps), 10/25/28 (144A) | &nbsp;&nbsp;&nbsp; 354376 |
| 9,678,259(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2018-3A, Class M2, 7.139% (1 Month USD LIBOR + 275 bps), 10/25/28 (144A) | &nbsp;&nbsp; 9591412 |
| 221,106(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-1A, Class M1B, 6.139% (1 Month USD LIBOR + 175 bps), 3/25/29 (144A) | &nbsp;&nbsp;&nbsp; 221014 |
| 4,409,000(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; 4375545 |

---

27Pioneer Multi-Asset Ultrashort 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)** |  |
| 2,800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-3A, Class B1, 6.889% (1 Month USD LIBOR + 250 bps), 7/25/29 (144A) | $2761972 |
| 1,390,256(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-3A, Class M1B, 5.989% (1 Month USD LIBOR + 160 bps), 7/25/29 (144A) | &nbsp;&nbsp; 1389571 |
| 4,595,383(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-4A, Class M1C, 6.889% (1 Month USD LIBOR + 250 bps), 10/25/29 (144A) | &nbsp;&nbsp; 4588620 |
| 56,495(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-2A, Class M1C, 8.387% (1 Month USD LIBOR + 400 bps), 8/26/30 (144A) | &nbsp;&nbsp; 56531 |
| 6,031,103(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-3A, Class M1C, 8.089% (1 Month USD LIBOR + 370 bps), 10/25/30 (144A) | &nbsp;&nbsp; 6067310 |
| 5,000,000(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; 4865645 |
| 1,859,052(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-4A, Class M2B, 7.989% (1 Month USD LIBOR + 360 bps), 6/25/30 (144A) | &nbsp;&nbsp; 1857225 |
| 2,900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2021-1A, Class M1B, 6.128% (SOFR30A + 220 bps), 3/25/31 (144A) | &nbsp;&nbsp; 2830135 |
| 945,998(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2021-2A, Class M1A, 5.128% (SOFR30A + 120 bps), 6/25/31 (144A) | &nbsp;&nbsp; 936769 |
| 6,348,208(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2021-3A, Class A2, 4.928% (SOFR30A + 100 bps), 9/25/31 (144A) | &nbsp;&nbsp; 6015470 |
| 15,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2021-3A, Class M1C, 5.478% (SOFR30A + 155 bps), 9/25/31 (144A) | &nbsp;&nbsp; 13420573 |
| 13,464,000(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; 11243751 |
| 1,068,354(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brass NO 8 Plc, Series 8A, Class A1, 5.344% (3 Month USD LIBOR + 70 bps), 11/16/66 (144A) | &nbsp;&nbsp; 1067442 |
| 694,625(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Series 2021-NQM2, Class A2, 1.28%, 3/25/60 (144A) | &nbsp;&nbsp; 651181 |
| 68,744(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade Funding Mortgage Trust, Series 2019-RM3, Class A, 2.80%, 6/25/69 (144A) | &nbsp;&nbsp; 66357 |
| 9,550,558(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade Funding Mortgage Trust, Series 2021-HB6, Class A, 0.898%, 6/25/36 (144A) | &nbsp;&nbsp; 9035351 |
| 200,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2020-HB4, Class M3, 2.72%, 12/26/30 (144A) | &nbsp;&nbsp; 184898 |
| 8,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2020-HB4, Class M4, 4.948%, 12/26/30 (144A) | &nbsp;&nbsp; 7408050 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2228

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 3,300,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB5, Class M3, 2.91%, 2/25/31 (144A) | $3042835 |
| 7,704,034(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB7, Class A, 1.151%, 10/27/31 (144A) | &nbsp;&nbsp; 7225941 |
| 9,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB7, Class M2, 2.679%, 10/27/31 (144A) | &nbsp;&nbsp; 8224231 |
| 6,450,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB7, Class M4, 5.072%, 10/27/31 (144A) | &nbsp;&nbsp; 5824563 |
| 3,348,823(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2022-HB8, Class A, 3.75%, 4/25/25 (144A) | &nbsp;&nbsp; 3239115 |
| 8,000,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2022-HB8, Class M3, 3.75%, 4/25/25 (144A) | &nbsp;&nbsp; 6555920 |
| 7,876,701(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Mortgage Finance Corp., Series 2021-CL1, Class M1, 5.128% (SOFR30A + 120 bps), 2/25/50 (144A) | &nbsp;&nbsp; 7133930 |
| 2,038,676(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Mortgage Finance Corp., Series 2021-CL1, Class M2, 5.278% (SOFR30A + 135 bps), 2/25/50 (144A) | &nbsp;&nbsp; 1791675 |
| 1,173,783(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Mortgage Finance Corp., Series 2021-CL1, Class M3, 5.478% (SOFR30A + 155 bps), 2/25/50 (144A) | &nbsp;&nbsp; 974548 |
| 17,283,150(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2019-HRP1, Class M2, 6.539% (1 Month USD LIBOR + 215 bps), 11/25/39 (144A) | &nbsp;&nbsp; 16892178 |
| 2,515,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2, 5.828% (SOFR30A + 190 bps), 12/25/41 (144A) | &nbsp;&nbsp; 2388328 |
| 8,668,598(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M1, 5.928% (SOFR30A + 200 bps), 3/25/42 (144A) | &nbsp;&nbsp; 8637872 |
| 3,322,081(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1, 6.444% (SOFR30A + 250 bps), 9/25/42 (144A) | &nbsp;&nbsp; 3304890 |
| 9,019(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSFB Mortgage-Backed Pass-Through Certificates Series, Series 2004-AR5, Class 11A2, 5.129% (1 Month USD LIBOR + 74 bps), 6/25/34 | &nbsp;&nbsp; 9007 |
| 4,410,148(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2018-1, Class M1, 6.089% (1 Month USD LIBOR + 170 bps), 11/25/28 (144A) | &nbsp;&nbsp; 4395693 |
| 6,818,737(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2019-1, Class M1B, 6.189% (1 Month USD LIBOR + 180 bps), 4/25/29 (144A) | &nbsp;&nbsp; 6674861 |
| 5,187,302(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2020-1, Class M1B, 5.839% (1 Month USD LIBOR + 145 bps), 1/25/30 (144A) | &nbsp;&nbsp; 5159100 |

---

29Pioneer Multi-Asset Ultrashort 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)** |  |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2020-1, Class M1C, 6.189% (1 Month USD LIBOR + 180 bps), 1/25/30 (144A) | $720875 |
| 2,319,047(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2021-1, Class M1B, 6.078% (SOFR30A + 215 bps), 10/25/33 (144A) | &nbsp;&nbsp; 2318380 |
| 3,360,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2021-2, Class M1C, 7.378% (SOFR30A + 345 bps), 4/25/34 (144A) | &nbsp;&nbsp; 3300684 |
| 4,973,850(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities, Series 2018-C01, Class 1EB1, 4.839% (1 Month USD LIBOR + 45 bps), 7/25/30 | &nbsp;&nbsp; 4939997 |
| 579,211(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities, Series 2021-R02, Class 2M1, 4.828% (SOFR30A + 90 bps), 11/25/41 (144A) | &nbsp;&nbsp; 568683 |
| 1,007,927(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Trust, Series 2003-W6, Class F, 4.366% (1 Month USD LIBOR + 35 bps), 9/25/42 | &nbsp;&nbsp; 984735 |
| 386,192(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Trust, Series 2005-W3, Class 2AF, 4.609% (1 Month USD LIBOR + 22 bps), 3/25/45 | &nbsp;&nbsp; 381932 |
| 30,936(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Trust, Series 2005-W3, Class 3A, 3.604%, 4/25/45 | &nbsp;&nbsp; 29835 |
| 40,726(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Trust, Series 2005-W4, Class 3A, 2.996%, 6/25/45 | &nbsp;&nbsp; 39345 |
| 346,943(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Whole Loan, Series 2007-W1, Class 1AF1, 4.649% (1 Month USD LIBOR + 26 bps), 11/25/46 | &nbsp;&nbsp; 343091 |
| 47,717(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 1695, Class EG, 4.923% (1 Month USD LIBOR + 105 bps), 3/15/24 | &nbsp;&nbsp; 47809 |
| 79,145(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2106, Class F, 4.768% (1 Month USD LIBOR + 45 bps), 12/15/28 | &nbsp;&nbsp; 78421 |
| 45,599(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2122, Class FD, 4.668% (1 Month USD LIBOR + 35 bps), 2/15/29 | &nbsp;&nbsp; 45090 |
| 11,430(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2156, Class FQ, 4.668% (1 Month USD LIBOR + 35 bps), 5/15/29 | &nbsp;&nbsp; 11382 |
| 81,878(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2186, Class FY, 4.918% (1 Month USD LIBOR + 60 bps), 4/15/28 | &nbsp;&nbsp; 81733 |
| 22,271(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2368, Class AF, 5.268% (1 Month USD LIBOR + 95 bps), 10/15/31 | &nbsp;&nbsp; 22340 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2230

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 23,261(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2377, Class FE, 4.918% (1 Month USD LIBOR + 60 bps), 11/15/31 | $23074 |
| 57,550(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2411, Class FR, 4.918% (1 Month USD LIBOR + 60 bps), 6/15/31 | &nbsp;&nbsp; 57105 |
| 45,568(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2432, Class FH, 5.018% (1 Month USD LIBOR + 70 bps), 3/15/32 | &nbsp;&nbsp; 45436 |
| 130,726(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2439, Class F, 5.318% (1 Month USD LIBOR + 100 bps), 3/15/32 | &nbsp;&nbsp; 131641 |
| 175,200(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2470, Class AF, 5.318% (1 Month USD LIBOR + 100 bps), 3/15/32 | &nbsp;&nbsp; 176410 |
| 110,448(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2471, Class FD, 5.318% (1 Month USD LIBOR + 100 bps), 3/15/32 | &nbsp;&nbsp; 111222 |
| 34,090(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2498, Class FQ, 4.918% (1 Month USD LIBOR + 60 bps), 9/15/32 | &nbsp;&nbsp; 33777 |
| 37,381(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2543, Class EF, 4.668% (1 Month USD LIBOR + 35 bps), 12/15/32 | &nbsp;&nbsp; 36881 |
| 201,973(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2551, Class FD, 4.718% (1 Month USD LIBOR + 40 bps), 1/15/33 | &nbsp;&nbsp; 199491 |
| 128,511(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2567, Class FJ, 4.718% (1 Month USD LIBOR + 40 bps), 2/15/33 | &nbsp;&nbsp; 126934 |
| 58,397(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2577, Class FA, 4.868% (1 Month USD LIBOR + 55 bps), 2/15/33 | &nbsp;&nbsp; 57762 |
| 4,546(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2585, Class FD, 4.818% (1 Month USD LIBOR + 50 bps), 12/15/32 | &nbsp;&nbsp; 4487 |
| 64,005(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2614, Class FV, 5.62% (1 Month USD LIBOR + 150 bps), 5/15/33 | &nbsp;&nbsp; 64549 |
| 93,881(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2631, Class FC, 4.718% (1 Month USD LIBOR + 40 bps), 6/15/33 | &nbsp;&nbsp; 92649 |

---

31Pioneer Multi-Asset Ultrashort 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)** |  |
| 49,960(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2711, Class FA, 5.318% (1 Month USD LIBOR + 100 bps), 11/15/33 | $50336 |
| 66,695(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2916, Class NF, 4.568% (1 Month USD LIBOR + 25 bps), 1/15/35 | &nbsp;&nbsp; 65928 |
| 214,788(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2976, Class LF, 4.658% (1 Month USD LIBOR + 34 bps), 5/15/35 | &nbsp;&nbsp; 210828 |
| 56,354(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3012, Class FE, 4.568% (1 Month USD LIBOR + 25 bps), 8/15/35 | &nbsp;&nbsp; 55976 |
| 57,916(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3042, Class PF, 4.568% (1 Month USD LIBOR + 25 bps), 8/15/35 | &nbsp;&nbsp; 57286 |
| 39,787(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3067, Class FA, 4.668% (1 Month USD LIBOR + 35 bps), 11/15/35 | &nbsp;&nbsp; 39038 |
| 35,516(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3102, Class FG, 4.618% (1 Month USD LIBOR + 30 bps), 1/15/36 | &nbsp;&nbsp; 35100 |
| 78,974(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3117, Class EF, 4.668% (1 Month USD LIBOR + 35 bps), 2/15/36 | &nbsp;&nbsp; 77479 |
| 169,832(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3117, Class FE, 4.618% (1 Month USD LIBOR + 30 bps), 2/15/36 | &nbsp;&nbsp; 166580 |
| 96,363(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3122, Class FP, 4.618% (1 Month USD LIBOR + 30 bps), 3/15/36 | &nbsp;&nbsp; 95238 |
| 58,278(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3147, Class PF, 4.618% (1 Month USD LIBOR + 30 bps), 4/15/36 | &nbsp;&nbsp; 57589 |
| 174,868(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3173, Class FC, 4.738% (1 Month USD LIBOR + 42 bps), 6/15/36 | &nbsp;&nbsp; 171697 |
| 303,725(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3175, Class FE, 4.628% (1 Month USD LIBOR + 31 bps), 6/15/36 | &nbsp;&nbsp; 297485 |
| 183,232(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3181, Class HF, 4.818% (1 Month USD LIBOR + 50 bps), 7/15/36 | &nbsp;&nbsp; 180736 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2232

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 11,035(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3191, Class FE, 4.718% (1 Month USD LIBOR + 40 bps), 7/15/36 | $10841 |
| 142,597(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3221, Class FW, 4.738% (1 Month USD LIBOR + 42 bps), 9/15/36 | &nbsp;&nbsp; 140126 |
| 47,037(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3222, Class FN, 4.718% (1 Month USD LIBOR + 40 bps), 9/15/36 | &nbsp;&nbsp; 46188 |
| 158,551(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3239, Class EF, 4.668% (1 Month USD LIBOR + 35 bps), 11/15/36 | &nbsp;&nbsp; 155314 |
| 78,579(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3239, Class FB, 4.668% (1 Month USD LIBOR + 35 bps), 11/15/36 | &nbsp;&nbsp; 77007 |
| 121,353(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3247, Class FA, 4.568% (1 Month USD LIBOR + 25 bps), 8/15/36 | &nbsp;&nbsp; 118158 |
| 180,861(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3266, Class F, 4.618% (1 Month USD LIBOR + 30 bps), 1/15/37 | &nbsp;&nbsp; 176151 |
| 111,257(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3307, Class FT, 4.558% (1 Month USD LIBOR + 24 bps), 7/15/34 | &nbsp;&nbsp; 108890 |
| 12,032(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3315, Class F, 4.658% (1 Month USD LIBOR + 34 bps), 5/15/37 | &nbsp;&nbsp; 11725 |
| 294,904(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3373, Class FB, 4.898% (1 Month USD LIBOR + 58 bps), 10/15/37 | &nbsp;&nbsp; 291570 |
| 34,997(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3376, Class FM, 4.938% (1 Month USD LIBOR + 62 bps), 10/15/37 | &nbsp;&nbsp; 34668 |
| 14,649(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3560, Class FA, 5.568% (1 Month USD LIBOR + 125 bps), 5/15/37 | &nbsp;&nbsp; 14854 |
| 183,934(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3610, Class FA, 5.018% (1 Month USD LIBOR + 70 bps), 12/15/39 | &nbsp;&nbsp; 183079 |
| 59,501(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3708, Class PF, 4.668% (1 Month USD LIBOR + 35 bps), 7/15/40 | &nbsp;&nbsp; 58961 |

---

33Pioneer Multi-Asset Ultrashort 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)** |  |
| 4,124(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3784, Class F, 4.718% (1 Month USD LIBOR + 40 bps), 7/15/23 | $4124 |
| 3,312(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3792, Class DF, 4.718% (1 Month USD LIBOR + 40 bps), 11/15/40 | &nbsp;&nbsp; 3308 |
| 16,391(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3867, Class FD, 4.668% (1 Month USD LIBOR + 35 bps), 5/15/41 | &nbsp;&nbsp; 16136 |
| 25,326(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3914, Class LF, 4.518% (1 Month USD LIBOR + 20 bps), 8/15/26 | &nbsp;&nbsp; 25236 |
| 39,260(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3970, Class GF, 4.618% (1 Month USD LIBOR + 30 bps), 9/15/26 | &nbsp;&nbsp; 39167 |
| 50,791(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3982, Class FL, 4.868% (1 Month USD LIBOR + 55 bps), 12/15/39 | &nbsp;&nbsp; 50675 |
| 35,152(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 4056, Class QF, 4.668% (1 Month USD LIBOR + 35 bps), 12/15/41 | &nbsp;&nbsp; 34559 |
| 4,165(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 1993-230, Class FA, 4.616% (1 Month USD LIBOR + 60 bps), 12/25/23 | &nbsp;&nbsp; 4164 |
| 9,589(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 1993-247, Class FA, 6.769% (12 Month USD LIBOR + 140 bps), 12/25/23 | &nbsp;&nbsp; 9574 |
| 9,589(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 1993-247, Class FE, 5.389% (1 Month USD LIBOR + 100 bps), 12/25/23 | &nbsp;&nbsp; 9602 |
| 23,042(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 1994-40, Class FC, 4.889% (1 Month USD LIBOR + 50 bps), 3/25/24 | &nbsp;&nbsp; 23074 |
| 6,573(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 1997-46, Class FA, 4.839% (1 Month USD LIBOR + 50 bps), 7/18/27 | &nbsp;&nbsp; 6488 |
| 8,395(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 1998-21, Class F, 3.162% (1 Year CMT Index + 35 bps), 3/25/28 | &nbsp;&nbsp; 8309 |
| 24,257(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2000-47, Class FD, 4.939% (1 Month USD LIBOR + 55 bps), 12/25/30 | &nbsp;&nbsp; 24037 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2234

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 85,658(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-35, Class F, 4.989% (1 Month USD LIBOR + 60 bps), 7/25/31 | $84962 |
| 30,607(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-37, Class F, 4.889% (1 Month USD LIBOR + 50 bps), 8/25/31 | &nbsp;&nbsp; 30338 |
| 177,014(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-50, Class FQ, 4.989% (1 Month USD LIBOR + 60 bps), 11/25/31 | &nbsp;&nbsp; 175576 |
| 77,886(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-65, Class F, 4.989% (1 Month USD LIBOR + 60 bps), 11/25/31 | &nbsp;&nbsp; 77479 |
| 50,251(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-69, Class FA, 4.989% (1 Month USD LIBOR + 60 bps), 7/25/31 | &nbsp;&nbsp; 49832 |
| 115,902(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-72, Class FB, 5.289% (1 Month USD LIBOR + 90 bps), 12/25/31 | &nbsp;&nbsp; 116098 |
| 37,850(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-81, Class FL, 4.989% (1 Month USD LIBOR + 65 bps), 1/18/32 | &nbsp;&nbsp; 37672 |
| 65,322(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-1, Class FC, 5.089% (1 Month USD LIBOR + 70 bps), 1/25/32 | &nbsp;&nbsp; 65159 |
| 184,966(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-13, Class FD, 5.289% (1 Month USD LIBOR + 90 bps), 3/25/32 | &nbsp;&nbsp; 185296 |
| 118,546(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-34, Class FA, 4.839% (1 Month USD LIBOR + 50 bps), 5/18/32 | &nbsp;&nbsp; 118021 |
| 105,545(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-56, Class FN, 5.389% (1 Month USD LIBOR + 100 bps), 7/25/32 | &nbsp;&nbsp; 106292 |
| 16,006(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-58, Class FD, 4.989% (1 Month USD LIBOR + 60 bps), 8/25/32 | &nbsp;&nbsp; 15911 |
| 69,047(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-77, Class F, 4.989% (1 Month USD LIBOR + 60 bps), 12/25/32 | &nbsp;&nbsp; 68620 |
| 48,644(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-82, Class FB, 4.889% (1 Month USD LIBOR + 50 bps), 12/25/32 | &nbsp;&nbsp; 48189 |

---

35Pioneer Multi-Asset Ultrashort 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)** |  |
| 63,551(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-90, Class FH, 4.889% (1 Month USD LIBOR + 50 bps), 9/25/32 | $62778 |
| 36,501(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-92, Class FB, 5.039% (1 Month USD LIBOR + 65 bps), 4/25/30 | &nbsp;&nbsp; 36385 |
| 68,764(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-93, Class FH, 4.889% (1 Month USD LIBOR + 50 bps), 1/25/33 | &nbsp;&nbsp; 68101 |
| 113,835(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2003-107, Class FD, 4.889% (1 Month USD LIBOR + 50 bps), 11/25/33 | &nbsp;&nbsp; 112659 |
| 174,966(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2003-31, Class FM, 4.889% (1 Month USD LIBOR + 50 bps), 4/25/33 | &nbsp;&nbsp; 173207 |
| 75,886(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2003-42, Class JF, 4.889% (1 Month USD LIBOR + 50 bps), 5/25/33 | &nbsp;&nbsp; 74962 |
| 4,184(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2003-49, Class FY, 4.789% (1 Month USD LIBOR + 40 bps), 6/25/23 | &nbsp;&nbsp; 4183 |
| 56,130(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2003-7, Class FA, 5.139% (1 Month USD LIBOR + 75 bps), 2/25/33 | &nbsp;&nbsp; 56064 |
| 105,498(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2003-8, Class FJ, 4.739% (1 Month USD LIBOR + 35 bps), 2/25/33 | &nbsp;&nbsp; 104850 |
| 122,190(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2004-52, Class FW, 4.789% (1 Month USD LIBOR + 40 bps), 7/25/34 | &nbsp;&nbsp; 120721 |
| 31,602(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2004-54, Class FN, 4.839% (1 Month USD LIBOR + 45 bps), 7/25/34 | &nbsp;&nbsp; 31282 |
| 116,643(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2004-79, Class FM, 4.689% (1 Month USD LIBOR + 30 bps), 11/25/24 | &nbsp;&nbsp; 116352 |
| 111,302(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2005-83, Class KT, 4.689% (1 Month USD LIBOR + 30 bps), 10/25/35 | &nbsp;&nbsp; 109361 |
| 123,387(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2005-83, Class LF, 4.699% (1 Month USD LIBOR + 31 bps), 2/25/35 | &nbsp;&nbsp; 122325 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2236

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 67,931(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-104, Class GF, 4.709% (1 Month USD LIBOR + 32 bps), 11/25/36 | $66678 |
| 23,082(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-11, Class FB, 4.689% (1 Month USD LIBOR + 30 bps), 3/25/36 | &nbsp;&nbsp; 22693 |
| 36,131(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-115, Class BF, 4.629% (1 Month USD LIBOR + 24 bps), 12/25/36 | &nbsp;&nbsp; 35261 |
| 44,811(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-33, Class FH, 4.739% (1 Month USD LIBOR + 35 bps), 5/25/36 | &nbsp;&nbsp; 43773 |
| 69,341(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-34, Class FA, 4.699% (1 Month USD LIBOR + 31 bps), 5/25/36 | &nbsp;&nbsp; 67845 |
| 130,519(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-42, Class CF, 4.839% (1 Month USD LIBOR + 45 bps), 6/25/36 | &nbsp;&nbsp; 128768 |
| 53,347(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-56, Class FC, 4.679% (1 Month USD LIBOR + 29 bps), 7/25/36 | &nbsp;&nbsp; 52506 |
| 12,090(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-70, Class BF, 4.939% (1 Month USD LIBOR + 55 bps), 8/25/36 | &nbsp;&nbsp; 11921 |
| 28,365(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-82, Class F, 4.959% (1 Month USD LIBOR + 57 bps), 9/25/36 | &nbsp;&nbsp; 28055 |
| 23,404(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-100, Class YF, 4.939% (1 Month USD LIBOR + 55 bps), 10/25/37 | &nbsp;&nbsp; 23104 |
| 34,233(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-103, Class AF, 5.389% (1 Month USD LIBOR + 100 bps), 3/25/37 | &nbsp;&nbsp; 34155 |
| 37,205(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-110, Class FA, 5.009% (1 Month USD LIBOR + 62 bps), 12/25/37 | &nbsp;&nbsp; 36824 |
| 59,276(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-13, Class FA, 4.639% (1 Month USD LIBOR + 25 bps), 3/25/37 | &nbsp;&nbsp; 57554 |
| 78,508(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-2, Class FT, 4.639% (1 Month USD LIBOR + 25 bps), 2/25/37 | &nbsp;&nbsp; 76422 |

---

37Pioneer Multi-Asset Ultrashort 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)** |  |
| 51,700(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-41, Class FA, 4.789% (1 Month USD LIBOR + 40 bps), 5/25/37 | $50667 |
| 155,059(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-50, Class FN, 4.629% (1 Month USD LIBOR + 24 bps), 6/25/37 | &nbsp;&nbsp; 151622 |
| 14,643(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-57, Class FA, 4.619% (1 Month USD LIBOR + 23 bps), 6/25/37 | &nbsp;&nbsp; 14371 |
| 38,674(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-58, Class FA, 4.639% (1 Month USD LIBOR + 25 bps), 6/25/37 | &nbsp;&nbsp; 37653 |
| 37,088(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-66, Class FB, 4.789% (1 Month USD LIBOR + 40 bps), 7/25/37 | &nbsp;&nbsp; 36809 |
| 95,059(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-7, Class FJ, 4.589% (1 Month USD LIBOR + 20 bps), 2/25/37 | &nbsp;&nbsp; 92516 |
| 148,003(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-85, Class FG, 4.889% (1 Month USD LIBOR + 50 bps), 9/25/37 | &nbsp;&nbsp; 145842 |
| 188,733(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-91, Class FB, 4.989% (1 Month USD LIBOR + 60 bps), 10/25/37 | &nbsp;&nbsp; 186807 |
| 62,113(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-92, Class OF, 4.959% (1 Month USD LIBOR + 57 bps), 9/25/37 | &nbsp;&nbsp; 61540 |
| 35,670(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-93, Class FD, 4.939% (1 Month USD LIBOR + 55 bps), 9/25/37 | &nbsp;&nbsp; 35211 |
| 18,078(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-98, Class FD, 4.839% (1 Month USD LIBOR + 45 bps), 6/25/37 | &nbsp;&nbsp; 17770 |
| 22,612(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2008-6, Class FA, 5.089% (1 Month USD LIBOR + 70 bps), 2/25/38 | &nbsp;&nbsp; 22467 |
| 104,324(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2008-88, Class FA, 5.609% (1 Month USD LIBOR + 122 bps), 10/25/38 | &nbsp;&nbsp; 106124 |
| 48,874(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2009-113, Class FB, 4.939% (1 Month USD LIBOR + 55 bps), 1/25/40 | &nbsp;&nbsp; 48256 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2238

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 1(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2010-38, Class F, 4.689% (1 Month USD LIBOR + 30 bps), 4/25/25 | $1 |
| 31,429(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2010-43, Class FD, 4.989% (1 Month USD LIBOR + 60 bps), 5/25/40 | &nbsp;&nbsp; 31058 |
| 93,307(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2010-43, Class IF, 4.889% (1 Month USD LIBOR + 50 bps), 5/25/40 | &nbsp;&nbsp; 92225 |
| 93,957(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2012-40, Class PF, 4.889% (1 Month USD LIBOR + 50 bps), 4/25/42 | &nbsp;&nbsp; 92169 |
| 2,357,619(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; 2390303 |
| 1,700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-DNA6, Class M1, 4.728% (SOFR30A + 80 bps), 10/25/41 (144A) | &nbsp;&nbsp; 1677865 |
| 7,550,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-HQA1, Class M2, 6.178% (SOFR30A + 225 bps), 8/25/33 (144A) | &nbsp;&nbsp; 7110834 |
| 4,700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-HQA3, Class M2, 6.028% (SOFR30A + 210 bps), 9/25/41 (144A) | &nbsp;&nbsp; 4137059 |
| 12,380,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA1, Class M2, 6.428% (SOFR30A + 250 bps), 1/25/42 (144A) | &nbsp;&nbsp; 11182075 |
| 5,590,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA2, Class M1B, 6.328% (SOFR30A + 240 bps), 2/25/42 (144A) | &nbsp;&nbsp; 5436374 |
| 5,990,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA2, Class M2, 7.678% (SOFR30A + 375 bps), 2/25/42 (144A) | &nbsp;&nbsp; 5633261 |
| 5,270,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA3, Class M1B, 6.828% (SOFR30A + 290 bps), 4/25/42 (144A) | &nbsp;&nbsp; 5207460 |
| 2,741,950(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA6, Class M1A, 6.078% (SOFR30A + 215 bps), 9/25/42 (144A) | &nbsp;&nbsp; 2743624 |
| 5,979,043(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-HQA1, Class M1A, 6.028% (SOFR30A + 210 bps), 3/25/42 (144A) | &nbsp;&nbsp; 5902571 |

---

39Pioneer Multi-Asset Ultrashort 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)** |  |
| 3,130,814(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-HQA3, Class M1A, 6.228% (SOFR30A + 230 bps), 8/25/42 (144A) | $3127200 |
| 204,653(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR Trust, Series 2019-FTR2, Class M1, 5.339% (1 Month USD LIBOR + 95 bps), 11/25/48 (144A) | &nbsp;&nbsp; 202548 |
| 72,796(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Strips, Series 237, Class F14, 4.718% (1 Month USD LIBOR + 40 bps), 5/15/36 | &nbsp;&nbsp; 71968 |
| 67,121(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Strips, Series 239, Class F29, 4.568% (1 Month USD LIBOR + 25 bps), 8/15/36 | &nbsp;&nbsp; 66462 |
| 290,165(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Strips, Series 239, Class F30, 4.618% (1 Month USD LIBOR + 30 bps), 8/15/36 | &nbsp;&nbsp; 287625 |
| 85,657(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Strips, Series 244, Class F22, 4.668% (1 Month USD LIBOR + 35 bps), 12/15/36 | &nbsp;&nbsp; 85151 |
| 8,641,586(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2013-DN2, Class M2, 8.639% (1 Month USD LIBOR + 425 bps), 11/25/23 | &nbsp;&nbsp; 8744239 |
| 3,425,000(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; 3262562 |
| 4,078,073(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M2, 6.839% (1 Month USD LIBOR + 245 bps), 12/25/42 | &nbsp;&nbsp; 4036607 |
| 630,299(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M2D, 5.639% (1 Month USD LIBOR + 125 bps), 12/25/42 | &nbsp;&nbsp; 615304 |
| 5,620,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class M2, 6.228% (SOFR30A + 230 bps), 8/25/33 (144A) | &nbsp;&nbsp; 5556242 |
| 4,597,691(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-HQA2, Class M1A, 6.578% (SOFR30A + 265 bps), 7/25/42 (144A) | &nbsp;&nbsp; 4620464 |
| 39,028(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2003-7, Class FB, 4.526% (1 Month USD LIBOR + 20 bps), 1/16/33 | &nbsp;&nbsp; 38844 |
| 232,381(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2005-16, Class FA, 4.603% (1 Month USD LIBOR + 25 bps), 2/20/35 | &nbsp;&nbsp; 229308 |
| 247,022(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2005-3, Class FC, 4.576% (1 Month USD LIBOR + 25 bps), 1/16/35 | &nbsp;&nbsp; 244110 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2240

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 79,362(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2008-69, Class FA, 4.853% (1 Month USD LIBOR + 50 bps), 8/20/38 | $78974 |
| 75,452(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2009-66, Class UF, 5.326% (1 Month USD LIBOR + 100 bps), 8/16/39 | &nbsp;&nbsp; 76138 |
| 56,249(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2009-92, Class FJ, 5.006% (1 Month USD LIBOR + 68 bps), 10/16/39 | &nbsp;&nbsp; 56105 |
| 5,347,200(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2019-1, Class M1, 6.039% (1 Month USD LIBOR + 165 bps), 5/25/29 (144A) | &nbsp;&nbsp; 5265358 |
| 1,735,703(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2020-1, Class M1C, 8.539% (1 Month USD LIBOR + 415 bps), 10/25/30 (144A) | &nbsp;&nbsp; 1736278 |
| 6,233,355(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2021-1, Class M1B, 5.939% (1 Month USD LIBOR + 155 bps), 7/25/33 (144A) | &nbsp;&nbsp; 6202388 |
| 7,360,000(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; 6862598 |
| 789,964(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2021-2, Class M1A, 5.178% (SOFR30A + 125 bps), 1/25/34 (144A) | &nbsp;&nbsp; 787418 |
| 14,283,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2021-2, Class M1C, 6.728% (SOFR30A + 280 bps), 1/25/34 (144A) | &nbsp;&nbsp; 13227662 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2022-1, Class M1A, 6.778% (SOFR30A + 285 bps), 10/25/34 (144A) | &nbsp;&nbsp; 2969187 |
| 2,304,851(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Series 2021-NQM2, Class A2, 1.362%, 9/25/56 (144A) | &nbsp;&nbsp; 1778677 |
| 4930297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA, 3.40%, 8/18/43 (144A) | &nbsp;&nbsp; 4572851 |
| 1,867,435(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2014-IVR3, Class B4, 2.848%, 9/25/44 (144A) | &nbsp;&nbsp; 1746378 |
| 2,106,609(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2014-IVR6, Class B1, 4.874%, 7/25/44 (144A) | &nbsp;&nbsp; 2062998 |
| 10,173,763(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2018-7FRB, Class A2, 5.139% (1 Month USD LIBOR + 75 bps), 4/25/46 (144A) | &nbsp;&nbsp; 9742815 |
| 1,667,318(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2018-7FRB, Class A3, 5.139% (1 Month USD LIBOR + 75 bps), 4/25/46 (144A) | &nbsp;&nbsp; 1591448 |
| 7,703,802(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2018-7FRB, Class B1, 4.807%, 4/25/46 (144A) | &nbsp;&nbsp; 7060692 |
| 7,286,438(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust, Series 2018-7FRB, Class B2, 4.807%, 4/25/46 (144A) | &nbsp;&nbsp; 6652246 |

---

41Pioneer Multi-Asset Ultrashort 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)** |  |
| 1,012,311(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Seasoned Mortgage Trust, Series 2014-1, Class AM, 4.889% (1 Month USD LIBOR + 50 bps), 5/25/33 (144A) | $968872 |
| 4,158,498(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Seasoned Mortgage Trust, Series 2014-1, Class B1, 3.909%, 5/25/33 (144A) | &nbsp;&nbsp; 3960554 |
| 3,876,379(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Seasoned Mortgage Trust, Series 2014-1, Class B2, 3.909%, 5/25/33 (144A) | &nbsp;&nbsp; 3687410 |
| 2,988,348(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Seasoned Mortgage Trust, Series 2014-1, Class B3, 3.909%, 5/25/33 (144A) | &nbsp;&nbsp; 2827151 |
| 148,917(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Trust, Series 2015-1, Class 1A14, 4.792%, 12/25/44 (144A) | &nbsp;&nbsp; 143401 |
| 3,254,152(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank N.A. - CHASE, Series 2019-CL1, Class M1, 5.739% (1 Month USD LIBOR + 135 bps), 4/25/47 (144A) | &nbsp;&nbsp; 3050933 |
| 14,095,411(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ltd., Series 2019-3, Class A1, 7.869% (1 Month USD LIBOR + 350 bps), 4/1/24 (144A) | &nbsp;&nbsp; 14001103 |
| 13,174,538(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ltd., Series 2019-4, Class A1, 7.869% (1 Month USD LIBOR + 350 bps), 5/1/24 (144A) | &nbsp;&nbsp; 13097040 |
| 7,828,268(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ltd., Series 2021-1, Class A, 6.169% (1 Month USD LIBOR + 180 bps), 2/1/26 (144A) | &nbsp;&nbsp; 7710659 |
| 7,574,518(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ltd., Series 2021-2, Class A1, 6.069% (1 Month USD LIBOR + 170 bps), 3/2/26 (144A) | &nbsp;&nbsp; 7525156 |
| 5,465(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series MLCC, Series 2003-G, Class A3, 5.923%, 1/25/29 | &nbsp;&nbsp; 5256 |
| 392,652(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series MLCC, Series 2003-H, Class A1, 5.029% (1 Month USD LIBOR + 64 bps), 1/25/29 | &nbsp;&nbsp; 349368 |
| 143,737(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series MLCC, Series 2004-B, Class A2, 5.765% (6 Month USD LIBOR + 54 bps), 5/25/29 | &nbsp;&nbsp; 135570 |
| 12,743(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series MLCC, Series 2004-C, Class A2B, 6.149% (6 Month USD LIBOR + 100 bps), 7/25/29 | &nbsp;&nbsp; 12252 |
| 73,786(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series MLCC, Series 2004-D, Class A3, 4.327%, 9/25/29 | &nbsp;&nbsp; 70123 |
| 274,917(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Residential Mortgage Loan Trust, Series 2014-1A, Class A1, 5.025%, 6/25/44 (144A) | &nbsp;&nbsp; 274142 |
| 2,564,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Residential Mortgage Loan Trust, Series 2014-1A, Class B4, 5.025%, 6/25/44 (144A) | &nbsp;&nbsp; 2319174 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2242

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 7,975,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NewRez Warehouse Securitization Trust, Series 2021-1, Class E, 7.639% (1 Month USD LIBOR + 325 bps), 5/25/55 (144A) | $7654573 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re II, Ltd., Series 2018-1A, Class B1, 8.439% (1 Month USD LIBOR + 405 bps), 7/25/28 (144A) | &nbsp;&nbsp; 1490198 |
| 5,893,993(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re II, Ltd., Series 2018-1A, Class M1, 5.939% (1 Month USD LIBOR + 155 bps), 7/25/28 (144A) | &nbsp;&nbsp; 5889154 |
| 10,802,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re II, Ltd., Series 2018-1A, Class M2, 7.239% (1 Month USD LIBOR + 285 bps), 7/25/28 (144A) | &nbsp;&nbsp; 10774482 |
| 4,970,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re III, Ltd., Series 2019-1A, Class B1A, 7.889% (1 Month USD LIBOR + 350 bps), 7/25/29 (144A) | &nbsp;&nbsp; 4881920 |
| 1,631,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re III, Ltd., Series 2019-1A, Class B1B, 8.739% (1 Month USD LIBOR + 435 bps), 7/25/29 (144A) | &nbsp;&nbsp; 1582298 |
| 11,167,403(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re III, Ltd., Series 2019-1A, Class M1B, 6.339% (1 Month USD LIBOR + 195 bps), 7/25/29 (144A) | &nbsp;&nbsp; 11058375 |
| 332,775(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re V, Ltd., Series 2020-2A, Class M1B, 7.989% (1 Month USD LIBOR + 360 bps), 10/25/30 (144A) | &nbsp;&nbsp; 332917 |
| 5,750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re VI, Ltd., Series 2021-1A, Class M1B, 5.978% (SOFR30A + 205 bps), 10/25/33 (144A) | &nbsp;&nbsp; 5637426 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re VI, Ltd., Series 2021-1A, Class M2, 7.878% (SOFR30A + 395 bps), 10/25/33 (144A) | &nbsp;&nbsp; 912140 |
| 3,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re VII, Ltd., Series 2021-2, Class M1B, 6.828% (SOFR30A + 290 bps), 4/25/34 (144A) | &nbsp;&nbsp; 3110663 |
| 173,708(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust, Series 21A, Class A1U, 5.206% (1 Month USD LIBOR + 88 bps), 1/16/60 (144A) | &nbsp;&nbsp; 173581 |
| 626,626(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust No. 22, Series 22A, Class A1U, 5.353% (1 Month USD LIBOR + 100 bps), 6/20/60 (144A) | &nbsp;&nbsp; 625351 |
| 1,409,954(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust No. 25, Series 25A, Class A1U, 5.204% (1 Month USD LIBOR + 93 bps), 3/12/61 (144A) | &nbsp;&nbsp; 1406349 |
| 16,117,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNMAC GMSR Issuer Trust, Series 2018-GT2, Class A, 7.039% (1 Month USD LIBOR + 265 bps), 8/25/25 (144A) | &nbsp;&nbsp; 15819105 |
| 14,828,378(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2018-1, Class M2, 7.089% (1 Month USD LIBOR + 270 bps), 3/25/28 (144A) | &nbsp;&nbsp; 14830041 |

---

43Pioneer Multi-Asset Ultrashort 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)** |  |
| 4,967,751(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2019-1, Class M1B, 6.339% (1 Month USD LIBOR + 195 bps), 2/25/29 (144A) | $4910723 |
| 1,858,462(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2019-2, Class M1B, 6.139% (1 Month USD LIBOR + 175 bps), 6/25/29 (144A) | &nbsp;&nbsp; 1856352 |
| 2,350,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2020-1, Class B1, 7.389% (1 Month USD LIBOR + 300 bps), 1/25/30 (144A) | &nbsp;&nbsp; 2112454 |
| 869,868(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2020-1, Class M1A, 5.339% (1 Month USD LIBOR + 95 bps), 1/25/30 (144A) | &nbsp;&nbsp; 868639 |
| 10,950,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2020-1, Class M1B, 5.839% (1 Month USD LIBOR + 145 bps), 1/25/30 (144A) | &nbsp;&nbsp; 10855197 |
| 7,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2020-1, Class M1C, 6.139% (1 Month USD LIBOR + 175 bps), 1/25/30 (144A) | &nbsp;&nbsp; 7235362 |
| 20,516,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2021-1, Class M1C, 6.628% (SOFR30A + 270 bps), 12/27/33 (144A) | &nbsp;&nbsp; 19145111 |
| 1,790,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2021-1, Class M2, 7.078% (SOFR30A + 315 bps), 12/27/33 (144A) | &nbsp;&nbsp; 1576205 |
| 14,760,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2021-2, Class M1B, 7.628% (SOFR30A + 370 bps), 11/25/31 (144A) | &nbsp;&nbsp; 13942482 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor RE, Ltd., Series 2022-1, Class M1A, 7.678% (SOFR30A + 375 bps), 9/25/32 (144A) | &nbsp;&nbsp; 990161 |
| 1,086,348(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RESI Finance LP, Series 2003-CB1, Class B3, 5.724% (1 Month USD LIBOR + 145 bps), 6/10/35 (144A) | &nbsp;&nbsp; 901422 |
| 611,522(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resimac MBS Trust, Series 2018-2A, Class A1A, 5.124% (1 Month USD LIBOR + 85 bps), 4/10/50 (144A) | &nbsp;&nbsp; 610616 |
| 1,365,418(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RESIMAC Premier Series, Series 2019-2A, Class A1, 5.224% (1 Month USD LIBOR + 95 bps), 2/10/51 (144A) | &nbsp;&nbsp; 1364334 |
| 1,455,323(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RESIMAC Premier Series, Series 2020-1A, Class A1A, 5.267% (1 Month USD LIBOR + 105 bps), 2/7/52 (144A) | &nbsp;&nbsp; 1448116 |
| 1,908,492(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RMF Buyout Issuance Trust, Series 2021-HB1, Class A, 1.259%, 11/25/31 (144A) | &nbsp;&nbsp; 1790616 |
| 7,747,796(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STACR Trust, Series 2018-HRP1, Class B1, 8.139% (1 Month USD LIBOR + 375 bps), 4/25/43 (144A) | &nbsp;&nbsp; 7756146 |
| 831,693(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STACR Trust, Series 2018-HRP1, Class M2, 6.039% (1 Month USD LIBOR + 165 bps), 4/25/43 (144A) | &nbsp;&nbsp; 830593 |
| 7,553,733(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STACR Trust, Series 2018-HRP2, Class M3, 6.789% (1 Month USD LIBOR + 240 bps), 2/25/47 (144A) | &nbsp;&nbsp; 7344617 |
| 11,490,236(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STACR Trust, Series 2018-HRP2, Class M3AS, 5.389% (1 Month USD LIBOR + 100 bps), 2/25/47 (144A) | &nbsp;&nbsp; 11141194 |
| 8063790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Series 2020-4, Class XA, 3.25%, 10/25/60 (144A) | &nbsp;&nbsp; 7286433 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2244

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 866,160(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) | $866158 |
| 8,170,000(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; 8145331 |
| 3,813,570(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-2, Class M1B, 6.989% (1 Month USD LIBOR + 260 bps), 10/25/33 (144A) | &nbsp;&nbsp; 3786965 |
| 7,880,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-3, Class M1B, 6.828% (SOFR30A + 290 bps), 2/25/34 (144A) | &nbsp;&nbsp; 7391403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Collateralized Mortgage Obligations<br> (Cost $653,844,690)** | &nbsp;&nbsp; **$** **628660001** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—6.9% of Net Assets** |  |
| 5,328,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AREIT Trust, Series 2022-CRE6, Class E, 7.226% (SOFR30A + 340 bps), 1/16/37 (144A) | $4860596 |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust, Series 2019-RLJ, Class C, 5.918% (1 Month USD LIBOR + 160 bps), 4/15/36 (144A) | &nbsp;&nbsp; 7753315 |
| 4,093,771(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BDS, Series 2021-FL8, Class A, 5.259% (1 Month USD LIBOR + 92 bps), 1/18/36 (144A) | &nbsp;&nbsp; 3952106 |
| 1,150,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BFLD Trust, Series 2020-OBRK, Class A, 6.368% (1 Month USD LIBOR + 205 bps), 11/15/28 (144A) | &nbsp;&nbsp; 1136551 |
| 12,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Series 2021-CIP, Class B, 5.589% (1 Month USD LIBOR + 127 bps), 12/15/38 (144A) | &nbsp;&nbsp; 11518516 |
| 4,818,918(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Series 2021-XL2, Class D, 5.715% (1 Month USD LIBOR + 140 bps), 10/15/38 (144A) | &nbsp;&nbsp; 4537928 |
| 9,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BX Trust, Series 2019-ATL, Class B, 5.705% (1 Month USD LIBOR + 139 bps), 10/15/36 (144A) | &nbsp;&nbsp; 9065819 |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BXP Trust, Series 2017-CQHP, Class B, 5.418% (1 Month USD LIBOR + 110 bps), 11/15/34 (144A) | &nbsp;&nbsp; 7533080 |
| 2,171,167(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CG-CCRE Commercial Mortgage Trust, Series 2014-FL1, Class B, 5.468% (1 Month USD LIBOR + 115 bps), 6/15/31 (144A) | &nbsp;&nbsp; 2153652 |
| 1,135,882(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CG-CCRE Commercial Mortgage Trust, Series 2014-FL2, Class A, 6.172% (1 Month USD LIBOR + 185 bps), 11/15/31 (144A) | &nbsp;&nbsp; 1103391 |
| 6,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CGDB Commercial Mortgage Trust, Series 2019-MOB, Class C, 5.768% (1 Month USD LIBOR + 145 bps), 11/15/36 (144A) | &nbsp;&nbsp; 5773462 |

---

45Pioneer Multi-Asset Ultrashort 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)** |  |
| 7,443,791(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHC Commercial Mortgage Trust 2019, Series 2019-CHC, Class C, 6.068% (1 Month USD LIBOR + 175 bps), 6/15/34 (144A) | $6908375 |
| 6,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLNY Trust, Series 2019-IKPR, Class B, 5.796% (1 Month USD LIBOR + 148 bps), 11/15/38 (144A) | &nbsp;&nbsp; 5608921 |
| 8223355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Series 2013-CR6, Class A4, 3.101%, 3/10/46 | &nbsp;&nbsp; 8196948 |
| 10,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class E, 6.468% (1 Month USD LIBOR + 215 bps), 5/15/36 (144A) | &nbsp;&nbsp; 9671925 |
| 827,414(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN1, Class M1, 5.928% (SOFR30A + 200 bps), 1/25/51 (144A) | &nbsp;&nbsp; 774326 |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Great Wolf Trust, Series 2019-WOLF, Class D, 6.251% (1 Month USD LIBOR + 193 bps), 12/15/36 (144A) | &nbsp;&nbsp; 7617541 |
| 10,900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2018-TWR, Class A, 5.468% (1 Month USD LIBOR + 115 bps), 7/15/31 (144A) | &nbsp;&nbsp; 10395562 |
| 5,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2019-70P, Class D, 6.068% (1 Month USD LIBOR + 175 bps), 10/15/36 (144A) | &nbsp;&nbsp; 5112200 |
| 7,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2019-SMP, Class D, 6.268% (1 Month USD LIBOR + 195 bps), 8/15/32 (144A) | &nbsp;&nbsp; 6986813 |
| 10,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class A, 5.418% (1 Month USD LIBOR + 110 bps), 12/15/36 (144A) | &nbsp;&nbsp; 9745499 |
| 5,000,000(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; 4674251 |
| 1,100,000(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; 1035504 |
| 4,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Series 2018-HART, Class A, 5.41% (1 Month USD LIBOR + 109 bps), 10/15/31 (144A) | &nbsp;&nbsp; 4075920 |
| 9,729,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Series 2018-HART, Class B, 5.62% (1 Month USD LIBOR + 130 bps), 10/15/31 (144A) | &nbsp;&nbsp; 9127212 |
| 7,656,826(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HPLY Trust, Series 2019-HIT, Class C, 5.918% (1 Month USD LIBOR + 160 bps), 11/15/36 (144A) | &nbsp;&nbsp; 7329193 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2246

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 2,800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class BFL, 5.672% (1 Month USD LIBOR + 150 bps), 7/5/33 (144A) | $2562288 |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class CFL, 6.072% (1 Month USD LIBOR + 190 bps), 7/5/33 (144A) | &nbsp;&nbsp; 3619564 |
| 3,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class C, 6.168% (1 Month USD LIBOR + 185 bps), 9/15/29 (144A) | &nbsp;&nbsp; 3386000 |
| 10,300,000(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; 9567202 |
| 6,735,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class A, 5.688% (1 Month USD LIBOR + 137 bps), 10/15/33 (144A) | &nbsp;&nbsp; 6376852 |
| 8,050,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MBRT, Series 2019-MBR, Class B, 5.818% (1 Month USD LIBOR + 150 bps), 11/15/36 (144A) | &nbsp;&nbsp; 7786582 |
| 8,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Series 2017-ASHF, Class B, 5.693% (1 Month USD LIBOR + 138 bps), 11/15/34 (144A) | &nbsp;&nbsp; 8083965 |
| 7,980,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Series 2018-BOP, Class B, 5.568% (1 Month USD LIBOR + 125 bps), 8/15/33 (144A) | &nbsp;&nbsp; 7490709 |
| 6,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, Class B, 6.118% (1 Month Term SOFR + 180 bps), 7/15/36 (144A) | &nbsp;&nbsp; 5783751 |
| 4,012,459(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class A, 5.339% (1 Month USD LIBOR + 95 bps), 7/25/36 (144A) | &nbsp;&nbsp; 3787438 |
| 2,175,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class D, 6.789% (1 Month USD LIBOR + 240 bps), 7/25/36 (144A) | &nbsp;&nbsp; 1966626 |
| 1,519,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class E, 7.289% (1 Month USD LIBOR + 290 bps), 7/25/36 (144A) | &nbsp;&nbsp; 1365723 |
| 4,825,000(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; 4416614 |
| 8,740,000(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; 8263181 |
| 6,636,228(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SLIDE, Series 2018-FUN, Class B, 5.818% (1 Month USD LIBOR + 150 bps), 6/15/31 (144A) | &nbsp;&nbsp; 6567841 |

---

47Pioneer Multi-Asset Ultrashort 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)** |  |
| 24,348(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sutherland Commercial Mortgage Loans, Series 2017-SBC6, Class A, 3.192%, 5/25/37 (144A) | $24290 |
| 4,374,433(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tharaldson Hotel Portfolio Trust, Series 2018-THL, Class C, 5.868% (1 Month USD LIBOR + 165 bps), 11/11/34 (144A) | &nbsp;&nbsp; 4124440 |
| 12,800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Series 2017-SMP, Class C, 5.643% (1 Month USD LIBOR + 133 bps), 12/15/34 (144A) | &nbsp;&nbsp; 11698688 |
| 11,316,024(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2019-1, Class A, 6.456% (1 Month Term SOFR + 237 bps), 11/6/21 (144A) | &nbsp;&nbsp; 11190179 |
| 11,537,500(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2020-1, Class A, 6.52% (1 Month USD LIBOR + 240 bps), 1/22/23 (144A) | &nbsp;&nbsp; 11503337 |
| 13,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2020-2, Class A, 6.12% (1 Month USD LIBOR + 200 bps), 2/7/23 (144A) | &nbsp;&nbsp; 13441648 |
| 4,375,000(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; 4340268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Commercial Mortgage-Backed Securities<br> (Cost $308,021,392)** | &nbsp;&nbsp; **$** **293995792** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Corporate Bonds — 29.2% of Net Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Aerospace & Defense — 0.2%** |  |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing Co., 1.167%, 2/4/23 | $9961586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Aerospace & Defense** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **9961586** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Auto Manufacturers — 3.0%** |  |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance Corp., 3.45%, 7/14/23 | $4962241 |
| 9147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BMW US Capital LLC, 3.80%, 4/6/23 (144A) | &nbsp;&nbsp; 9125448 |
| 12,030,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BMW US Capital LLC, 4.506% (SOFR + 38 bps), 8/12/24 (144A) | &nbsp;&nbsp; 11914101 |
| 20,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Daimler Trucks Finance North America LLC, 4.663% (SOFR + 100 bps), 4/5/24 (144A) | &nbsp;&nbsp; 19928000 |
| 18,670,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., Inc., 4.416% (SOFR + 62 bps), 10/15/24 | &nbsp;&nbsp; 18146616 |
| 6,215,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., Inc., 4.992% (SOFR + 130 bps), 4/7/25 | &nbsp;&nbsp; 6059618 |
| 6,360,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., Inc., 5.033% (SOFR + 76 bps), 3/8/24 | &nbsp;&nbsp; 6267951 |
| 2253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyundai Capital America, 4.125%, 6/8/23 (144A) | &nbsp;&nbsp; 2239286 |
| 15645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC, 3.70%, 5/4/23 (144A) | &nbsp;&nbsp; 15561073 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2248

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Auto Manufacturers — (continued)** |  |
| 11,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. LLC, 5.375% (3 Month USD LIBOR + 64 bps), 3/8/24 (144A) | $10823535 |
| 17,904,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., 3.998% (SOFR + 32 bps), 4/6/23 | &nbsp;&nbsp; 17901365 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC, 3.125%, 5/12/23 (144A) | &nbsp;&nbsp; 4960055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Auto Manufacturers** | &nbsp;&nbsp; **$** **127889289** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — 18.0%** |  |
| 10,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ANZ New Zealand Int'l, Ltd., 4.766% (SOFR + 60 bps), 2/18/25 (144A) | $9909695 |
| 12,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA, 5.409% (SOFR + 124 bps), 5/24/24 | &nbsp;&nbsp; 12392012 |
| 9,450,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp., 4.684% (SOFR + 73 bps), 10/24/24 | &nbsp;&nbsp; 9362340 |
| 5,700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp., 4.963% (3 Month Bloomberg Short-Term Bank Yield Index + 43 bps), 5/28/24 | &nbsp;&nbsp; 5644938 |
| 23,289,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp., 5.555% (3 Month USD LIBOR + 79 bps), 3/5/24 | &nbsp;&nbsp; 23275445 |
| 9350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, 0.40%, 9/15/23 | &nbsp;&nbsp; 9052959 |
| 12,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, 4.018% (SOFR + 32 bps), 7/9/24 | &nbsp;&nbsp; 11841687 |
| 14,760,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, 4.577% (SOFR + 27 bps), 9/15/23 | &nbsp;&nbsp; 14718682 |
| 18,800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia, 4.625% (SOFR + 90 bps), 4/11/25 | &nbsp;&nbsp; 18599708 |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia, 4.165% (SOFR + 46 bps), 1/10/25 | &nbsp;&nbsp; 7863042 |
| 9,200,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia, 4.241% (SOFR + 45 bps), 4/15/24 | &nbsp;&nbsp; 9119767 |
| 13700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA, 0.65%, 2/27/24 (144A) | &nbsp;&nbsp; 12969725 |
| 10,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA, 4.489% (SOFR + 41 bps), 2/4/25 (144A) | &nbsp;&nbsp; 10267908 |
| 2,620,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA, 5.203% (3 Month USD LIBOR + 96 bps), 7/20/23 (144A) | &nbsp;&nbsp; 2623577 |
| 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA, 3.50%, 3/1/23 (144A) | &nbsp;&nbsp; 7481553 |
| 4740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce, 0.95%, 6/23/23 | &nbsp;&nbsp; 4651533 |
| 18,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce, 4.706% (SOFR + 40 bps), 12/14/23 | &nbsp;&nbsp; 18334610 |
| 7,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup, Inc., 4.615% (SOFR + 694 bps), 1/25/26 | &nbsp;&nbsp; 6842423 |
| 12,550,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup, Inc., 5.586% (SOFR + 137 bps), 5/24/25 | &nbsp;&nbsp; 12518564 |
| 15,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA, 4.085% (SOFR + 38 bps), 1/10/25 | &nbsp;&nbsp; 14799287 |
| 10,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse AG, 4.441% (SOFR + 39 bps), 2/2/24 | &nbsp;&nbsp; 9566600 |

---

49Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — (continued)** |  |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Discover Bank, 3.35%, 2/6/23 | $9981502 |
| 17,960,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DNB Bank ASA, 5.153% (SOFR + 83 bps), 3/28/25 (144A) | &nbsp;&nbsp; 17816150 |
| 7,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec, 4.618% (SOFR + 43 bps), 5/21/24 (144A) | &nbsp;&nbsp; 6919480 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Horizon Corp., 3.55%, 5/26/23 | &nbsp;&nbsp; 4968094 |
| 4600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc., 1.217%, 12/6/23 | &nbsp;&nbsp; 4440444 |
| 13,880,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc., 4.374% (SOFR + 49 bps), 10/21/24 | &nbsp;&nbsp; 13663693 |
| 20,725,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc., 4.784% (SOFR + 50 bps), 9/10/24 | &nbsp;&nbsp; 20420716 |
| 10,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings Plc, 4.749% (SOFR + 58 bps), 11/22/24 | &nbsp;&nbsp; 9765968 |
| 7,750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings Plc, 5.696% (SOFR + 143 bps), 3/10/26 | &nbsp;&nbsp; 7652568 |
| 15,270,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Huntington National Bank, 5.345% (SOFR + 119 bps), 5/16/25 | &nbsp;&nbsp; 15162500 |
| 10,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV, 5.963% (SOFR + 164 bps), 3/28/26 | &nbsp;&nbsp; 10253545 |
| 8,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., 4.77% (SOFR + 54 bps), 6/1/25 | &nbsp;&nbsp; 7852211 |
| 11,800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., 5.055% (3 Month USD LIBOR + 73 bps), 4/23/24 | &nbsp;&nbsp; 11800819 |
| 12,270,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., 5.276% (SOFR + 97 bps), 6/14/25 | &nbsp;&nbsp; 12119939 |
| 11,294,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KeyBank NA, 4.663% (SOFR + 34 bps), 1/3/24 | &nbsp;&nbsp; 11232444 |
| 11019000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group Plc, 4.05%, 8/16/23 | &nbsp;&nbsp; 10944180 |
| 7,140,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank, Ltd., 5.632% (SOFR + 131 bps), 3/21/25 (144A) | &nbsp;&nbsp; 7130128 |
| 13,975,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macquarie Group, Ltd., 4.498% (SOFR + 71 bps), 10/14/25 (144A) | &nbsp;&nbsp; 13645318 |
| 16100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc., 3.761%, 7/26/23 | &nbsp;&nbsp; 15966706 |
| 16,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc., 5.46% (SOFR + 165 bps), 7/18/25 | &nbsp;&nbsp; 16661420 |
| 4226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley, 3.125%, 1/23/23 | &nbsp;&nbsp; 4222121 |
| 13500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley, 3.75%, 2/25/23 | &nbsp;&nbsp; 13472283 |
| 5,700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley, 5.022% (SOFR + 117 bps), 4/17/25 | &nbsp;&nbsp; 5675921 |
| 15,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley, 5.132% (SOFR + 95 bps), 2/18/26 | &nbsp;&nbsp; 14764908 |
| 15,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Bank of Canada, 4.58% (SOFR + 49 bps), 8/6/24 | &nbsp;&nbsp; 14829592 |
| 4,200,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NatWest Markets Plc, 4.656% (SOFR + 53 bps), 8/12/24 (144A) | &nbsp;&nbsp; 4127812 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2250

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — (continued)** |  |
| 17,240,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NatWest Markets Plc, 5.773% (SOFR + 145 bps), 3/22/25 (144A) | $17087503 |
| 22,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada, 4.157% (SOFR + 30 bps), 1/19/24 | &nbsp;&nbsp; 21831988 |
| 15,380,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada, 4.628% (SOFR + 84 bps), 4/14/25 | &nbsp;&nbsp; 15190481 |
| 17,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale S.A., 4.934% (SOFR + 105 bps), 1/21/26 (144A) | &nbsp;&nbsp; 16410077 |
| 8,880,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered Plc, 5.123% (SOFR + 93 bps), 11/23/25 (144A) | &nbsp;&nbsp; 8627500 |
| 23,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered Plc, 6.063% (SOFR + 174 bps), 3/30/26 (144A) | &nbsp;&nbsp; 22869862 |
| 6520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., 3.10%, 5/15/23 | &nbsp;&nbsp; 6476424 |
| 16100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc., 3.748%, 7/19/23 | &nbsp;&nbsp; 15984058 |
| 16,700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank, Ltd., 4.746% (SOFR + 44 bps), 9/16/24 (144A) | &nbsp;&nbsp; 16594105 |
| 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, 1.30%, 6/2/23 (144A) | &nbsp;&nbsp; 14730180 |
| 17,090,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, 5.233% (SOFR + 91 bps), 4/4/25 (144A) | &nbsp;&nbsp; 16963705 |
| 9,825,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, 4.634% (SOFR + 35 bps), 9/10/24 | &nbsp;&nbsp; 9701554 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, 4.867% (3 Month USD LIBOR + 64 bps), 7/19/23 | &nbsp;&nbsp; 1001176 |
| 9,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Truist Bank, 4.002% (SOFR + 20 bps), 1/17/24 | &nbsp;&nbsp; 8940830 |
| 5,800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS AG, 4.475% (SOFR + 36 bps), 2/9/24 (144A) | &nbsp;&nbsp; 5772749 |
| 10,800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS AG, 4.555% (SOFR + 32 bps), 6/1/23 (144A) | &nbsp;&nbsp; 10786119 |
| 15,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS AG, 4.565% (SOFR + 45 bps), 8/9/24 (144A) | &nbsp;&nbsp; 14895404 |
| 14,110,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG, 5.706% (SOFR + 158 bps), 5/12/26 (144A) | &nbsp;&nbsp; 14220508 |
| 17,745,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co., 5.241% (SOFR + 132 bps), 4/25/26 | &nbsp;&nbsp; 17690180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Banks** | &nbsp;&nbsp; **$** **773100920** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Diversified Financial Services — 1.7%** |  |
| 10,700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 5.003% (SOFR + 68 bps), 9/29/23 | $10504092 |
| 9,873,000(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp., 1.343% (SOFR + 70 bps), 12/6/24 | &nbsp;&nbsp; 9451939 |
| 1428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp., 3.20%, 1/30/23 | &nbsp;&nbsp; 1428000 |
| 16,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp., 4.963% (SOFR + 69 bps), 12/6/24 | &nbsp;&nbsp; 15694639 |
| 15,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp., 5.476% (SOFR + 135 bps), 5/9/25 | &nbsp;&nbsp; 15065954 |

---

51Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Diversified Financial Services — (continued)** |  |
| 20096000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., 2.65%, 1/25/23 | $20070145 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OWS Cre Funding I LLC, 9.269% (1 Month USD LIBOR + 490 bps), 9/1/23 (144A) | &nbsp;&nbsp; 954945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Diversified Financial Services** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **73169714** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electric — 2.1%** |  |
| 6,440,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Electric Power Co., Inc., 4.92% (3 Month USD LIBOR + 48 bps), 11/1/23 | $6410259 |
| 7,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy, Inc., 4.776% (SOFR + 65 bps), 5/13/24 | &nbsp;&nbsp; 7511509 |
| 9,175,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy, Inc., 5.299% (3 Month USD LIBOR + 53 bps), 9/15/23 | &nbsp;&nbsp; 9156860 |
| 11,360,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co., 4.37% (SOFR + 25 bps), 5/10/23 | &nbsp;&nbsp; 11340978 |
| 7,005,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp., 4.493% (SOFR + 40 bps), 8/7/23 | &nbsp;&nbsp; 6980486 |
| 6,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings, Inc., 4.465% (SOFR + 40 bps), 11/3/23 | &nbsp;&nbsp; 6473375 |
| 8,461,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings, Inc., 4.775% (SOFR + 54 bps), 3/1/23 | &nbsp;&nbsp; 8457269 |
| 13,575,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings, Inc., 5.342% (SOFR + 102 bps), 3/21/24 | &nbsp;&nbsp; 13499752 |
| 6545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Public Service Enterprise Group, Inc., 0.841%, 11/8/23 | &nbsp;&nbsp; 6301592 |
| 7,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southern Co., 4.49% (SOFR + 37 bps), 5/10/23 | &nbsp;&nbsp; 6980881 |
| 5165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric and Power Co., 2.75%, 3/15/23 | &nbsp;&nbsp; 5143887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electric** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **88256848** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Healthcare-Products — 0.2%** |  |
| 7,224,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc., 4.34% (SOFR + 53 bps), 10/18/24 | $7155384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Healthcare-Products** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **7155384** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Healthcare-Services — 0.5%** |  |
| 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aetna, Inc., 2.80%, 6/15/23 | $6926303 |
| 9631000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elevance Health, Inc., 0.45%, 3/15/23 | &nbsp;&nbsp; 9551006 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elevance Health, Inc., 3.30%, 1/15/23 | &nbsp;&nbsp; 4996310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Healthcare-Services** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **21473619** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Insurance — 0.9%** |  |
| 1(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ambac Assurance Corp., 5.10% (144A) | $1 |
| 13,700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding, 4.726% (SOFR + 56 bps), 8/19/24 (144A) | &nbsp;&nbsp; 13365104 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2252

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Insurance — (continued)** |  |
| 6,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I, 5.232% (SOFR + 91 bps), 3/21/25 (144A) | $6241140 |
| 6,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Principal Life Global Funding II, 4.189% (SOFR + 45 bps), 4/12/24 (144A) | &nbsp;&nbsp; 6459251 |
| 5,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Principal Life Global Funding II, 4.58% (SOFR + 38 bps), 8/23/24 (144A) | &nbsp;&nbsp; 5338281 |
| 9,030,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Protective Life Global Funding, 5.303% (SOFR + 98 bps), 3/28/25 (144A) | &nbsp;&nbsp; 8954686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Insurance** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **40358463** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oil & Gas — 0.2%** |  |
| 9584000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eni S.p.A., 4.00%, 9/12/23 (144A) | $9449952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Oil & Gas** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **9449952** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pharmaceuticals — 0.5%** |  |
| 2608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AmerisourceBergen Corp., 0.737%, 3/15/23 | $2586027 |
| 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp., 3.75%, 7/15/23 | &nbsp;&nbsp; 14901011 |
| 4274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zoetis, Inc., 3.25%, 2/1/23 | &nbsp;&nbsp; 4267766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Pharmaceuticals** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **21754804** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pipelines — 0.9%** |  |
| 5851000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP, 3.60%, 2/1/23 | $5839753 |
| 16100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MPLX LP, 4.50%, 7/15/23 | &nbsp;&nbsp; 16034886 |
| 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Williams Cos, Inc., 4.30%, 3/4/24 | &nbsp;&nbsp; 14818564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Pipelines** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **36693203** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Retail — 0.5%** |  |
| 12249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AutoZone, Inc., 3.125%, 7/15/23 | $12103557 |
| 10812000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TJX Cos., Inc., 2.50%, 5/15/23 | &nbsp;&nbsp; 10715589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Retail** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **22819146** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Semiconductors — 0.3%** |  |
| 9147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadcom Corp./Broadcom Cayman Finance, Ltd., 3.625%, 1/15/24 | $8990208 |
| 4600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, Inc., 0.90%, 6/1/23 | &nbsp;&nbsp; 4509004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Semiconductors** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **13499212** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Trucking & Leasing — 0.2%** |  |
| 7450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP/PTL Finance Corp., 4.25%, 1/17/23 (144A) | $7447659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Trucking & Leasing** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **7447659** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (Cost $1,269,528,092)** | **$1253029799** |

---

53Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Insurance-Linked Securities — 3.6% of<br> Net Assets#** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Event Linked Bonds — 1.9%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes – California — 0.1%** |  |
| 2,000,000(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) | $1829600 |
| 4,000,000(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; 3898000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5727600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes – Mexico — 0.0%†** |  |
| 500,000(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) | $480800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes - U.S. — 0.0%†** |  |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Torrey Pines Re Pte, 8.263%, (3 Month U.S. Treasury Bill + 400 bps), 6/7/24 (144A) | $937600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes - U.S. & Canada — 0.1%** |  |
| 2,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acorn Re, 6.843%, (3 Month U.S. Treasury Bill + 250 bps), 11/7/24 (144A) | $2300000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Health – U.S. — 0.1%** |  |
| 3,750,000(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) | $3749625 |
| 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; $3999600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Inland Flood – U.S. — 0.0%†** |  |
| 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 |
|  | &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. — 0.7%** |  |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonanza Re, 9.213%, (3 Month U.S. Treasury Bill + 487 bps), 2/20/24 (144A) | $1275000 |
| 125,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caelus Re V, 4.443%, (1 Month U.S. Treasury Bill + 10 bps), 6/5/24 (144A) | &nbsp;&nbsp; 100000 |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caelus Re V, 4.443%, (3 Month U.S. Treasury Bill + 10 bps), 6/9/25 (144A) | &nbsp;&nbsp;&nbsp; 75 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caelus Re V, 4.843%, (3 Month U.S. Treasury Bill + 50 bps), 6/9/25 (144A) | &nbsp;&nbsp; 350000 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2254

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — (continued)** |  |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caelus Re VI, 9.723%, (3 Month U.S. Treasury Bill + 538 bps), 6/7/24 (144A) | $718875 |
| 4,500,000(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) | &nbsp;&nbsp; 4206600 |
| 2,000,000(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) | &nbsp;&nbsp; 1838800 |
| 1,750,000(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; 1606850 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herbie Re, 11.073%, (3 Month U.S. Treasury Bill + 673 bps), 1/8/25 (144A) | &nbsp;&nbsp; 449250 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 9.572%, (SOFR + 532 bps), 3/24/25 (144A) | &nbsp;&nbsp; 4303500 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 12.072%, (SOFR + 775 bps), 3/24/25 (144A) | &nbsp;&nbsp; 1707400 |
| 5,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Re, 9.523%, (3 Month U.S. Treasury Bill + 518 bps), 12/6/25 (144A) | &nbsp;&nbsp; 4400000 |
| 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 |
| 2,750,000(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; 2549250 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II, 7.593%, (3 Month U.S. Treasury Bill + 325 bps), 4/7/25 (144A) | &nbsp;&nbsp; 2790000 |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III, 7.843%, (3 Month U.S. Treasury Bill + 350 bps), 4/7/26 (144A) | &nbsp;&nbsp; 2771100 |
| 1,000,000(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; 868500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; $31355700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. & Canada — 0.2%** |  |
| 2,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hypatia, 11.668%, (3 Month U.S. Treasury Bill + 733 bps), 6/7/23 (144A) | $2408000 |
| 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) | &nbsp;&nbsp; 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 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mona Lisa Re, 11.343%, (3 Month U.S. Treasury Bill + 700 bps), 7/8/25 (144A) | &nbsp;&nbsp; 851500 |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mystic Re IV, 10.153%, (3 Month U.S. Treasury Bill + 581 bps), 1/8/25 (144A) | &nbsp;&nbsp; 3573200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7981875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. Regional — 0.1%** |  |
| 700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Coast Re II Pte, 10.003%, (3 Month U.S. Treasury Bill + 566 bps), 6/7/23 (144A) | $682500 |

---

55Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. Regional — (continued)** |  |
| 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 |
| 3,500,000(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; 3316950 |
| 400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 9.343%, (3 Month U.S. Treasury Bill + 500 bps), 1/8/24 (144A) | &nbsp;&nbsp; 336000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5232850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 0.0%†** |  |
| 1,500,000(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) | $1394550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pandemic – U.S — 0.1%** |  |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XI, 5.843%, (3 Month U.S. Treasury Bill + 150 bps), 1/9/24 (144A) | $2842500 |
| 1,250,000(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) | &nbsp;&nbsp; 1184375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4026875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – Florida — 0.1%** |  |
| 2,000,000(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) | $1700000 |
| 2,200,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II, 9.843%, (3 Month U.S. Treasury Bill + 550 bps), 7/8/24 (144A) | &nbsp;&nbsp; 1540000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3240000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - Jamaica — 0.1%** |  |
| 4,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development, 8.708%, (SOFRINDX + 440 bps), 12/29/23 (144A) | $3873600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - Mexico — 0.0%†** |  |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development, 11.153%, (3 Month USD LIBOR + 650 bps), 3/13/24 (144A) | $481700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - North Carolina — 0.1%** |  |
| 3,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cape Lookout Re, 9.343%, (3 Month U.S. Treasury Bill + 500 bps), 3/28/25 (144A) | $2804400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - Texas — 0.1%** |  |
| 2,500,000(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) | $2495000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. — 0.0%†** |  |
| 2,000,000(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) | $1700000 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2256

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. — (continued)** |  |
| 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) | $200000 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bowline Re, 13.193%, (3 Month U.S. Treasury Bill + 885 bps), 3/20/23 (144A) | &nbsp;&nbsp; 242650 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2142650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. Regional — 0.1%** |  |
| 2,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citrus Re, 9.443%, (3 Month U.S. Treasury Bill + 510 bps), 6/7/25 (144A) | $2370750 |
| 1,000,000(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) | &nbsp;&nbsp; 942500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3313250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Event Linked Bonds** | &nbsp;&nbsp;&nbsp;&nbsp; **$83428050** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Reinsurance — 0.6%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes – California — 0.1%** |  |
| 3,018,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adare Re 2022, 12/31/27 | $3164457 |
| 2,980,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adare Re 2022-2, 9/30/28 | &nbsp;&nbsp; 3024248 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6188705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Massachusetts — 0.1%** |  |
| 1,500,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ailsa Re 2022, 5/31/28 | $1489612 |
| 3,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denning Re 2022, 6/30/28 | &nbsp;&nbsp; 2971818 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4461430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — 0.2%** |  |
| 2,088,182(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballybunion Re 2022, 12/31/27 | $2124417 |
| 1,053,082(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballybunion Re 2022-2, 5/31/28 | &nbsp;&nbsp; 1069415 |
| 3,250,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Port Royal Re 2022, 4/30/28 | &nbsp;&nbsp; 3233750 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6427582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 0.2%** |  |
| 1,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aureolin Re 2022, 3/31/28 | $959906 |
| 1,750,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celadon Re 2022, 3/31/28 | &nbsp;&nbsp; 1685474 |
| 1,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cypress Re 2017, 1/31/23 | &nbsp;&nbsp;&nbsp; 100 |
| 4,500,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gamboge Re 2022, 3/31/28 | &nbsp;&nbsp; 4388705 |
| 223,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Limestone Re, 3/1/23 (144A) | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 2,500,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resilience Re, 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7034185 |

---

57Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – Florida — 0.0%†** |  |
| 2,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Formby Re 2018, 2/28/23 | $64047 |
| 800,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portrush Re 2017, 6/15/23 | &nbsp;&nbsp; 170160 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $234207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - North Carolina — 0.0%†** |  |
| 2,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Re 2022-A, 4/30/28 | $1200 |
| 2,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Re 2022-A, 4/30/28 | &nbsp;&nbsp; 5200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. Regional — 0.0%†** |  |
| 1,500,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Insurance 2021, 7.593%, 7/10/23 | $1455000 |
| 1,500,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oakmont Re 2022, 4/1/28 | &nbsp;&nbsp; 471758 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1926758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Collateralized Reinsurance** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **26279267** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Reinsurance Sidecars — 1.0%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — 0.0%†** |  |
| 543,248(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnoustie Re 2022, 12/31/27 | $575592 |
| 2,000,000(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2018, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 4,000,000(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2019, 12/31/24 | &nbsp;&nbsp; 4800 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $580392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 1.0%** |  |
| 2,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2019-1, 3/10/23 (144A) | $9146 |
| 36,448(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2019-2, 3/10/23 | &nbsp;&nbsp; 10971 |
| 4,000,000(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2021-3, 7/31/25 | &nbsp;&nbsp; 857200 |
| 421,041(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2022-2, 12/31/27 | &nbsp;&nbsp; 394810 |
| 4,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bantry Re 2019, 12/31/24 | &nbsp;&nbsp; 68073 |
| 3,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bantry Re 2022, 12/31/27 | &nbsp;&nbsp; 3128047 |
| 5,120,164(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2018-1, 12/31/24 | &nbsp;&nbsp; 395789 |
| 3,658,035(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2019-1, 12/31/24 | &nbsp;&nbsp; 583457 |
| 4,500,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2022, 12/31/27 | &nbsp;&nbsp; 4506300 |
| 35,797(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eden Re II, 3/22/23 (144A) | &nbsp;&nbsp; 30198 |
| 4,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eden Re II, 3/22/23 (144A) | &nbsp;&nbsp; 2814 |
| 3,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gleneagles Re 2022, 12/31/27 | &nbsp;&nbsp; 3093750 |
| 2,118,314(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gullane Re 2018, 12/31/24 | &nbsp;&nbsp; 131133 |
| 4,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gullane Re 2022, 12/31/27 | &nbsp;&nbsp; 4254634 |
| 500,000(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lion Rock Re 2019, 1/31/23 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 2,744,544(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lorenz Re 2019, 6/30/23 | &nbsp;&nbsp; 4940 |
| 3,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merion Re 2018-2, 12/31/24 | &nbsp;&nbsp; 454200 |
| 4,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merion Re 2022-2, 12/31/27 | &nbsp;&nbsp; 3792446 |
| 2,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2018-1, 12/31/24 | &nbsp;&nbsp; 42109 |
| 2,800,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2019-1, 2/1/23 | &nbsp;&nbsp; 58345 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2258

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — (continued)** |  |
| 2,941,254(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2019-3, 7/1/23 | $105800 |
| 4,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2021-3, 7/1/25 | &nbsp;&nbsp; 30488 |
| 2,500,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2022-1, 12/31/27 | &nbsp;&nbsp; 2671825 |
| 3,500,000(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2022-3, 5/31/28 | &nbsp;&nbsp; 3592036 |
| 4,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RosaPenna Re 2021, 7/31/25 | &nbsp;&nbsp; 52374 |
| 3,500,000(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RosaPenna Re 2022, 6/30/28 | &nbsp;&nbsp; 3540685 |
| 800,000(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/24 (144A) | &nbsp;&nbsp; 386187 |
| 1,861(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 3/1/24 (144A) | &nbsp;&nbsp; 47442 |
| 160,000(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 12/1/24 (144A) | &nbsp;&nbsp; 266993 |
| 50,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 12/1/26 (144A) | &nbsp;&nbsp; 53472 |
| 3,000,000(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2019, 12/31/24 | &nbsp;&nbsp; 5100 |
| 3,500,000(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2022, 12/31/27 | &nbsp;&nbsp; 3782450 |
| 4,000,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Torricelli Re 2021, 7/31/25 | &nbsp;&nbsp; 224800 |
| 4,000,000(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Torricelli Re 2022, 6/30/28 | &nbsp;&nbsp; 3966400 |
| 2,000,000(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2018, 12/31/24 | &nbsp;&nbsp; 3200 |
| 1,765,095(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2019-A, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 1,434,906(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2019-B, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 750,000(e)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2018, 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 2,500,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2019, 12/31/24 | &nbsp;&nbsp; 17750 |
| 1,724,784(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Woburn Re 2018, 12/31/24 | &nbsp;&nbsp; 54933 |
| 809,418(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Woburn Re 2019, 12/31/24 | &nbsp;&nbsp; 153888 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; $40774185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Reinsurance Sidecars** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **41354577** |
|  | &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%** |  |
| 5,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vermillion Re 2022, 12/31/27 | $5071000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. — 0.0%†** |  |
| 1,000,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballylifin Re 2021, 9/15/25 | $123300 |
| 750,000(e)(f)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballylifin Re 2022, 5/31/28 | &nbsp;&nbsp; 3450 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $126750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Industry Loss Warranties** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **5197750** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Insurance-Linked Securities<br> (Cost $164,568,523)** | &nbsp;&nbsp; **$** **156259644** |

---

59Pioneer Multi-Asset Ultrashort 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 — 1.5% of Net Assets** |  |
| 53(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.195%, (1 Year CMT Index + 227 bps), 10/1/23 | $52 |
| 1,316(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.250%, (12 Month USD LIBOR + 200 bps), 11/1/33 | &nbsp;&nbsp; 1293 |
| 5,265(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.295%, (1 Year CMT Index + 217 bps), 2/1/34 | &nbsp;&nbsp; 5133 |
| 3,372(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.916%, (12 Month USD LIBOR + 167 bps), 1/1/48 | &nbsp;&nbsp; 3303 |
| 2351059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 3/1/47 | &nbsp;&nbsp; 2111656 |
| 16000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 1/1/53 (TBA) | &nbsp;&nbsp; 14037908 |
| 4,780(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.114%, (1 Year CMT Index + 219 bps), 10/1/32 | &nbsp;&nbsp; 4654 |
| 3,974(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.184%, (1 Year CMT Index + 209 bps), 9/1/32 | &nbsp;&nbsp; 3947 |
| 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 1/1/53 (TBA) | &nbsp;&nbsp; 7698050 |
| 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 1/1/53 (TBA) | &nbsp;&nbsp; 8019733 |
| 31000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 1/15/53 (TBA) | &nbsp;&nbsp; 31457438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total U.S. Government and Agency Obligations<br> (Cost $64,362,892)** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **63343167** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**SHORT TERM INVESTMENTS — 14.0% of Net<br> Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Repurchase Agreements — 4.3%** |  |
| 18590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America, 4.3%, dated 12/30/22, to be repurchased on 1/3/23 for $18,598,882, collateralized by $18,961,800 Government National Mortgage Association, 3.5%-4.0%, 7/15/43-1/15/48 | $18590000 |
| 48590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Scotia Capital Inc., 4.28%, dated 12/30/22, to be repurchased on 1/3/23 for $48,613,107, collateralized by the following:<br> $954,549 Federal Home Loan Mortgage Corporation, 4.0%, 4/1/34,<br> $48,630,903 U.S. Treasury Note, 1.75%, 7/31/24 | &nbsp;&nbsp; 48590000 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2260

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Repurchase Agreements — (continued)** |  |
| 48590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RBC Dominion Securities Inc., 4.29%, dated 12/30/22, to be repurchased on 1/3/23 for $48,613,161, collateralized by the following:<br> $19,499,399 U.S. Treasury Bills, 2/14/23-11/2/23,<br> $9,267,451 U.S. Treasury Note, 1.5%-2.875%, 5/15/28-11/30/28,<br> $20,818,637 U.S. Treasury Floating Rate Note, 4.435%-4.447%, 1/31/23-7/31/24 | $48590000 |
| 34290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, 4.28%, dated 12/30/22, to be repurchased on 1/3/23 for $34,306,307, collateralized by $34,975,861 U.S. Treasury Note, 0.125%-2.625%, 9/15/23-2/15/29 | &nbsp;&nbsp; 34290000 |
| 34290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, 4.3%, dated 12/30/22, to be repurchased on 1/3/23 for $34,306,383, collateralized by $34,975,801 Government National Mortgage Association, 3.0%-4.5%, 8/20/51-9/20/52 | &nbsp;&nbsp; 34290000 |
|  |  | &nbsp;&nbsp; $184350000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Paper — 5.7% of Net Assets** |  |
| 4425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Centerpoint Energy, Inc., 1/3/23 | $4422765 |
| 17500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co., 1/4/23 | &nbsp;&nbsp; 17488836 |
| 22000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison, Inc., 1/3/23 | &nbsp;&nbsp; 21988893 |
| 22000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dollar General Corp., 1/3/23 | &nbsp;&nbsp; 21988892 |
| 17500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp., 1/3/23 | &nbsp;&nbsp; 17491203 |
| 7050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP, 1/3/23 | &nbsp;&nbsp; 7046206 |
| 22000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC, 1/3/23 | &nbsp;&nbsp; 21988892 |
| 18000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP, 1/5/23 | &nbsp;&nbsp; 17986317 |
| 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy, 1/5/23 | &nbsp;&nbsp; 7994097 |
| 14470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy, 1/10/23 | &nbsp;&nbsp; 14450405 |
| 16650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FMC Corp., 1/3/23 | &nbsp;&nbsp; 16641039 |
| 11925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Healthpeak Properties, Inc., 1/4/23 | &nbsp;&nbsp; 11917414 |
| 18000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jabil, Inc., 1/4/23 | &nbsp;&nbsp; 17987367 |
| 22000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mondelez International, Inc., 1/4/23 | &nbsp;&nbsp; 21986088 |
| 23500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC, 1/4/23 | &nbsp;&nbsp; 23485920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Commercial Paper<br> (Cost $244,926,324)** | &nbsp;&nbsp; **$** **244864334** |

---

61Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Shares** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Open-End Fund — 4.0%** |  |
| 172,491,774(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dreyfus Government Cash Management,<br> Institutional Shares, 4.19% | $172491774 |
|  |  | &nbsp;&nbsp;&nbsp; $172491774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL SHORT TERM INVESTMENTS<br> (Cost $601,768,098)** | &nbsp;&nbsp;&nbsp; **$** **601706108** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 97.4%<br> (Cost $4,294,501,707)** | **$4177442838** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**OTHER ASSETS AND LIABILITIES — 2.6%** | &nbsp;&nbsp;&nbsp; $112684965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**net assets — 100.0%** | **$4290127803** |

---

---

| | |
|:---|:---|
| (TBA) | &nbsp;&nbsp;"To Be Announced" Securities. |
| bps | &nbsp;&nbsp;Basis Points. |
| CMT | &nbsp;&nbsp;Constant Maturity Treasury Index. |
| LIBOR | &nbsp;&nbsp;London Interbank Offered Rate. |
| PRIME | &nbsp;&nbsp;U.S. Federal Funds Rate. |
| REMICs | &nbsp;&nbsp;Real Estate Mortgage Investment Conduits. |
| SOFR | &nbsp;&nbsp;Secured Overnight Financing Rate. |
| SOFR30A | &nbsp;&nbsp;Secured Overnight Financing Rate 30 Day Average. |
| Strips | &nbsp;&nbsp;Separate trading of Registered interest and principal of securities. |
| (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 $2,406,196,070, or 56.1% of net assets. |

---

(a) Floating rate note. Coupon rate, reference index and spread shown at December 31, 2022.

(b) All or a portion of this position has not settled. Full contract rates do not take effect until settlement date.

(c) The interest rate is subject to change periodically. The interest rate and/or reference index and spread shown at December 31, 2022.

(d) Security is perpetual in nature and has no stated maturity date.

(e) Non-income producing security.

(f) Issued as participation notes.

(g) Issued as preference shares.

(h) Rate periodically changes. Rate disclosed is the 7-day yield at December 31, 2022.

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2262

------

(unaudited) (continued)

---

| | |
|:---|:---|
| \* | &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 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;Acorn Re | 10/25/2021 | &nbsp;&nbsp;&nbsp;&nbsp;$2500000 | &nbsp;&nbsp;&nbsp;&nbsp;$2300000 |
| &nbsp;&nbsp;Adare Re 2022 | 12/30/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164457 |
| &nbsp;&nbsp;Adare Re 2022-2 | 10/20/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024248 |
| &nbsp;&nbsp;Ailsa Re 2022 | 6/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489612 |
| &nbsp;&nbsp;Alamo Re II | 5/29/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495000 |
| &nbsp;&nbsp;Alturas Re 2019-1 | 12/20/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9146 |
| &nbsp;&nbsp;Alturas Re 2019-2 | 12/19/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10971 |
| &nbsp;&nbsp;Alturas Re 2021-3 | 7/1/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857200 |
| &nbsp;&nbsp;Alturas Re 2022-2 | 1/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394810 |
| &nbsp;&nbsp;Aureolin Re 2022 | 5/5/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959906 |
| &nbsp;&nbsp;Ballybunion Re 2022 | 3/9/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124417 |
| &nbsp;&nbsp;Ballybunion Re 2022-2 | 8/9/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069415 |
| &nbsp;&nbsp;Ballylifin Re 2021 | 9/15/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123300 |
| &nbsp;&nbsp;Ballylifin Re 2022 | 7/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 |
| &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 2022 | 1/28/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128047 |
| &nbsp;&nbsp;Berwick Re 2018-1 | 1/10/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395789 |
| &nbsp;&nbsp;Berwick Re 2019-1 | 12/31/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583457 |
| &nbsp;&nbsp;Berwick Re 2022 | 12/28/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4506300 |
| &nbsp;&nbsp;Bonanza Re | 2/13/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275000 |
| &nbsp;&nbsp;Bonanza Re | 12/15/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700000 |
| &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;Bowline Re | 3/12/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242650 |
| &nbsp;&nbsp;Caelus Re V | 4/27/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| &nbsp;&nbsp;Caelus Re V | 5/4/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 |
| &nbsp;&nbsp;Caelus Re V | 5/4/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| &nbsp;&nbsp;Caelus Re VI | 2/20/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718875 |
| &nbsp;&nbsp;Cape Lookout Re | 3/16/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804400 |
| &nbsp;&nbsp;Carnoustie Re 2022 | 1/18/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575592 |
| &nbsp;&nbsp;Celadon Re 2022 | 9/13/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685474 |
| &nbsp;&nbsp;Citrus Re | 4/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370750 |
| &nbsp;&nbsp;Commonwealth Re | 6/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942500 |
| &nbsp;&nbsp;Cypress Re 2017 | 1/24/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |

---

63Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Denning Re 2022 | 7/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;$2930481 | &nbsp;&nbsp;&nbsp;&nbsp;$2971818 |
| &nbsp;&nbsp;Easton Re Pte | 12/15/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4206600 |
| &nbsp;&nbsp;Eden Re II | 12/14/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2814 |
| &nbsp;&nbsp;Eden Re II | 1/22/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30198 |
| &nbsp;&nbsp;First Coast Re II Pte | 6/15/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682500 |
| &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;6214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64047 |
| &nbsp;&nbsp;Four Lakes Re | 11/5/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606850 |
| &nbsp;&nbsp;Four Lakes Re | 12/15/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838800 |
| &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 2022 | 1/18/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093750 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131133 |
| &nbsp;&nbsp;Gullane Re 2022 | 2/14/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254634 |
| &nbsp;&nbsp;Harambee Re 2018 | 12/19/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42461 | &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;4800 |
| &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;449250 |
| &nbsp;&nbsp;Hypatia | 7/10/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408000 |
| &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;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700000 |
| &nbsp;&nbsp;International Bank for Reconstruction & Development | 2/28/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480800 |
| &nbsp;&nbsp;International Bank for Reconstruction & Development | 2/28/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481700 |
| &nbsp;&nbsp;International Bank for Reconstruction & Development | 7/19/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873600 |
| &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-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;1200 |
| &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;5200 |
| &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;1771 | &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 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;Long Point Re IV | 5/13/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3316950 |
| &nbsp;&nbsp;Lorenz Re 2019 | 6/26/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 |
| &nbsp;&nbsp;Matterhorn Re | 6/5/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336000 |
| &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;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4303500 |
| &nbsp;&nbsp;Matterhorn Re | 3/10/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707400 |
| &nbsp;&nbsp;Merion Re 2018-2 | 12/28/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454200 |
| &nbsp;&nbsp;Merion Re 2022-2 | 2/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792446 |
| &nbsp;&nbsp;Merna Re II | 6/8/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540000 |
| &nbsp;&nbsp;Mona Lisa Re | 6/22/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851500 |
| &nbsp;&nbsp;Mystic Re IV | 6/9/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573200 |
| &nbsp;&nbsp;Northshore Re II | 12/2/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394550 |
| &nbsp;&nbsp;Oakmont Re 2022 | 5/4/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471758 |
| &nbsp;&nbsp;Pangaea Re 2018-1 | 12/26/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42109 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2264

------

(unaudited) (continued)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Pangaea Re 2019-1 | 1/9/2019 | &nbsp;&nbsp;&nbsp;&nbsp;$29396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$58345 |
| &nbsp;&nbsp;Pangaea Re 2019-3 | 7/25/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105800 |
| &nbsp;&nbsp;Pangaea Re 2021-3 | 6/17/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30488 |
| &nbsp;&nbsp;Pangaea Re 2022-1 | 1/7/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671825 |
| &nbsp;&nbsp;Pangaea Re 2022-3 | 6/27/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592036 |
| &nbsp;&nbsp;Phoenician Re | 12/1/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829600 |
| &nbsp;&nbsp;Port Royal Re 2022 | 6/3/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233750 |
| &nbsp;&nbsp;Portrush Re 2017 | 6/12/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170160 |
| &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 | 10/28/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400000 |
| &nbsp;&nbsp;Resilience Re | 2/8/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;RosaPenna Re 2021 | 7/16/2021 | &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;52374 |
| &nbsp;&nbsp;RosaPenna Re 2022 | 9/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540685 |
| &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 | 5/24/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790000 |
| &nbsp;&nbsp;Sanders Re II | 11/23/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549250 |
| &nbsp;&nbsp;Sanders Re III | 3/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771100 |
| &nbsp;&nbsp;Sector Re V | 4/23/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386187 |
| &nbsp;&nbsp;Sector Re V | 5/1/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47442 |
| &nbsp;&nbsp;Sector Re V | 1/1/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266993 |
| &nbsp;&nbsp;Sector Re V | 12/6/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53472 |
| &nbsp;&nbsp;Sussex Re | 12/7/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868500 |
| &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 2022 | 2/7/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3782450 |
| &nbsp;&nbsp;Torrey Pines Re Pte | 3/12/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937600 |
| &nbsp;&nbsp;Torricelli Re 2021 | 7/1/2021 | &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;224800 |
| &nbsp;&nbsp;Torricelli Re 2022 | 7/26/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966400 |
| &nbsp;&nbsp;Ursa Re II | 10/8/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898000 |
| &nbsp;&nbsp;Vermillion Re 2022 | 2/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5071000 |
| &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;3200 |
| &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;15839 | &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;17750 |
| &nbsp;&nbsp;Vitality Re X | 2/3/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3748627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749625 |
| &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 | 1/23/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2842500 |
| &nbsp;&nbsp;Vitality Re XI | 1/23/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184375 |
| &nbsp;&nbsp;Woburn Re 2018 | 3/20/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54933 |
| &nbsp;&nbsp;Woburn Re 2019 | 1/30/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153888 |
| &nbsp;&nbsp;**Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$156259644 |
| &nbsp;&nbsp;**% of Net assets** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.6% |

---

65Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

------

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| 1031 | &nbsp;&nbsp;U.S. 2 Year Note (CBT) | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;$(211197572) | &nbsp;&nbsp;$(211435548) | &nbsp;&nbsp;$(237976) |
| &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;U.S. 10 Year Note (CBT) | &nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21530998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21448704) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82294 |
|  |  |  | &nbsp;&nbsp;$(232728570) | &nbsp;&nbsp;$(232884252) | &nbsp;&nbsp;$(155682) |
| **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | &nbsp;&nbsp;**$(232728570)** | &nbsp;&nbsp;**$(232884252)** | &nbsp;&nbsp;**$(155682)** |

---

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

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;$104268893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$104268893 |
| Asset Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1076179434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1076179434 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628660001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628660001 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293995792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293995792 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1253029799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1253029799 |
| 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;&nbsp;&nbsp;6188705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6188705 |
| &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;&nbsp;&nbsp;4461430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461430 |
| &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;&nbsp;&nbsp;6427582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6427582 |
| &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;&nbsp;&nbsp;7034185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7034185 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234207 |
| &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;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 |
| &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;&nbsp;&nbsp;1926758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926758 |

---

Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/2266

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| &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;$580392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$580392 |
| &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;&nbsp;40774185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40774185 |
| &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;&nbsp;&nbsp;5071000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5071000 |
| &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;126750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126750 |
| &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;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83428050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83428050 |
| 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;&nbsp;&nbsp;&nbsp;63343167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63343167 |
| Repurchase Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184350000 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244864334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244864334 |
| Open-End Fund | &nbsp;&nbsp;&nbsp;172491774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172491774 |
| **Total Investments in Securities** | **$172491774** | &nbsp;&nbsp;**$3932119470** | &nbsp;&nbsp;**$72831594** | &nbsp;&nbsp;**$4177442838** |
| **Other Financial Instruments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net unrealized depreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;$(155682) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(155682) |
| **Total Other Financial Instruments** | &nbsp;&nbsp;&nbsp;&nbsp;**$(155682)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(155682)** |

---

During the period ended December 31, 2022, there were no significant transfers in or out of Level 3.

67Pioneer Multi-Asset Ultrashort Income Fund \| \| 12/31/22

## 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 X

- **b. Investment Company Act file number:** 811-21108

- **c. CIK number of Registrant:** 0001174520

- **d. LEI of Registrant:** 549300OT70Y6XDA91822

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

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

- **b. EDGAR series identifier (if any):** S000031915

- **c. LEI of Series:** IC2ZQHJKYFJZRN7PPX71

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

- **a. Date of fiscal year-end:** 2023-03-31

- **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:** $4379006677.40

**Total Liabilities:** $109990835.33

**Net Assets:** $4269015842.07

**Delayed Delivery Securities:** $12723000.00

**Stand-by Commitments:** $62175631.94

**Cash Not Reported:** $192727724.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8915.00000000 | **1-Year:** -64291.00000000 | **5-Year:** -268923.00000000 | **10-Year:** -12395.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -5849.00000000 | **1-Year:** -44426.00000000 | **5-Year:** -76117.00000000 | **10-Year:** -2228.00000000 | **30-Year:** -13370.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000123824 | 0.13%                | 0.50%                | 0.51%                |
| Class ID C000099384 | 0.11%                | 0.49%                | 0.50%                |
| Class ID C000099385 | 0.08%                | 0.36%                | 0.58%                |
| Class ID C000129913 | 0.09%                | 0.35%                | 0.58%                |
| Class ID C000099386 | 0.12%                | 0.50%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5302594.08             | $-8563829.51                               |
| Month 2  | $-1915801.44             | $8942959.58                                |
| Month 3  | $-1264641.50             | $8784058.38                                |

**Designated Index Information**

- **Index Name:** 20% ICE BofA US High Yield, 40% ICE BofA 0-1 Year US Corp, 40% ICE BofA AA-BBB Asset Backed

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2018-7FRB                               | CUSIP: 46650AAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7286438 | PA      | $6652246.31   | 0.16%             | 2046-04-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER 4/2 144A CP 0.0000 20230103 | ENTERPRISE PRODUCTS OPER 4/2 144A CP 0.0000 20230103             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21988892.42  | 0.52%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396HUM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78974 | PA      | $77479.45     | 0.00%             | 2036-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397BBG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142597 | PA      | $140125.81    | 0.00%             | 2036-09-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                         | AutoZone Inc                                                     | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  12249000 | PA      | $12103556.97  | 0.28%             | 2023-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                  | NatWest Markets PLC                                              | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $4127812.25   | 0.10%             | 2024-08-12      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| II-VI INC                                            | Coherent Corp                                                    | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   2449107 | PA      | $2432575.67   | 0.06%             | 2029-07-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                       | United Auto Credit Securitization Trust 2022-1                   | CUSIP: 90944DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1463516 | PA      | $1457510.33   | 0.03%             | 2024-07-10      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| BALLY'S CORP                                         | Bally's Corp                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    992500 | PA      | $924679.50    | 0.02%             | 2028-10-01      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                         | Pawnee Equipment Receivables Series 2020-1 LLC                   | CUSIP: 70410LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459769 | PA      | $453835.99    | 0.01%             | 2025-11-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Port Royal Re 2022                                   | Port Royal Re 2022                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3250000 | PA      | $3233750.00   | 0.08%             | 2028-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                  | STACR Trust 2018-HRP1                                            | CUSIP: 3137G0VC0<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    831693 | PA      | $830592.96    | 0.02%             | 2043-04-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                     | Freddie Mac Strips                                               | CUSIP: 3128HVZP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67121 | PA      | $66461.51     | 0.00%             | 2036-08-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                             | CUSIP: 78016EZ91<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15380000 | PA      | $15190481.49  | 0.36%             | 2025-04-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Z CAPITAL CREDIT PARTNERS CLO                        | Z Capital Credit Partners CLO 2019-1 Ltd                         | CUSIP: 98877GAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6367543.00   | 0.15%             | 2031-07-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2020-3 Ltd                                         | CUSIP: 07877KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6031103 | PA      | $6067309.80   | 0.14%             | 2030-10-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31392R6E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110448 | PA      | $111221.92    | 0.00%             | 2032-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                      | MVW 2021-1W LLC                                                  | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2357042 | PA      | $2152280.22   | 0.05%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                          | Truist Bank                                                      | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8940830.13   | 0.21%             | 2024-01-17      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman CLO XXI Ltd                                     | CUSIP: 64130DBC3<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3498078.50   | 0.08%             | 2034-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| APRES STATIC CLO 1, LTD                              | Apres Static CLO Ltd                                             | CUSIP: 03835JBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2326715 | PA      | $2300192.38   | 0.05%             | 2028-10-15      | Floating      | 5.15%                 | 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      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396PZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59276 | PA      | $57553.90     | 0.00%             | 2037-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2021-1 Ltd                                               | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   6233355 | PA      | $6202388.18   | 0.15%             | 2033-07-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CAELUS RE V LTD                                      | Caelus Re V Ltd                                                  | CUSIP: 12765KAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    750000 | PA      | $75.00        | 0.00%             | 2025-06-09      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| ERP OPERATING LP                                     | ERP OPERATING LP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17986316.94  | 0.42%             | 2023-01-05      | None          | 0.00%                 | 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        |   4000000 | PA      | $224800.00    | 0.01%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Marlette Funding Trust                               | Marlette Funding Trust 2022-1                                    | CUSIP: 57109KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2895130 | PA      | $2837777.17   | 0.07%             | 2032-04-15      | Fixed         | 1.36%                 | 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      |
| Cascade Funding Mortgage Trust                       | CFMT 2021-HB7 LLC                                                | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7704034 | PA      | $7225940.55   | 0.17%             | 2031-10-27      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Slide 2018-Fun                                       | SLIDE 2018-FUN                                                   | CUSIP: 831350AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6636228 | PA      | $6567840.77   | 0.15%             | 2031-06-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                        | Commonbond Student Loan Trust 2017-A-GS                          | CUSIP: 20267VAB3<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |   1021296 | PA      | $1004983.80   | 0.02%             | 2041-05-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10700000 | PA      | $10504092.20  | 0.25%             | 2023-09-29      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                  | CUSIP: 31410GX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3372 | PA      | $3302.99      | 0.00%             | 2048-01-01      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| HYPATIA LTD                                          | Hypatia Ltd                                                      | CUSIP: 44914CAA4<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2408000.00   | 0.06%             | 2023-06-07      | Floating      | 11.74%                | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                       | Palmer Square Loan Funding 2022-1 Ltd                            | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16546382 | PA      | $16303530.83  | 0.38%             | 2030-04-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396JKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96363 | PA      | $95238.29     | 0.00%             | 2036-03-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31339D4M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57550 | PA      | $57105.40     | 0.00%             | 2031-06-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                       | Golub Capital Partners CLO 34M Ltd                               | CUSIP: 38172FAA6<br>LEI: 254900VU8TXTV5P0H178 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9797500.00   | 0.23%             | 2031-03-14      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                              | Regatta VII Funding Ltd                                          | CUSIP: 75888ABC9<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   3705882 | PA      | $3690603.01   | 0.09%             | 2034-06-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                             | Capital One Financial Corp                                       | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9873000 | PA      | $9451938.76   | 0.22%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                            | Pike Corp                                                        | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    479452 | PA      | $473059.52    | 0.01%             | 2028-01-21      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                           | Upstart Pass-Through Trust Series                                | CUSIP: 91680UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4603173 | PA      | $4279725.59   | 0.10%             | 2030-04-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                             | Team Health Holdings Inc                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    874791 | PA      | $663747.74    | 0.02%             | 2027-02-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                         | Eagle RE 2020-1 Ltd                                              | CUSIP: 26982LAC4<br>LEI: 254900SAV74IHXQ8XY35 | Long             | ABS-MBS          | CORP              | BM        |    750000 | PA      | $720874.73    | 0.02%             | 2030-01-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                       | Santander Bank Auto Credit-Linked Notes Series 2022-A            | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4607606 | PA      | $4498266.63   | 0.11%             | 2032-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                             | Thermo Fisher Scientific Inc                                     | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   7224000 | PA      | $7155384.06   | 0.17%             | 2024-10-18      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Trust 2005-W4                                         | CUSIP: 31394VQB9<br>LEI: 549300DT3ZN0G36OPC94 | Long             | ABS-MBS          | USGSE             | US        |     40726 | PA      | $39344.83     | 0.00%             | 2045-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                        | Fortress Credit Opportunities IX CLO Ltd                         | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $7894251.75   | 0.18%             | 2033-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                             | Capital One Financial Corp                                       | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $15065953.85  | 0.35%             | 2025-05-09      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T                       | Tricolor Auto Securitization Trust 2022-1                        | CUSIP: 89616BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1171387 | PA      | $1158707.77   | 0.03%             | 2025-02-18      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396XWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35670 | PA      | $35211.44     | 0.00%             | 2037-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                             | Envision Healthcare Corp                                         | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    640839 | PA      | $208272.53    | 0.00%             | 2027-03-31      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                             | OZLM XXIII Ltd                                                   | CUSIP: 67112WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1124731.13   | 0.03%             | 2034-04-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-CIP                            | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11518515.60  | 0.27%             | 2038-12-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                       | JPMorgan Chase Bank NA - CHASE                                   | CUSIP: 46591HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3254152 | PA      | $3050932.52   | 0.07%             | 2047-04-25      | Floating      | 5.74%                 | 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        |    421041 | PA      | $394810.15    | 0.01%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| EFS COGEN HOLDINGS I LLC                             | EFS Cogen Holdings I LLC                                         | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |    480267 | PA      | $462957.42    | 0.01%             | 2027-10-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                    | Magnetite VII Ltd                                                | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |    228104 | PA      | $224760.33    | 0.01%             | 2028-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                     | NMEF Funding 2021-A LLC                                          | CUSIP: 62919TAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2413269.50   | 0.06%             | 2027-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                            | Aetna Inc                                                        | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6926302.25   | 0.16%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO Ltd.                       | Brightwood Capital MM CLO 2020-1 Ltd                             | CUSIP: 10948VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4975000.00   | 0.12%             | 2028-12-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities                        | Pepper Residential Securities Trust No. 22                       | CUSIP: 71338AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    626626 | PA      | $625351.49    | 0.01%             | 2060-06-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                | Playtika Holding Corp                                            | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    837250 | PA      | $801027.22    | 0.02%             | 2028-03-11      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                                | WireCo WorldGroup Inc                                            | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |    335902 | PA      | $327819.83    | 0.01%             | 2028-11-12      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust                        | CarNow Auto Receivables Trust 2020-1                             | CUSIP: 14368RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7950000 | PA      | $7960560.78   | 0.19%             | 2024-09-16      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| HIGHLINE AFTERMARKET ACQ                             | Highline Aftermarket Acquisition LLC                             | CUSIP: 43110HAC3<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |   1146250 | PA      | $1048818.75   | 0.02%             | 2027-11-09      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                          | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G        | CUSIP: 5899295X2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5465 | PA      | $5256.38      | 0.00%             | 2029-01-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Churchill Middle Market CLO Lt                       | Churchill Middle Market CLO III Ltd                              | CUSIP: 17151KAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1353508.50   | 0.03%             | 2033-10-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022-2                                | Ballybunion Re 2022-2                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1053082 | PA      | $1069415.18   | 0.03%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Mercury Financial Credit Card                        | Mercury Financial Credit Card Master Trust                       | CUSIP: 58940BAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6412360.50   | 0.15%             | 2026-09-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397ASY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47037 | PA      | $46188.33     | 0.00%             | 2036-09-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                  | LCM 28 Ltd                                                       | CUSIP: 50200WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124993.75    | 0.00%             | 2030-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                         | Veros Auto Receivables Trust 2021-1                              | CUSIP: 92512BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1839131.00   | 0.04%             | 2028-08-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                             | Capital One Financial Corp                                       | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15694639.52  | 0.37%             | 2024-12-06      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                 | Conn's Receivables Funding 2021-A LLC                            | CUSIP: 20825GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11100000 | PA      | $10903173.69  | 0.26%             | 2026-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                  | 522 Funding CLO 2020-6 Ltd                                       | CUSIP: 33835AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $3547302.00   | 0.08%             | 2034-10-23      | Floating      | 5.42%                 | 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        |   4000000 | PA      | $857200.00    | 0.02%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| FOUR LAKES RE LTD                                    | Four Lakes Re Ltd                                                | CUSIP: 35087TAA6<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1606850.00   | 0.04%             | 2024-01-05      | Floating      | 11.72%                | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2018-7FRB                               | CUSIP: 46650AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7703802 | PA      | $7060692.43   | 0.17%             | 2046-04-25      | Variable      | 4.81%                 | 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        |   2500000 | PA      | $17750.00     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Silver Rock CLO Ltd                                  | Silver Rock CLO II Ltd                                           | CUSIP: 82812LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1599155.20   | 0.04%             | 2035-01-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396TZ89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11035 | PA      | $10840.86     | 0.00%             | 2036-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                       | BHG Securitization Trust 2021-B                                  | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1632050 | PA      | $1536247.01   | 0.04%             | 2034-10-17      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Donlen Fleet Lease Funding                           | Donlen Fleet Lease Funding 2 LLC                                 | CUSIP: 257812AC1<br>LEI: 549300ZWUQETU54FDP26 | Long             | ABS-O            | CORP              | US        |   4406081 | PA      | $4387029.57   | 0.10%             | 2034-12-11      | Floating      | 4.60%                 | 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        |   4825000 | PA      | $4416613.93   | 0.10%             | 2036-11-25      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31394AER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122190 | PA      | $120720.90    | 0.00%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                             | BRSP 2021-FL1 Ltd                                                | CUSIP: 05591XAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3383222.40   | 0.08%             | 2038-08-19      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31393LBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58396 | PA      | $57762.35     | 0.00%             | 2033-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                | CUSIP: 577092AQ2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1707400.00   | 0.04%             | 2025-03-24      | Floating      | 12.05%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 3136A5AT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93957 | PA      | $92169.22     | 0.00%             | 2042-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2021-A                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5608744 | PA      | $5128135.56   | 0.12%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                          | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $16034885.97  | 0.38%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                       | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR5   | CUSIP: 22541SJL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9019 | PA      | $9007.10      | 0.00%             | 2034-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                   | CUSIP: 61747YEN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14764907.85  | 0.35%             | 2026-02-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2021-VII Ltd                                        | CUSIP: 12567HAA0<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5096664.60   | 0.12%             | 2035-01-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                      | MJX Venture Management II LLC                                    | CUSIP: 60689WBR1<br>LEI: 549300WMOGGIXRH33849 | Long             | ABS-CBDO         | CORP              | KY        |   8586352 | PA      | $8476214.63   | 0.20%             | 2029-10-16      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO Ltd.                       | Brightwood Capital MM CLO 2020-1 Ltd                             | CUSIP: 10948VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1980000.00   | 0.05%             | 2028-12-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                          | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D        | CUSIP: 59020UGH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73786 | PA      | $70122.56     | 0.00%             | 2029-09-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                     | Bank of Montreal                                                 | CUSIP: 06368FAB5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  14760000 | PA      | $14718681.74  | 0.34%             | 2023-09-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                             | Cornerstone OnDemand Inc                                         | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    497500 | PA      | $446506.25    | 0.01%             | 2028-10-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Funding XIV LLC                                          | CUSIP: 68377BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2672200.80   | 0.06%             | 2028-03-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FCI Funding, LLC                                     | FCI Funding 2019-1 LLC                                           | CUSIP: 30259MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114838 | PA      | $114729.46    | 0.00%             | 2031-02-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                | Tricon American Homes 2017-SFR2 Trust                            | CUSIP: 89613FAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4018000 | PA      | $3889153.19   | 0.09%             | 2036-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31393K5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128511 | PA      | $126933.75    | 0.00%             | 2033-02-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                              | Regatta VI Funding Ltd                                           | CUSIP: 75887NAU3<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |   3345882 | PA      | $3344403.12   | 0.08%             | 2034-04-20      | Floating      | 5.04%                 | 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        |  16000000 | PA      | $14037908.16  | 0.33%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                           | CUSIP: 853254CK4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  23250000 | PA      | $22869862.50  | 0.54%             | 2026-03-30      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2019-1 Ltd                                         | CUSIP: 07876RAB2<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |    221106 | PA      | $221014.12    | 0.01%             | 2029-03-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                              | CUSIP: 036752AQ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   9631000 | PA      | $9551005.97   | 0.22%             | 2023-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2021-HB7 LLC                                                | CUSIP: 12530BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8224231.50   | 0.19%             | 2031-10-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3133TKY46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11430 | PA      | $11381.97     | 0.00%             | 2029-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                      | AREIT 2022-CRE6 Trust                                            | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5328000 | PA      | $4860595.87   | 0.11%             | 2037-01-16      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                            | Fannie Mae or Freddie Mac                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7698050.32   | 0.18%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Leasing 2021-1 LLC                                 | CUSIP: 783897AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1426180.05   | 0.03%             | 2028-08-21      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2022-HB8 LLC                                                | CUSIP: 12526WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3348823 | PA      | $3239115.37   | 0.08%             | 2025-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL 01/04/2023                             | MONDELEZ INTL 01/04/2023                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21986088.08  | 0.52%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVAE LLC                                            | Novae LLC                                                        | CUSIP: 66988QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492500 | PA      | $1274221.88   | 0.03%             | 2028-12-22      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO Ltd.                       | Brightwood Capital MM CLO 2020-1 Ltd                             | CUSIP: 10948VAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5445700.00   | 0.13%             | 2031-01-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                     | Westgate Resorts 2020-1 LLC                                      | CUSIP: 96034LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010876 | PA      | $995467.95    | 0.02%             | 2034-03-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                             | Proampac PG Borrower LLC                                         | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1480050 | PA      | $1421155.85   | 0.03%             | 2025-11-03      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 313920TH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85658 | PA      | $84962.18     | 0.00%             | 2031-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                             | Grifols Worldwide Operations USA Inc                             | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2352501 | PA      | $2276044.84   | 0.05%             | 2027-11-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                  | Cape Lookout Re Ltd                                              | CUSIP: 13947LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2804400.00   | 0.07%             | 2025-03-28      | Floating      | 9.42%                 | Yes           |                  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        |   4500000 | PA      | $4506300.00   | 0.11%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Brightwood Capital MM CLO Ltd.                       | Brightwood Capital MM CLO 2020-1 Ltd                             | CUSIP: 10948VAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5500000.00   | 0.13%             | 2031-01-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re II Ltd                                                | CUSIP: 67400CAC2<br>LEI: 254900KOPN6EP9T3LD85 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1490197.95   | 0.03%             | 2028-07-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Cos Inc/The                                             | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14818563.75  | 0.35%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                                  | Great Lakes CLO VI LLC                                           | CUSIP: 39057WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3813333 | PA      | $3740944.82   | 0.09%             | 2034-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                   | BSPRT 2021-FL7 Issuer Ltd                                        | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1855417.40   | 0.04%             | 2038-12-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                       | Arivo Acceptance Auto Loan Receivables Trust 2022-1              | CUSIP: 04047EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5566434 | PA      | $5404904.58   | 0.13%             | 2028-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                     | Westgate Resorts 2022-1 LLC                                      | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5178149 | PA      | $4860577.50   | 0.11%             | 2036-08-20      | Fixed         | 2.49%                 | 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        |   4375000 | PA      | $4340268.19   | 0.10%             | 2023-10-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                  | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $6059618.47   | 0.14%             | 2025-04-07      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31339GXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23261 | PA      | $23073.91     | 0.00%             | 2031-11-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                       | Ready Capital Mortgage Financing 2021-FL6 LLC                    | CUSIP: 75575TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1519000 | PA      | $1365722.87   | 0.03%             | 2036-07-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Pangaea Re 2022-3                                    | Pangaea Re 2022-3                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3592036.04   | 0.08%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | 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        |   3000000 | PA      | $454200.00    | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Starwood Commercial Mortgage T                       | STWD 2021-SIF2 Ltd                                               | CUSIP: 85237MAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3747500.00   | 0.09%             | 2033-01-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XI LTD                                   | Vitality Re XI Ltd                                               | CUSIP: 92851AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2842500.00   | 0.07%             | 2024-01-09      | Floating      | 5.92%                 | Yes           |                  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        |   1000000 | PA      | $123300.00    | 0.00%             | 2025-09-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31398REQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93307 | PA      | $92224.58     | 0.00%             | 2040-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                                | Residential Reinsurance 2021 Ltd                                 | CUSIP: 76114NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4400000.00   | 0.10%             | 2025-12-06      | Floating      | 9.60%                 | Yes           |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                         | Pawneee Equipment Receivables Series 2021-1 LLC                  | CUSIP: 704100AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $2859304.50   | 0.07%             | 2027-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396LLX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67931 | PA      | $66677.64     | 0.00%             | 2036-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2021-23 Ltd                                  | OSD CLO 2021-23 Ltd                                              | CUSIP: 671026AG7<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3804024.00   | 0.09%             | 2031-04-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                 | Oasis Securitization Funding LLC                                 | CUSIP: 67422CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5804495 | PA      | $5660529.63   | 0.13%             | 2033-10-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                          | Continental Credit Card ABS 2019-1 LLC                           | CUSIP: 21134LAB4<br>LEI: 5493002QR2K2E0R56Z02 | Long             | ABS-O            | CORP              | US        |   4470000 | PA      | $4375815.31   | 0.10%             | 2026-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                          | Asurion LLC                                                      | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1173396 | PA      | $1047466.29   | 0.02%             | 2026-12-23      | Floating      | 7.63%                 | 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        |     36448 | PA      | $10970.85     | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| STATE STREET CORP                                    | State Street Corp                                                | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   6520000 | PA      | $6476423.84   | 0.15%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31339NNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45568 | PA      | $45436.50     | 0.00%             | 2032-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                          | Charter Communications Operating LLC                             | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2946701 | PA      | $2882471.28   | 0.07%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                       | Lendingpoint 2022-C Asset Securitization Trust                   | CUSIP: 525919AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500093 | PA      | $8463317.16   | 0.20%             | 2030-02-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                       | Golub Capital Partners CLO 24M-R Ltd                             | CUSIP: 38174YAA3<br>LEI: 5493009HFMPIX2ZNQ903 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2944257.00   | 0.07%             | 2029-11-05      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Tr                       | Avid Automobile Receivables Trust 2021-1                         | CUSIP: 05369LAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1419892.00   | 0.03%             | 2028-10-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396XJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18078 | PA      | $17770.09     | 0.00%             | 2037-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                              | Petco Health & Wellness Co Inc                                   | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    985000 | PA      | $957364.84    | 0.02%             | 2028-03-04      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit                        | Ivy Hill Middle Market Credit Fund IX Ltd                        | CUSIP: 46604EAA0<br>LEI: 549300UJCX58VC2FZI80 | Long             | ABS-CBDO         | CORP              | KY        |   3656250 | PA      | $3575947.78   | 0.08%             | 2034-04-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master T                       | Genesis Sales Finance Master Trust                               | CUSIP: 37186XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $903187.20    | 0.02%             | 2026-12-21      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31395WUZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56354 | PA      | $55975.59     | 0.00%             | 2035-08-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac Structured Agency Credit Risk Debt Notes             | CUSIP: 3137G0SN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   4078073 | PA      | $4036606.75   | 0.09%             | 2042-12-25      | Floating      | 6.84%                 | 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        |   2000000 | PA      | $42108.97     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Tesla Auto Lease Trust                               | Tesla Auto Lease Trust 2021-A                                    | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2627898.08   | 0.06%             | 2025-03-20      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| US ANESTHESIA PARTNERS                               | US Anesthesia Partners Inc                                       | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   1333125 | PA      | $1269801.56   | 0.03%             | 2028-10-01      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                             | Florida Power & Light Co                                         | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  11360000 | PA      | $11340978.02  | 0.27%             | 2023-05-10      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                               | Credit Suisse AG/New York NY                                     | CUSIP: 22550UAB7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $9566600.00   | 0.22%             | 2024-02-02      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CIM Small Business Loan Trust                        | CIM Small Business Loan Trust 2018-1                             | CUSIP: 17181CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267602 | PA      | $267602.49    | 0.01%             | 2043-03-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                        | Lunar 2021-1 Structured Aircraft Portfolio Notes                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1486186 | PA      | $1191267.86   | 0.03%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DENNING RE 2022                                      | DENNING RE 2022                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2971818.04   | 0.07%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddiemac Strip                                     | Freddie Mac Strips                                               | CUSIP: 3128HVZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290165 | PA      | $287625.10    | 0.01%             | 2036-08-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ellington CLO LTD                                    | Ellington CLO IV Ltd                                             | CUSIP: 28853RAN9<br>LEI: 25490064KF1PM0300Z69 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6923700.00   | 0.16%             | 2029-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Resi Finance Limited Partnersh                       | RESI Finance LP 2003-CB1                                         | CUSIP: 74951PBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1086348 | PA      | $901421.70    | 0.02%             | 2035-06-10      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2019-SMP                       | CUSIP: 36259NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $6986812.86   | 0.16%             | 2032-08-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ReadyCap lending                                     | ReadyCap Lending Small Business Loan Trust 2019-2                | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6398633 | PA      | $6068429.32   | 0.14%             | 2044-12-27      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                       | Credit Acceptance Auto Loan Trust 2020-1                         | CUSIP: 22534GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4938510.00   | 0.12%             | 2029-06-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Securiti                       | Bear Stearns Mortgage Securities Inc                             | CUSIP: 073914WE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38698 | PA      | $38105.06     | 0.00%             | 2030-06-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 313921A57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77886 | PA      | $77479.03     | 0.00%             | 2031-11-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396XT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37205 | PA      | $36823.99     | 0.00%             | 2037-12-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GYF5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20725000 | PA      | $20420715.55  | 0.48%             | 2024-09-10      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                       | Bear Stearns Asset Backed Securities Trust 2001-3                | CUSIP: 07384YBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186862 | PA      | $182279.08    | 0.00%             | 2032-10-27      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr                       | JP Morgan Seasoned Mortgage Trust 2014-1                         | CUSIP: 46643VAJ6<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |   3876379 | PA      | $3687410.12   | 0.09%             | 2033-05-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru                       | Newtek Small Business Loan Trust 2019-1                          | CUSIP: 65252XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5137318 | PA      | $5096618.06   | 0.12%             | 2044-12-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                          | Southern Co/The                                                  | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6980881.32   | 0.16%             | 2023-05-10      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                              | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    491250 | PA      | $487565.63    | 0.01%             | 2028-03-17      | Floating      | 6.39%                 | 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        |      2000 | PA      | $9146.20      | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| INTL BK RECON & DEVELOP                              | International Bank for Reconstruction & Development              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $481700.00    | 0.01%             | 2024-03-13      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                              | TRTX 2019-FL3 Issuer Ltd                                         | CUSIP: 87276VAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  16400000 | PA      | $15990198.44  | 0.37%             | 2034-10-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                   | Dreyfus Government Cash Management                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        | 134394688 | NS      | $134394688.45 | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392ELD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16006 | PA      | $15910.87     | 0.00%             | 2032-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                             | Edelman Financial Engines Center LLC/The                         | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    987500 | PA      | $926663.09    | 0.02%             | 2028-04-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Trust 2005-W3                                         | CUSIP: 31394FSD8<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |     30936 | PA      | $29834.53     | 0.00%             | 2045-04-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                             | National Rural Utilities Cooperative Finance Corp                | CUSIP: 63743HFB3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   7005000 | PA      | $6980486.14   | 0.16%             | 2023-08-07      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ACC Auto Trust                                       | ACC Auto Trust 2022-A                                            | CUSIP: 00085YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1908009.80   | 0.04%             | 2029-03-15      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2021-1 Ltd                                             | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |  20516000 | PA      | $19145110.62  | 0.45%             | 2033-12-27      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                       | Santander Bank Auto Credit-Linked Notes Series 2022-B            | CUSIP: 80290CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5983514 | PA      | $5933347.13   | 0.14%             | 2032-08-16      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Tidewater Auto Receivables Tru                       | Tidewater Auto Receivables Trust 2020-A                          | CUSIP: 88641WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2640942.43   | 0.06%             | 2028-07-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALBANY MOLECULAR RESEARCH                            | Curia Global Inc                                                 | CUSIP: 01242HAM0<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |   1476312 | PA      | $1219187.58   | 0.03%             | 2026-08-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31393RTT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93881 | PA      | $92649.00     | 0.00%             | 2033-06-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BOWLINE RE 2019                                      | Bowline Re Ltd Series 2019-1                                     | CUSIP: 10260PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $242650.00    | 0.01%             | 2023-03-20      | Floating      | 13.27%                | Yes           |                  2 | On Loan: No      |
| Cerberus                                             | Cerberus Loan Funding XXVIII LP                                  | CUSIP: 15673EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1293212 | PA      | $1280333.80   | 0.03%             | 2031-10-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                              | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  17000000 | PA      | $16410077.05  | 0.38%             | 2026-01-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396KYS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28365 | PA      | $28055.29     | 0.00%             | 2036-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                             | Foundation Finance Trust 2021-2                                  | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |   3067237 | PA      | $2803483.42   | 0.07%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                       | Natixis Commercial Mortgage Securities Trust 2019-MILE           | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $5783751.54   | 0.14%             | 2036-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                             | Huntington National Bank/The                                     | CUSIP: 44644MAE1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  15270000 | PA      | $15162499.51  | 0.36%             | 2025-05-16      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                              | Eni SpA                                                          | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   9584000 | PA      | $9449951.95   | 0.22%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2020-DUNE                      | CUSIP: 36258BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9745499.00   | 0.23%             | 2036-12-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re VI Ltd                                                | CUSIP: 67401FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   5750000 | PA      | $5637425.93   | 0.13%             | 2033-10-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                    | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9961586.00   | 0.23%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2018-SL                       | Towd Point Asset Trust 2018-SL1                                  | CUSIP: 89174UAA4<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |   3634437 | PA      | $3613016.80   | 0.08%             | 2046-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                       | LSTAR Securities Investment Ltd 2019-4                           | CUSIP: 54912JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13174538 | PA      | $13097040.12  | 0.31%             | 2024-05-01      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CIG Auto Receivables Trust                           | CIG Auto Receivables Trust 2021-1                                | CUSIP: 12598NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095749 | PA      | $1077689.63   | 0.03%             | 2025-04-14      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                          | Swedbank AB                                                      | CUSIP: 87020PAK3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $14730180.00  | 0.35%             | 2023-06-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv                       | Santander Consumer Auto Receivables Trust 2021-B                 | CUSIP: 802824AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1787774 | PA      | $1756127.52   | 0.04%             | 2028-10-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER LLC                                    | Eastern Power LLC                                                | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |    927035 | PA      | $826509.43    | 0.02%             | 2025-10-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Selection Trust 2021-1                            | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548530 | PA      | $1525338.26   | 0.04%             | 2027-11-15      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                              | Sotera Health Holdings LLC                                       | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    900000 | PA      | $836437.50    | 0.02%             | 2026-12-13      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2018-3 Ltd                                         | CUSIP: 07877TAC5<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |   9678259 | PA      | $9591412.11   | 0.22%             | 2028-10-25      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Monroe Capital MML CLO VII Ltd                       | Monroe Capital MML CLO VII Ltd                                   | CUSIP: 61033CAJ5<br>LEI: 5493004UIYL54X2JJA03 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1001594.00   | 0.02%             | 2030-11-22      | Floating      | 8.71%                 | 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        |  10300000 | PA      | $9567202.38   | 0.22%             | 2036-07-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396UR69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183232 | PA      | $180735.51    | 0.00%             | 2036-07-15      | Floating      | 4.82%                 | 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        |     -1031 | NC      | $-237975.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO Ltd                                      | Allegro CLO XIV Ltd                                              | CUSIP: 01751AAA4<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | KY        |   2733333 | PA      | $2731676.94   | 0.06%             | 2034-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2022-1                        | CUSIP: 38411HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  20199809 | PA      | $20057347.77  | 0.47%             | 2024-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2021-1                                  | CUSIP: 67571AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2523022.70   | 0.06%             | 2028-11-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                   | Sanders Re III Ltd                                               | CUSIP: 80000XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2771100.00   | 0.06%             | 2026-04-07      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Bantry Re 2022                                       | Bantry Re 2022                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3128046.67   | 0.07%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BANCO SANTANDER SA                                   | Banco Santander SA                                               | CUSIP: 05971KAN9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  12400000 | PA      | $12392012.04  | 0.29%             | 2024-05-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freed ABS Trust                                      | FREED ABS Trust 2022-1FP                                         | CUSIP: 35633KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222814 | PA      | $222154.42    | 0.01%             | 2029-03-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance                        | Citibank Credit Card Issuance Trust                              | CUSIP: 17305EGN9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $514574.92    | 0.01%             | 2025-06-09      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-HQA1                          | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7550000 | PA      | $7110833.87   | 0.17%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US                               | Russell Investments US Institutional Holdco Inc                  | CUSIP: 78249LAD2<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |   1487415 | PA      | $1436284.78   | 0.03%             | 2025-05-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Wilshire Mortgage Loan Trust                         | Wilshire Mortgage Loan Trust                                     | CUSIP: 971885AK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5336 | PA      | $5311.58      | 0.00%             | 2028-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CALPINE CONSTRUCTION FIN                             | Calpine Construction Finance Co LP                               | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    736250 | PA      | $735501.97    | 0.02%             | 2025-01-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                          | MCF CLO IX Ltd                                                   | CUSIP: 55281XAV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4530000 | PA      | $4211092.53   | 0.10%             | 2031-07-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| EYECARE PARTNERS LLC                                 | Eyecare Partners LLC                                             | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1293500 | PA      | $1100552.49   | 0.03%             | 2028-11-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                            | Nelnet Student Loan Trust 2021-D                                 | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5334556 | PA      | $5239721.29   | 0.12%             | 2062-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                                      | Sector Re V Ltd                                                  | CUSIP: 81369ADC3<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $266992.97    | 0.01%             | 2024-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MAGENTA BUYER LLC                                    | Magenta Buyer LLC                                                | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1237500 | PA      | $1065796.88   | 0.02%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2021-2 Ltd                                               | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |  14283000 | PA      | $13227661.98  | 0.31%             | 2034-01-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                                | Theorem Funding Trust 2022-1                                     | CUSIP: 88339XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1411335 | PA      | $1376531.21   | 0.03%             | 2028-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                       | Bonanza RE Ltd                                                   | CUSIP: 09785EAC5<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1275000.00   | 0.03%             | 2024-02-20      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Freddiemac Strip                                     | Freddie Mac Strips                                               | CUSIP: 3128HVJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72796 | PA      | $71967.56     | 0.00%             | 2036-05-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                               | INEOS US Petrochem LLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985000 | PA      | $970225.00    | 0.02%             | 2026-01-29      | Floating      | 7.13%                 | 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        |    750000 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ACC Auto Trust                                       | ACC Auto Trust 2022-A                                            | CUSIP: 00085YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2694216 | PA      | $2647774.28   | 0.06%             | 2026-07-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| National Collegiate Trust                            | National Collegiate Trust 2007-A/The                             | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1474370 | PA      | $1423918.37   | 0.03%             | 2031-05-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                           | BXG Receivables Note Trust 2020-A                                | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396268 | PA      | $359814.21    | 0.01%             | 2036-02-28      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Credito Real USA Auto Receivab                       | Credito Real USA Auto Receivables Trust 2021-1                   | CUSIP: 22551EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1841150 | PA      | $1799519.39   | 0.04%             | 2027-02-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                   | Macquarie Bank Ltd                                               | CUSIP: 55608PBK9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   7140000 | PA      | $7130128.38   | 0.17%             | 2025-03-21      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                | CUSIP: 577092AD1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $336000.00    | 0.01%             | 2024-01-08      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass Through Trust                           | Upstart Pass-Through Trust Series 2021-ST4                       | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719505 | PA      | $665331.28    | 0.02%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31359PF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6573 | PA      | $6488.38      | 0.00%             | 2027-07-18      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING LLC                               | PRUDENTIAL FUNDING LLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23500000 | PA      | $23485919.51  | 0.55%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                | CUSIP: 577092AP4<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4303500.00   | 0.10%             | 2025-03-24      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON                                        | UBS AG/London                                                    | CUSIP: 902674YG9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  10800000 | PA      | $10786118.54  | 0.25%             | 2023-06-01      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                            | Regatta XXIII Funding Ltd                                        | CUSIP: 75889FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4249787.50   | 0.10%             | 2035-01-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA3                          | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5270000 | PA      | $5207460.38   | 0.12%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31394BGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116643 | PA      | $116351.57    | 0.00%             | 2024-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                       | Santander Bank Auto Credit-Linked Notes Series 2022-B            | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8547876 | PA      | $8520568.54   | 0.20%             | 2032-08-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                             | CUSIP: 06051GJJ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9362339.82   | 0.22%             | 2024-10-24      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31393JAZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201973 | PA      | $199491.26    | 0.00%             | 2033-01-15      | Floating      | 4.72%                 | 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        |   5120164 | PA      | $395788.68    | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| 1011778 BC ULC                                       | 1011778 BC ULC                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1175856 | PA      | $1157114.76   | 0.03%             | 2026-11-19      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Trust 2003-W6                                         | CUSIP: 31393BX75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1007927 | PA      | $984735.38    | 0.02%             | 2042-09-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                      | MVW Owner Trust 2019-1                                           | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1084459 | PA      | $1021776.56   | 0.02%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                     | NMEF Funding 2021-A LLC                                          | CUSIP: 62919TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $278173.42    | 0.01%             | 2027-12-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                        | Citrus Re Ltd                                                    | CUSIP: 177510AK0<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2370750.00   | 0.06%             | 2025-06-07      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| ACORN RE LTD                                         | Acorn Re Ltd                                                     | CUSIP: 00485YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2300000.00   | 0.05%             | 2024-11-07      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                       | Lendingpoint 2022-A Asset Securitization Trust                   | CUSIP: 52605AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5520497 | PA      | $5458561.86   | 0.13%             | 2029-06-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                     | Owl Rock CLO I Ltd                                               | CUSIP: 69122DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4743460.00   | 0.11%             | 2031-05-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                       | Traingle Re 2021-1 Ltd                                           | CUSIP: 89600FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    866160 | PA      | $866157.58    | 0.02%             | 2033-08-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T                       | Tricolor Auto Securitization Trust 2022-1                        | CUSIP: 89616BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4772957.00   | 0.11%             | 2027-08-16      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | Cascade Funding Mortgage Trust 2021-HB6                          | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9550558 | PA      | $9035351.15   | 0.21%             | 2036-06-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                       | Ready Capital Mortgage Financing 2021-FL6 LLC                    | CUSIP: 75575TAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $1966626.08   | 0.05%             | 2036-07-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31395DHY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44811 | PA      | $43772.53     | 0.00%             | 2036-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                        | ABPCI Direct Lending Fund CLO X LP                               | CUSIP: 000848AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4923700.00   | 0.12%             | 2032-01-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                        | UBS AG/London                                                    | CUSIP: 902674YC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5800000 | PA      | $5772748.64   | 0.14%             | 2024-02-09      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                            | RMF Buyout Issuance Trust 2021-HB1                               | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1978240 | PA      | $1856055.26   | 0.04%             | 2031-11-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                         | Eagle RE 2021-1 Ltd                                              | CUSIP: 26983BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2319047 | PA      | $2318379.83   | 0.05%             | 2033-10-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Z CAPITAL CREDIT PARTNERS CLO                        | Z Capital Credit Partners CLO 2019-1 Ltd                         | CUSIP: 98877GAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5741250.00   | 0.13%             | 2031-07-16      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392FP92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48644 | PA      | $48189.30     | 0.00%             | 2032-12-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                              | American Electric Power Co Inc                                   | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6410258.86   | 0.15%             | 2023-11-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137AK6C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39260 | PA      | $39166.55     | 0.00%             | 2026-09-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                          | VFI ABS 2022-1 LLC                                               | CUSIP: 91824CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4266588 | PA      | $4143049.30   | 0.10%             | 2028-03-24      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                           | Cigna Corp                                                       | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14901011.10  | 0.35%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                       | Santander Drive Auto Receivables Trust 2022-2                    | CUSIP: 80286MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1464139 | PA      | $1459573.11   | 0.03%             | 2026-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                     | SpringCastle America Funding LLC                                 | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2063703 | PA      | $1861002.55   | 0.04%             | 2037-09-25      | Fixed         | 1.97%                 | 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        |   7000000 | PA      | $6517247.10   | 0.15%             | 2026-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TVEST 2021A, LLC                                     | TVEST 2021A LLC                                                  | CUSIP: 87308TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4368859 | PA      | $4203692.80   | 0.10%             | 2033-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re Ltd                                                | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    945998 | PA      | $936769.00    | 0.02%             | 2031-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2018-HART                           | CUSIP: 36259DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9729000 | PA      | $9127211.73   | 0.21%             | 2031-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2020-4                                 | CUSIP: 89179JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8063790 | PA      | $7286433.12   | 0.17%             | 2060-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396KKH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12090 | PA      | $11920.69     | 0.00%             | 2036-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397GBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111257 | PA      | $108889.65    | 0.00%             | 2034-07-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                             | Capital One Financial Corp                                       | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1428000.00   | 0.03%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                       | MF1 2020-FL4 Ltd                                                 | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6517130 | PA      | $6387532.80   | 0.15%             | 2035-11-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                             | ANZ New Zealand Int'l Ltd/London                                 | CUSIP: 00182EBQ1<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |  10000000 | PA      | $9909694.70   | 0.23%             | 2025-02-18      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO Ltd.                       | Brightwood Capital MM CLO 2020-1 Ltd                             | CUSIP: 10948VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.04%             | 2031-01-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                             | Purchasing Power Funding 2021-A LLC                              | CUSIP: 74615JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310000 | PA      | $2189996.19   | 0.05%             | 2025-10-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR Trust 2019-FTR2                                | CUSIP: 35564WAA1<br>LEI: 5493008J93RJW7PJFN93 | Long             | ABS-MBS          | CORP              | US        |    204653 | PA      | $202548.06    | 0.00%             | 2048-11-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                       | Golub Capital Partners Clo 46M Ltd                               | CUSIP: 38176YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4901545.00   | 0.11%             | 2032-04-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2020-NP1                          | CUSIP: 14687PAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4882501.00   | 0.11%             | 2026-01-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                            | NovaStar Mortgage Funding Trust Series 2003-1                    | CUSIP: 66987XCE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94745 | PA      | $89622.78     | 0.00%             | 2033-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FLOODSMART RE LTD                                    | FloodSmart Re Ltd                                                | CUSIP: 33975CAJ4<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1395000.00   | 0.03%             | 2025-02-25      | Floating      | 15.59%                | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                       | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD   | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3386000.16   | 0.08%             | 2029-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2014-IVR6                               | CUSIP: 46643QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2106609 | PA      | $2062997.53   | 0.05%             | 2044-07-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2020-1                                  | CUSIP: 67592LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1274077 | PA      | $1260897.92   | 0.03%             | 2025-02-20      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2022-R04                     | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8668598 | PA      | $8637872.31   | 0.20%             | 2042-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                  | Sound Point Clo XVI Ltd                                          | CUSIP: 83610KAG8<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2657322.00   | 0.06%             | 2030-07-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                             | Foundation Finance Trust 2021-1                                  | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   5519019 | PA      | $4936010.10   | 0.12%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re V Ltd                                                 | CUSIP: 67401JAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332775 | PA      | $332917.50    | 0.01%             | 2030-10-25      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                               | Federation des Caisses Desjardins du Quebec                      | CUSIP: 31429KAF0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6919479.84   | 0.16%             | 2024-05-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                              | CUSIP: 46647PAQ9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $11800818.80  | 0.28%             | 2024-04-23      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 5 Ltd                                         | CUSIP: 67113GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749962.50    | 0.02%             | 2033-04-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-HQA3                          | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3130814 | PA      | $3127200.25   | 0.07%             | 2042-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                             | Hudson River Trading LLC                                         | CUSIP: 44413EAF5<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    933375 | PA      | $884122.67    | 0.02%             | 2028-03-18      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                       | Tharaldson Hotel Portfolio Trust 2018-THPT                       | CUSIP: 88327HAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4374433 | PA      | $4124439.79   | 0.10%             | 2034-11-11      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| RUNNER BUYER INC                                     | Runner Buyer Inc                                                 | CUSIP: 78158EAB1<br>LEI: 254900E5ZZEMZBPZV203 | Long             | LON              | CORP              | US        |   1791000 | PA      | $1271610.00   | 0.03%             | 2028-10-21      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA6                          | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2741950 | PA      | $2743623.76   | 0.06%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                       | Palmer Square Loan Funding 2021-2 Ltd                            | CUSIP: 69702FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1124978.75   | 0.03%             | 2029-05-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                          | Asurion LLC                                                      | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2648384 | PA      | $2578864.06   | 0.06%             | 2024-11-03      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2022-1 Ltd                                               | CUSIP: 43730GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2969187.00   | 0.07%             | 2034-10-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                  | NatWest Markets PLC                                              | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  17240000 | PA      | $17087502.55  | 0.40%             | 2025-03-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| KNIGHT HEALTH HOLDINGS L                             | Knight Health Holdings LLC                                       | CUSIP: 49902TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992500 | PA      | $595500.00    | 0.01%             | 2028-12-23      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31358SH87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24257 | PA      | $24036.54     | 0.00%             | 2030-12-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                | Citadel Securities LP                                            | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   1465032 | PA      | $1440080.69   | 0.03%             | 2028-02-02      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re VI Ltd                                                | CUSIP: 67401FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $912139.70    | 0.02%             | 2033-10-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CIG Auto Receivables Trust                           | CIG AUTO RECEIVABLES TRUST 2019-1                                | CUSIP: 125504AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5670000 | PA      | $5639379.73   | 0.13%             | 2026-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137AQF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35152 | PA      | $34559.09     | 0.00%             | 2041-12-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                        | 321 Henderson Receivables I LLC                                  | CUSIP: 88576NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482178 | PA      | $472126.93    | 0.01%             | 2041-06-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                | Black Diamond Clo 2017-1 Ltd                                     | CUSIP: 09202VAY4<br>LEI: 54930069GUF2V1O4MD77 | Long             | ABS-CBDO         | CORP              | KY        |   2169279 | PA      | $2144685.43   | 0.05%             | 2029-04-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31339WXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130726 | PA      | $131641.31    | 0.00%             | 2032-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396V3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38674 | PA      | $37653.22     | 0.00%             | 2037-06-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                               | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675FAW7<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10500000 | PA      | $10267908.42  | 0.24%             | 2025-02-04      | Floating      | 4.34%                 | 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        |   2118314 | PA      | $131133.07    | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MAG DS CORP                                          | MAG DS Corp                                                      | CUSIP: 55282CAE6<br>LEI: 549300GQKZRQJ3URK248 | Long             | LON              | CORP              | US        |    925900 | PA      | $851828.38    | 0.02%             | 2027-04-01      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                              | Cooperatieve Rabobank UA/NY                                      | CUSIP: 21688AAT9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $14799287.10  | 0.35%             | 2025-01-10      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31398RCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31429 | PA      | $31058.44     | 0.00%             | 2040-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | STACR Trust 2018-HRP1                                            | CUSIP: 3137G0VA4<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |   7747796 | PA      | $7756145.80   | 0.18%             | 2043-04-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH RE LTD                                  | Commonwealth RE Ltd                                              | CUSIP: 203235AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $942500.00    | 0.02%             | 2025-07-08      | Floating      | 3.50%                 | 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   | 0.03%             | 2024-12-06      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396XR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34233 | PA      | $34154.81     | 0.00%             | 2037-03-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2021-1 Ltd                                             | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1790000 | PA      | $1576205.44   | 0.04%             | 2033-12-27      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                               | SLM Private Credit Student Loan Trust 2007-A                     | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |   4550934 | PA      | $4412604.20   | 0.10%             | 2041-12-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                             | Sumitomo Mitsui Financial Group Inc                              | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  16100000 | PA      | $15984057.78  | 0.37%             | 2023-07-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                      | Allegro CLO XIII Ltd                                             | CUSIP: 01750WAA7<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |   2770834 | PA      | $2758969.58   | 0.06%             | 2034-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31397MXL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104324 | PA      | $106124.34    | 0.00%             | 2038-10-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                    | FREED ABS Trust 2021-3FP                                         | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $909806.50    | 0.02%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                           | Blackbird Capital Aircraft                                       | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3407032 | PA      | $2794959.57   | 0.07%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-HQA1                          | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5979043 | PA      | $5902571.44   | 0.14%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                     | Great Wolf Trust 2019-WOLF                                       | CUSIP: 39152TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7617540.80   | 0.18%             | 2036-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31359FP77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9589 | PA      | $9602.14      | 0.00%             | 2023-12-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Barings Middle Market CLO Ltd.                       | Barings Middle Market CLO Ltd 2018-I                             | CUSIP: 06761MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6148125.00   | 0.14%             | 2031-01-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2022-1                        | CUSIP: 38411HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1405000 | PA      | $1393257.85   | 0.03%             | 2024-04-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31339GNR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22271 | PA      | $22340.33     | 0.00%             | 2031-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                               | CenterPoint Energy Inc                                           | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7511509.10   | 0.18%             | 2024-05-13      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31395LVP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66695 | PA      | $65927.55     | 0.00%             | 2035-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re II Ltd                                                | CUSIP: 67400CAA6<br>LEI: 254900KOPN6EP9T3LD85 | Long             | ABS-MBS          | CORP              | US        |   5893993 | PA      | $5889154.12   | 0.14%             | 2028-07-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE PTE LTD                              | Torrey Pines Re Pte Ltd                                          | CUSIP: 89142MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $937600.00    | 0.02%             | 2024-06-07      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust                        | CHC Commercial Mortgage Trust 2019 - CHC                         | CUSIP: 162665AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7443791 | PA      | $6908374.79   | 0.16%             | 2034-06-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Student Loan Trust 2021-1                                | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3751306 | PA      | $3587367.72   | 0.08%             | 2069-12-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2022-R01                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2515000 | PA      | $2388327.75   | 0.06%             | 2041-12-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Pangaea Re 2021-3, 7/1/25                            | Pangaea Re 2021-3, 7/1/25                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $30487.89     | 0.00%             | 2025-07-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Chesapeake Funding II LLC                            | Chesapeake Funding II LLC                                        | CUSIP: 165183CK8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2888669 | PA      | $2886215.47   | 0.07%             | 2032-08-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31392RMJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175200 | PA      | $176410.38    | 0.00%             | 2032-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                             | Virginia Electric and Power Co                                   | CUSIP: 927804FN9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5143887.34   | 0.12%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396LS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36131 | PA      | $35260.73     | 0.00%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| HOUGHTON MIFFLIN HARCOUR                             | Houghton Mifflin Harcourt Co                                     | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $951864.38    | 0.02%             | 2029-04-07      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                         | BASKET COLLAREAL US TRI PARTY                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |  48590000 | PA      | $48590000.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2020-1 Ltd                                             | CUSIP: 750493AB4<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |  10950000 | PA      | $10855197.09  | 0.25%             | 2030-01-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                       | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd           | CUSIP: 03880XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1382437.20   | 0.03%             | 2037-01-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                                      | Sector Re V Ltd                                                  | CUSIP: 81369ACT7<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |    800000 | PA      | $386186.51    | 0.01%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | 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        |    800000 | PA      | $170160.00    | 0.00%             | 2023-06-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Hospitality Mortgage Trust                           | HPLY Trust 2019-HIT                                              | CUSIP: 40443RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7656826 | PA      | $7329192.97   | 0.17%             | 2036-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                       | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT    | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2562288.12   | 0.06%             | 2033-07-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re Ltd                                                | CUSIP: 07876MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2900000 | PA      | $2830135.23   | 0.07%             | 2031-03-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Issuance Trust 2021-C                                    | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $8748132.00   | 0.20%             | 2031-10-08      | Fixed         | 2.18%                 | 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        |   1434906 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Social Professional Loan Progr                       | SoFi Professional Loan Program 2016-C LLC                        | CUSIP: 83402DAA9<br>LEI: 5493005DZE8VF033DB25 | Long             | ABS-O            | CORP              | US        |    468624 | PA      | $468186.32    | 0.01%             | 2036-10-27      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS                              | Xplornet Communications Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1234375 | PA      | $964355.47    | 0.02%             | 2028-10-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31359G5Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23042 | PA      | $23073.54     | 0.00%             | 2024-03-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                           | Avis Budget Car Rental LLC                                       | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   1945667 | PA      | $1892768.32   | 0.04%             | 2027-08-06      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                   | BMW US Capital LLC                                               | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   9147000 | PA      | $9125448.30   | 0.21%             | 2023-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                       | Bonanza RE Ltd                                                   | CUSIP: 09785EAJ0<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $200000.00    | 0.00%             | 2025-03-16      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392HT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105498 | PA      | $104849.59    | 0.00%             | 2033-02-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2021-P2                           | CUSIP: 14687TAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $815430.90    | 0.02%             | 2028-05-10      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Ellington CLO LTD                                    | Ellington Clo III Ltd                                            | CUSIP: 28852LAJ2<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6135668.50   | 0.14%             | 2030-07-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                            | Nelnet Student Loan Trust 2005-2                                 | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4669421 | PA      | $4529107.99   | 0.11%             | 2037-03-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                            | Nelnet Student Loan Trust 2021-A                                 | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041458 | PA      | $921583.73    | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2018-TWR                       | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10900000 | PA      | $10395562.17  | 0.24%             | 2031-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                               | Crossroads Asset Trust 2021-A                                    | CUSIP: 22767CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $470480.65    | 0.01%             | 2026-01-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Eagle Re 2018-1 Ltd.                                 | Eagle RE 2018-1 Ltd                                              | CUSIP: 269826AA1<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |   4410148 | PA      | $4395693.11   | 0.10%             | 2028-11-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                              | BDS 2020-FL5 LTD                                                 | CUSIP: 05492QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3344532.45   | 0.08%             | 2037-02-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                              | Allied Universal Holdco LLC                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1975000 | PA      | $1878471.88   | 0.04%             | 2028-05-14      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                        | Commonbond Student Loan Trust 2018-A-GS                          | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |   1178643 | PA      | $1140965.84   | 0.03%             | 2044-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                               | American Honda Finance Corp                                      | CUSIP: 02665WCJ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4962240.70   | 0.12%             | 2023-07-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2020-HB4 LLC                                                | CUSIP: 12529LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7408049.60   | 0.17%             | 2030-12-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                       | Trafigura Securitisation Finance PLC 2021-1                      | CUSIP: 892725AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |  11500000 | PA      | $11167144.00  | 0.26%             | 2025-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                  | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  18670000 | PA      | $18146616.42  | 0.43%             | 2024-10-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                    | Freed ABS Trust 2020-1CP                                         | CUSIP: 35635BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1282669.44   | 0.03%             | 2028-03-20      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                        | Sierra Timeshare 2021-1 Receivables Funding LLC                  | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574245 | PA      | $531349.89    | 0.01%             | 2037-11-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                          | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4960055.25   | 0.12%             | 2023-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392GDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63551 | PA      | $62778.30     | 0.00%             | 2032-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                        | Commonbond Student Loan Trust 2019-A-GS                          | CUSIP: 20268CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2453707 | PA      | $2409315.15   | 0.06%             | 2047-01-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2021-2 Ltd                                             | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |  14760000 | PA      | $13942481.98  | 0.33%             | 2031-11-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                     | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14110000 | PA      | $14220507.97  | 0.33%             | 2026-05-12      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                            | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1867211 | PA      | $1794273.96   | 0.04%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                 | Oasis Securitization Funding LLC                                 | CUSIP: 67422CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2858086 | PA      | $2787754.53   | 0.07%             | 2033-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31393BVE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75886 | PA      | $74962.22     | 0.00%             | 2033-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                       | United Auto Credit Securitization Trust 2022-2                   | CUSIP: 90944KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2465308.00   | 0.06%             | 2025-12-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ADS Tactical Inc                                     | ADS Tactical                                                     | CUSIP: 00737BAD7<br>LEI: 549300N0X4211SRFZV95 | Long             | LON              | CORP              | US        |   1503125 | PA      | $1352812.50   | 0.03%             | 2026-03-19      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor Re 2018-1 Ltd                                             | CUSIP: 750496AB7<br>LEI: 549300ED4YNDE7SVU538 | Long             | ABS-MBS          | CORP              | BM        |  14828378 | PA      | $14830040.74  | 0.35%             | 2028-03-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                  | Charles Schwab Corp/The                                          | CUSIP: 808513AT2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  20096000 | PA      | $20070145.29  | 0.47%             | 2023-01-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                        | CUSIP: 31288VEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $52.11        | 0.00%             | 2023-10-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                        | First Franklin Mortgage Loan Trust 2004-FF4                      | CUSIP: 32027NJL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1135 | PA      | $1139.14      | 0.00%             | 2034-06-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2018-3 Ltd                                         | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |    354660 | PA      | $354375.88    | 0.01%             | 2028-10-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397H2N7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12032 | PA      | $11724.54     | 0.00%             | 2037-05-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                  | LL ABS Trust 2022-1                                              | CUSIP: 50203YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2374444 | PA      | $2325366.77   | 0.05%             | 2029-11-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                                     | Red Ventures LLC                                                 | CUSIP: 75703UAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650538 | PA      | $647692.38    | 0.02%             | 2024-11-08      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31393MH61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4546 | PA      | $4487.48      | 0.00%             | 2032-12-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card                        | Mercury Financial Credit Card Master Trust                       | CUSIP: 58940BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2893580.40   | 0.07%             | 2027-03-22      | Fixed         | 10.83%                | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru                       | Newtek Small Business Loan Trust 2021-1                          | CUSIP: 65253MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3887008 | PA      | $3732396.24   | 0.09%             | 2048-12-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                       | JPMorgan Chase Bank NA - CACLN                                   | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3663717 | PA      | $3501419.07   | 0.08%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31359FE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4165 | PA      | $4163.80      | 0.00%             | 2023-12-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                  | LCM XVIII LP                                                     | CUSIP: 50188GAT0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7890144.00   | 0.18%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Commerical Equipment Finance 2                       | Commercial Equipment Finance 2021-A LLC                          | CUSIP: 20166QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4768343 | PA      | $4592041.07   | 0.11%             | 2027-02-16      | Fixed         | 2.05%                 | No            |                  2 | 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        |   2000000 | PA      | $1200.00      | 0.00%             | 2028-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2022-3                        | CUSIP: 38411DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5004085.50   | 0.12%             | 2024-11-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                        | Commonbond Student Loan Trust 2017-B-GS                          | CUSIP: 20268KAB6<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |   1516185 | PA      | $1482077.39   | 0.03%             | 2042-09-25      | Floating      | 5.04%                 | 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        |   2000000 | PA      | $5200.00      | 0.00%             | 2028-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| FHF Trust 2021-1                                     | FHF Trust 2021-1                                                 | CUSIP: 30260WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4084805 | PA      | $3914502.20   | 0.09%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CPE 04/01/23 HEALTP USD F 4.65                       | CPE 04/01/23 HEALTP USD F 4.65                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11925000 | PA      | $11917414.39  | 0.28%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL, INC.                | BASKET COLLAREAL US TRI PARTY                                    | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |  48590000 | PA      | $48590000.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397KZH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34997 | PA      | $34667.72     | 0.00%             | 2037-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS                             | Victory Capital Holdings Inc                                     | CUSIP: 92645DAH2<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    749195 | PA      | $745761.18    | 0.02%             | 2026-07-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Pangaea Re 2022-1                                    | Pangaea Re 2022-1                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2671825.34   | 0.06%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CG-CCRE Commercial Mortgage Tr                       | CG-CCRE Commercial Mortgage Trust 2014-FL1                       | CUSIP: 12528MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171167 | PA      | $2153652.22   | 0.05%             | 2031-06-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                              | National Bank of Canada                                          | CUSIP: 63307A2Q7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14829592.05  | 0.35%             | 2024-08-06      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CAELUS RE VI LTD                                     | Caelus Re VI Ltd                                                 | CUSIP: 12765MAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    750000 | PA      | $718875.00    | 0.02%             | 2024-06-07      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit Opportunities                        | Fortress Credit Opportunities XVII CLO Ltd                       | CUSIP: 34963VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6553316.00   | 0.15%             | 2030-01-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396H5Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35516 | PA      | $35100.37     | 0.00%             | 2036-01-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2022-1 Ltd                                         | CUSIP: 078774AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |  13464000 | PA      | $11243751.39  | 0.26%             | 2032-01-26      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| HERBIE RE LTD                                        | Herbie Re Ltd                                                    | CUSIP: 42703VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $449250.00    | 0.01%             | 2025-01-08      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                  | CUSIP: 31402DHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4780 | PA      | $4653.98      | 0.00%             | 2032-10-01      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Vermillion Re 2022                                   | Vermillion Re 2022                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5071000.00   | 0.12%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Eagle Re Ltd                                         | Eagle RE 2019-1 Ltd                                              | CUSIP: 269822AB8<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |   6818737 | PA      | $6674861.18   | 0.16%             | 2029-04-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| RosaPenna Re 2021, 7/31/25                           | RosaPenna Re 2021, 7/31/25                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $52373.50     | 0.00%             | 2025-07-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2020-1 Ltd                                             | CUSIP: 750493AC2<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |   7400000 | PA      | $7235361.84   | 0.17%             | 2030-01-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                     | Ocean Trails CLO XII Ltd                                         | CUSIP: 67515FAA1<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1344262.50   | 0.03%             | 2035-07-20      | Floating      | 12.07%                | No            |                  2 | 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        |   2941254 | PA      | $105799.57    | 0.00%             | 2023-07-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Home Equity Loa                       | Morgan Stanley Home Equity Loan Trust 2006-2                     | CUSIP: 61744CYP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160001 | PA      | $156195.37    | 0.00%             | 2036-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                   | CUSIP: 61744YAN8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4226000 | PA      | $4222120.83   | 0.10%             | 2023-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW 0 CP 03/01/2023                  | DOLLAR GEN CORP NEW 0 CP 03/01/2023                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21988892.42  | 0.52%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2014-IVR3                               | CUSIP: 46643BBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1867435 | PA      | $1746377.84   | 0.04%             | 2044-09-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2019-4 Ltd                                         | CUSIP: 07876LAC3<br>LEI: 254900KXN235YISGF415 | Long             | ABS-MBS          | CORP              | BM        |   4595383 | PA      | $4588619.70   | 0.11%             | 2029-10-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust                        | CarNow Auto Receivables Trust 2022-1                             | CUSIP: 14367LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3001459 | PA      | $2992232.59   | 0.07%             | 2024-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                               | Carriage Purchaser Inc                                           | CUSIP: 14445BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1485000 | PA      | $1383525.50   | 0.03%             | 2028-09-30      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re III Ltd                                               | CUSIP: 67400KAE0<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |   1631000 | PA      | $1582297.52   | 0.04%             | 2029-07-25      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Funding XIV LLC                                          | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5557018.80   | 0.13%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                       | Bonanza RE Ltd                                                   | CUSIP: 09785EAD3<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1700000.00   | 0.04%             | 2024-12-23      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| FITNESS & SPORTS CLUBS LLC                           | Fitness International LLC                                        | CUSIP: 33818XAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1220288 | PA      | $1130672.64   | 0.03%             | 2025-04-18      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                       | Triangle Re 2021-2 Ltd                                           | CUSIP: 89600GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3813570 | PA      | $3786965.01   | 0.09%             | 2033-10-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137A1K36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59501 | PA      | $58960.96     | 0.00%             | 2040-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396PSN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95059 | PA      | $92516.15     | 0.00%             | 2037-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                   | Mativ Holdings Inc                                               | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   2561000 | PA      | $2432950.00   | 0.06%             | 2029-05-06      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                        | Discover Bank                                                    | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9981502.10   | 0.23%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                    | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    992500 | PA      | $955419.21    | 0.02%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                            | ACRES Commercial Realty 2021-FL2 Ltd                             | CUSIP: 00500JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12900000 | PA      | $12317977.80  | 0.29%             | 2037-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Gleneagles Re 2022                                   | Gleneagles Re 2022                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3093750.27   | 0.07%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BFLD Trust                                           | BFLD Trust 2020-OBRK                                             | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1136550.64   | 0.03%             | 2028-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Act                       | Prodigy Finance CM2021-1 DAC                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |   5563063 | PA      | $5375322.71   | 0.13%             | 2051-07-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                         | Eagle RE 2020-1 Ltd                                              | CUSIP: 26982LAB6<br>LEI: 254900SAV74IHXQ8XY35 | Long             | ABS-MBS          | CORP              | BM        |   5187302 | PA      | $5159100.38   | 0.12%             | 2030-01-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                       | LSTAR Securities Investment Ltd 2019-3                           | CUSIP: 50220XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14095411 | PA      | $14001102.61  | 0.33%             | 2024-04-01      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                     | Integrity Re Ltd                                                 | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1700000.00   | 0.04%             | 2025-06-06      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                              | CUSIP: 46647PCG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7852210.80   | 0.18%             | 2025-06-01      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Atalaya Equipment Leasing Fund                       | Atalaya Equipment Leasing Trust 21-1                             | CUSIP: 046497AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890236 | PA      | $1835709.39   | 0.04%             | 2026-05-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2022-1 Ltd                                             | CUSIP: 75049XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990161.00    | 0.02%             | 2032-09-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2021-N3                           | CUSIP: 14687GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4567909 | PA      | $4432914.07   | 0.10%             | 2028-06-12      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                       | STWD 2021-FL2 Ltd                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   9000000 | PA      | $8693046.00   | 0.20%             | 2038-04-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137AETW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25326 | PA      | $25235.81     | 0.00%             | 2026-08-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FCI Funding, LLC                                     | FCI Funding 2021-1 LLC                                           | CUSIP: 30260GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2629095 | PA      | $2567643.90   | 0.06%             | 2033-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                           | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   2920899 | PA      | $2776679.47   | 0.07%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9765968.30   | 0.23%             | 2024-11-22      | Floating      | 4.56%                 | 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        |   2744544 | PA      | $4940.18      | 0.00%             | 2023-06-30      | Floating      | 0.01%                 | Yes           |                  3 | 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        |   4000000 | PA      | $4800.00      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392GRS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68764 | PA      | $68101.01     | 0.00%             | 2033-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                         | Upstart Securitization Trust 2021-1                              | CUSIP: 91681NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2194890.75   | 0.05%             | 2031-03-20      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA1                          | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12380000 | PA      | $11182075.30  | 0.26%             | 2042-01-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                             | CUSIP: 06051GJX8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5644938.00   | 0.13%             | 2024-05-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                               | Canadian Imperial Bank of Commerce                               | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4740000 | PA      | $4651532.55   | 0.11%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                       | United Auto Credit Securitization Trust                          | CUSIP: 90943UAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4426828.95   | 0.10%             | 2027-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31398PCM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.93         | 0.00%             | 2025-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Ballylifin Re 2022                                   | Ballylifin Re 2022                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $3450.00      | 0.00%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Starvest Emerging Markets CBO                        | STAR 2021-SFR2 Trust                                             | CUSIP: 78474LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4765183 | PA      | $4677696.15   | 0.11%             | 2024-01-17      | Floating      | 5.29%                 | 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        |   2500000 | PA      | $2495000.00   | 0.06%             | 2023-06-08      | Floating      | 9.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31394AGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31602 | PA      | $31282.29     | 0.00%             | 2034-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                           | Zoetis Inc                                                       | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   4274000 | PA      | $4267766.20   | 0.10%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396HUS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169832 | PA      | $166580.13    | 0.00%             | 2036-02-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                     | Westgate Resorts 2020-1 LLC                                      | CUSIP: 96034LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842396 | PA      | $820577.95    | 0.02%             | 2034-03-20      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac Structured Agency Credit Risk Debt Notes             | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   4597691 | PA      | $4620464.51   | 0.11%             | 2042-07-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                       | Eden Re II Ltd                                                   | CUSIP: 27954TAB1<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     35797 | PA      | $30198.35     | 0.00%             | 2023-03-22      | None          | 0.00%                 | Yes           |                  3 | 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        |   1100000 | PA      | $1035504.03   | 0.02%             | 2036-10-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                       | JPMorgan Chase Bank NA - CACLN                                   | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3267289 | PA      | $3158382.23   | 0.07%             | 2028-09-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396VZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51700 | PA      | $50667.02     | 0.00%             | 2037-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re VII Ltd                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3500000 | PA      | $3110662.80   | 0.07%             | 2034-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                       | Morgan Stanley Residential Mortgage Loan Trust 2014-1            | CUSIP: 61763YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274917 | PA      | $274141.67    | 0.01%             | 2044-06-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust                       | CGDB Commercial Mortgage Trust 2019-MOB                          | CUSIP: 125284AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5773462.20   | 0.14%             | 2036-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Trust 2005-W3                                         | CUSIP: 31394FSB2<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |    386192 | PA      | $381932.04    | 0.01%             | 2045-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31395NXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53347 | PA      | $52506.35     | 0.00%             | 2036-07-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2020-4 Ltd                                         | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1859052 | PA      | $1857224.99   | 0.04%             | 2030-06-25      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                               | Oscar US Funding X LLC                                           | CUSIP: 68784YAF1<br>LEI: 353800SUUA8QI9Y7NC83 | Long             | ABS-O            | CORP              | JP        |   1487511 | PA      | $1468724.91   | 0.03%             | 2026-05-10      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr                       | JP Morgan Seasoned Mortgage Trust 2014-1                         | CUSIP: 46643VAL1<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |   2988348 | PA      | $2827151.12   | 0.07%             | 2033-05-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2020-1 Ltd                                             | CUSIP: 750493AF5<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |   2350000 | PA      | $2112454.48   | 0.05%             | 2030-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2018-7FRB                               | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10173763 | PA      | $9742814.67   | 0.23%             | 2046-04-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| RESILIENCE RE LTD                                    | Resilience Re Ltd                                                | CUSIP: 000000000<br>LEI: 549300MGGTJ8JMVTOJ89 | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $0.00         | 0.00%             | 2023-05-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SECTOR RE V LTD                                      | Sector Re V Ltd                                                  | CUSIP: 81369ACW0<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |      1861 | PA      | $47442.32     | 0.00%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                  | CUSIP: 31403YH97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5265 | PA      | $5132.96      | 0.00%             | 2034-02-01      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                             | Toyota Motor Credit Corp                                         | CUSIP: 89236TJE6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  17904000 | PA      | $17901364.71  | 0.42%             | 2023-04-06      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| NMN HOLDINGS III CORP                                | NMN Holdings III Corp                                            | CUSIP: 62923HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1473110 | PA      | $1290812.84   | 0.03%             | 2025-11-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396A5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57916 | PA      | $57286.46     | 0.00%             | 2035-08-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396XQM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148003 | PA      | $145841.57    | 0.00%             | 2037-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                        | Commonbond Student Loan Trust 2018-C-GS                          | CUSIP: 20267XAB9<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |   1282896 | PA      | $1271738.24   | 0.03%             | 2046-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                 | Oasis Securitization Funding LLC                                 | CUSIP: 67422AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1418407 | PA      | $1397677.70   | 0.03%             | 2033-02-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                            | Fannie Mae or Freddie Mac                                        | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31000000 | PA      | $31457437.86  | 0.74%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr                       | JP Morgan Seasoned Mortgage Trust 2014-1                         | CUSIP: 46643VAE7<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |   1012311 | PA      | $968871.57    | 0.02%             | 2033-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                       | Golub Capital Partners Clo 25M Ltd                               | CUSIP: 38175NAA6<br>LEI: 254900XWTZJ46JGSP919 | Long             | ABS-CBDO         | CORP              | KY        |   9510417 | PA      | $9354712.83   | 0.22%             | 2030-05-05      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                  | CNT Holdings I Corp                                              | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492500 | PA      | $477725.00    | 0.01%             | 2027-11-08      | Floating      | 7.24%                 | No            |                  2 | 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        |   5000000 | PA      | $4674251.00   | 0.11%             | 2036-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Amortizing Residential Collate                       | Amortizing Residential Collateral Trust 2002-BC5                 | CUSIP: 86358RZ67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20303 | PA      | $20014.24     | 0.00%             | 2032-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Tr                       | Avid Automobile Receivables Trust 2021-1                         | CUSIP: 05369LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221659 | PA      | $220977.60    | 0.01%             | 2025-01-15      | Fixed         | 0.61%                 | 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        |   3500000 | PA      | $3316950.00   | 0.08%             | 2026-06-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Fort Washington CLO 2019-1                           | Fort Washington CLO 2019-1                                       | CUSIP: 34918QAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4883690.00   | 0.11%             | 2032-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                                    | Four Lakes Re Ltd                                                | CUSIP: 35087TAC2<br>LEI: 549300MG4RRU6DT7MN54 | Long             | SN               | CORP              | BM        |   2000000 | PA      | $1838800.00   | 0.04%             | 2025-01-07      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                        | 321 Henderson Receivables LLC                                    | CUSIP: 88576PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053757 | PA      | $1030308.19   | 0.02%             | 2040-11-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                         | DNB Bank ASA                                                     | CUSIP: 25601B2C8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  17960000 | PA      | $17816150.10  | 0.42%             | 2025-03-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| EASTON RE PTE LTD                                    | Easton Re Pte Ltd                                                | CUSIP: 27777RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   4500000 | PA      | $4206600.00   | 0.10%             | 2024-01-08      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| HOA Funding LLC                                      | HOA Funding LLC - HOA                                            | CUSIP: 40390GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5233750 | PA      | $3910903.99   | 0.09%             | 2051-08-20      | Fixed         | 4.72%                 | 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        |   1000000 | PA      | $954944.60    | 0.02%             | 2023-09-01      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                | Toronto-Dominion Bank/The                                        | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9825000 | PA      | $9701554.38   | 0.23%             | 2024-09-10      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BRASS PLC                                            | Brass NO 8 PLC                                                   | CUSIP: 10554MAA8<br>LEI: 2138001JRCRN7WGSM347 | Long             | ABS-MBS          | CORP              | GB        |   1068354 | PA      | $1067442.06   | 0.03%             | 2066-11-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                | CUSIP: 404280DB2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7750000 | PA      | $7652568.47   | 0.18%             | 2026-03-10      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                                      | HOA Funding LLC - HOA                                            | CUSIP: 40390GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $1528168.40   | 0.04%             | 2051-08-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                 | Dotdash Meredith Inc                                             | CUSIP: 000000000<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    742500 | PA      | $650925.25    | 0.02%             | 2028-12-01      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                       | SoFi Professional Loan Program 2017-A LLC                        | CUSIP: 83404FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74232 | PA      | $74102.04     | 0.00%             | 2040-03-26      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CAELUS RE V LTD                                      | Caelus Re V Ltd                                                  | CUSIP: 12765KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    125000 | PA      | $100000.00    | 0.00%             | 2024-06-05      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397EHX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180861 | PA      | $176150.98    | 0.00%             | 2037-01-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                        | CoreLogic Inc                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1110938 | PA      | $929946.90    | 0.02%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2019-HRP1                    | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |  17283150 | PA      | $16892177.62  | 0.40%             | 2039-11-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                            | BASKET COLLAREAL US TRI PARTY                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | RA               | CORP              | US        |  34290000 | PA      | $34290000.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| STWD 2021-SIF1 Ltd                                   | STWD 2021-SIF1 Ltd                                               | CUSIP: 78486AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5929770.00   | 0.14%             | 2032-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                               | Marlette Funding Trust 2021-2                                    | CUSIP: 57108TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42422 | PA      | $42332.73     | 0.00%             | 2031-09-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Rosy Blue Carat S.A.                                 | Rosy Blue Carat SA                                               | CUSIP: 77862UAB4<br>LEI: 222100OTGQJOXUS2K930 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7500000.00   | 0.18%             | 2025-12-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Celadon Re 2022                                      | Celadon Re 2022                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1685474.15   | 0.04%             | 2028-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| PETSMART INC                                         | PetSmart LLC                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740625 | PA      | $728126.95    | 0.02%             | 2028-02-12      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust                        | CarNow Auto Receivables Trust 2021-1                             | CUSIP: 14369GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1119618.27   | 0.03%             | 2026-02-17      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2022-R09                     | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3322081 | PA      | $3304890.31   | 0.08%             | 2042-09-25      | Floating      | 6.44%                 | 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   | 0.10%             | 2028-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2020-1 Ltd                                             | CUSIP: 750493AA6<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |    869868 | PA      | $868638.85    | 0.02%             | 2030-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust                        | CarNow Auto Receivables Trust 2022-1                             | CUSIP: 14367LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1724413.25   | 0.04%             | 2026-03-16      | Fixed         | 4.89%                 | 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        |   1765095 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Antares CLO                                          | Antares CLO 2019-2 LTD                                           | CUSIP: 03665YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2061913.20   | 0.05%             | 2032-01-23      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 313920KG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30607 | PA      | $30338.28     | 0.00%             | 2031-08-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2020-1 Ltd                                               | CUSIP: 43731WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1735703 | PA      | $1736277.75   | 0.04%             | 2030-10-25      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2020-4 Ltd                                         | CUSIP: 07876UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   5000000 | PA      | $4865645.00   | 0.11%             | 2030-06-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| XCAL 2019-IL-1 Mortgage Trust                        | XCAL 2019-IL-1 MORTGAGE TRUST                                    | CUSIP: 98370LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11316024 | PA      | $11190178.70  | 0.26%             | 2021-11-06      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                     | Freddie Mac Strips                                               | CUSIP: 3128HWJT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85657 | PA      | $85151.28     | 0.00%             | 2036-12-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste                       | Mission Lane Credit Card Master Trust                            | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3873246.00   | 0.09%             | 2026-09-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137A63Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3312 | PA      | $3307.91      | 0.00%             | 2040-11-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Trust 2022-1                                      | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17635282 | PA      | $16933205.27  | 0.40%             | 2029-10-15      | Fixed         | 2.03%                 | 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        |   7500000 | PA      | $6786217.50   | 0.16%             | 2036-11-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| IXS HOLDINGS INC                                     | IXS Holdings Inc                                                 | CUSIP: 45074HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    490960 | PA      | $388471.98    | 0.01%             | 2027-03-05      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2022-2                        | CUSIP: 38411JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4600675.74   | 0.11%             | 2024-07-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                       | Chase Mortgage Finance Corp                                      | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7876701 | PA      | $7133929.83   | 0.17%             | 2050-02-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv                       | Santander Consumer Auto Receivables Trust 2021-C                 | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1712498 | PA      | $1669397.77   | 0.04%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card                        | Mercury Financial Credit Card Master Trust                       | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9507184.00   | 0.22%             | 2026-09-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137AAS79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16391 | PA      | $16136.11     | 0.00%             | 2041-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XI LTD                                   | Vitality Re XI Ltd                                               | CUSIP: 92851AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $1184375.00   | 0.03%             | 2024-01-09      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Cyprus Re 2017, 1/31/22                              | Cyprus Re 2017, 1/31/22                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $100.00       | 0.00%             | 2023-01-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392HY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56130 | PA      | $56063.84     | 0.00%             | 2033-02-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                           | Atlas Senior Loan Fund III Ltd                                   | CUSIP: 04941GAL2<br>LEI: 635400UCHZNUTGTBTH21 | Long             | ABS-CBDO         | CORP              | KY        |   5356583 | PA      | $5297467.28   | 0.12%             | 2027-11-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                       | JPMorgan Chase Bank NA - CACLN                                   | CUSIP: 46591HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    851871 | PA      | $838887.56    | 0.02%             | 2028-01-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                          | MCF CLO VII LLC                                                  | CUSIP: 55281FAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2242150.00   | 0.05%             | 2033-07-20      | Floating      | 13.39%                | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS                              | RVR Dealership Holdings LLC                                      | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    741057 | PA      | $681772.74    | 0.02%             | 2028-02-08      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                       | American Credit Acceptance Receivables Trust 2020-3              | CUSIP: 025297AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3035000 | PA      | $2950794.53   | 0.07%             | 2026-08-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                          | KeyBank NA/Cleveland OH                                          | CUSIP: 49327M3B8<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  11294000 | PA      | $11232443.97  | 0.26%             | 2024-01-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2019-1 Ltd                                         | CUSIP: 07876RAC0<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |   4409000 | PA      | $4375544.51   | 0.10%             | 2029-03-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit                        | Freddie Mac Multifamily Structured Credit Risk                   | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827414 | PA      | $774326.34    | 0.02%             | 2051-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                               | Protective Life Global Funding                                   | CUSIP: 74368CBM5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   9030000 | PA      | $8954686.19   | 0.21%             | 2025-03-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LendingPoint Pass-Through Trus                       | LendingPoint Pass-Through Trust Series 2022-ST1                  | CUSIP: 52607NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1479103 | PA      | $1394582.11   | 0.03%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31393T5M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113834 | PA      | $112658.95    | 0.00%             | 2033-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                  | ASSURANT CLO LTD                                                 | CUSIP: 04623TAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233424.50    | 0.01%             | 2031-04-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                          | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-H        | CUSIP: 5899296M5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392652 | PA      | $349368.22    | 0.01%             | 2029-01-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                     | Owl Rock CLO IV Ltd                                              | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2497224.60   | 0.06%             | 2033-08-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Merion Re 2022-2                                     | Merion Re 2022-2                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $3792446.01   | 0.09%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                            | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13365104.05  | 0.31%             | 2024-08-19      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397CV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158551 | PA      | $155314.12    | 0.00%             | 2036-11-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitizatio                       | NewRez Warehouse Securitization Trust 2021-1                     | CUSIP: 65246PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7975000 | PA      | $7654573.27   | 0.18%             | 2055-05-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                                 | Vision Solutions Inc                                             | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    694737 | PA      | $578078.72    | 0.01%             | 2028-05-28      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru                       | Newtek Small Business Loan Trust 2018-1                          | CUSIP: 65252MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2253539 | PA      | $2225070.70   | 0.05%             | 2044-02-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396PJX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78508 | PA      | $76421.67     | 0.00%             | 2037-02-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                               | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675FAQ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2620000 | PA      | $2623576.64   | 0.06%             | 2023-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru                       | Newtek Small Business Loan Trust 2019-1                          | CUSIP: 65252XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095961 | PA      | $1090323.98   | 0.03%             | 2044-12-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T                       | Tricolor Auto Securitization Trust 2021-1                        | CUSIP: 89615BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3080322.70   | 0.07%             | 2026-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CAELUS RE V LTD                                      | Caelus Re V Ltd                                                  | CUSIP: 12765KAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $350000.00    | 0.01%             | 2025-06-09      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                   | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5675921.26   | 0.13%             | 2025-04-17      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Gold Key Resorts LLC                                 | Gold Key Resorts 2014-A LLC                                      | CUSIP: 38061LAB5<br>LEI: 549300MORAF4RGEXUA95 | Long             | ABS-O            | CORP              | US        |    450048 | PA      | $442673.45    | 0.01%             | 2031-03-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CPE 05/01/23 EVERSOUR USD F 4.45                     | CPE 05/01/23 EVERSOUR USD F 4.45                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7994097.36   | 0.19%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                       | Salomon Mortgage Loan Trust Series 2001-CB4                      | CUSIP: 12489WDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3980 | PA      | $3909.19      | 0.00%             | 2033-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                       | Wells Fargo Commercial Mortgage Trust 2017-SMP                   | CUSIP: 95001CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12800000 | PA      | $11698688.00  | 0.27%             | 2034-12-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re III Ltd                                               | CUSIP: 67400KAD2<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |   4970000 | PA      | $4881919.67   | 0.11%             | 2029-07-25      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                  | Macquarie Group Ltd                                              | CUSIP: 55608JBB3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  13975000 | PA      | $13645318.29  | 0.32%             | 2025-10-14      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| LFS 2021A, LLC                                       | LFS 2021A LLC                                                    | CUSIP: 50202YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4595850 | PA      | $4373765.75   | 0.10%             | 2033-04-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Churchill Middle Market CLO Lt                       | Churchill Middle Market CLO III Ltd                              | CUSIP: 171518AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4154485.00   | 0.10%             | 2033-10-24      | Floating      | 12.48%                | 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        |   2000000 | PA      | $3200.00      | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                         | CUSIP: 38374KXH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232381 | PA      | $229307.80    | 0.01%             | 2035-02-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| STWD 2021-SIF1 Ltd                                   | STWD 2021-SIF1 Ltd                                               | CUSIP: 78486AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1454344.50   | 0.03%             | 2032-04-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397KUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294904 | PA      | $291569.60    | 0.01%             | 2037-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                 | Conn's Receivables Funding 2021-A LLC                            | CUSIP: 20825GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1671317.73   | 0.04%             | 2026-05-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| MYSTIC RE IV LTD                                     | Mystic Re IV Ltd                                                 | CUSIP: 62865LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $3573200.00   | 0.08%             | 2025-01-08      | Floating      | 10.23%                | Yes           |                  2 | On Loan: No      |
| FCI Funding, LLC                                     | FCI Funding 2021-1 LLC                                           | CUSIP: 30260GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1971821 | PA      | $1927377.41   | 0.05%             | 2033-04-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                              | International Bank for Reconstruction & Development              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $3873600.00   | 0.09%             | 2023-12-29      | Floating      | 8.70%                 | Yes           |                  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        |      -191 | NC      | $82294.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-XL2                            | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4818918 | PA      | $4537927.67   | 0.11%             | 2038-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Aureolin Re 2022                                     | Aureolin Re 2022                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $959905.66    | 0.02%             | 2028-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| LFS 2021B, LLC                                       | LFS 2021B LLC                                                    | CUSIP: 50203HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9476793 | PA      | $8782333.53   | 0.21%             | 2033-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                             | PEAR 2021-1 LLC                                                  | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10244793 | PA      | $9635805.03   | 0.23%             | 2034-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137A53Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4124 | PA      | $4123.51      | 0.00%             | 2023-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | Credit Suisse Mortgage Capital Certificates 2019-ICE4            | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9671925.00   | 0.23%             | 2036-05-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                   | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $7481552.55   | 0.18%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                       | LSTAR Securities Investment Ltd 2021-2                           | CUSIP: 54912PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7574518 | PA      | $7525156.09   | 0.18%             | 2026-03-02      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                          | TJX Cos Inc/The                                                  | CUSIP: 872540AP4<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |  10812000 | PA      | $10715588.96  | 0.25%             | 2023-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LHS BORROWER LLC                                     | LHS Borrower LLC                                                 | CUSIP: 000000000<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |    995000 | PA      | $814656.25    | 0.02%             | 2029-02-18      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                     | Bank of Montreal                                                 | CUSIP: 06367WYQ0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $11841686.52  | 0.28%             | 2024-07-09      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                                    | Sanders RE II Ltd                                                | CUSIP: 80001PAA3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2790000.00   | 0.07%             | 2025-04-07      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                          | Asurion LLC                                                      | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    982500 | PA      | $861161.25    | 0.02%             | 2027-07-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re II Ltd                                                | CUSIP: 67400CAB4<br>LEI: 254900KOPN6EP9T3LD85 | Long             | ABS-MBS          | CORP              | US        |  10802000 | PA      | $10774481.91  | 0.25%             | 2028-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31393QMP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64005 | PA      | $64548.77     | 0.00%             | 2033-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NORTHSHORE RE II LTD                                 | Northshore Re II Ltd                                             | CUSIP: 666842AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1394550.00   | 0.03%             | 2024-01-08      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Harbor Park CLO Ltd                                  | Harbor Park CLO 18-1 Ltd                                         | CUSIP: 41154XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     83333 | PA      | $83329.13     | 0.00%             | 2031-01-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Starvest Emerging Markets CBO                        | STAR 2021-SFR2 Trust                                             | CUSIP: 78474LAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $5838055.00   | 0.14%             | 2024-01-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KCE8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  13575000 | PA      | $13499751.60  | 0.32%             | 2024-03-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                             | CUSIP: 06051GHE2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  23289000 | PA      | $23275445.10  | 0.55%             | 2024-03-05      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397CV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78579 | PA      | $77006.94     | 0.00%             | 2036-11-15      | Floating      | 4.67%                 | 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      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31397EB38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121353 | PA      | $118157.58    | 0.00%             | 2036-08-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Resimac                                              | RESIMAC Premier Series 2020-1                                    | CUSIP: 76120GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   1455323 | PA      | $1448116.38   | 0.03%             | 2052-02-07      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                           | CUSIP: 853254CF5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8880000 | PA      | $8627500.31   | 0.20%             | 2025-11-23      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                   | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13472282.88  | 0.32%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                | Toronto-Dominion Bank/The                                        | CUSIP: 89114QC55<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001175.87   | 0.02%             | 2023-07-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                       | Palmer Square Loan Funding 2020-4 Ltd                            | CUSIP: 69701PAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3902060.00   | 0.09%             | 2028-11-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Credito Real USA Auto Receivab                       | Credito Real USA Auto Receivables Trust 2021-1                   | CUSIP: 22551EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7870000 | PA      | $7380188.51   | 0.17%             | 2027-02-16      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CPE 10/01/23 EVERSOUR USD F 4.5                      | CPE 10/01/23 EVERSOUR USD F 4.5                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14470000 | PA      | $14450404.44  | 0.34%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC 0 CP 03/01/2023               | CENTERPOINT ENERGY INC 0 CP 03/01/2023                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4422764.89   | 0.10%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                            | BASKET COLLAREAL US TRI PARTY                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | RA               | CORP              | US        |  34290000 | PA      | $34290000.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CarNow Auto Receivables Trust                        | CarNow Auto Receivables Trust 2021-1                             | CUSIP: 14369GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126675 | PA      | $1120522.98   | 0.03%             | 2026-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                   | Tronox Finance LLC                                               | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   1719380 | PA      | $1670235.27   | 0.04%             | 2028-03-11      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31359FP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9589 | PA      | $9573.87      | 0.00%             | 2023-12-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                   | First Horizon Corp                                               | CUSIP: 320517AC9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4968094.15   | 0.12%             | 2023-05-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-HQA3                          | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4137059.38   | 0.10%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4440443.53   | 0.10%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| MERNA REINSURANCE II LTD                             | Merna Reinsurance II Ltd                                         | CUSIP: 59013MAD4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2200000 | PA      | $1540000.00   | 0.04%             | 2024-07-08      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| AM Capital Funding, LLC                              | AM Capital Funding LLC                                           | CUSIP: 00166AAA5<br>LEI: 549300VEZWL2JF9NXH87 | Long             | ABS-O            | CORP              | US        |   8570000 | PA      | $8455177.43   | 0.20%             | 2023-12-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US                             | Avolon TLB Borrower 1 US LLC                                     | CUSIP: 05400KAH3<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1231828 | PA      | $1230769.75   | 0.03%             | 2027-12-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac Structured Agency Credit Risk Debt Notes             | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   8641586 | PA      | $8744239.24   | 0.20%             | 2023-11-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                 | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  17745000 | PA      | $17690179.84  | 0.41%             | 2026-04-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2021-1 Ltd                                               | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   7360000 | PA      | $6862597.95   | 0.16%             | 2033-07-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2022-3                        | CUSIP: 38411DAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000804.10   | 0.02%             | 2024-11-01      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31394FUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111302 | PA      | $109361.29    | 0.00%             | 2035-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| XCALI 2020-2 Mortgage Trust                          | XCALI 2020-2 Mortgage Trust                                      | CUSIP: 98400WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13500000 | PA      | $13441647.60  | 0.31%             | 2023-02-07      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396XNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62113 | PA      | $61540.08     | 0.00%             | 2037-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31398GWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48874 | PA      | $48255.64     | 0.00%             | 2040-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PRE-PAID LEGAL SERVICES                              | Pre-Paid Legal Services Inc                                      | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |    471438 | PA      | $454701.47    | 0.01%             | 2028-12-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                       | Ursa Re II Ltd                                                   | CUSIP: 91734PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $3898000.00   | 0.09%             | 2023-12-07      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                         | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  11019000 | PA      | $10944179.67  | 0.26%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                        | Commonbond Student Loan Trust 2016-B                             | CUSIP: 20267UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108526 | PA      | $107330.89    | 0.00%             | 2040-10-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392BFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115902 | PA      | $116098.14    | 0.00%             | 2031-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| VITALITY RE X LTD                                    | Vitality Re X Ltd                                                | CUSIP: 92850FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3750000 | PA      | $3749625.00   | 0.09%             | 2023-01-10      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                   | Elmwood CLO IV Ltd                                               | CUSIP: 29002GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $874956.25    | 0.02%             | 2033-04-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                       | Sofi Professional Loan Program 2018-A LLC                        | CUSIP: 83406EAA3<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    116316 | PA      | $116059.27    | 0.00%             | 2042-02-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                 | Mercedes-Benz Finance North America LLC                          | CUSIP: 233851DL5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  15645000 | PA      | $15561072.87  | 0.36%             | 2023-05-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                  | Bank of Nova Scotia/The                                          | CUSIP: 06417XAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7863041.84   | 0.18%             | 2025-01-10      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                    | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   1462500 | PA      | $1404000.00   | 0.03%             | 2025-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                               | AmerisourceBergen Corp                                           | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2586026.90   | 0.06%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31393ALV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174966 | PA      | $173206.84    | 0.00%             | 2033-04-25      | Floating      | 4.89%                 | 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        |   2000000 | PA      | $64047.17     | 0.00%             | 2023-02-28      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Ellington CLO LTD                                    | Ellington CLO IV Ltd                                             | CUSIP: 28853RAQ2<br>LEI: 25490064KF1PM0300Z69 | Long             | ABS-CBDO         | CORP              | KY        |   3362500 | PA      | $3296830.38   | 0.08%             | 2029-04-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac Structured Agency Credit Risk Debt Notes             | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   5620000 | PA      | $5556241.66   | 0.13%             | 2033-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste                       | Mission Lane Credit Card Master Trust                            | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3389543.50   | 0.08%             | 2026-09-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                       | ACM Auto Trust 2022-1                                            | CUSIP: 00091QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4562000 | PA      | $4445896.64   | 0.10%             | 2029-04-20      | Fixed         | 8.58%                 | No            |                  2 | On Loan: No      |
| PADAGIS LLC                                          | Padagis LLC                                                      | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800000 | PA      | $708000.00    | 0.02%             | 2028-07-06      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| CIRCOR INTERNATIONAL INC                             | CIRCOR International Inc                                         | CUSIP: 000000000<br>LEI: 5493007701O01N3FQM69 | Long             | LON              | CORP              | US        |   1011480 | PA      | $983664.71    | 0.02%             | 2028-12-20      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| SKOPIMA CONSILIO PARENT                              | Skopima Consilio Parent LLC                                      | CUSIP: 36171NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1237500 | PA      | $1170984.38   | 0.03%             | 2028-05-17      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2021-1                        | CUSIP: 38411EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9996155 | PA      | $9973578.17   | 0.23%             | 2023-11-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                 | Rackspace Technology Global Inc                                  | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    393000 | PA      | $247426.12    | 0.01%             | 2028-02-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                 | Cornerstone Building Brands Inc                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    492500 | PA      | $444327.59    | 0.01%             | 2028-04-12      | Floating      | 7.57%                 | 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        |   2357619 | PA      | $2390302.58   | 0.06%             | 2050-03-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392BNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37850 | PA      | $37671.75     | 0.00%             | 2032-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| LOGMEIN INC                                          | GoTo Group Inc                                                   | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   2499000 | PA      | $1615426.07   | 0.04%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31395DPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69341 | PA      | $67845.05     | 0.00%             | 2036-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396XZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188733 | PA      | $186807.47    | 0.00%             | 2037-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                  | Bank of Nova Scotia/The                                          | CUSIP: 06417XAK7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  18800000 | PA      | $18599707.62  | 0.44%             | 2025-04-11      | Floating      | 4.55%                 | 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        |   3018000 | PA      | $3164456.65   | 0.07%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Oakmont Re 2022                                      | Oakmont Re 2022                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $471758.22    | 0.01%             | 2028-04-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ENDURE DIGITAL INC                                   | Endurance International Group Holdings Inc                       | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    493750 | PA      | $445609.38    | 0.01%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                    | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6842423.49   | 0.16%             | 2026-01-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                             | Envision Healthcare Corp                                         | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    184103 | PA      | $164772.01    | 0.00%             | 2027-03-31      | Floating      | 12.61%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392BVY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65322 | PA      | $65158.87     | 0.00%             | 2032-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                         | CUSIP: 38376CR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56249 | PA      | $56104.97     | 0.00%             | 2039-10-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T                       | Tricolor Auto Securitization Trust 2021-1                        | CUSIP: 89615BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $973672.80    | 0.02%             | 2026-05-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| FIRST COAST RE II PTE                                | First Coast Re II Pte Ltd                                        | CUSIP: 31970MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    700000 | PA      | $682500.00    | 0.02%             | 2023-06-07      | Floating      | 10.00%                | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                         | Veros Auto Receivables Trust 2021-1                              | CUSIP: 92512BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2534279 | PA      | $2496918.78   | 0.06%             | 2026-10-15      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                         | CUSIP: 38375XRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79362 | PA      | $78974.14     | 0.00%             | 2038-08-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                         | ING Groep NV                                                     | CUSIP: 456837BD4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  10300000 | PA      | $10253545.46  | 0.24%             | 2026-03-28      | Floating      | 5.94%                 | No            |                  2 | 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        |   3750000 | PA      | $3547408.50   | 0.08%             | 2037-05-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                        | 321 Henderson Receivables I LLC                                  | CUSIP: 88576PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89436 | PA      | $88099.21     | 0.00%             | 2045-09-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                               | Skyworks Solutions Inc                                           | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4509003.90   | 0.11%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                             | Public Service Enterprise Group Inc                              | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6301591.45   | 0.15%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                                   | Gen Digital Inc                                                  | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1000000 | PA      | $985312.00    | 0.02%             | 2029-09-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                       | STWD 2021-SIF2 Ltd                                               | CUSIP: 85237MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $11728152.00  | 0.27%             | 2033-01-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR                          | Prime Security Services Borrower LLC                             | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    916555 | PA      | $909316.12    | 0.02%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31395U2S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214788 | PA      | $210827.82    | 0.00%             | 2035-05-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                          | Swedbank AB                                                      | CUSIP: 87020PAR8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  17090000 | PA      | $16963704.90  | 0.40%             | 2025-04-04      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                    | CUSIP: 172967NR8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $12518564.38  | 0.29%             | 2025-05-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | Ares LVII CLO Ltd                                                | CUSIP: 04017NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3999800.00   | 0.09%             | 2035-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392F6D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69047 | PA      | $68620.36     | 0.00%             | 2032-12-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                              | CUSIP: 46647PDD5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12270000 | PA      | $12119939.37  | 0.28%             | 2025-06-14      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                      | Trans Union LLC                                                  | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1765715 | PA      | $1744747.54   | 0.04%             | 2026-11-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                          | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B        | CUSIP: 59020UBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143737 | PA      | $135570.06    | 0.00%             | 2029-05-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2013-CCRE6 Mortgage Trust                                   | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8223355 | PA      | $8196948.26   | 0.19%             | 2046-03-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967500 | PA      | $880969.70    | 0.02%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                     | Pitney Bowes Inc                                                 | CUSIP: 72448FAS4<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   1070925 | PA      | $990605.63    | 0.02%             | 2028-03-19      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396NLA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58278 | PA      | $57589.10     | 0.00%             | 2036-04-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2021-HB7 LLC                                                | CUSIP: 12530BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6450000 | PA      | $5824562.85   | 0.14%             | 2031-10-27      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                        | Commonbond Student Loan Trust 2018-BGS                           | CUSIP: 20268MAB2<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |   2264977 | PA      | $2203748.90   | 0.05%             | 2045-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru                       | Newtek Small Business Loan Trust 2017-1                          | CUSIP: 65252WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1154641 | PA      | $1150515.90   | 0.03%             | 2043-02-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                 | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6459250.59   | 0.15%             | 2024-04-12      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Woodmont Trust                                       | Woodmont 2020-7 Trust                                            | CUSIP: 97988WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4874530.00   | 0.11%             | 2032-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396RZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303725 | PA      | $297484.89    | 0.01%             | 2036-06-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                       | ICG US CLO 2017-1 Ltd                                            | CUSIP: 449254AD3<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3392008.00   | 0.08%             | 2034-07-28      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                     | NMEF Funding 2019-A LLC                                          | CUSIP: 65489MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495184 | PA      | $1485088.10   | 0.03%             | 2026-08-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re III Ltd                                               | CUSIP: 67400KAB6<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |  11167403 | PA      | $11058375.38  | 0.26%             | 2029-07-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2021-c                 | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858637 | PA      | $729939.29    | 0.02%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                             | Sumitomo Mitsui Trust Bank Ltd                                   | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  16700000 | PA      | $16594105.47  | 0.39%             | 2024-09-16      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8461000 | PA      | $8457268.95   | 0.20%             | 2023-03-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2021-HB5 LLC                                                | CUSIP: 12526PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3042834.63   | 0.07%             | 2031-02-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Sutherland Commercial Mortgage                       | Sutherland Commercial Mortgage Loans 2017-SBC6                   | CUSIP: 86933YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24348 | PA      | $24290.13     | 0.00%             | 2037-05-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                             | Virgin Media Bristol LLC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1025000 | PA      | $1016191.15   | 0.02%             | 2029-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                              | Daimler Trucks Finance North America LLC                         | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19928000.00  | 0.47%             | 2024-04-05      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2021-1                                  | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3832136 | PA      | $3702350.77   | 0.09%             | 2027-03-22      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                        | Fortress Credit Opportunities XVII CLO Ltd                       | CUSIP: 34963VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8371309 | PA      | $8226903.46   | 0.19%             | 2030-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                              | PNMAC GMSR ISSUER TRUST 2018-GT2                                 | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16117000 | PA      | $15819104.65  | 0.37%             | 2025-08-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                              | BDS 2021-FL8                                                     | CUSIP: 05493JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4093770 | PA      | $3952105.55   | 0.09%             | 2036-01-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2021-1                        | CUSIP: 38411EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1889000 | PA      | $1879326.05   | 0.04%             | 2023-11-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                  | Spectrum Brands Inc                                              | CUSIP: 84762NBP5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | LON              | CORP              | US        |    491250 | PA      | $483881.25    | 0.01%             | 2028-03-03      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6473375.22   | 0.15%             | 2023-11-03      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2020-2 Ltd                                         | CUSIP: 078782AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     56495 | PA      | $56531.27     | 0.00%             | 2030-08-26      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Resimac                                              | RESIMAC Premier Series 2019-2                                    | CUSIP: 76120LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   1365418 | PA      | $1364334.21   | 0.03%             | 2051-02-10      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2022                                       | Thopas Re 2022                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3782450.00   | 0.09%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396YDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22612 | PA      | $22467.01     | 0.00%             | 2038-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3137AKAK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50791 | PA      | $50674.82     | 0.00%             | 2039-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                  | PFS Financing Corp                                               | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2352324.50   | 0.06%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2018-HART                           | CUSIP: 36259DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4075920.12   | 0.10%             | 2031-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                             | Purchasing Power Funding 2021-A LLC                              | CUSIP: 74615JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3690000 | PA      | $3586277.05   | 0.08%             | 2025-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                         | CUSIP: 38374KPM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247022 | PA      | $244110.05    | 0.01%             | 2035-01-16      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Adare Re 2022-2                                      | Adare Re 2022-2                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2980000 | PA      | $3024248.44   | 0.07%             | 2028-09-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Whole Loan                                            | CUSIP: 31395D7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346943 | PA      | $343090.90    | 0.01%             | 2046-11-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                       | LendingPoint 2020-REV1 Asset Securitization Trust                | CUSIP: 52606YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $8759772.00   | 0.21%             | 2028-10-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                               | AthenaHealth Group Inc                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    638098 | PA      | $577744.62    | 0.01%             | 2029-02-15      | Floating      | 7.82%                 | 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      |
| Home Re Ltd                                          | Home RE 2019-1 Ltd                                               | CUSIP: 43731AAA1<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |   5347200 | PA      | $5265357.71   | 0.12%             | 2029-05-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                               | Crossroads Asset Trust 2021-A                                    | CUSIP: 22767CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1316426.45   | 0.03%             | 2025-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2021-2 Ltd                                               | CUSIP: 43730VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    789964 | PA      | $787418.45    | 0.02%             | 2034-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                       | LSTAR Securities Investment Ltd 2020-1                           | CUSIP: 54912MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7828268 | PA      | $7710658.64   | 0.18%             | 2026-02-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                 | Libra Solutions 2022-1 LLC                                       | CUSIP: 53161NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8391650 | PA      | $8232285.89   | 0.19%             | 2034-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                             | BRSP 2021-FL1 Ltd                                                | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9825000 | PA      | $9528373.43   | 0.22%             | 2038-08-19      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31393HH21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37381 | PA      | $36881.38     | 0.00%             | 2032-12-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                       | Triangle Re 2021-3 Ltd                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   7880000 | PA      | $7391402.96   | 0.17%             | 2034-02-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | Cascade Funding Mortgage Trust 2019-RM3                          | CUSIP: 147271AA8<br>LEI: 549300HU3WTU5KNK1B36 | Long             | ABS-MBS          | CORP              | US        |     68744 | PA      | $66357.05     | 0.00%             | 2069-06-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Funding 2022-1 LLC                                       | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4576045 | PA      | $4476161.01   | 0.10%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Resimac                                              | Resimac MBS Trust                                                | CUSIP: 76119TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    611522 | PA      | $610615.58    | 0.01%             | 2050-04-10      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31394LYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49960 | PA      | $50335.70     | 0.00%             | 2033-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31395DVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130519 | PA      | $128768.20    | 0.00%             | 2036-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                          | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C        | CUSIP: 59020UDW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12743 | PA      | $12251.98     | 0.00%             | 2029-07-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit                        | IVY Hill Middle Market Credit Fund XII Ltd                       | CUSIP: 46600CAN0<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |   4872057 | PA      | $4678661.00   | 0.11%             | 2033-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| IMS Ecuadorian Mortagage Trust                       | IMS ECUADORIAN MORTGAGE 2021-1 TRUST                             | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4930298 | PA      | $4572850.93   | 0.11%             | 2043-08-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396WJU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14643 | PA      | $14370.90     | 0.00%             | 2037-06-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                               | Mitsubishi UFJ Financial Group Inc                               | CUSIP: 606822CJ1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  16600000 | PA      | $16661420.00  | 0.39%             | 2025-07-18      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                       | MF1 2021-FL7 Ltd                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3015371.70   | 0.07%             | 2036-10-16      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Delta Funding Home Equity Loan                       | Delta Funding Home Equity Loan Trust 1997-2                      | CUSIP: 24763LBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        78 | PA      | $58.19        | 0.00%             | 2027-06-25      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    551696 | PA      | $547715.09    | 0.01%             | 2025-12-31      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                       | Morgan Stanley Residential Mortgage Loan Trust 2014-1            | CUSIP: 61763YAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2319174.41   | 0.05%             | 2044-06-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                             | Outfront Media Capital LLC                                       | CUSIP: 12505MAF3<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   1475298 | PA      | $1432883.47   | 0.03%             | 2026-11-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396RS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174868 | PA      | $171697.11    | 0.00%             | 2036-06-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                                   | Centex Home Equity Loan Trust 2003-A                             | CUSIP: 152314GN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21 | PA      | $21.13        | 0.00%             | 2033-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JABIL INC 0%, due 01                                 | JABIL INC 0%, due 01                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17987367.42  | 0.42%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                             | Purchasing Power Funding 2021-A LLC                              | CUSIP: 74615JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4860000 | PA      | $4562368.74   | 0.11%             | 2025-10-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CPE 04/01/23 COMMOEDI USD F 4.65                     | CPE 04/01/23 COMMOEDI USD F 4.65                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17488836.40  | 0.41%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO                             | Win Waste Innovations Holdings Inc                               | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    740625 | PA      | $710537.11    | 0.02%             | 2028-03-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392CM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118546 | PA      | $118021.15    | 0.00%             | 2032-05-18      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| LIMESTONE RE LTD                                     | Limestone Re Ltd                                                 | CUSIP: 000000000<br>LEI: 5493004PN8HGYC184A27 | Long             | DBT              | CORP              | BM        |    223000 | PA      | $0.00         | 0.00%             | 2023-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA2                          | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5990000 | PA      | $5633261.36   | 0.13%             | 2042-02-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MONA LISA RE LTD                                     | Mona Lisa Re Ltd                                                 | CUSIP: 608800AE8<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $851500.00    | 0.02%             | 2025-07-08      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River 2019-1 C                       | THL Credit Wind River 2019-1 CLO Ltd                             | CUSIP: 97316JAA1<br>LEI: 549300TGVPUHSOMYKZ89 | Long             | ABS-CBDO         | CORP              | KY        |   3562500 | PA      | $3560426.63   | 0.08%             | 2034-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                        | 321 Henderson Receivables I LLC                                  | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543209 | PA      | $524504.20    | 0.01%             | 2041-09-15      | Floating      | 4.52%                 | 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        |   1000000 | PA      | $928935.00    | 0.02%             | 2034-08-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31394V7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23082 | PA      | $22692.81     | 0.00%             | 2036-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CIG Auto Receivables Trust                           | CIG Auto Receivables Trust 2021-1                                | CUSIP: 12598NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3569819.41   | 0.08%             | 2027-04-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2019-70P                       | CUSIP: 36257MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5112199.95   | 0.12%             | 2036-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2022-2                        | CUSIP: 38411JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500072.40    | 0.01%             | 2024-07-01      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                          | CLNY Trust 2019-IKPR                                             | CUSIP: 12564NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5608921.20   | 0.13%             | 2038-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CPE 03/01/23 DUKE USD F 4.62                         | CPE 03/01/23 DUKE USD F 4.62                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17491203.28  | 0.41%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392HBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36501 | PA      | $36385.08     | 0.00%             | 2030-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                        | Fortress Credit Opportunities VI CLO Ltd                         | CUSIP: 34960JAS4<br>LEI: 254900D3ZKYJFB38KE25 | Long             | ABS-CBDO         | CORP              | KY        |   2505075 | PA      | $2478999.67   | 0.06%             | 2030-07-10      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                         | CUSIP: 38376FRF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75452 | PA      | $76137.82     | 0.00%             | 2039-08-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2022-3                        | CUSIP: 38411DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3002432.10   | 0.07%             | 2024-11-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                  | CUSIP: 3140XGEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2351059 | PA      | $2111655.90   | 0.05%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                             | BRSP 2021-FL1 Ltd                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4050000 | PA      | $3730487.40   | 0.09%             | 2038-08-19      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                          | CUSIP: 44891AAW7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $2239285.54   | 0.05%             | 2023-06-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade RE 2021-3 Ltd                                         | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6348208 | PA      | $6015469.85   | 0.14%             | 2031-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2019-4                            | CUSIP: 14686YAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2846352.90   | 0.07%             | 2025-07-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SANDERS RE II LTD                                    | Sanders RE II Ltd                                                | CUSIP: 80001MAA0<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   2750000 | PA      | $2549250.00   | 0.06%             | 2025-04-07      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Fun                       | GRACIE POINT INTERNATIONAL FUNDING 2022-2                        | CUSIP: 38411JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2500358.75   | 0.06%             | 2024-07-01      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 30711XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   4973850 | PA      | $4939997.22   | 0.12%             | 2030-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2018-7FRB                               | CUSIP: 46650AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667318 | PA      | $1591448.39   | 0.04%             | 2046-04-25      | Floating      | 5.14%                 | 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        |   3425000 | PA      | $3262561.84   | 0.08%             | 2042-12-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                        | ABPCI DIRECT LENDING FUND CLO V LTD                              | CUSIP: 000807AU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2694777.00   | 0.06%             | 2031-04-20      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| HYPATIA LTD                                          | Hypatia Ltd                                                      | CUSIP: 44914CAB2<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $950700.00    | 0.02%             | 2023-06-07      | Floating      | 14.69%                | Yes           |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITIO                             | Service Logic Acquisition Inc                                    | CUSIP: 81759AAC4<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |   1233070 | PA      | $1171416.16   | 0.03%             | 2027-10-29      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master T                       | Genesis Sales Finance Master Trust                               | CUSIP: 37186XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $11237388.00  | 0.26%             | 2026-12-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                    | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7450000 | PA      | $7447659.21   | 0.17%             | 2023-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                          | MCF CLO IX Ltd                                                   | CUSIP: 55281XAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1890742.00   | 0.04%             | 2031-07-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ISOSCELES INS LTD                                    | Isosceles Insurance Ltd                                          | CUSIP: 000000000<br>LEI: 549300Z6XR6RO3X4DF96 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1455000.00   | 0.03%             | 2023-07-10      | Floating      | 7.67%                 | Yes           |                  3 | On Loan: No      |
| MF1 Multifamily Housing Mortga                       | MF1 2021-FL7 Ltd                                                 | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2368661.85   | 0.06%             | 2036-10-16      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| TVEST 2020A, LLC                                     | TVEST 2020A LLC                                                  | CUSIP: 90115AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1676503 | PA      | $1651568.98   | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                  | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6267950.89   | 0.15%             | 2024-03-08      | Floating      | 4.87%                 | 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        |   1724784 | PA      | $54933.32     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                        | Commonbond Student Loan Trust 2016-B                             | CUSIP: 20267UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387249 | PA      | $366107.48    | 0.01%             | 2040-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                               | Canadian Imperial Bank of Commerce                               | CUSIP: 13607GRT3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  18400000 | PA      | $18334610.08  | 0.43%             | 2023-12-14      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                       | MF1 2021-FL6 Ltd                                                 | CUSIP: 55283TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8238066.30   | 0.19%             | 2036-07-16      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ROSAPENNA RE 2022                                    | ROSAPENNA RE 2022                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3540685.41   | 0.08%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Nelnet Private Education Loan                        | Nelnet Private Education Loan Trust 2016-A                       | CUSIP: 64034JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117252 | PA      | $116795.38    | 0.00%             | 2040-12-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                             | CUSIP: 78015K7M0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  22000000 | PA      | $21831987.98  | 0.51%             | 2024-01-19      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| TORRICELLI RE 2022                                   | TORRICELLI RE 2022                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $3966400.00   | 0.09%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | 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        |   8740000 | PA      | $8263180.56   | 0.19%             | 2037-01-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Small Business Lending Trust                         | Small Business Lending Trust 2020-A                              | CUSIP: 83165WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1127070 | PA      | $1094135.35   | 0.03%             | 2026-12-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                     | Owl Rock CLO II Ltd                                              | CUSIP: 98955RAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10561958.00  | 0.25%             | 2033-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                               | AthenaHealth Group Inc                                           | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    108696 | PA      | $98414.89     | 0.00%             | 2029-02-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FLY FUNDING II SARL                                  | Fly Funding II Sarl                                              | CUSIP: 000000000<br>LEI: 54930033GL3A930IIN33 | Long             | LON              | CORP              | LU        |    895480 | PA      | $739890.33    | 0.02%             | 2025-08-09      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                    | Imperial Fund Mortgage Trust 2021-NQM2                           | CUSIP: 452761AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2304851 | PA      | $1778676.59   | 0.04%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                       | Merrill Lynch Mortgage Investors Trust Series 2004-OPT1          | CUSIP: 59020ULH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30989 | PA      | $31032.04     | 0.00%             | 2035-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                       | Chase Mortgage Finance Corp                                      | CUSIP: 46591HBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2038676 | PA      | $1791674.96   | 0.04%             | 2050-02-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31396F4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39787 | PA      | $39038.20     | 0.00%             | 2035-11-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities                        | Pepper Residential Securities Trust                              | CUSIP: 71336WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    173708 | PA      | $173580.66    | 0.00%             | 2060-01-16      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | STACR Trust 2018-HRP2                                            | CUSIP: 35564ABF7<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   7553733 | PA      | $7344617.30   | 0.17%             | 2047-02-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                          | RAAC Series 2006-RP1 Trust                                       | CUSIP: 76112B2W9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170670 | PA      | $1168189.95   | 0.03%             | 2045-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2017-ASHF                         | CUSIP: 61691KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8083964.95   | 0.19%             | 2034-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396V5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155059 | PA      | $151622.30    | 0.00%             | 2037-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                | Phoenix Guarantor Inc                                            | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   1231250 | PA      | $1158144.53   | 0.03%             | 2026-03-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                     | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    834167 | PA      | $827578.42    | 0.02%             | 2026-09-13      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                  | Dominion Energy Inc                                              | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   9175000 | PA      | $9156859.47   | 0.21%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                       | Chase Mortgage Finance Corp                                      | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1173783 | PA      | $974548.06    | 0.02%             | 2050-02-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BXP Trust 2017-CQHP                                              | CUSIP: 12433QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7533080.00   | 0.18%             | 2034-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card                        | Mercury Financial Credit Card Master Trust                       | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5008789.28   | 0.12%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022                                  | Ballybunion Re 2022                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2088182 | PA      | $2124416.34   | 0.05%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CIMPRESS USA INC                                     | Cimpress USA Inc                                                 | CUSIP: 000000000<br>LEI: 549300IW5HMWD8APDH34 | Long             | LON              | CORP              | US        |    740625 | PA      | $667488.28    | 0.02%             | 2028-05-17      | Floating      | 7.88%                 | 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      |
| PHOENICIAN RE LIMITED                                | Phoenician Re Ltd                                                | CUSIP: 71880VAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1829600.00   | 0.04%             | 2024-12-14      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                     | Bank of Montreal                                                 | CUSIP: 06368FAA7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9350000 | PA      | $9052959.01   | 0.21%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                              | International Bank for Reconstruction & Development              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $480800.00    | 0.01%             | 2024-03-13      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Venture XXI CLO                                      | Venture XXI CLO Ltd                                              | CUSIP: 92330MAL3<br>LEI: 5493001C8B2BF8JNTO68 | Long             | ABS-CBDO         | CORP              | KY        |     79414 | PA      | $79278.05     | 0.00%             | 2027-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                       | Ready Capital Mortgage Financing 2021-FL6 LLC                    | CUSIP: 75575TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4012459 | PA      | $3787437.88   | 0.09%             | 2036-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3133THBS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79145 | PA      | $78420.71     | 0.00%             | 2028-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3133TJC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45599 | PA      | $45090.30     | 0.00%             | 2029-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                       | Eden Re II Ltd                                                   | CUSIP: 27954TAA3<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      4000 | PA      | $2814.00      | 0.00%             | 2023-03-22      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| XCALI 2020-1 Mortgage Trust                          | XCALI 2020-1 Mortgage Trust                                      | CUSIP: 98370AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11537500 | PA      | $11503337.46  | 0.27%             | 2023-01-22      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3133TLWG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81878 | PA      | $81732.57     | 0.00%             | 2028-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                       | ACM Auto Trust 2022-1                                            | CUSIP: 00091QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5649434 | PA      | $5634932.15   | 0.13%             | 2029-04-20      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                  | CUSIP: 31391BC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3973 | PA      | $3947.50      | 0.00%             | 2032-09-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                | CUSIP: 577092AN9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $198475.00    | 0.00%             | 2025-12-08      | Floating      | 9.89%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac Structured Agency Credit Risk Debt Notes             | CUSIP: 3137G0ST7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    630299 | PA      | $615303.79    | 0.01%             | 2042-12-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2018-SL                       | Towd Point Asset Trust 2018-SL1                                  | CUSIP: 89174UAB2<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10507740.10  | 0.25%             | 2046-01-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105545 | PA      | $106292.20    | 0.00%             | 2032-07-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31393C2J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4184 | PA      | $4183.19      | 0.00%             | 2023-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                        | BAMLL Commercial Mortgage Securities Trust 2019-RLJ              | CUSIP: 05492HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7753315.20   | 0.18%             | 2036-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Tr                       | CG-CCRE Commercial Mortgage Trust 2014-FL2                       | CUSIP: 12528PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135882 | PA      | $1103390.66   | 0.03%             | 2031-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P                                 | Conn's Receivables Funding 2021-A LLC                            | CUSIP: 20825GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7334 | PA      | $7314.77      | 0.00%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                               | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  13700000 | PA      | $12969725.47  | 0.30%             | 2024-02-27      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2018-BOP                          | CUSIP: 61768FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7980000 | PA      | $7490709.49   | 0.18%             | 2033-08-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                       | SoFi Professional Loan Program 2016-D LLC                        | CUSIP: 83404LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144536 | PA      | $144141.74    | 0.00%             | 2039-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                             | PEAR 2020-1 LLC                                                  | CUSIP: 70472CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2726057 | PA      | $2667324.10   | 0.06%             | 2032-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities                        | Pepper Residential Securities Trust No. 25                       | CUSIP: 71336JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   1409954 | PA      | $1406349.22   | 0.03%             | 2061-03-12      | Floating      | 5.20%                 | 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        |   2500000 | PA      | $2220527.50   | 0.05%             | 2036-11-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                             | PEAR 2021-1 LLC                                                  | CUSIP: 70472TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2071950.00   | 0.05%             | 2034-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                        | UBS AG/London                                                    | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  15000000 | PA      | $14895404.10  | 0.35%             | 2024-08-09      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                  | Bank of Nova Scotia/The                                          | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   9200000 | PA      | $9119766.71   | 0.21%             | 2024-04-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                           | CUSIP: 000000000<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    721250 | PA      | $709529.69    | 0.02%             | 2027-12-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                        | CUSIP: 3128JRAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1316 | PA      | $1292.74      | 0.00%             | 2033-11-01      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                   | Radiate Holdco LLC                                               | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    990000 | PA      | $809943.75    | 0.02%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SUSSEX CAP UK PCC LTD                                | Sussex Capital UK Pcc Ltd                                        | CUSIP: 869255AA7<br>LEI: 5493000Y0TDZ1NVT8T25 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $868500.00    | 0.02%             | 2025-01-08      | Floating      | 12.52%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31359RU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8395 | PA      | $8308.79      | 0.00%             | 2028-03-25      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2019-2 Ltd                                             | CUSIP: 75049TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1858462 | PA      | $1856352.28   | 0.04%             | 2029-06-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                            | Stonepeak 2021-1 ABS                                             | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2950510 | PA      | $2610687.77   | 0.06%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                 | CUSIP: 74256LER6<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5338281.35   | 0.13%             | 2024-08-23      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                              | Broadcom Corp / Broadcom Cayman Finance Ltd                      | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   9147000 | PA      | $8990208.35   | 0.21%             | 2024-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                      | Venture 32 CLO Ltd                                               | CUSIP: 60689WDP3<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     39474 | PA      | $39286.34     | 0.00%             | 2031-07-19      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                        | 321 Henderson Receivables I LLC                                  | CUSIP: 88576NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53894 | PA      | $53757.40     | 0.00%             | 2041-03-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                     | Berry Global Inc                                                 | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |   2827375 | PA      | $2809865.43   | 0.07%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                               | Mitsubishi UFJ Financial Group Inc                               | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  16100000 | PA      | $15966706.49  | 0.37%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                               | Marlette Funding Trust 2022-3                                    | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2504921 | PA      | $2485006.98   | 0.06%             | 2032-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31394FG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123387 | PA      | $122325.11    | 0.00%             | 2035-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CPE 03/01/23 ED US USD F 4.55                        | CPE 03/01/23 ED US USD F 4.55                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21988892.42  | 0.52%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                              | CUSIP: 94973VBA4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996310.10   | 0.12%             | 2023-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru                       | Newtek Small Business Loan Trust 2018-1                          | CUSIP: 65252MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2253539 | PA      | $2215624.76   | 0.05%             | 2044-02-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31398JHK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14649 | PA      | $14854.30     | 0.00%             | 2037-05-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                | Phoenix Guarantor Inc                                            | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   1790129 | PA      | $1683840.41   | 0.04%             | 2026-03-05      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                         | CUSIP: 38373Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39028 | PA      | $38843.52     | 0.00%             | 2033-01-16      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                       | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd         | CUSIP: 03880WAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7020978.75   | 0.16%             | 2035-02-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                   | BMW US Capital LLC                                               | CUSIP: 05565EBV6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  12030000 | PA      | $11914100.57  | 0.28%             | 2024-08-12      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                       | JPMorgan Chase Bank NA - CACLN                                   | CUSIP: 46591HBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750751 | PA      | $724702.71    | 0.02%             | 2028-09-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2019-1 Ltd                                             | CUSIP: 75049SAB9<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | BM        |   4967751 | PA      | $4910722.62   | 0.12%             | 2029-02-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| ACC Auto Trust                                       | ACC Auto Trust 2021-A                                            | CUSIP: 00108XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2379810 | PA      | $2349138.86   | 0.06%             | 2027-04-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| MILLER (HERMAN) INC                                  | MillerKnoll Inc                                                  | CUSIP: 427430AP8<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | LON              | CORP              | US        |    990000 | PA      | $962569.08    | 0.02%             | 2028-07-19      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31398LMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183934 | PA      | $183079.03    | 0.00%             | 2039-12-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392AKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177014 | PA      | $175575.80    | 0.00%             | 2031-11-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS 4/2 144A CP 0.0000 20230103 | ENERGY TRANSFER PARTNERS 4/2 144A CP 0.0000 20230103             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7046205.55   | 0.17%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                     | NMEF Funding 2019-A LLC                                          | CUSIP: 65489MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9360000 | PA      | $9280875.24   | 0.22%             | 2026-08-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2022-HB8 LLC                                                | CUSIP: 12526WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6555920.00   | 0.15%             | 2025-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                             | Envision Healthcare Corp                                         | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |   1569058 | PA      | $329502.18    | 0.01%             | 2027-03-31      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Carnoustie Re 2022                                   | Carnoustie Re 2022                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    543248 | PA      | $575592.64    | 0.01%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                         | Laurel Road Prime Student Loan Trust 2017-C                      | CUSIP: 518889AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2063240 | PA      | $2043397.82   | 0.05%             | 2042-11-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2019-A                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2552025 | PA      | $2402802.11   | 0.06%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                       | ACM Auto Trust 2022-1                                            | CUSIP: 00091QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $979280.60    | 0.02%             | 2029-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                                      | Sector Re V Ltd                                                  | CUSIP: 81369ADV1<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2673613.58   | 0.06%             | 2026-12-01      | Floating      | 4.42%                 | Yes           |                  3 | On Loan: No      |
| JP Morgan Chase Commercial Mor                       | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT    | CUSIP: 46645WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3619564.00   | 0.08%             | 2033-07-05      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                       | Santander Bank NA - SBCLN                                        | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2234633 | PA      | $2149343.55   | 0.05%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                       | BHG Securitization Trust 2022-C                                  | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4559852 | PA      | $4522250.78   | 0.11%             | 2035-10-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                              | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    995000 | PA      | $947177.32    | 0.02%             | 2028-10-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | STACR Trust 2018-HRP2                                            | CUSIP: 35564ABN0<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |  11490236 | PA      | $11141193.64  | 0.26%             | 2047-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ellington CLO LTD                                    | Ellington Clo III Ltd                                            | CUSIP: 28852LAG8<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4732797.30   | 0.11%             | 2030-07-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                               | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5851000 | PA      | $5839753.50   | 0.14%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 3133T4TB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47717 | PA      | $47809.45     | 0.00%             | 2024-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                                  | CAL Receivables 2022-1 LLC                                       | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7813896.00   | 0.18%             | 2026-10-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| FHF Trust 2021-2                                     | FHF Trust 2021-2                                                 | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2434941 | PA      | $2314721.17   | 0.05%             | 2026-12-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                       | JPMorgan Chase Bank NA - CACLN                                   | CUSIP: 46591HBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3679593.60   | 0.09%             | 2028-09-25      | Fixed         | 4.28%                 | 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        |   2000000 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392AR67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50250 | PA      | $49832.40     | 0.00%             | 2031-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396WYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37088 | PA      | $36809.46     | 0.00%             | 2037-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                | BASKET COLLAREAL US TRI PARTY                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | RA               | CORP              | US        |  18590000 | PA      | $18590000.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Pass Through Trust                           | Upstart Pass-Through Trust Series 2020-ST5                       | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3145485 | PA      | $2991883.08   | 0.07%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Trust 2015-1                                           | CUSIP: 46643UAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148917 | PA      | $143401.38    | 0.00%             | 2044-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                        | Goldentree Loan Management US CLO 1 Ltd                          | CUSIP: 38136HAL3<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $457894.00    | 0.01%             | 2034-04-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31392B4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184966 | PA      | $185296.41    | 0.00%             | 2032-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                       | Santander Drive Auto Receivables Trust 2022-2                    | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2415470.25   | 0.06%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US                             | Avolon TLB Borrower 1 US LLC                                     | CUSIP: 05400KAF7<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1347390 | PA      | $1332138.91   | 0.03%             | 2027-02-12      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2019-ATL                                                | CUSIP: 056058AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9300000 | PA      | $9065818.56   | 0.21%             | 2036-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| NMN HOLDINGS III CORP                                | NMN Holdings III Corp                                            | CUSIP: 62923HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    316392 | PA      | $277238.24    | 0.01%             | 2025-11-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Ellington CLO LTD                                    | Ellington CLO IV Ltd                                             | CUSIP: 28853RAL3<br>LEI: 25490064KF1PM0300Z69 | Long             | ABS-CBDO         | CORP              | KY        |   2148952 | PA      | $2138948.63   | 0.05%             | 2029-04-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                            | Crocs Inc                                                        | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |   2962500 | PA      | $2905101.56   | 0.07%             | 2029-02-19      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                         | Eagle RE 2021-2 Ltd                                              | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3360000 | PA      | $3300683.57   | 0.08%             | 2034-04-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2020-A                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5026848 | PA      | $4741373.47   | 0.11%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2019-3 Ltd                                         | CUSIP: 07877GAB5<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |   1390256 | PA      | $1389570.53   | 0.03%             | 2029-07-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                       | Willis Engine Structured Trust VI                                | CUSIP: 97064GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6838282 | PA      | $5051786.39   | 0.12%             | 2046-05-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr                       | JP Morgan Seasoned Mortgage Trust 2014-1                         | CUSIP: 46643VAG2<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |   4158498 | PA      | $3960553.63   | 0.09%             | 2033-05-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                               | CUSIP: 31392VBS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34090 | PA      | $33777.14     | 0.00%             | 2032-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                       | Sofi Professional Loan Program 2017-C LLC                        | CUSIP: 83405DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73348 | PA      | $73058.70     | 0.00%             | 2040-07-25      | Floating      | 4.99%                 | 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        |   8000000 | PA      | $8019732.80   | 0.19%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AILSA RE 2022                                        | AILSA RE 2022                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1489611.98   | 0.03%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2020-HB4 LLC                                                | CUSIP: 12529LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $184897.92    | 0.00%             | 2030-12-26      | Variable      | 2.72%                 | 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        |   2800000 | PA      | $58344.93     | 0.00%             | 2023-02-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                                 | Garda World Security Corp                                        | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   1500000 | PA      | $1463437.50   | 0.03%             | 2026-10-30      | Floating      | 8.93%                 | 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        |    809418 | PA      | $153887.92    | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Westlake Automobile Receivable                       | Westlake Automobile Receivables Trust 2022-1                     | CUSIP: 96042WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6388332 | PA      | $6384649.04   | 0.15%             | 2024-12-16      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CPE 03/01/23 FMC USD F 4.75                          | CPE 03/01/23 FMC USD F 4.75                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16650000 | PA      | $16641038.64  | 0.39%             | 2023-01-03      | None          | 0.00%                 | 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      |
| Tidewater Auto Receivables Tru                       | Tidewater Auto Receivables Trust 2018-A                          | CUSIP: 88642MAF7<br>LEI: 549300045J2AQZL8DT48 | Long             | ABS-O            | CORP              | US        |   1586000 | PA      | $1584119.48   | 0.04%             | 2026-10-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-DNA6                          | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1677864.98   | 0.04%             | 2041-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6735000 | PA      | $6376852.23   | 0.15%             | 2033-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                       | BRAVO Residential Funding Trust 2021-NQM2                        | CUSIP: 10569EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694625 | PA      | $651180.77    | 0.02%             | 2060-03-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| MBRT 2019 MBR                                        | MBRT 2019-MBR                                                    | CUSIP: 55282DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8050000 | PA      | $7786582.27   | 0.18%             | 2036-11-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                              | Stars Group Holdings BV                                          | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |   1605009 | PA      | $1586842.24   | 0.04%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                | CUSIP: 31396XXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23404 | PA      | $23104.00     | 0.00%             | 2037-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2019-3 Ltd                                         | CUSIP: 07877GAD1<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |   2800000 | PA      | $2761972.08   | 0.06%             | 2029-07-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                       | Traingle Re 2021-1 Ltd                                           | CUSIP: 89600FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   8170000 | PA      | $8145331.50   | 0.19%             | 2033-08-25      | Floating      | 8.29%                 | 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        |   3658035 | PA      | $583456.58    | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                   | CUSIP: 654740BR9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10823535.47  | 0.25%             | 2024-03-08      | Floating      | 5.37%                 | 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    | 0.02%             | 2025-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    579211 | PA      | $568683.16    | 0.01%             | 2041-11-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                       | JPMorgan Chase Bank NA - CACLN                                   | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    689641 | PA      | $655904.30    | 0.02%             | 2028-12-26      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                          | Continental Credit Card ABS 2019-1 LLC                           | CUSIP: 21134LAC2<br>LEI: 5493002QR2K2E0R56Z02 | Long             | ABS-O            | CORP              | US        |   4398000 | PA      | $4250026.21   | 0.10%             | 2026-08-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                              | Metropolitan Life Global Funding I                               | CUSIP: 59217GEX3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6241139.69   | 0.15%             | 2025-03-21      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade RE 2021-3 Ltd                                         | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $13420573.50  | 0.31%             | 2031-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA2                          | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5590000 | PA      | $5436374.50   | 0.13%             | 2042-02-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GYQ1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13880000 | PA      | $13663692.83  | 0.32%             | 2024-10-21      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                       | Amur Equipment Finance Receivables IX LLC                        | CUSIP: 03237KAE4<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1586446.75   | 0.04%             | 2027-11-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Gullane Re 2022                                      | Gullane Re 2022                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $4254634.17   | 0.10%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                         | DRB Prime Student Loan Trust 2017-A                              | CUSIP: 23342KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602507 | PA      | $601599.13    | 0.01%             | 2042-05-27      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

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

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

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