# EDGAR Filing Document

**Accession Number:** 0001286364
**File Stem:** 0001752724-23-012649
**Filing Date:** 2023-1
**Character Count:** 416160
**Document Hash:** 28b3812a4c38d98c6387f529d13186e7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012649.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012649

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIONEER SHORT TERM INCOME FUND
- **CENTRAL INDEX KEY:** 0001286364
- **IRS NUMBER:** 562451408
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21558
- **FILM NUMBER:** 23552085

**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 SHORT TERM BOND FUND
- **DATE OF NAME CHANGE:** 20040407

## Series and Classes Contracts Data

### Pioneer Short Term Income Fund (Series ID: S000010228)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000028291 | Pioneer Short Term Income Fund: Class A        | STABX           |
| C000028293 | Pioneer Short Term Income Fund: Class C        | PSHCX           |
| C000028294 | Pioneer Short Term Income Fund: Class Y        | PSHYX           |
| C000129904 | Pioneer Short Term Income Fund: Class C2       | STIIX           |
| C000149629 | Pioneer Short Term Income Fund: Class K Shares | STIKX           |

## Nport-Ex

## Pioneer Short Term Income Fund
Schedule of Investments \| November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| **A: STABX** | **C: PSHCX** | **C2: STIIX** | **K: STIKX** | **Y: PSHYX** |

---

------

### Schedule of Investments \| 11/30/22
(unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**UNAFFILIATED ISSUERS — 101.2%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Senior Secured Floating Rate Loan<br> Interests — 2.0% of Net Assets\*(a)** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Advertising Sales — 0.2%** |  |
| 445466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lamar Media Corp., Term B Loan, 5.102% (LIBOR + 150 bps), 2/5/27 | $433285 |
| 267202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Outfront Media Capital LLC (Outfront Media Capital Corporation), Extended Term Loan, 5.821% (LIBOR + 175 bps), 11/18/26 | &nbsp;&nbsp; 256061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Advertising Sales** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **689346** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Airlines — 0.1%** |  |
| 249375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Air Canada, Term Loan, 8.13% (LIBOR + 350 bps), 8/11/28 | $246458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Airlines** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **246458** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Applications Software — 0.1%** |  |
| 247500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RealPage, Inc., First Lien Initial Term Loan, 7.071% (LIBOR + 300 bps), 4/24/28 | $237414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Applications Software** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **237414** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Auto Parts & Equipment — 0.0%†** |  |
| 124403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TI Group Automotive Systems, LLC, Refinancing US Term Loan, 6.924% (LIBOR + 325 bps), 12/16/26 | $123158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Auto Parts & Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **123158** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Cable & Satellite Television — 0.1%** |  |
| 235662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virgin Media Bristol LLC, N Facility, 6.373% (LIBOR + 250 bps), 1/31/28 | $230131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Cable & Satellite Television** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **230131** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Chemicals-Specialty — 0.1%** |  |
| 310039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Solutions Inc (Macdermid, Incorporated), Tranche B-1 Term Loan, 6.086% (LIBOR + 200 bps), 1/31/26 | $309513 |
| 234233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tronox Finance LLC, First Lien Refinancing Term Loan, 5.924% (LIBOR + 225 bps), 3/10/28 | &nbsp;&nbsp; 227294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Chemicals-Specialty** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **536807** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Computer Data Security — 0.1%** |  |
| 247500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magenta Buyer LLC, First Lien Initial Term Loan, 9.17% (LIBOR + 475 bps), 7/27/28 | $223988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Computer Data Security** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **223988** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Containers-Paper & Plastic — 0.1%** |  |
| 440100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berry Global, Inc., Term Z Loan, 5.629% (LIBOR + 175 bps), 7/1/26 | $435090 |

---

1Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Containers-Paper & Plastic — (continued)** |  |
| 18527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trident TPI Holdings, Inc., Tranche B-3 Delayed Draw Term Loan, 8.071% (LIBOR + 400 bps), 9/15/28 | $17821 |
| 130053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trident TPI Holdings, Inc., Tranche B-3 Initial Term Loan, 7.674% (LIBOR + 400 bps), 9/15/28 | &nbsp;&nbsp; 125094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Containers-Paper & Plastic** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **578005** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Diagnostic Equipment — 0.1%** |  |
| 246875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Curia Global, Inc., First Lien 2021 Term Loan, 8.165% (LIBOR + 375 bps), 8/30/26 | $206141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Diagnostic Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **206141** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Direct Marketing — 0.0%†** |  |
| 43369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Red Ventures, LLC (New Imagitas, Inc.), First Lien Term B-2 Loan, 6.571% (LIBOR + 250 bps), 11/8/24 | $42981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Direct Marketing** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **42981** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Disposable Medical Products — 0.1%** |  |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sotera Health Holdings, LLC, First Lien Refinancing Loan, 7.165% (LIBOR + 275 bps), 12/11/26 | $233125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Disposable Medical Products** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **233125** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electric-Generation — 0.0%†** |  |
| 136815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eastern Power, LLC (Eastern Covert Midco, LLC), Term Loan, 7.424% (LIBOR + 375 bps), 10/2/25 | $117604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electric-Generation** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **117604** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electronic Composition — 0.0%†** |  |
| 61608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ON Semiconductor Corporation, 2019 New Replacement Term B-4 Loan, 6.186% (Term SOFR + 200 bps), 9/19/26 | $61603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electronic Composition** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **61603** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Enterprise Software & Services — 0.0%†** |  |
| 58166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verint Systems, Inc., Refinancing Term Loan, 5.768% (LIBOR + 200 bps), 6/28/24 | $57803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Enterprise Software & Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **57803** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Finance-Leasing Company — 0.2%** |  |
| 246859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avolon TLB Borrower 1 (US) LLC, 2021 Term B-5 Loan, 6.189% (LIBOR + 225 bps), 12/1/27 | $245537 |
| 296471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delos Finance S.a r.l., 2018 New Loan, 5.424% (LIBOR + 175 bps), 10/6/23 | &nbsp;&nbsp; 295952 |
| 270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Setanta Aircraft Leasing DAC, Loan, 5.674% (LIBOR + 200 bps), 11/5/28 | &nbsp;&nbsp; 267565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Finance-Leasing Company** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **809054** |

---

Pioneer Short Term Income Fund \| \| 11/30/222

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Gambling (Non-Hotel) — 0.1%** |  |
| 248125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bally's Corp., Term B Facility Loan, 7.129% (LIBOR + 325 bps), 10/2/28 | $236277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Gambling (Non-Hotel)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **236277** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Hotels & Motels — 0.1%** |  |
| 247249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton Worldwide Finance, LLC, Refinanced Series B-2 Term Loan, 5.766% (LIBOR + 175 bps), 6/22/26 | $245738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Hotels & Motels** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **245738** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Medical Labs & Testing Services — 0.1%** |  |
| 241909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Phoenix Guarantor Inc., First Lien Tranche B-1 Term Loan, 7.321% (LIBOR + 325 bps), 3/5/26 | $230368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Medical Labs & Testing Services** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **230368** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Medical-Drugs — 0.0%†** |  |
| 138,800(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Endo Luxembourg Finance Company I S.a r.l., 2021 Term Loan, 13.00% (LIBOR + 400 bps), 3/27/28 | $112031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Medical-Drugs** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **112031** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Metal Processors & Fabrication — 0.0%†** |  |
| 145083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WireCo WorldGroup, Inc., Initial Term Loan, 8.938% (LIBOR + 425 bps), 11/13/28 | $142000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Metal Processors & Fabrication** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **142000** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Metal-Iron — 0.0%†** |  |
| 105988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TMS International Corp., Term B-2 Loan, 7.165% (LIBOR + 275 bps), 8/14/24 | $102013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Metal-Iron** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **102013** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Physical Therapy & Rehabilitation Centers — 0.1%** |  |
| 246875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Upstream Newco, Inc., First Lien August 2021 Incremental Term Loan, 8.065% (Term SOFR + 425 bps), 11/20/26 | $226508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Physical Therapy & Rehabilitation Centers** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **226508** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Rental Auto & Equipment — 0.0%†** |  |
| 114460 | &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 | $96527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Rental Auto & Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **96527** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Retail — 0.1%** |  |
| 247500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pilot Travel Centers LLC, Initial Tranche B Term Loan, 6.186% (Term SOFR + 200 bps), 8/4/28 | $244519 |

---

3Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Retail — (continued)** |  |
| 247019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RVR Dealership Holdings, LLC, Term Loan, 7.761% (Term SOFR + 375 bps), 2/8/28 | $226023 |
| 74353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Staples, Inc., 2019 Refinancing New Term B-2 Loan, 8.94% (LIBOR + 450 bps), 9/12/24 | &nbsp;&nbsp; 72711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Retail** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **543253** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Retail-Restaurants — 0.1%** |  |
| 421510 | &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 | $414836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Retail-Restaurants** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **414836** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Telecommunication Equipment — 0.0%†** |  |
| 203700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commscope, Inc., Initial Term Loan, 7.321% (LIBOR + 325 bps), 4/6/26 | $196418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Telecommunication Equipment** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **196418** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Telephone-Integrated — 0.0%†** |  |
| 117636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 3 Financing, Inc., Tranche B 2027 Term Loan, 5.821% (LIBOR + 175 bps), 3/1/27 | $112205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Telephone-Integrated** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **112205** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Veterinary Diagnostics — 0.2%** |  |
| 921981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health Incorporated, Term Loan, 5.518% (LIBOR + 175 bps), 8/1/27 | $894322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Veterinary Diagnostics** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **894322** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Senior Secured Floating Rate Loan Interests<br> (Cost $8,246,323)** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **7946114** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — 23.7% of Net<br> Assets** |  |
| 122,802(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables I LLC, Series 2006-2A, Class A1, 4.075% (1 Month USD LIBOR + 20 bps), 6/15/41 (144A) | $119232 |
| 76,128(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 Henderson Receivables LLC, Series 2005-1A, Class A1, 4.105% (1 Month USD LIBOR + 23 bps), 11/15/40 (144A) | &nbsp;&nbsp; 74247 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;A10 Bridge Asset Financing LLC, Series 2019-B, Class D, 4.523%, 8/15/40 (144A) | &nbsp;&nbsp; 1399801 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABPCI Direct Lending Fund CLO X LP, Series 2020-10A, Class D, 9.743% (3 Month USD LIBOR + 550 bps), 1/20/32 (144A) | &nbsp;&nbsp; 470226 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACC Auto Trust, Series 2022-A, Class D, 10.07%, 3/15/29 (144A) | &nbsp;&nbsp; 476474 |

---

Pioneer Short Term Income Fund \| \| 11/30/224

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 922037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACC Trust, Series 2019-2, Class C, 5.24%, 10/21/24 (144A) | $917296 |
| 634884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accelerated LLC, Series 2021-1H, Class C, 2.35%, 10/20/40 (144A) | &nbsp;&nbsp; 554637 |
| 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; 976570 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACM Auto Trust, Series 2022-1A, Class D, 8.58%, 4/20/29 (144A) | &nbsp;&nbsp; 970874 |
| 750,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACREC, Ltd., Series 2021-FL1, Class A, 5.061% (1 Month USD LIBOR + 115 bps), 10/16/36 (144A) | &nbsp;&nbsp; 717148 |
| 1500000 | &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; 1476118 |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Series 2021-3, Class F, 3.64%, 5/15/28 (144A) | &nbsp;&nbsp; 714548 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Series 2022-3, Class D, 5.83%, 10/13/28 (144A) | &nbsp;&nbsp; 480131 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables VII LLC, Series 2019-1A, Class E, 4.47%, 3/20/25 (144A) | &nbsp;&nbsp; 491135 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class E, 5.02%, 12/20/28 (144A) | &nbsp;&nbsp; 455709 |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XI LLC, Series 2022-2A, Class D, 7.25%, 5/21/29 (144A) | &nbsp;&nbsp; 790998 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aqua Finance Trust, Series 2019-A, Class C, 4.01%, 7/16/40 (144A) | &nbsp;&nbsp; 1376853 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aqua Finance Trust, Series 2020-AA, Class C, 3.97%, 7/17/46 (144A) | &nbsp;&nbsp; 436038 |
| 657150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 7/17/46 (144A) | &nbsp;&nbsp; 600171 |
| 1,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ltd., Series 2021-FL4, Class D, 6.775% (1 Month USD LIBOR + 290 bps), 11/15/36 (144A) | &nbsp;&nbsp; 1178313 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ltd., Series 2021-FL4, Class E, 7.275% (1 Month USD LIBOR + 340 bps), 11/15/36 (144A) | &nbsp;&nbsp; 444671 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ltd., Series 2022-FL1, Class E, 6.968% (SOFR30A + 375 bps), 1/15/37 (144A) | &nbsp;&nbsp; 475376 |
| 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arivo Acceptance Auto Loan Receivables Trust, Series 2021-1A, Class D, 5.83%, 1/18/28 (144A) | &nbsp;&nbsp; 559155 |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arivo Acceptance Auto Loan Receivables Trust, Series 2022-2A, Class C, 9.84%, 3/15/29 (144A) | &nbsp;&nbsp; 812251 |
| 1050000 | &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; 927809 |

---

5Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 1170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BHG Securitization Trust, Series 2021-B, Class D, 3.17%, 10/17/34 (144A) | $897034 |
| 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BHG Securitization Trust, Series 2022-C, Class B, 5.93%, 10/17/35 (144A) | &nbsp;&nbsp; 2212546 |
| 375433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.446%, 7/15/46 (144A) | &nbsp;&nbsp; 281564 |
| 793692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRE Grand Islander Timeshare Issuer LLC, Series 2019-A, Class B, 3.78%, 9/26/33 (144A) | &nbsp;&nbsp; 742987 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ltd., Series 2020-1A, Class B1, 6.043% (3 Month USD LIBOR + 275 bps), 12/15/28 (144A) | &nbsp;&nbsp; 965787 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brightwood Capital MM CLO, Ltd., Series 2020-1A, Class D, 8.693% (3 Month USD LIBOR + 540 bps), 12/15/28 (144A) | &nbsp;&nbsp; 923703 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BSPRT Issuer, Ltd., Series 2021-FL7, Class D, 6.625% (1 Month USD LIBOR + 275 bps), 12/15/38 (144A) | &nbsp;&nbsp; 463062 |
| 601009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BXG Receivables Note Trust, Series 2018-A, Class C, 4.44%, 2/2/34 (144A) | &nbsp;&nbsp; 571337 |
| 270068 | &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; 246209 |
| 800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CAL Receivables LLC, Series 2022-1, Class B, 7.568% (SOFR30A + 435 bps), 10/15/26 (144A) | &nbsp;&nbsp; 767092 |
| 500000 | &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; 484492 |
| 1250000 | &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; 1230073 |
| 27071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Series 2021-P4, Class N, 2.15%, 9/11/28 (144A) | &nbsp;&nbsp; 27028 |
| 60,729(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CDC Mortgage Capital Trust, Series 2002-HE1, Class A, 4.664% (1 Month USD LIBOR + 62 bps), 1/25/33 | &nbsp;&nbsp; 59275 |
| 60,038(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Funding Trust Series, Series 2003-3, Class 2A2, 4.584% (1 Month USD LIBOR + 54 bps), 4/25/33 | &nbsp;&nbsp; 58785 |
| 46,041(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Funding Trust Series, Series 2003-6, Class 1A7, 4.874%, 11/25/34 | &nbsp;&nbsp; 45017 |
| 1250000 | &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; 1176380 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commercial Equipment Finance LLC, Series 2021-A, Class C, 3.55%, 12/15/28 (144A) | &nbsp;&nbsp; 465200 |
| 17887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonbond Student Loan Trust, Series 2017-BGS, Class C, 4.44%, 9/25/42 (144A) | &nbsp;&nbsp; 15907 |
| 743157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Continental Credit Card ABS LLC, Series 2019-1A, Class A, 3.83%, 8/15/26 (144A) | &nbsp;&nbsp; 735981 |
| 1000000 | &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; 976944 |

---

Pioneer Short Term Income Fund \| \| 11/30/226

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Continental Credit Card ABS LLC, Series 2019-1A, Class C, 6.16%, 8/15/26 (144A) | $551623 |
| 700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A, 6.19%, 10/15/30 (144A) | &nbsp;&nbsp; 669378 |
| 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class C, 9.33%, 10/15/30 (144A) | &nbsp;&nbsp; 738265 |
| 121,003(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates, Series 2004-SD3, Class A2, 5.144% (1 Month USD LIBOR + 110 bps), 9/25/34 (144A) | &nbsp;&nbsp; 112478 |
| 500000 | &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; 466337 |
| 519000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crossroads Asset Trust, Series 2021-A, Class D, 2.52%, 1/20/26 (144A) | &nbsp;&nbsp; 486338 |
| 326600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamond Resorts Owner Trust, Series 2019-1A, Class B, 3.53%, 2/20/32 (144A) | &nbsp;&nbsp; 317487 |
| 108867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamond Resorts Owner Trust, Series 2019-1A, Class D, 5.25%, 2/20/32 (144A) | &nbsp;&nbsp; 104888 |
| 1,000,000(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; 940035 |
| 1,250,000(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; 1220437 |
| 740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust, Series 2022-2A, Class D, 4.56%, 7/17/28 | &nbsp;&nbsp; 693097 |
| 15691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FCI Funding LLC, Series 2019-1A, Class B, 0.000%, 2/18/31 (144A) | &nbsp;&nbsp; 15670 |
| 500,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finance of America HECM Buyout, Series 2022-HB1, Class M3, 5.084%, 2/25/32 (144A) | &nbsp;&nbsp; 464479 |
| 1,000,000(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; 955045 |
| 455,468(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; 450226 |
| 258716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundation Finance Trust, Series 2021-1A, Class A, 1.27%, 5/15/41 (144A) | &nbsp;&nbsp; 231420 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Series 2020-1, Class F, 4.62%, 6/15/27 (144A) | &nbsp;&nbsp; 243267 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Series 2022-2, Class D, 7.09%, 10/15/29 (144A) | &nbsp;&nbsp; 959200 |
| 85,572(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Pass-Through Certificates, Series T-20, Class A7, 4.316% (1 Month USD LIBOR + 30 bps), 12/25/29 | &nbsp;&nbsp; 84119 |
| 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; 906290 |

---

7Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesis Sales Finance Master Trust, Series 2021-AA, Class D, 2.09%, 12/21/26 (144A) | $675007 |
| 890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D, 6.42%, 6/15/28 (144A) | &nbsp;&nbsp; 845430 |
| 31,298(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gold Key Resorts LLC, Series 2014-A, Class C, 5.87%, 3/17/31 (144A) | &nbsp;&nbsp; 30701 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2021-1A, Class C, 6.168% (1 Month USD LIBOR + 240 bps), 11/1/23 (144A) | &nbsp;&nbsp; 496609 |
| 600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-1A, Class D, 6.947% (SOFR30A + 450 bps), 4/1/24 (144A) | &nbsp;&nbsp; 593893 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-2A, Class D, 9.20% (SOFR30A + 550 bps), 7/1/24 (144A) | &nbsp;&nbsp; 499800 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gracie Point International Funding, Series 2022-2A, Class E, 10.70% (SOFR30A + 700 bps), 7/1/24 (144A) | &nbsp;&nbsp; 499801 |
| 116299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HIN Timeshare Trust, Series 2020-A, Class D, 5.50%, 10/9/39 (144A) | &nbsp;&nbsp; 106999 |
| 900000 | &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; 716561 |
| 745021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Horizon Funding LLC, Series 2019-1A, Class A1, 4.21%, 9/15/27 (144A) | &nbsp;&nbsp; 736267 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ICG US CLO, Ltd., Series 2016-1A, Class DRR, 11.855% (3 Month USD LIBOR + 744 bps), 4/29/34 (144A) | &nbsp;&nbsp; 427327 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lendingpoint Asset Securitization Trust, Series 2022-C, Class C, 8.68%, 2/15/30 (144A) | &nbsp;&nbsp; 996367 |
| 1000000 | &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; 970088 |
| 474628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LFS LLC, Series 2021-A, Class A, 2.46%, 4/15/33 (144A) | &nbsp;&nbsp; 450327 |
| 792652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LFS LLC, Series 2021-B, Class A, 2.40%, 12/15/33 (144A) | &nbsp;&nbsp; 734860 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Libra Solutions LLC, Series 2022-2A, Class B, 8.85%, 10/15/34 (144A) | &nbsp;&nbsp; 493560 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LL ABS Trust, Series 2022-1A, Class C, 5.88%, 11/15/29 (144A) | &nbsp;&nbsp; 943554 |
| 439740 | &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; 352790 |
| 430459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marlette Funding Trust, Series 2019-2A, Class C, 4.11%, 7/16/29 (144A) | &nbsp;&nbsp; 426629 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marlette Funding Trust, Series 2021-1A, Class D, 2.47%, 6/16/31 (144A) | &nbsp;&nbsp; 896427 |
| 1080000 | &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; 996799 |
| 1000000 | &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; 962493 |

---

Pioneer Short Term Income Fund \| \| 11/30/228

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 31149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mosaic Solar Loan Trust, Series 2019-2A, Class C, 4.35%, 9/20/40 (144A) | $31043 |
| 214390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mosaic Solar Loan Trust, Series 2019-2A, Class D, 6.18%, 9/20/40 (144A) | &nbsp;&nbsp; 205473 |
| 99292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MVW LLC, Series 2020-1A, Class C, 4.21%, 10/20/37 (144A) | &nbsp;&nbsp; 92011 |
| 3,068(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Century Home Equity Loan Trust, Series 2004-A, Class AII9, 5.47%, 8/25/34 | &nbsp;&nbsp; 3428 |
| 428,553(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newtek Small Business Loan Trust, Series 2017-1, Class B, 7.044% (1 Month USD LIBOR + 300 bps), 2/25/43 (144A) | &nbsp;&nbsp; 426906 |
| 158,201(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NovaStar Mortgage Funding Trust Series, Series 2003-1, Class A2, 4.824% (1 Month USD LIBOR + 78 bps), 5/25/33 | &nbsp;&nbsp; 148930 |
| 89389 | &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; 87894 |
| 523342 | &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; 508902 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octane Receivables Trust, Series 2022-1A, Class D, 5.54%, 2/20/29 (144A) | &nbsp;&nbsp; 946547 |
| 1610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octane Receivables Trust, Series 2022-2A, Class D, 7.70%, 2/20/30 (144A) | &nbsp;&nbsp; 1527773 |
| 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oportun Funding XIV LLC, Series 2021-A, Class C, 3.44%, 3/8/28 (144A) | &nbsp;&nbsp; 364163 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oportun Issuance Trust, Series 2021-C, Class C, 3.61%, 10/8/31 (144A) | &nbsp;&nbsp; 864573 |
| 447954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, 4/9/38 (144A) | &nbsp;&nbsp; 423776 |
| 505759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orange Lake Timeshare Trust, Series 2019-A, Class D, 4.93%, 4/9/38 (144A) | &nbsp;&nbsp; 466764 |
| 1,000,000(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; 958226 |
| 623160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oxford Finance Funding LLC, Series 2019-1A, Class B, 5.438%, 2/15/27 (144A) | &nbsp;&nbsp; 614861 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ltd., Series 2020-1A, Class B, 6.575% (3 Month USD LIBOR + 190 bps), 2/20/28 (144A) | &nbsp;&nbsp; 488820 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ltd., Series 2022-1A, Class C, 6.464% (3 Month Term SOFR + 260 bps), 4/15/30 (144A) | &nbsp;&nbsp; 235994 |
| 750000 | &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; 661012 |

---

9Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pawneee Equipment Receivables Series LLC, Series 2021-1, Class E, 5.21%, 5/15/28 (144A) | $664871 |
| 292350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEAR LLC, Series 2020-1, Class A, 3.75%, 12/15/32 (144A) | &nbsp;&nbsp; 285520 |
| 750291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PEAR LLC, Series 2021-1, Class A, 2.60%, 1/15/34 (144A) | &nbsp;&nbsp; 704338 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Perimeter Master Note Business Trust, Series 2019-2A, Class B, 5.21%, 5/15/24 (144A) | &nbsp;&nbsp; 1458522 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PG Receivables Finance, Series 2020-1, Class A1, 3.968%, 7/20/25 (144A) | &nbsp;&nbsp; 957461 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PG Receivables Finance, Series 2020-1, Class B, 4.705%, 7/20/25 (144A) | &nbsp;&nbsp; 957461 |
| 500000 | &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; 468504 |
| 500000 | &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; 473280 |
| 537,680(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A, 6.50% (PRIME + -50 bps), 12/27/44 (144A) | &nbsp;&nbsp; 509973 |
| 1365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Series 2022-A, Class D, 9.965%, 5/15/32 (144A) | &nbsp;&nbsp; 1320642 |
| 138797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Bank N.A. - SBCLN, Series 2021-1A, Class C, 3.268%, 12/15/31 (144A) | &nbsp;&nbsp; 133367 |
| 575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Bank N.A. - SBCLN, Series 2021-1A, Class D, 5.004%, 12/15/31 (144A) | &nbsp;&nbsp; 527277 |
| 6,038(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Soﬁ Professional Loan Program LLC, Series 2016-C, Class A1, 5.116% (1 Month USD LIBOR + 110 bps), 10/27/36 (144A) | &nbsp;&nbsp; 6037 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sound Point CLO V-R LTD, Series 2014-1RA, Class B, 5.944% (3 Month USD LIBOR + 175 bps), 7/18/31 (144A) | &nbsp;&nbsp; 1943638 |
| 500,000(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; 439155 |
| 424205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stonepeak ABS, Series 2021-1A, Class AA, 2.301%, 2/28/33 (144A) | &nbsp;&nbsp; 373380 |
| 0(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured Asset Securities Corp. Mortgage Loan Trust, Series 2005-2XS, Class 1A5B, 5.15%, 2/25/35 | &nbsp;&nbsp;&nbsp; 0 |
| 31079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured Receivables Finance LLC, Series 2010-B, Class A, 3.73%, 8/15/36 (144A) | &nbsp;&nbsp; 29768 |
| 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tidewater Auto Receivables Trust, Series 2020-AA, Class D, 2.31%, 3/15/27 (144A) | &nbsp;&nbsp; 1362022 |
| 1250000 | &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; 1210887 |

---

Pioneer Short Term Income Fund \| \| 11/30/2210

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset Backed Securities — (continued)** |  |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Series 2021-1A, Class D, 1.92%, 5/15/26 (144A) | $969157 |
| 500000 | &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; 471808 |
| 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Series 2022-1A, Class F, 9.80%, 7/16/29 (144A) | &nbsp;&nbsp; 714433 |
| 1,600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRTX Issuer, Ltd., Series 2019-FL3, Class C, 6.089% (1 Month Term SOFR + 221 bps), 10/15/34 (144A) | &nbsp;&nbsp; 1530439 |
| 255590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TVEST LLC, Series 2020-A, Class A, 4.50%, 7/15/32 (144A) | &nbsp;&nbsp; 251227 |
| 726700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TVEST LLC, Series 2021-A, Class A, 2.35%, 9/15/33 (144A) | &nbsp;&nbsp; 697634 |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Series 2021-1, Class E, 2.58%, 6/10/26 (144A) | &nbsp;&nbsp; 1872546 |
| 250925 | &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; 231425 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Series 2020-1, Class C, 4.899%, 4/22/30 (144A) | &nbsp;&nbsp; 1464812 |
| 1000000 | &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; 929484 |
| 732953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Welk Resorts LLC, Series 2019-AA, Class D, 4.03%, 6/15/38 (144A) | &nbsp;&nbsp; 703491 |
| 355215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Series 2020-1A, Class C, 6.213%, 3/20/34 (144A) | &nbsp;&nbsp; 350262 |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Series 2021-3A, Class D, 2.12%, 1/15/27 (144A) | &nbsp;&nbsp; 1804383 |
| 709099 | &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; 530114 |
| 1,000,000(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; 975250 |
| 1,000,000(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; 950488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Asset Backed Securities<br> (Cost $98,494,520)** | &nbsp;&nbsp; **$** **93034704** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—15.8% of Net Assets** |  |
| 10,181(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bear Stearns Mortgage Securities, Inc., Series 1997-6, Class 3B1, 3.003%, 6/25/30 | $9988 |
| 260,072(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2018-3A, Class M1B, 5.866% (1 Month USD LIBOR + 185 bps), 10/25/28 (144A) | &nbsp;&nbsp; 259729 |

---

11Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 64,361(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-1A, Class M1B, 5.794% (1 Month USD LIBOR + 175 bps), 3/25/29 (144A) | $64311 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-1A, Class M2, 6.744% (1 Month USD LIBOR + 270 bps), 3/25/29 (144A) | &nbsp;&nbsp; 1485890 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2019-3A, Class B1, 6.544% (1 Month USD LIBOR + 250 bps), 7/25/29 (144A) | &nbsp;&nbsp; 1968325 |
| 95,025(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-2A, Class M1C, 8.016% (1 Month USD LIBOR + 400 bps), 8/26/30 (144A) | &nbsp;&nbsp; 95097 |
| 15,266(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-3A, Class M1B, 6.894% (1 Month USD LIBOR + 285 bps), 10/25/30 (144A) | &nbsp;&nbsp; 15272 |
| 630,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-3A, Class M2, 8.894% (1 Month USD LIBOR + 485 bps), 10/25/30 (144A) | &nbsp;&nbsp; 615369 |
| 194,418(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2020-4A, Class M2B, 7.644% (1 Month USD LIBOR + 360 bps), 6/25/30 (144A) | &nbsp;&nbsp; 194031 |
| 850,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bellemeade Re, Ltd., Series 2021-3A, Class A2, 4.547% (SOFR30A + 100 bps), 9/25/31 (144A) | &nbsp;&nbsp; 801911 |
| 176,230(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Series 2020-NQM1, Class A3, 2.406%, 5/25/60 (144A) | &nbsp;&nbsp; 167903 |
| 2,632,989(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade Funding Mortgage Trust, Series 2018-RM2, Class D, 4.00%, 10/25/68 (144A) | &nbsp;&nbsp; 2433264 |
| 500,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade Funding Mortgage Trust, Series 2021-HB6, Class M3, 3.735%, 6/25/36 (144A) | &nbsp;&nbsp; 448564 |
| 900,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade Funding Mortgage Trust, Series 2022-HB10, Class M2, 3.25%, 11/25/35 (144A) | &nbsp;&nbsp; 753195 |
| 250,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2020-HB4, Class M2, 1.918%, 12/26/30 (144A) | &nbsp;&nbsp; 232834 |
| 500,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2020-HB4, Class M4, 4.948%, 12/26/30 (144A) | &nbsp;&nbsp; 461374 |
| 800,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB5, Class M3, 2.91%, 2/25/31 (144A) | &nbsp;&nbsp; 733496 |
| 1,000,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB7, Class M2, 2.679%, 10/27/31 (144A) | &nbsp;&nbsp; 910819 |
| 600,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2021-HB7, Class M3, 3.849%, 10/27/31 (144A) | &nbsp;&nbsp; 543553 |
| 1,000,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFMT LLC, Series 2022-HB8, Class M3, 3.75%, 4/25/25 (144A) | &nbsp;&nbsp; 814800 |
| 1,247,474(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Mortgage Finance Corp., Series 2021-CL1, Class M3, 5.097% (SOFR30A + 155 bps), 2/25/50 (144A) | &nbsp;&nbsp; 1020460 |
| 814,020(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHNGE Mortgage Trust, Series 2022-1, Class A1, 3.007%, 1/25/67 (144A) | &nbsp;&nbsp; 738047 |
| 777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A1, 7.00%, 9/25/33 | &nbsp;&nbsp;&nbsp; 780 |

---

Pioneer Short Term Income Fund \| \| 11/30/2212

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 1,732,766(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2019-HRP1, Class M2, 6.166% (1 Month USD LIBOR + 215 bps), 11/25/39 (144A) | $1663455 |
| 1,530,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2, 7.666% (1 Month USD LIBOR + 365 bps), 2/25/40 (144A) | &nbsp;&nbsp; 1486113 |
| 2,130,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 2M2, 7.666% (1 Month USD LIBOR + 365 bps), 2/25/40 (144A) | &nbsp;&nbsp; 2106845 |
| 330,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2, 5.421% (SOFR30A + 190 bps), 12/25/41 (144A) | &nbsp;&nbsp; 307108 |
| 492,771(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1, 6.047% (SOFR30A + 250 bps), 9/25/42 (144A) | &nbsp;&nbsp; 488459 |
| 100583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse First Boston Mortgage Securities Corp., Series 2002-10, Class 2A1, 7.50%, 5/25/32 | &nbsp;&nbsp; 99794 |
| 1,064,770(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2019-1, Class M1B, 5.844% (1 Month USD LIBOR + 180 bps), 4/25/29 (144A) | &nbsp;&nbsp; 1026217 |
| 480,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2021-2, Class M1C, 6.997% (SOFR30A + 345 bps), 4/25/34 (144A) | &nbsp;&nbsp; 458403 |
| 1,620,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Re, Ltd., Series 2021-2, Class M2, 7.797% (SOFR30A + 425 bps), 4/25/34 (144A) | &nbsp;&nbsp; 1458932 |
| 1,000,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Series 2020-1, Class A3, 3.999%, 5/25/65 (144A) | &nbsp;&nbsp; 939572 |
| 183,193(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Grantor Trust, Series 2004-T2, Class 2A, 3.734%, 7/25/43 | &nbsp;&nbsp; 180043 |
| 189,606(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Trust, Series 2005-W3, Class 2AF, 4.236% (1 Month USD LIBOR + 22 bps), 3/25/45 | &nbsp;&nbsp; 187485 |
| 52,046(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Trust, Series 2005-W3, Class 3A, 3.621%, 4/25/45 | &nbsp;&nbsp; 50202 |
| 44,618(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Trust, Series 2005-W4, Class 3A, 3.014%, 6/25/45 | &nbsp;&nbsp; 43030 |
| 122,369(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Whole Loan, Series 2007-W1, Class 1AF1, 4.276% (1 Month USD LIBOR + 26 bps), 11/25/46 | &nbsp;&nbsp; 120995 |
| 32,248(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2439, Class F, 4.873% (1 Month USD LIBOR + 100 bps), 3/15/32 | &nbsp;&nbsp; 32532 |
| 51,207(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2470, Class AF, 4.873% (1 Month USD LIBOR + 100 bps), 3/15/32 | &nbsp;&nbsp; 51650 |

---

13Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 21,468(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 2916, Class NF, 4.123% (1 Month USD LIBOR + 25 bps), 1/15/35 | $21242 |
| 12,598(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3042, Class PF, 4.123% (1 Month USD LIBOR + 25 bps), 8/15/35 | &nbsp;&nbsp; 12474 |
| 7,899(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3102, Class FG, 4.173% (1 Month USD LIBOR + 30 bps), 1/15/36 | &nbsp;&nbsp; 7815 |
| 38,434(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3117, Class FE, 4.173% (1 Month USD LIBOR + 30 bps), 2/15/36 | &nbsp;&nbsp; 37764 |
| 20,987(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3173, Class FC, 4.293% (1 Month USD LIBOR + 42 bps), 6/15/36 | &nbsp;&nbsp; 20648 |
| 37,785(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3181, Class HF, 4.373% (1 Month USD LIBOR + 50 bps), 7/15/36 | &nbsp;&nbsp; 37349 |
| 36,941(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3239, Class EF, 4.223% (1 Month USD LIBOR + 35 bps), 11/15/36 | &nbsp;&nbsp; 36264 |
| 16,746(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3239, Class FB, 4.223% (1 Month USD LIBOR + 35 bps), 11/15/36 | &nbsp;&nbsp; 16444 |
| 62,720(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3373, Class FB, 4.453% (1 Month USD LIBOR + 58 bps), 10/15/37 | &nbsp;&nbsp; 62152 |
| 52,834(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3610, Class FA, 4.573% (1 Month USD LIBOR + 70 bps), 12/15/39 | &nbsp;&nbsp; 52699 |
| 1,525(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3784, Class F, 4.273% (1 Month USD LIBOR + 40 bps), 7/15/23 | &nbsp;&nbsp; 1525 |
| 13,662(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3868, Class FA, 4.273% (1 Month USD LIBOR + 40 bps), 5/15/41 | &nbsp;&nbsp; 13425 |
| 7,420(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3914, Class LF, 4.073% (1 Month USD LIBOR + 20 bps), 8/15/26 | &nbsp;&nbsp; 7393 |
| 11,552(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, Series 3970, Class GF, 4.173% (1 Month USD LIBOR + 30 bps), 9/15/26 | &nbsp;&nbsp; 11523 |

---

Pioneer Short Term Income Fund \| \| 11/30/2214

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 7,271(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 1994-40, Class FC, 4.516% (1 Month USD LIBOR + 50 bps), 3/25/24 | $7284 |
| 16,844(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-72, Class FB, 4.916% (1 Month USD LIBOR + 90 bps), 12/25/31 | &nbsp;&nbsp; 16899 |
| 11,209(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2001-81, Class FL, 4.561% (1 Month USD LIBOR + 65 bps), 1/18/32 | &nbsp;&nbsp; 11169 |
| 15,087(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2002-93, Class FH, 4.516% (1 Month USD LIBOR + 50 bps), 1/25/33 | &nbsp;&nbsp; 14967 |
| 19,534(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2003-42, Class JF, 4.516% (1 Month USD LIBOR + 50 bps), 5/25/33 | &nbsp;&nbsp; 19330 |
| 29,959(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2003-8, Class FJ, 4.366% (1 Month USD LIBOR + 35 bps), 2/25/33 | &nbsp;&nbsp; 29798 |
| 27,260(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2004-52, Class FW, 4.416% (1 Month USD LIBOR + 40 bps), 7/25/34 | &nbsp;&nbsp; 26973 |
| 32,713(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2005-83, Class KT, 4.316% (1 Month USD LIBOR + 30 bps), 10/25/35 | &nbsp;&nbsp; 32195 |
| 30,164(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2005-83, Class LF, 4.326% (1 Month USD LIBOR + 31 bps), 2/25/35 | &nbsp;&nbsp; 29932 |
| 12,501(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-33, Class FH, 4.366% (1 Month USD LIBOR + 35 bps), 5/25/36 | &nbsp;&nbsp; 12237 |
| 36,256(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-42, Class CF, 4.466% (1 Month USD LIBOR + 45 bps), 6/25/36 | &nbsp;&nbsp; 35835 |
| 7,525(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2006-82, Class F, 4.586% (1 Month USD LIBOR + 57 bps), 9/25/36 | &nbsp;&nbsp; 7459 |
| 9,893(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-110, Class FA, 4.636% (1 Month USD LIBOR + 62 bps), 12/25/37 | &nbsp;&nbsp; 9813 |
| 16,760(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-13, Class FA, 4.266% (1 Month USD LIBOR + 25 bps), 3/25/37 | &nbsp;&nbsp; 16308 |

---

15Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 16,404(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-2, Class FT, 4.266% (1 Month USD LIBOR + 25 bps), 2/25/37 | $16002 |
| 11,027(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-41, Class FA, 4.416% (1 Month USD LIBOR + 40 bps), 5/25/37 | &nbsp;&nbsp; 10829 |
| 44,897(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-50, Class FN, 4.256% (1 Month USD LIBOR + 24 bps), 6/25/37 | &nbsp;&nbsp; 43982 |
| 35,994(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-7, Class FJ, 4.216% (1 Month USD LIBOR + 20 bps), 2/25/37 | &nbsp;&nbsp; 35103 |
| 13,478(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2007-92, Class OF, 4.586% (1 Month USD LIBOR + 57 bps), 9/25/37 | &nbsp;&nbsp; 13380 |
| 30,094(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, Series 2008-88, Class FA, 5.236% (1 Month USD LIBOR + 122 bps), 10/25/38 | &nbsp;&nbsp; 30689 |
| 1,175,574(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-DNA5, Class M2, 5.171% (SOFR30A + 165 bps), 1/25/34 (144A) | &nbsp;&nbsp; 1150355 |
| 1,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2021-HQA3, Class M2, 5.621% (SOFR30A + 210 bps), 9/25/41 (144A) | &nbsp;&nbsp; 1115887 |
| 310,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA1, Class M1B, 5.371% (SOFR30A + 185 bps), 1/25/42 (144A) | &nbsp;&nbsp; 283283 |
| 1,835,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA1, Class M2, 6.021% (SOFR30A + 250 bps), 1/25/42 (144A) | &nbsp;&nbsp; 1617251 |
| 475,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA2, Class M1B, 5.921% (SOFR30A + 240 bps), 2/25/42 (144A) | &nbsp;&nbsp; 446206 |
| 405,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA2, Class M2, 7.271% (SOFR30A + 375 bps), 2/25/42 (144A) | &nbsp;&nbsp; 372600 |
| 430,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA3, Class M1B, 6.421% (SOFR30A + 290 bps), 4/25/42 (144A) | &nbsp;&nbsp; 411199 |
| 251,384(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA6, Class M1A, 5.671% (SOFR30A + 215 bps), 9/25/42 (144A) | &nbsp;&nbsp; 249809 |

---

Pioneer Short Term Income Fund \| \| 11/30/2216

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 200,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-DNA6, Class M1B, 7.221% (SOFR30A + 370 bps), 9/25/42 (144A) | $200191 |
| 280,236(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMIC Trust, Series 2022-HQA3, Class M1A, 5.821% (SOFR30A + 230 bps), 8/25/42 (144A) | &nbsp;&nbsp; 277139 |
| 20,413(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Strips, Series 237, Class F14, 4.273% (1 Month USD LIBOR + 40 bps), 5/15/36 | &nbsp;&nbsp; 20600 |
| 46,867(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Strips, Series 239, Class F30, 4.173% (1 Month USD LIBOR + 30 bps), 8/15/36 | &nbsp;&nbsp; 47179 |
| 18,293(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Strips, Series 244, Class F22, 4.223% (1 Month USD LIBOR + 35 bps), 12/15/36 | &nbsp;&nbsp; 18515 |
| 986,111(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2017-HRP1, Class M2D, 5.266% (1 Month USD LIBOR + 125 bps), 12/25/42 | &nbsp;&nbsp; 959627 |
| 300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA2, Class M2, 5.821% (SOFR30A + 230 bps), 8/25/33 (144A) | &nbsp;&nbsp; 289890 |
| 471,513(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-HQA2, Class M1A, 6.171% (SOFR30A + 265 bps), 7/25/42 (144A) | &nbsp;&nbsp; 468571 |
| 825,541(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FWD Securitization Trust, Series 2020-INV1, Class A2, 2.34%, 1/25/50 (144A) | &nbsp;&nbsp; 733818 |
| 978,939(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust, Series 2022-NQM4, Class A3, 5.73%, 8/25/67 (144A) | &nbsp;&nbsp; 930363 |
| 53,952(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2005-16, Class FA, 4.189% (1 Month USD LIBOR + 25 bps), 2/20/35 | &nbsp;&nbsp; 53377 |
| 56,178(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2005-3, Class FC, 4.137% (1 Month USD LIBOR + 25 bps), 1/16/35 | &nbsp;&nbsp; 55656 |
| 5381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, Series 2012-130, Class PA, 3.00%, 4/20/41 | &nbsp;&nbsp; 5330 |
| 455,186(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2019-1, Class M1, 5.694% (1 Month USD LIBOR + 165 bps), 5/25/29 (144A) | &nbsp;&nbsp; 452686 |
| 204,170(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2020-1, Class M1C, 8.194% (1 Month USD LIBOR + 415 bps), 10/25/30 (144A) | &nbsp;&nbsp; 203833 |
| 670,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2021-1, Class M2, 6.894% (1 Month USD LIBOR + 285 bps), 7/25/33 (144A) | &nbsp;&nbsp; 620901 |
| 1,390,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2021-2, Class M1C, 6.347% (SOFR30A + 280 bps), 1/25/34 (144A) | &nbsp;&nbsp; 1281576 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Re, Ltd., Series 2022-1, Class M1A, 6.371% (SOFR30A + 285 bps), 10/25/34 (144A) | &nbsp;&nbsp; 978797 |

---

17Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 400,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Series 2021-NQM2, Class M1, 2.489%, 9/25/56 (144A) | $254218 |
| 500000 | &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; 463750 |
| 17,878(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IndyMac INDX Mortgage Loan Trust, Series 2004-AR6, Class 6A1, 3.518%, 10/25/34 | &nbsp;&nbsp; 15881 |
| 17,215(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Interstar Millennium Series Trust, Series 2003-3G, Class A2, 4.128% (3 Month USD LIBOR + 50 bps), 9/27/35 | &nbsp;&nbsp; 16236 |
| 185,619(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Seasoned Mortgage Trust, Series 2014-1, Class AM, 4.544% (1 Month USD LIBOR + 50 bps), 5/25/33 (144A) | &nbsp;&nbsp; 177467 |
| 413,189(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ltd., Series 2019-3, Class A1, 7.268% (1 Month USD LIBOR + 350 bps), 4/1/24 (144A) | &nbsp;&nbsp; 410265 |
| 1,211(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series MLCC, Series 2003-G, Class A3, 3.173%, 1/25/29 | &nbsp;&nbsp; 1162 |
| 83,436(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series MLCC, Series 2003-H, Class A1, 4.684% (1 Month USD LIBOR + 64 bps), 1/25/29 | &nbsp;&nbsp; 73853 |
| 202,274(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1, 2.492%, 9/25/59 (144A) | &nbsp;&nbsp; 183046 |
| 1,350,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re III, Ltd., Series 2019-1A, Class B1A, 7.544% (1 Month USD LIBOR + 350 bps), 7/25/29 (144A) | &nbsp;&nbsp; 1322782 |
| 432,649(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re III, Ltd., Series 2019-1A, Class M1B, 5.994% (1 Month USD LIBOR + 195 bps), 7/25/29 (144A) | &nbsp;&nbsp; 427819 |
| 57,311(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re V, Ltd., Series 2020-2A, Class M1B, 7.644% (1 Month USD LIBOR + 360 bps), 10/25/30 (144A) | &nbsp;&nbsp; 57337 |
| 460,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktown Re V, Ltd., Series 2020-2A, Class M2, 9.294% (1 Month USD LIBOR + 525 bps), 10/25/30 (144A) | &nbsp;&nbsp; 457402 |
| 450,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oceanview Mortgage Loan Trust, Series 2020-1, Class A3, 3.285%, 5/28/50 (144A) | &nbsp;&nbsp; 358388 |
| 2,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNMAC GMSR Issuer Trust, Series 2018-GT2, Class A, 6.694% (1 Month USD LIBOR + 265 bps), 8/25/25 (144A) | &nbsp;&nbsp; 2147422 |
| 1,136,581(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2019-1, Class M1B, 5.966% (1 Month USD LIBOR + 195 bps), 2/25/29 (144A) | &nbsp;&nbsp; 1112118 |
| 384,609(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2019-2, Class M1B, 5.794% (1 Month USD LIBOR + 175 bps), 6/25/29 (144A) | &nbsp;&nbsp; 383911 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2021-1, Class M1B, 5.247% (SOFR30A + 170 bps), 12/27/33 (144A) | &nbsp;&nbsp; 976219 |
| 630,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2021-1, Class M2, 6.697% (SOFR30A + 315 bps), 12/27/33 (144A) | &nbsp;&nbsp; 575840 |

---

Pioneer Short Term Income Fund \| \| 11/30/2218

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Mortgage<br> Obligations—(continued)** |  |
| 2,230,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re, Ltd., Series 2021-2, Class M1B, 7.247% (SOFR30A + 370 bps), 11/25/31 (144A) | $2097972 |
| 247,182(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RESI Finance LP, Series 2003-CB1, Class B3, 5.309% (1 Month USD LIBOR + 145 bps), 6/10/35 (144A) | &nbsp;&nbsp; 204505 |
| 1,000,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RMF Buyout Issuance Trust, Series 2021-HB1, Class M3, 3.69%, 11/25/31 (144A) | &nbsp;&nbsp; 869083 |
| 450,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RMF Buyout Issuance Trust, Series 2022-HB1, Class M3, 4.50%, 4/25/32 (144A) | &nbsp;&nbsp; 399404 |
| 500,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RMF Buyout Issuance Trust, Series 2022-HB1, Class M5, 4.50%, 4/25/32 (144A) | &nbsp;&nbsp; 360750 |
| 748,061(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RMF Proprietary Issuance Trust, Series 2019-1, Class A, 2.75%, 10/25/63 (144A) | &nbsp;&nbsp; 688045 |
| 84,799(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A1, 2.521%, 1/28/50 (144A) | &nbsp;&nbsp; 83698 |
| 151,182(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STACR Trust, Series 2018-HRP1, Class M2, 5.666% (1 Month USD LIBOR + 165 bps), 4/25/43 (144A) | &nbsp;&nbsp; 150993 |
| 1,990,756(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STACR Trust, Series 2018-HRP2, Class M3, 6.416% (1 Month USD LIBOR + 240 bps), 2/25/47 (144A) | &nbsp;&nbsp; 1940254 |
| 130,523(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-1, Class M1C, 7.444% (1 Month USD LIBOR + 340 bps), 8/25/33 (144A) | &nbsp;&nbsp; 130505 |
| 780,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-1, Class M2, 7.944% (1 Month USD LIBOR + 390 bps), 8/25/33 (144A) | &nbsp;&nbsp; 769625 |
| 1,500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-2, Class M1B, 6.644% (1 Month USD LIBOR + 260 bps), 10/25/33 (144A) | &nbsp;&nbsp; 1486813 |
| 1,150,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Triangle Re, Ltd., Series 2021-3, Class M1B, 6.447% (SOFR30A + 290 bps), 2/25/34 (144A) | &nbsp;&nbsp; 1074185 |
| 1,018,608(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verus Securitization Trust, Series 2021-4, Class A2, 1.247%, 7/25/66 (144A) | &nbsp;&nbsp; 766962 |
| 2,000,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Visio Trust, Series 2019-2, Class M1, 3.26%, 11/25/54 (144A) | &nbsp;&nbsp; 1634002 |
| 199,775(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vista Point Securitization Trust, Series 2020-2, Class A3, 2.496%, 4/25/65 (144A) | &nbsp;&nbsp; 167012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Collateralized Mortgage Obligations<br> (Cost $65,617,972)** | &nbsp;&nbsp; **$** **61712311** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—7.8% of Net Assets** |  |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AREIT Trust, Series 2022-CRE6, Class E, 6.792% (SOFR30A + 340 bps), 1/16/37 (144A) | $455279 |
| 1,350,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust, Series 2019-RLJ, Class C, 5.475% (1 Month USD LIBOR + 160 bps), 4/15/36 (144A) | &nbsp;&nbsp; 1303303 |

---

19Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 526,204(c)(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayview Commercial Asset Trust, Series 2007-2A, Class IO, 0.000%, 7/25/37 (144A) | &nbsp;&nbsp;$— |
| 120,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BFLD Trust, Series 2020-OBRK, Class A, 5.925% (1 Month USD LIBOR + 205 bps), 11/15/28 (144A) | &nbsp;&nbsp; 118343 |
| 1,668,087(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Series 2021-XL2, Class D, 5.272% (1 Month USD LIBOR + 140 bps), 10/15/38 (144A) | &nbsp;&nbsp; 1563571 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BX Trust, Series 2019-ATL, Class B, 5.262% (1 Month USD LIBOR + 139 bps), 10/15/36 (144A) | &nbsp;&nbsp; 967282 |
| 126,536(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CG-CCRE Commercial Mortgage Trust, Series 2014-FL2, Class A, 5.729% (1 Month USD LIBOR + 185 bps), 11/15/31 (144A) | &nbsp;&nbsp; 122597 |
| 992,506(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHC Commercial Mortgage Trust, Series 2019-CHC, Class E, 6.225% (1 Month USD LIBOR + 235 bps), 6/15/34 (144A) | &nbsp;&nbsp; 930842 |
| 1,175,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CLNY Trust, Series 2019-IKPR, Class E, 6.596% (1 Month USD LIBOR + 272 bps), 11/15/38 (144A) | &nbsp;&nbsp; 1077819 |
| 2,000,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Series 2020-CBM, Class E, 3.754%, 2/10/37 (144A) | &nbsp;&nbsp; 1713003 |
| 2864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse First Boston Mortgage Securities Corp., Series 2005-C2, Class AMFX, 4.877%, 4/15/37 | &nbsp;&nbsp; 2810 |
| 1,800,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class D, 4.095%, 12/10/36 (144A) | &nbsp;&nbsp; 1672360 |
| 704,999(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Series 2018-KF45, Class B, 5.755% (1 Month USD LIBOR + 195 bps), 3/25/25 (144A) | &nbsp;&nbsp; 690371 |
| 1,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2019-70P, Class D, 5.625% (1 Month USD LIBOR + 175 bps), 10/15/36 (144A) | &nbsp;&nbsp; 909402 |
| 600,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2019-SMP, Class D, 5.825% (1 Month USD LIBOR + 195 bps), 8/15/32 (144A) | &nbsp;&nbsp; 563726 |
| 2,000,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class A, 4.975% (1 Month USD LIBOR + 110 bps), 12/15/36 (144A) | &nbsp;&nbsp; 1945190 |
| 1,250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class E, 6.375% (1 Month USD LIBOR + 250 bps), 12/15/36 (144A) | &nbsp;&nbsp; 1165251 |
| 150,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Corp. Trust, Series 2021-IP, Class E, 7.425% (1 Month USD LIBOR + 355 bps), 10/15/36 (144A) | &nbsp;&nbsp; 141013 |

---

Pioneer Short Term Income Fund \| \| 11/30/2220

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 1,700,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Series 2018-HART, Class C, 5.58% (1 Month USD LIBOR + 170 bps), 10/15/31 (144A) | $1576749 |
| 765,683(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HPLY Trust, Series 2019-HIT, Class C, 5.475% (1 Month USD LIBOR + 160 bps), 11/15/36 (144A) | &nbsp;&nbsp; 727169 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class E, 6.725% (1 Month USD LIBOR + 285 bps), 9/15/29 (144A) | &nbsp;&nbsp; 228231 |
| 900,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class E, 6.035% (1 Month USD LIBOR + 216 bps), 7/15/36 (144A) | &nbsp;&nbsp; 841795 |
| 800,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Series 2018-BOP, Class C, 5.375% (1 Month USD LIBOR + 150 bps), 8/15/33 (144A) | &nbsp;&nbsp; 752964 |
| 350,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Series 2019-BPR, Class B, 6.223% (1 Month USD LIBOR + 235 bps), 5/15/36 (144A) | &nbsp;&nbsp; 326544 |
| 1,125,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, Class B, 5.675% (1 Month USD LIBOR + 180 bps), 7/15/36 (144A) | &nbsp;&nbsp; 1097518 |
| 875,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class D, 6.994% (1 Month USD LIBOR + 295 bps), 11/25/36 (144A) | &nbsp;&nbsp; 799291 |
| 725,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ready Capital Mortgage Financing LLC, Series 2022-FL8, Class E, 7.797% (SOFR30A + 425 bps), 1/25/37 (144A) | &nbsp;&nbsp; 684612 |
| 977,515(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Silver Hill Trust, Series 2019-1, Class A1, 3.102%, 11/25/49 (144A) | &nbsp;&nbsp; 918906 |
| 2,831(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sutherland Commercial Mortgage Loans, Series 2017-SBC6, Class A, 3.192%, 5/25/37 (144A) | &nbsp;&nbsp; 2824 |
| 405,040(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tharaldson Hotel Portfolio Trust, Series 2018-THL, Class C, 5.497% (1 Month USD LIBOR + 165 bps), 11/11/34 (144A) | &nbsp;&nbsp; 379933 |
| 783,234(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Velocity Commercial Capital Loan Trust, Series 2020-1, Class AFX, 2.61%, 2/25/50 (144A) | &nbsp;&nbsp; 726116 |
| 1,400,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Series 2017-SMP, Class C, 5.198% (1 Month USD LIBOR + 133 bps), 12/15/34 (144A) | &nbsp;&nbsp; 1317901 |
| 1,293,260(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2019-1, Class A, 6.018% (1 Month USD LIBOR + 225 bps), 11/6/21 (144A) | &nbsp;&nbsp; 1289681 |
| 1,625,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2020-1, Class A, 6.168% (1 Month USD LIBOR + 240 bps), 1/22/23 (144A) | &nbsp;&nbsp; 1618843 |

---

21Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Mortgage-Backed<br> Securities—(continued)** |  |
| 1,300,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2020-2, Class A, 5.768% (1 Month USD LIBOR + 200 bps), 2/7/23 (144A) | $1292998 |
| 500,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XCALI Mortgage Trust, Series 2020-5, Class A, 7.018% (1 Month USD LIBOR + 325 bps), 10/15/23 (144A) | &nbsp;&nbsp; 495208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Commercial Mortgage-Backed Securities<br> (Cost $32,511,893)** | &nbsp;&nbsp; **$** **30419445** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Corporate Bonds — 35.2% of Net Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Airlines — 0.3%** |  |
| 1242060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Airlines 2020-1 Class B Pass Through Trust, 4.875%, 1/15/26 | $1175218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Airlines** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **1175218** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Auto Manufacturers — 1.4%** |  |
| 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors Co., 5.40%, 10/2/23 | $450592 |
| 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., Inc., 5.25%, 3/1/26 | &nbsp;&nbsp; 1535575 |
| 1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC, 5.375%, 11/26/25 (144A) | &nbsp;&nbsp; 1611515 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Co., Ltd., 3.043%, 9/15/23 (144A) | &nbsp;&nbsp; 488634 |
| 680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC, 1.25%, 11/24/25 (144A) | &nbsp;&nbsp; 608844 |
| 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC, 3.95%, 6/6/25 (144A) | &nbsp;&nbsp; 1000915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Auto Manufacturers** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **5696075** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — 20.6%** |  |
| 1,622,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AIB Group Plc, 4.263% (3 Month USD LIBOR + 187 bps), 4/10/25 (144A) | $1561518 |
| 1613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group, Ltd., 4.40%, 5/19/26 (144A) | &nbsp;&nbsp; 1538013 |
| 1,640,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp., 3.093% (3 Month USD LIBOR + 109 bps), 10/1/25 | &nbsp;&nbsp; 1564804 |
| 2,056,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp., 3.366% (3 Month USD LIBOR + 81 bps), 1/23/26 | &nbsp;&nbsp; 1966250 |
| 1,500,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp., 4.414% (SOFR + 135 bps), 7/24/26 | &nbsp;&nbsp; 1478808 |
| 1,689,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays Plc, 2.852% (SOFR + 271 bps), 5/7/26 | &nbsp;&nbsp; 1557283 |
| 2,625,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays Plc, 5.304% (5 Year CMT Index + 230 bps), 8/9/26 | &nbsp;&nbsp; 2581427 |
| 1,585,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas S.A., 2.591% (SOFR + 123 bps), 1/20/28 (144A) | &nbsp;&nbsp; 1385350 |

---

Pioneer Short Term Income Fund \| \| 11/30/2222

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — (continued)** |  |
| 1,990,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas SA, 2.819% (3 Month USD LIBOR + 111 bps), 11/19/25 (144A) | $1872929 |
| 1215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BPCE SA, 4.50%, 3/15/25 (144A) | &nbsp;&nbsp; 1163997 |
| 2,041,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup, Inc., 3.29% (SOFR + 153 bps), 3/17/26 | &nbsp;&nbsp; 1939970 |
| 2,070,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup, Inc., 5.61% (SOFR + 155 bps), 9/29/26 | &nbsp;&nbsp; 2077258 |
| 650,000(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup, Inc., 4.70% (SOFR + 323 bps) | &nbsp;&nbsp; 547865 |
| 1,600,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA, 4.655% (5 Year CMT Index + 175 bps), 8/22/28 (144A) | &nbsp;&nbsp; 1543792 |
| 1,580,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fifth Third Bank NA, 5.852% (SOFR + 123 bps), 10/27/25 | &nbsp;&nbsp; 1592746 |
| 1,110,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc., 1.948% (SOFR + 91 bps), 10/21/27 | &nbsp;&nbsp; 971742 |
| 1900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc., 3.75%, 2/25/26 | &nbsp;&nbsp; 1838629 |
| 2,006,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc., 4.387% (SOFR + 151 bps), 6/15/27 | &nbsp;&nbsp; 1935799 |
| 1450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings Plc, 4.375%, 11/23/26 | &nbsp;&nbsp; 1391337 |
| 3,020,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings Plc, 5.21% (SOFR + 261 bps), 8/11/28 | &nbsp;&nbsp; 2914236 |
| 1,710,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Huntington National Bank, 4.008% (SOFR + 120 bps), 5/16/25 | &nbsp;&nbsp; 1673580 |
| 2,400,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Huntington National Bank, 5.699% (SOFR + 122 bps), 11/18/25 | &nbsp;&nbsp; 2403849 |
| 1,465,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., 2.301% (SOFR + 116 bps), 10/15/25 | &nbsp;&nbsp; 1382573 |
| 1,510,000(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., 4.60% (SOFR + 313 bps) | &nbsp;&nbsp; 1340125 |
| 1445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group Plc, 4.45%, 5/8/25 | &nbsp;&nbsp; 1412834 |
| 1,805,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group Plc, 4.716% (5 Year CMT Index + 175 bps), 8/11/26 | &nbsp;&nbsp; 1751234 |
| 1,655,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc., 5.063% (1 Year CMT Index + 155 bps), 9/12/25 | &nbsp;&nbsp; 1644997 |
| 2066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, Inc., 3.477%, 4/12/26 (144A) | &nbsp;&nbsp; 1942825 |
| 955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, Inc., 4.353%, 10/20/25 (144A) | &nbsp;&nbsp; 921592 |
| 2,922,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley, 3.62% (SOFR + 116 bps), 4/17/25 | &nbsp;&nbsp; 2847897 |
| 1,609,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NatWest Group Plc, 4.519% (3 Month USD LIBOR + 155 bps), 6/25/24 | &nbsp;&nbsp; 1592184 |
| 1,580,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group, Inc., 5.671% (SOFR + 109 bps), 10/28/25 | &nbsp;&nbsp; 1592511 |
| 1,610,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Holdings USA, Inc., 2.49% (SOFR + 125 bps), 1/6/28 | &nbsp;&nbsp; 1397168 |
| 1,420,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Holdings USA, Inc., 4.26% (SOFR + 138 bps), 6/9/25 | &nbsp;&nbsp; 1374401 |
| 1,600,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander UK Group Holdings Plc, 6.833% (SOFR + 275 bps), 11/21/26 | &nbsp;&nbsp; 1616421 |
| 1420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale S.A., 4.351%, 6/13/25 (144A) | &nbsp;&nbsp; 1389220 |

---

23Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Banks — (continued)** |  |
| 605,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale SA, 2.797% (1 Year CMT Index + 130 bps), 1/19/28 (144A) | $524828 |
| 4,100,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered Plc, 3.971% (1 Year CMT Index + 165 bps), 3/30/26 (144A) | &nbsp;&nbsp; 3882319 |
| 1,560,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., 5.751% (SOFR + 135 bps), 11/4/26 | &nbsp;&nbsp; 1593222 |
| 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank, Ltd., 4.80%, 9/15/25 (144A) | &nbsp;&nbsp; 594191 |
| 2,415,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp., 4.26% (SOFR + 145 bps), 7/28/26 | &nbsp;&nbsp; 2370992 |
| 1,590,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Truist Financial Corp., 5.90% (SOFR + 163 bps), 10/28/26 | &nbsp;&nbsp; 1614173 |
| 960,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG, 1.494% (1 Year CMT Index + 85 bps), 8/10/27 (144A) | &nbsp;&nbsp; 824913 |
| 1,320,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG, 4.488% (1 Year CMT Index + 155 bps), 5/12/26 (144A) | &nbsp;&nbsp; 1286238 |
| 2,045,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG, 4.49% (1 Year CMT Index + 160 bps), 8/5/25 (144A) | &nbsp;&nbsp; 2002959 |
| 1,170,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UniCredit S.p.A., 2.569% (1 Year CMT Index + 230 bps), 9/22/26 (144A) | &nbsp;&nbsp; 1029532 |
| 3895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co., 3.55%, 9/29/25 | &nbsp;&nbsp; 3773826 |
| 1,440,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co., 4.54% (SOFR + 156 bps), 8/15/26 | &nbsp;&nbsp; 1410818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Banks** | &nbsp;&nbsp; **$** **80615175** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Services — 0.4%** |  |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ashtead Capital, Inc., 1.50%, 8/12/26 (144A) | $1284397 |
| 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Fleet Management Corp., 1.60%, 4/6/24 (144A) | &nbsp;&nbsp; 378131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Commercial Services** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **1662528** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Computers — 0.3%** |  |
| 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CGI, Inc., 1.45%, 9/14/26 | $1365651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Computers** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **1365651** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Diversified Financial Services — 3.6%** |  |
| 1637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ally Financial, Inc., 4.75%, 6/9/27 | $1541291 |
| 1,495,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp., 4.166% (SOFR + 137 bps), 5/9/25 | &nbsp;&nbsp; 1454387 |
| 1,410,000(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp., 4.985% (SOFR + 216 bps), 7/24/26 | &nbsp;&nbsp; 1397688 |
| 850,000(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., 4.00% (5 Year CMT Index + 317 bps) | &nbsp;&nbsp; 722500 |
| 688,000(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., 5.375% (5 Year CMT Index + 497 bps) | &nbsp;&nbsp; 676235 |
| 1585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Discover Financial Services, 4.50%, 1/30/26 | &nbsp;&nbsp; 1525785 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc., 1.653%, 7/14/26 | &nbsp;&nbsp; 871017 |

---

Pioneer Short Term Income Fund \| \| 11/30/2224

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Diversified Financial Services — (continued)** |  |
| 1054000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc., 1.851%, 7/16/25 | $962602 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc., 5.099%, 7/3/25 | &nbsp;&nbsp; 1193721 |
| 2430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nuveen Finance LLC, 4.125%, 11/1/24 (144A) | &nbsp;&nbsp; 2362923 |
| 1420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synchrony Financial, 4.875%, 6/13/25 | &nbsp;&nbsp; 1373646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Diversified Financial Services** | &nbsp;&nbsp; **$** **14081795** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electric — 2.1%** |  |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AES Corp., 1.375%, 1/15/26 | $888352 |
| 1627000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International NV, 4.25%, 6/15/25 (144A) | &nbsp;&nbsp; 1585007 |
| 930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NRG Energy, Inc., 3.75%, 6/15/24 (144A) | &nbsp;&nbsp; 898784 |
| 1443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PPL Capital Funding, Inc., 3.10%, 5/15/26 | &nbsp;&nbsp; 1347806 |
| 2270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC, 3.55%, 7/15/24 (144A) | &nbsp;&nbsp; 2176432 |
| 1270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC, 5.125%, 5/13/25 (144A) | &nbsp;&nbsp; 1237130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electric** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **8133511** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Electronics — 0.2%** |  |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flex, Ltd., 3.75%, 2/1/26 | $942780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Electronics** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **942780** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Gas — 0.5%** |  |
| 2051000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co., 3.407%, 3/10/26 (144A) | $1922539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Gas** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **1922539** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Insurance — 1.3%** |  |
| 1(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ambac Assurance Corp., 5.10% (144A) | $1 |
| 1445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding, 2.75%, 6/25/24 (144A) | &nbsp;&nbsp; 1374407 |
| 1723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding, 2.95%, 11/12/26 (144A) | &nbsp;&nbsp; 1549425 |
| 2045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, Inc., 5.25%, 5/30/25 | &nbsp;&nbsp; 2033732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Insurance** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **4957565** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Office & Business Equipment — 0.4%** |  |
| 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CDW LLC/CDW Finance Corp., 2.67%, 12/1/26 | $1551042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Office & Business Equipment** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **1551042** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oil & Gas — 0.2%** |  |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 Co., 2.45%, 12/15/24 (144A) | $753154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Oil & Gas** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **753154** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pipelines — 1.5%** |  |
| 1740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP, 2.90%, 5/15/25 | $1641164 |
| 1145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Midwest Connector Capital Co. LLC, 3.90%, 4/1/24 (144A) | &nbsp;&nbsp; 1106633 |

---

25Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pipelines — (continued)** |  |
| 1672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ONEOK, Inc., 5.85%, 1/15/26 | $1695350 |
| 1390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC, 5.75%, 5/15/24 | &nbsp;&nbsp; 1392222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Pipelines** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **5835369** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**REITs — 0.4%** |  |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Essex Portfolio LP, 3.875%, 5/1/24 | $1467834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total REITs** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **1467834** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Semiconductors — 0.7%** |  |
| 1596000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Microchip Technology, Inc., 4.25%, 9/1/25 | $1552527 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, Inc., 1.80%, 6/1/26 | &nbsp;&nbsp; 1309740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Semiconductors** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **2862267** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Telecommunications — 0.3%** |  |
| 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA, Inc., 3.50%, 4/15/25 | $997252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Telecommunications** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **997252** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Trucking & Leasing — 1.0%** |  |
| 3931000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP/PTL Finance Corp., 4.00%, 7/15/25 (144A) | $3768334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Trucking & Leasing** | &nbsp;&nbsp;&nbsp;&nbsp; **$** **3768334** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (Cost $145,265,771)** | **$137788089** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Insurance-Linked Securities — 3.3% of Net<br> 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%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ursa Re, 10.07%, (3 Month U.S. Treasury Bill + 575 bps), 12/14/22 (144A) | $246875 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ursa Re II, 8.07%, (3 Month U.S. Treasury Bill + 375 bps), 12/7/23 (144A) | &nbsp;&nbsp; 240625 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $487500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes – Mexico — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development, 6.665%, (3 Month USD LIBOR + 350 bps), 3/13/24 (144A) | $240000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes - U.S. & Canada — 0.0%†** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acorn Re, 6.82%, (3 Month U.S. Treasury Bill + 250 bps), 11/7/24 (144A) | $227500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Health – U.S. — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re X, 6.07%, (3 Month U.S. Treasury Bill + 175 bps), 1/10/23 (144A) | $245125 |

---

Pioneer Short Term Income Fund \| \| 11/30/2226

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Inland Flood – U.S. — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FloodSmart Re, 15.57%, (3 Month U.S. Treasury Bill + 1,125 bps), 2/25/25 (144A) | $231250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Florida — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II, 10.11%, (3 Month U.S. Treasury Bill + 579 bps), 6/7/23 (144A) | $245000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — 0.5%** |  |
| 25,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caelus Re V, 4.42%, (1 Month U.S. Treasury Bill + 10 bps), 6/5/24 (144A) | $18750 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caelus Re V, 4.82%, (3 Month U.S. Treasury Bill + 50 bps), 6/9/25 (144A) | &nbsp;&nbsp; 150000 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Easton Re Pte, 8.291%, (3 Month U.S. Treasury Bill + 400 bps), 1/8/24 (144A) | &nbsp;&nbsp; 232500 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Lakes Re, 11.62%, (3 Month U.S. Treasury Bill + 730 bps), 1/5/24 (144A) | &nbsp;&nbsp; 232500 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 8.803%, (SOFR + 532 bps), 3/24/25 (144A) | &nbsp;&nbsp; 216250 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 11.238%, (SOFR + 775 bps), 3/24/25 (144A) | &nbsp;&nbsp; 212500 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Reinsurance 2020, 10.50%, (3 Month U.S. Treasury Bill + 618 bps), 12/6/24 (144A) | &nbsp;&nbsp; 240000 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Reinsurance 2021, 9.50%, (3 Month U.S. Treasury Bill + 518 bps), 12/6/25 (144A) | &nbsp;&nbsp; 220625 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II, 7.41%, (3 Month U.S. Treasury Bill + 309 bps), 4/7/25 (144A) | &nbsp;&nbsp; 230000 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III, 7.82%, (3 Month U.S. Treasury Bill + 350 bps), 4/7/26 (144A) | &nbsp;&nbsp; 234375 |
|  |  | &nbsp;&nbsp;&nbsp; $1987500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. & Canada — 0.2%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hypatia, Ltd., 11.645%, (3 Month U.S. Treasury Bill + 733 bps), 6/7/23 (144A) | $240000 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hypatia, Ltd., 14.595%, (3 Month U.S. Treasury Bill + 1,028 bps), 6/7/23 (144A) | &nbsp;&nbsp; 235000 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mona Lisa Re, 12.32%, (3 Month U.S. Treasury Bill + 800 bps), 1/9/23 (144A) | &nbsp;&nbsp; 243125 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mystic Re IV, 10.13%, (3 Month U.S. Treasury Bill + 581 bps), 1/8/25 (144A) | &nbsp;&nbsp; 222500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $940625 |

---

27Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. Regional — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long Point Re IV, 8.57%, (3 Month USD LIBOR + 425 bps), 6/1/26 (144A) | $240000 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 9.32%, (3 Month U.S. Treasury Bill + 500 bps), 1/8/24 (144A) | &nbsp;&nbsp; 210000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $450000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northshore Re II, 10.07%, (3 Month U.S. Treasury Bill + 575 bps), 1/8/24 (144A) | $232500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Pandemic – U.S — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XI, 5.82%, (3 Month U.S. Treasury Bill + 150 bps), 1/9/24 (144A) | $236875 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XI, 6.12%, (3 Month U.S. Treasury Bill + 180 bps), 1/9/24 (144A) | &nbsp;&nbsp; 236875 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $473750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – Florida — 0.0%†** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integrity Re, 11.32%, (3 Month U.S. Treasury Bill + 700 bps), 6/6/25 (144A) | $200000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - Jamaica — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development, 8.212%, (SOFRINDX + 440 bps), 12/29/23 (144A) | $242500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - North Carolina — 0.1%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cape Lookout Re, 9.32%, (3 Month U.S. Treasury Bill + 500 bps), 3/28/25 (144A) | $233750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. — 0.0%†** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonanza Re, 9.07%, (3 Month U.S. Treasury Bill + 475 bps), 12/23/24 (144A) | $200000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. Regional — 0.2%** |  |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citrus Re, Ltd., 9.42%, (3 Month U.S. Treasury Bill + 510 bps), 6/7/25 (144A) | $237500 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 7.355%, (3 Month USD LIBOR + 425 bps), 12/7/22 (144A) | &nbsp;&nbsp; 247500 |
| 250,000(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re, 8.605%, (3 Month USD LIBOR + 550 bps), 12/7/22 (144A) | &nbsp;&nbsp; 247500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $732500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Event Linked Bonds** | &nbsp;&nbsp;&nbsp; **$7369500** |

---

Pioneer Short Term Income Fund \| \| 11/30/2228

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Collateralized Reinsurance — 0.5%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes – California — 0.1%** |  |
| 251,500(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adare Re 2022, 12/31/27 | $262699 |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adare Re 2022-2, 9/30/28 | &nbsp;&nbsp; 252488 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $515187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Massachusetts — 0.1%** |  |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denning Re 2022, 6/30/28 | $247087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — 0.1%** |  |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballybunion Re 2022-3, 6/30/28 | $255162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 0.0%†** |  |
| 250,000(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cypress Re 2017, 1/31/23 | $25 |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gamboge Re 2022, 3/31/28 | &nbsp;&nbsp; 241737 |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Limestone Re 2020-1, 3/1/24 (144A) | &nbsp;&nbsp; 3200 |
| 250,000(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resilience Re, 5/1/23 | &nbsp;&nbsp;&nbsp; — |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $244962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – Florida — 0.1%** |  |
| 250,000+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Re 2022 G1, 5/31/28 | $249375 |
| 250,000(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portrush Re 2017, 6/15/23 | &nbsp;&nbsp; 53175 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $302550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - North Carolina — 0.1%** |  |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isosceles Re 2022-A Class C, 4/30/28 | $250500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. Regional — 0.0%†** |  |
| 250,000(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oakmont Re 2017, 4/30/23 | $7350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Collateralized Reinsurance** | &nbsp;&nbsp;&nbsp; **$** **1822798** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Reinsurance Sidecars — 0.7%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – U.S. — 0.0%†** |  |
| 250,000(h)(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2018, 12/31/24 | $— |
| 250,000(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2019, 12/31/24 | &nbsp;&nbsp; 275 |
| 250,000(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2020, 12/31/23 | &nbsp;&nbsp; 4000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — 0.7%** |  |
| 3,037(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2019-2, 3/10/23 | $1033 |
| 29,558(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2020-2, 3/10/23 | &nbsp;&nbsp; 6021 |
| 216,442(h)(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2021-2, 12/31/24 | &nbsp;&nbsp;&nbsp; — |
| 172,737(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alturas Re 2022-2, 12/31/27 | &nbsp;&nbsp; 159609 |
| 601,682(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2018-1, 12/31/24 | &nbsp;&nbsp; 46510 |
| 429,864(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berwick Re 2019-1, 12/31/24 | &nbsp;&nbsp; 51369 |
| 2,500(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eden Re 2019 Class B, 3/22/23 (144A) | &nbsp;&nbsp; 1222 |
| 264,623(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gullane Re 2018, 12/31/24 | &nbsp;&nbsp; 16381 |

---

29Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Face<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – Worldwide — (continued)** |  |
| 220,500(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gullane Re 2022, 12/31/27 | $234537 |
| 250,000(h)(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lion Rock Re 2020, 1/31/23 | &nbsp;&nbsp;&nbsp; — |
| 128,615(h)(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lorenz Re 2019, 6/30/23 | &nbsp;&nbsp; 1749 |
| 500,000(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merion Re 2021-2, 12/31/24 | &nbsp;&nbsp; 98250 |
| 363,953(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merion Re 2022-2, 12/31/27 | &nbsp;&nbsp; 345068 |
| 500,000(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2018-1, 12/31/24 | &nbsp;&nbsp; 10527 |
| 409,624(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2019-1, 2/1/23 | &nbsp;&nbsp; 8536 |
| 183,828(g)(h)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2019-3, 7/1/23 | &nbsp;&nbsp; 6613 |
| 330,907(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2022-1, 12/31/27 | &nbsp;&nbsp; 353650 |
| 400,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pangaea Re 2022-3, 5/31/28 | &nbsp;&nbsp; 410519 |
| 250,000+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RosaPenna Re 2022, 6/30/28 | &nbsp;&nbsp; 252906 |
| 10,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 12/1/24 (144A) | &nbsp;&nbsp; 29193 |
| 250,000(a)(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sector Re V, 4.32%, (3 Month U.S. Treasury Bill + 0 bps), 12/1/26 (144A) | &nbsp;&nbsp; 265789 |
| 257,836(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sussex Re 2020-1, 12/31/24 | &nbsp;&nbsp; 309 |
| 250,000(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2019, 12/31/24 | &nbsp;&nbsp; 425 |
| 500,000(h)(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2020, 12/31/23 | &nbsp;&nbsp;&nbsp; — |
| 250,000(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2021, 12/31/24 | &nbsp;&nbsp;&nbsp; — |
| 250,000(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thopas Re 2022, 12/31/27 | &nbsp;&nbsp; 250450 |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2018, 12/31/24 | &nbsp;&nbsp;&nbsp; — |
| 220,637(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2019-A, 12/31/24 | &nbsp;&nbsp;&nbsp; — |
| 29,363(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versutus Re 2019-B, 12/31/24 | &nbsp;&nbsp;&nbsp; — |
| 500,000(h)(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2020, 12/31/23 | &nbsp;&nbsp; 22000 |
| 250,000(i)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2022, 12/31/27 | &nbsp;&nbsp; 255000 |
|  |  | &nbsp;&nbsp;&nbsp; $2827666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Reinsurance Sidecars** | &nbsp;&nbsp;&nbsp; **$** **2831941** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Industry Loss Warranties — 0.2%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Earthquakes - U.S. — 0.1%** |  |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vermillion Re 2022, 12/31/27 | $249170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Windstorm – U.S. Regional — 0.1%** |  |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Streamsong Re 2022, 12/15/27 | $250000 |
| 250,000(g)+ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flavescent Re 2022, 11/30/27 | &nbsp;&nbsp; 252326 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $502326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Industry Loss Warranties** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$** **751496** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Insurance-Linked Securities<br> (Cost $13,596,129)** | **$** **12775735** |

---

Pioneer Short Term Income Fund \| \| 11/30/2230

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency Obligations<br> — 3.6% of Net Assets** |  |
| 1,023(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 3.826%, (6 Month USD LIBOR + 233 bps), 4/1/25 | $1000 |
| 510(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.056%, (1 Year CMT Index + 236 bps), 1/1/28 | &nbsp;&nbsp; 501 |
| 4,314(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.158%, (12 mo. USD LIBOR + 191 bps), 8/1/31 | &nbsp;&nbsp; 4234 |
| 1,496(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 4.375%, (1 Year CMT Index + 225 bps), 11/1/31 | &nbsp;&nbsp; 1511 |
| 10163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp., 5.000%, 12/1/39 | &nbsp;&nbsp; 10490 |
| 28,832(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.423%, (1 Month USD LIBOR + 55 bps), 4/15/27 | &nbsp;&nbsp; 28740 |
| 114,410(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.373%, (1 Month USD LIBOR + 50 bps), 7/15/31 | &nbsp;&nbsp; 113746 |
| 30,820(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.373%, (1 Month USD LIBOR + 50 bps), 4/15/28 | &nbsp;&nbsp; 30663 |
| 44,438(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.873%, (1 Month USD LIBOR + 100 bps), 2/15/32 | &nbsp;&nbsp; 44827 |
| 71,024(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.443%, (1 Month USD LIBOR + 57 bps), 3/15/32 | &nbsp;&nbsp; 70444 |
| 12,474(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.193%, (1 Month USD LIBOR + 32 bps), 11/15/36 | &nbsp;&nbsp; 12238 |
| 79,133(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.248%, (1 Month USD LIBOR + 38 bps), 11/15/37 | &nbsp;&nbsp; 77867 |
| 398(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.123%, (1 Month USD LIBOR + 25 bps), 8/15/25 | &nbsp;&nbsp; 398 |
| 47,646(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.373%, (1 Month USD LIBOR + 50 bps), 2/15/41 | &nbsp;&nbsp; 47030 |
| 62,342(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.293%, (1 Month USD LIBOR + 42 bps), 4/15/41 | &nbsp;&nbsp; 61309 |
| 25,799(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 4.423%, (1 Month USD LIBOR + 55 bps), 2/15/42 | &nbsp;&nbsp; 25479 |
| 66079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs, 3.000%, 12/15/25 | &nbsp;&nbsp; 64479 |
| 26(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.245%, (1 Year CMT Index + 212 bps), 11/1/25 | &nbsp;&nbsp; 26 |
| 1,497(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 2.838%, (1 Year CMT Index + 246 bps), 4/1/28 | &nbsp;&nbsp; 1463 |
| 89390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.000%, 3/1/47 | &nbsp;&nbsp; 80839 |
| 10,217(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.749%, (12 mo. USD LIBOR + 174 bps), 7/1/36 | &nbsp;&nbsp; 10244 |
| 13,824(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 3.961%, (ECOFC + 193 bps), 12/1/36 | &nbsp;&nbsp; 13872 |

---

31Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency Obligations —<br> (continued)** |  |
| 10,500(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.320%, (1 Year CMT Index + 232 bps), 12/1/28 | $10333 |
| 73(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.350%, (6 Month USD LIBOR + 285 bps), 2/1/33 | &nbsp;&nbsp;&nbsp; 71 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 4.500%, 12/15/52 (TBA) | &nbsp;&nbsp; 973281 |
| 3200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.000%, 12/15/52 (TBA) | &nbsp;&nbsp; 3184000 |
| 8053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 12/1/35 | &nbsp;&nbsp; 8388 |
| 50666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 8/1/37 | &nbsp;&nbsp; 53119 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 5.500%, 12/15/52 (TBA) | &nbsp;&nbsp; 505676 |
| 10822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 2/1/34 | &nbsp;&nbsp; 11097 |
| 5590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 4/1/38 | &nbsp;&nbsp; 5867 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.000%, 12/15/52 (TBA) | &nbsp;&nbsp; 511208 |
| 53810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.500%, 4/1/29 | &nbsp;&nbsp; 54651 |
| 1286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 6.500%, 7/1/32 | &nbsp;&nbsp; 1329 |
| 8776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association, 7.000%, 1/1/36 | &nbsp;&nbsp; 9141 |
| 16848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 6.000%, 6/25/29 | &nbsp;&nbsp; 17122 |
| 62,524(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.311%, (1 Month USD LIBOR + 40 bps), 12/18/32 | &nbsp;&nbsp; 61864 |
| 48,985(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.316%, (1 Month USD LIBOR + 30 bps), 11/25/27 | &nbsp;&nbsp; 48611 |
| 21,446(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.416%, (1 Month USD LIBOR + 40 bps), 3/25/34 | &nbsp;&nbsp; 21353 |
| 25,656(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.366%, (1 Month USD LIBOR + 35 bps), 9/25/36 | &nbsp;&nbsp; 25200 |
| 16,171(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.376%, (1 Month USD LIBOR + 36 bps), 3/25/37 | &nbsp;&nbsp; 15823 |
| 59,222(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.266%, (1 Month USD LIBOR + 25 bps), 6/25/37 | &nbsp;&nbsp; 57818 |
| 51,983(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.586%, (1 Month USD LIBOR + 57 bps), 9/25/37 | &nbsp;&nbsp; 51617 |
| 57,482(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.596%, (1 Month USD LIBOR + 58 bps), 9/25/37 | &nbsp;&nbsp; 57161 |
| 49,819(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.366%, (1 Month USD LIBOR + 35 bps), 3/25/37 | &nbsp;&nbsp; 48823 |
| 40,073(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 4.916%, (1 Month USD LIBOR + 90 bps), 7/25/38 | &nbsp;&nbsp; 40299 |

---

Pioneer Short Term Income Fund \| \| 11/30/2232

------

(unaudited) (continued)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**U.S. Government and Agency Obligations —<br> (continued)** |  |
| 3064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs, 3.000%, 4/25/40 | $2993 |
| 35,905(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, 4.439%, (1 Month USD LIBOR + 50 bps), 2/20/38 | &nbsp;&nbsp; 35816 |
| 56,758(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association, 2.690%, (1 Month USD LIBOR + 30 bps), 8/20/40 | &nbsp;&nbsp; 54554 |
| 15684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 12/15/31 | &nbsp;&nbsp; 16222 |
| 35069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.000%, 11/15/36 | &nbsp;&nbsp; 37384 |
| 6161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 5/15/31 | &nbsp;&nbsp; 6428 |
| 5357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 7/15/35 | &nbsp;&nbsp; 5534 |
| 8538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 6.500%, 10/15/37 | &nbsp;&nbsp; 8828 |
| 9264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association I, 7.500%, 10/15/36 | &nbsp;&nbsp; 9306 |
| 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 2.875%, 4/30/27 | &nbsp;&nbsp; 7632500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total U.S. Government and Agency Obligations<br> (Cost $14,501,612)** | &nbsp;&nbsp; **$** **14284817** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**SHORT TERM INVESTMENTS — 9.8% of Net<br> Assets** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Paper — 8.4% of Net Assets** |  |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193189, 4.05%, 12/6/22 | $1998622 |
| 2100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., 3.92%, 12/1/22 | &nbsp;&nbsp; 2099764 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aritzia Inc., 3.90%, 12/7/22 | &nbsp;&nbsp; 1498830 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Enterprises, Ltd., 4.15%, 12/5/22 | &nbsp;&nbsp; 999428 |
| 2100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Centerpoint Energy, Inc., 4.07%, 12/1/22 | &nbsp;&nbsp; 2099762 |
| 1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dollar General Corp., 4.00%, 12/1/22 | &nbsp;&nbsp; 1599818 |
| 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp., 4.03%, 12/1/22 | &nbsp;&nbsp; 1099875 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp., 4.03%, 12/5/22 | &nbsp;&nbsp; 999430 |
| 2100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enbridge (U.S.) Inc., 0.00%, 4.15%, 12/7/22 | &nbsp;&nbsp; 2098236 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer Op LP, 0.00%, 4.50%, 12/1/22 | &nbsp;&nbsp; 1499814 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC, 0.00%, 12/1/22 | &nbsp;&nbsp; 999886 |
| 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Erp Operating LP, 0.00%, 12/1/22 | &nbsp;&nbsp; 1399840 |
| 2100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy, 3.93%, 12/1/22 | &nbsp;&nbsp; 2099772 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FMC Corp.,4.30%, 12/1/22 | &nbsp;&nbsp; 1499817 |
| 2100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, Inc., 4.20%, 12/7/22 | &nbsp;&nbsp; 2098314 |
| 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prudential Funding LLC, 0.00%, 12/7/22 | &nbsp;&nbsp; 1498886 |

---

33Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Principal<br> Amount<br> USD ($)** |  | **Value** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Commercial Paper — (continued)** |  |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co., 4.10%, 12/6/22 | $999345 |
| 2100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sonoco Products Co., 4.05%, 12/1/22 | &nbsp;&nbsp; 2099761 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, 3.85%, 12/1/22 | &nbsp;&nbsp; 999892 |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Energy Corp., 4.15%, 12/1/22 | &nbsp;&nbsp; 799909 |
| 2300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light, 4.00%, 12/2/22 | &nbsp;&nbsp; 2299512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total Commercial Paper<br> (Cost $32,792,294)** | &nbsp;&nbsp; **$** **32788513** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Shares** |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Open-End Fund — 1.4%** |  |
| 5,529,316(j) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dreyfus Government Cash Management,<br> Institutional Shares, 3.61% | $5529316 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; $5529316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL SHORT TERM INVESTMENTS<br> (Cost $38,321,610)** | &nbsp;&nbsp; **$** **38317829** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS IN UNAFFILIATED ISSUERS — 101.2%<br> (Cost $416,555,830)** | **$396279044** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**OTHER ASSETS AND LIABILITIES — (1.2)%** | &nbsp;&nbsp; $(4593207) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**net assets — 100.0%** | **$391685837** |

---

---

| | |
|:---|:---|
| (TBA) | &nbsp;&nbsp;"To Be Announced" Securities. |
| bps | &nbsp;&nbsp;Basis Points. |
| CMT | &nbsp;&nbsp;Constant Maturity Treasury Index. |
| FREMF | &nbsp;&nbsp;Freddie Mac Multifamily Fixed-Rate Mortgage Loans. |
| 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. |

---

Pioneer Short Term Income Fund \| \| 11/30/2234

------

(unaudited) (continued)

(144A) 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
November 30, 2022, the value of these securities amounted to $236,508,508, or 60.4% of net assets.

---

| | |
|:---|:---|
| (a) | &nbsp;&nbsp;Floating rate note. Coupon rate, reference index and spread shown at November 30, 2022. |
| (b) | &nbsp;&nbsp;Security is in default. |
| (c) | &nbsp;&nbsp;Debt obligation initially issued at one coupon which converts to a higher coupon at a speciﬁc date. The rate shown is the rate at November 30, 2022. |
| (d) | &nbsp;&nbsp;The interest rate is subject to change periodically. The interest rate and/or reference index and spread shown at November 30, 2022. |
| (e) | &nbsp;&nbsp;Security represents the interest-only portion payments on a pool of underlying mortgages or mortgage-backed securities. |
| (f) | &nbsp;&nbsp;Security is perpetual in nature and has no stated maturity date. |
| (g) | &nbsp;&nbsp;Issued as participation notes. |
| (h) | &nbsp;&nbsp;Non-income producing security. |
| (i) | &nbsp;&nbsp;Issued as preference shares. |
| (j) | &nbsp;&nbsp;Rate periodically changes. Rate disclosed is the 7-day yield at November 30, 2022. |
| \* | &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 November 30, 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;$250000 | &nbsp;&nbsp;&nbsp;&nbsp;$227500 |
| &nbsp;&nbsp;Adare Re 2022 | 12/30/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262699 |
| &nbsp;&nbsp;Adare Re 2022-2 | 10/20/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252488 |
| &nbsp;&nbsp;Alturas Re 2019-2 | 12/19/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
| &nbsp;&nbsp;Alturas Re 2020-2 | 1/1/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6021 |
| &nbsp;&nbsp;Alturas Re 2021-2 | 2/16/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Alturas Re 2022-2 | 1/18/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159609 |
| &nbsp;&nbsp;Ballybunion Re 2022-3 | 8/5/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255162 |
| &nbsp;&nbsp;Berwick Re 2018-1 | 1/10/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46510 |
| &nbsp;&nbsp;Berwick Re 2019-1 | 12/31/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51369 |
| &nbsp;&nbsp;Bonanza Re | 12/15/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 |
| &nbsp;&nbsp;Caelus Re V | 4/27/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18750 |
| &nbsp;&nbsp;Caelus Re V | 5/4/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 |

---

35Pioneer Short Term Income Fund \| \| 11/30/22

------

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Cape Lookout Re | 3/16/2022 | &nbsp;&nbsp;&nbsp;&nbsp;$250000 | &nbsp;&nbsp;&nbsp;&nbsp;$233750 |
| &nbsp;&nbsp;Citrus Re, Ltd. | 4/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237500 |
| &nbsp;&nbsp;Cypress Re 2017 | 1/24/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| &nbsp;&nbsp;Denning Re 2022 | 7/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247087 |
| &nbsp;&nbsp;Easton Re Pte | 12/15/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232500 |
| &nbsp;&nbsp;Eden Re 2019 Class B | 1/22/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| &nbsp;&nbsp;Flavescent Re 2022 | 7/26/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252326 |
| &nbsp;&nbsp;FloodSmart Re | 2/14/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231250 |
| &nbsp;&nbsp;Four Lakes Re | 11/5/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232500 |
| &nbsp;&nbsp;Gamboge Re 2022 | 4/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241737 |
| &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;16381 |
| &nbsp;&nbsp;Gullane Re 2022 | 2/17/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234537 |
| &nbsp;&nbsp;Harambee Re 2018 | 12/19/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5311 | &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;275 |
| &nbsp;&nbsp;Harambee Re 2020 | 2/27/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 |
| &nbsp;&nbsp;Hypatia, Ltd. | 7/10/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 |
| &nbsp;&nbsp;Hypatia, Ltd. | 7/10/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 |
| &nbsp;&nbsp;Integrity Re | 5/9/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 |
| &nbsp;&nbsp;International Bank for Reconstruction & Development | 2/28/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 |
| &nbsp;&nbsp;International Bank for Reconstruction & Development | 7/19/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242500 |
| &nbsp;&nbsp;Isosceles Re 2022 G1 | 8/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249375 |
| &nbsp;&nbsp;Isosceles Re 2022-A Class C | 7/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250500 |
| &nbsp;&nbsp;Limestone Re 2020-1 | 12/27/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 |
| &nbsp;&nbsp;Lion Rock Re 2020 | 12/30/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Long Point Re IV | 5/13/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 |
| &nbsp;&nbsp;Lorenz Re 2019 | 7/10/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749 |
| &nbsp;&nbsp;Matterhorn Re | 1/29/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 |
| &nbsp;&nbsp;Matterhorn Re | 11/24/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247500 |
| &nbsp;&nbsp;Matterhorn Re | 11/24/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247500 |
| &nbsp;&nbsp;Matterhorn Re | 3/10/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216250 |
| &nbsp;&nbsp;Matterhorn Re | 3/10/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212500 |
| &nbsp;&nbsp;Merion Re 2021-2 | 12/28/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98250 |
| &nbsp;&nbsp;Merion Re 2022-2 | 3/1/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345068 |
| &nbsp;&nbsp;Mona Lisa Re | 12/30/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243125 |
| &nbsp;&nbsp;Mystic Re IV | 6/9/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222500 |
| &nbsp;&nbsp;Northshore Re II | 12/2/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232500 |
| &nbsp;&nbsp;Oakmont Re 2017 | 5/10/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350 |
| &nbsp;&nbsp;Pangaea Re 2018-1 | 12/26/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10527 |
| &nbsp;&nbsp;Pangaea Re 2019-1 | 1/9/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8536 |
| &nbsp;&nbsp;Pangaea Re 2019-3 | 7/25/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6613 |
| &nbsp;&nbsp;Pangaea Re 2022-1 | 1/11/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353650 |
| &nbsp;&nbsp;Pangaea Re 2022-3 | 6/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410519 |

---

Pioneer Short Term Income Fund \| \| 11/30/2236

------

(unaudited) (continued)

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Restricted Securities** | **Acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;Portrush Re 2017 | 6/12/2017 | &nbsp;&nbsp;&nbsp;&nbsp;$191747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$53175 |
| &nbsp;&nbsp;Residential Reinsurance 2020 | 10/30/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 |
| &nbsp;&nbsp;Residential Reinsurance 2021 | 10/28/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220625 |
| &nbsp;&nbsp;Resilience Re | 2/8/2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;RosaPenna Re 2022 | 8/26/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252906 |
| &nbsp;&nbsp;Sanders Re II | 5/20/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 |
| &nbsp;&nbsp;Sanders Re II | 11/23/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 |
| &nbsp;&nbsp;Sanders Re III | 3/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234375 |
| &nbsp;&nbsp;Sector Re V | 1/1/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29193 |
| &nbsp;&nbsp;Sector Re V | 12/6/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265789 |
| &nbsp;&nbsp;Streamsong Re 2022 | 6/9/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 |
| &nbsp;&nbsp;Sussex Re 2020-1 | 1/21/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
| &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;425 |
| &nbsp;&nbsp;Thopas Re 2020 | 12/30/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Thopas Re 2021 | 1/22/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;Thopas Re 2022 | 2/15/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250450 |
| &nbsp;&nbsp;Ursa Re | 11/20/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246875 |
| &nbsp;&nbsp;Ursa Re II | 10/8/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240625 |
| &nbsp;&nbsp;Vermillion Re 2022 | 2/22/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249170 |
| &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;&nbsp;&nbsp;— |
| &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;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;Viribus Re 2020 | 12/30/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 |
| &nbsp;&nbsp;Viribus Re 2022 | 4/18/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 |
| &nbsp;&nbsp;Vitality Re X | 2/3/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245125 |
| &nbsp;&nbsp;Vitality Re XI | 1/23/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236875 |
| &nbsp;&nbsp;Vitality Re XI | 1/23/2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236875 |
| &nbsp;&nbsp;**Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$12775735 |
| &nbsp;&nbsp;**% of Net assets** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.3% |

---

37Pioneer Short Term Income Fund \| \| 11/30/22

------

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of<br> Contracts<br> Long** | &nbsp;&nbsp;**Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Market<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** |
| 513 | &nbsp;&nbsp;U.S. 2 Year Note (CBT) | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;$105089288 | &nbsp;&nbsp;$105349360 | &nbsp;&nbsp;$260072 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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> (Depreciation)** |
| 125 | &nbsp;&nbsp;U.S. 10 Year Note (CBT) | &nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;$(14090967) | &nbsp;&nbsp;$(14187500) | &nbsp;&nbsp;$(96533) |
| 168 | &nbsp;&nbsp;U.S. 5 Year Note (CBT) | &nbsp;&nbsp;3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;(18140973) | &nbsp;&nbsp;&nbsp;&nbsp;(18239812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98839) |
|  |  |  | &nbsp;&nbsp;$(32231940) | &nbsp;&nbsp;$(32427312) | &nbsp;&nbsp;$(195372) |
| **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | &nbsp;&nbsp;**$72857348** | &nbsp;&nbsp;**$72922048** | &nbsp;&nbsp;&nbsp;**$64700** |

---

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). |

---

Pioneer Short Term Income Fund \| \| 11/30/2238

------

### Schedule of Investments \| 11/30/22
(unaudited) (continued)

The following is a summary of the inputs used as of November 30, 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;$7946114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$7946114 |
| Asset Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;93034704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;93034704 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;61712311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;61712311 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;30419445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;30419445 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;137788089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;137788089 |
| 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;515187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515187 |
| &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;247087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247087 |
| &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;255162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255162 |
| &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;244962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244962 |
| &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;302550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302550 |
| &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;250500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250500 |
| &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;7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350 |
| &nbsp;&nbsp;&nbsp;Reinsurance Sidecars |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Multiperil – U.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 |
| &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;2827666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827666 |
| &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;249170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249170 |
| &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;502326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502326 |
| &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;7369500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7369500 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;14284817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;14284817 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;32788513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;32788513 |
| Open-End Fund | &nbsp;&nbsp;&nbsp;5529316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529316 |
| **Total Investments in Securities** | **$5529316** | &nbsp;&nbsp;**$385343493** | &nbsp;&nbsp;**$5406235** | &nbsp;&nbsp;**$396279044** |
| **Other Financial Instruments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net unrealized appreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;$64700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$64700 |
| **Total Other Financial Instruments** | &nbsp;&nbsp;&nbsp;&nbsp;**$64700** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$64700** |

---

During the period ended November 30, 2022, there were no unqualified transfers in or out of Level 3.

39Pioneer Short Term Income Fund \| \| 11/30/22

## 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 Short Term Income Fund

- **b. Investment Company Act file number:** 811-21558

- **c. CIK number of Registrant:** 0001286364

- **d. LEI of Registrant:** L04JWOQVRJHMZWLSTV93

- **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 Short Term Income Fund

- **b. EDGAR series identifier (if any):** S000010228

- **c. LEI of Series:** L04JWOQVRJHMZWLSTV93

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $407233494.72

**Total Liabilities:** $16112906.90

**Net Assets:** $391120587.82

**Stand-by Commitments:** $6049350.26

**Cash Not Reported:** $410086.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36.00000000 | **1-Year:** -3396.00000000 | **5-Year:** -55003.00000000 | **10-Year:** -404.00000000 | **30-Year:** -2404.00000000

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

- **3-Month:** -320.00000000 | **1-Year:** -3421.00000000 | **5-Year:** -22204.00000000 | **10-Year:** -2853.00000000 | **30-Year:** -4345.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028293 | -1.63%               | -0.39%               | 1.17%                |
| Class ID C000028294 | -1.59%               | -0.34%               | 1.10%                |
| Class ID C000129904 | -1.63%               | -0.39%               | 1.17%                |
| Class ID C000149629 | -1.58%               | -0.34%               | 1.09%                |
| Class ID C000028291 | -1.62%               | -0.37%               | 1.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-359588.04              | $-7113924.77                               |
| Month 2  | $-1064292.10             | $-1505956.67                               |
| Month 3  | $-305743.30              | $3888668.59                                |

**Designated Index Information**

- **Index Name:** 20% ICE BofA US High Yield, 40% ICE BofA 1-3 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396V5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44897 | PA      | $43982.12     | 0.01%             | 2037-06-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2019-1 Ltd                                                         | CUSIP: 07876RAB2<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |     64361 | PA      | $64311.42     | 0.02%             | 2029-03-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                             | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     18527 | PA      | $17821.01     | 0.00%             | 2028-09-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                | Phoenix Guarantor Inc                                                            | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    241909 | PA      | $230368.33    | 0.06%             | 2026-03-05      | Floating      | 7.32%                 | 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        |    409624 | PA      | $8535.53      | 0.00%             | 2023-02-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Brightwood Capital MM CLO 2021                       | Brightwood Capital MM CLO 2020-1 Ltd                                             | CUSIP: 10948VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $923703.00    | 0.24%             | 2028-12-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| HYPATIA LTD                                          | Hypatia Ltd                                                                      | CUSIP: 44914CAA4<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $240000.00    | 0.06%             | 2023-06-07      | Floating      | 11.61%                | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                            | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1614172.98   | 0.41%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                     | Lamar Media Corp                                                                 | CUSIP: 513076BB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    445466 | PA      | $433285.18    | 0.11%             | 2027-02-06      | Floating      | 5.10%                 | 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        |    246859 | PA      | $245536.87    | 0.06%             | 2027-12-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.          | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -168 | NC      | $-98839.44    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                       | Ginnie Mae I Pool                                                                | CUSIP: 36290TXY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35069 | PA      | $37383.82     | 0.01%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VITALITY RE X LTD                                    | Vitality Re X Ltd                                                                | CUSIP: 92850FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $245125.00    | 0.06%             | 2023-01-10      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                            | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $505676.09    | 0.13%             | 2052-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                     | ERP OPERATING LP                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1399840.40   | 0.36%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                            | Stonepeak 2021-1 ABS                                                             | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424205 | PA      | $373380.36    | 0.10%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                           | GLS Auto Receivables Issuer Trust 2022-3                                         | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $845430.22    | 0.22%             | 2028-06-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31392F6W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62524 | PA      | $61864.43     | 0.02%             | 2032-12-18      | Floating      | 4.31%                 | 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        |    572000 | PA      | $551623.42    | 0.14%             | 2026-08-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31416BM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50666 | PA      | $53118.65     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                          | Continental Credit Card ABS 2019-1 LLC                                           | CUSIP: 21134LAA6<br>LEI: 5493002QR2K2E0R56Z02 | Long             | ABS-O            | CORP              | US        |    743157 | PA      | $735981.29    | 0.19%             | 2026-08-15      | Fixed         | 3.83%                 | 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        |   1350000 | PA      | $1303303.23   | 0.33%             | 2036-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                        | CUSIP: 31295MYW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1496 | PA      | $1511.30      | 0.00%             | 2031-11-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $1922539.02   | 0.49%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                       | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1672359.84   | 0.43%             | 2036-12-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                        | CUSIP: 31336RTZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4314 | PA      | $4233.75      | 0.00%             | 2031-08-01      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| TI GROUP AUTO SYSTEMS LLC                            | TI Group Automotive Systems LLC                                                  | CUSIP: 87247EAY5<br>LEI: 549300VLRJU586QFQP25 | Long             | LON              | CORP              | US        |    124402 | PA      | $123158.40    | 0.03%             | 2026-12-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                             | Flex Ltd                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $942779.78    | 0.24%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHC Commercial Mortgage Trust                        | CHC Commercial Mortgage Trust 2019 - CHC                                         | CUSIP: 162665AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992505 | PA      | $930842.40    | 0.24%             | 2034-06-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                          | Diamond Resorts Owner Trust 2019-1                                               | CUSIP: 252722AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108867 | PA      | $104887.73    | 0.03%             | 2032-02-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RESILIENCE RE LTD                                    | Resilience Re Ltd                                                                | CUSIP: 000000000<br>LEI: 549300MGGTJ8JMVTOJ89 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $0.00         | 0.00%             | 2023-05-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SABINE PASS LIQUEFACTION                             | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1392221.94   | 0.36%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31397MXL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30094 | PA      | $30688.76     | 0.01%             | 2038-10-25      | Floating      | 5.24%                 | 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        |    500000 | PA      | $473280.50    | 0.12%             | 2025-10-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2022                                      | Viribus Re 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255000.00    | 0.07%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MVW 2020-1 LLC                                       | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99292 | PA      | $92010.60     | 0.02%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31395LVP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21468 | PA      | $21241.81     | 0.01%             | 2035-01-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                            | RMF Buyout Issuance Trust 2022-HB1                                               | CUSIP: 76970HAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $360750.00    | 0.09%             | 2032-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                       | Amur Equipment Finance Receivables X LLC                                         | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $455709.20    | 0.12%             | 2028-12-20      | Fixed         | 5.02%                 | 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        |    500000 | PA      | $468504.50    | 0.12%             | 2025-10-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2020, 12/31/23                            | Viribus Re 2020, 12/31/23                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $22000.00     | 0.01%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                | Element Solutions Inc                                                            | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    310039 | PA      | $309513.01    | 0.08%             | 2026-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                      | Nissan Motor Co Ltd                                                              | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $488633.53    | 0.12%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31392GRS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15087 | PA      | $14966.64     | 0.00%             | 2033-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3133TTEV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28832 | PA      | $28740.15     | 0.01%             | 2027-04-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 APH US USD F 3.92                       | CPE 01/12/22 APH US USD F 3.92                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2099764.11   | 0.54%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                   | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1990000 | PA      | $1872929.22   | 0.48%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | Cascade Funding Mortgage Trust 2018-RM2                                          | CUSIP: 14727QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2632989 | PA      | $2433264.37   | 0.62%             | 2068-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Trust 2005-W3                                                         | CUSIP: 31394FSD8<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |     52046 | PA      | $50202.32     | 0.01%             | 2045-04-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                             | PEAR 2020-1 LLC                                                                  | CUSIP: 70472CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292350 | PA      | $285519.90    | 0.07%             | 2032-12-15      | Fixed         | 3.75%                 | 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        |   1300000 | PA      | $1292997.81   | 0.33%             | 2023-02-07      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                             | Huntington National Bank/The                                                     | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1673579.72   | 0.43%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                              | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1242060 | PA      | $1175218.67   | 0.30%             | 2026-01-15      | Fixed         | 4.88%                 | 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        |       513 | NC      | $260071.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC                                       | 1011778 BC ULC                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    421510 | PA      | $414836.39    | 0.11%             | 2026-11-19      | Floating      | 5.90%                 | 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        |   1125000 | PA      | $1097518.39   | 0.28%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1641164.35   | 0.42%             | 2025-05-15      | Fixed         | 2.90%                 | 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        |    600000 | PA      | $563725.68    | 0.14%             | 2032-08-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                         | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    247500 | PA      | $237414.38    | 0.06%             | 2028-04-22      | Floating      | 7.07%                 | 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        |     10181 | PA      | $9987.95      | 0.00%             | 2030-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                     | Freddie Mac Strips                                                               | CUSIP: 3128HWJT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18293 | PA      | $18515.38     | 0.00%             | 2036-12-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                              | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1106632.87   | 0.28%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                               | Skyworks Solutions Inc                                                           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1309739.84   | 0.33%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31394FG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30164 | PA      | $29932.13     | 0.01%             | 2035-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31396H5Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7899 | PA      | $7814.71      | 0.00%             | 2036-01-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 EVERSOUR USD F 3.93                     | CPE 01/12/22 EVERSOUR USD F 3.93                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2099771.75   | 0.54%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                       | ICG US CLO 2016-1 Ltd                                                            | CUSIP: 44931KAJ6<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $427326.50    | 0.11%             | 2034-04-29      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                   | Essex Portfolio LP                                                               | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1467833.90   | 0.38%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137A22X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       398 | PA      | $397.52       | 0.00%             | 2025-08-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                             | FWD Securitization Trust 2020-INV1                                               | CUSIP: 302985AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825541 | PA      | $733818.44    | 0.19%             | 2050-01-25      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| BALLY'S CORP                                         | Bally's Corp                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    248125 | PA      | $236277.03    | 0.06%             | 2028-10-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CPE 07/12/22 MHK US USD F 4.2                        | CPE 07/12/22 MHK US USD F 4.2                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2098313.57   | 0.54%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XI LTD                                   | Vitality Re XI Ltd                                                               | CUSIP: 92851AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $236875.00    | 0.06%             | 2024-01-09      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                       | Lendingpoint 2022-C Asset Securitization Trust                                   | CUSIP: 525919AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996367.00    | 0.25%             | 2030-02-15      | Fixed         | 8.68%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                                | CUSIP: 577092AP4<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $216250.00    | 0.06%             | 2025-03-24      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2020-CBM Mortgage Trust                                                     | CUSIP: 20049AAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1713003.00   | 0.44%             | 2037-02-10      | Variable      | 3.75%                 | 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        |   1000000 | PA      | $976944.30    | 0.25%             | 2026-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31394AER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27260 | PA      | $26973.10     | 0.01%             | 2034-07-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Ginnie Mae I Pool                                                                | CUSIP: 36291Q2R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5357 | PA      | $5534.45      | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | 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        |    247182 | PA      | $204505.23    | 0.05%             | 2035-06-10      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HYPATIA LTD                                          | Hypatia Ltd                                                                      | CUSIP: 44914CAB2<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $235000.00    | 0.06%             | 2023-06-07      | Floating      | 14.56%                | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1412833.68   | 0.36%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Adare Re 2022-2                                      | Adare Re 2022-2                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252488.34    | 0.06%             | 2028-09-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137A53Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1525 | PA      | $1525.09      | 0.00%             | 2023-07-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MONA LISA RE LTD                                     | Mona Lisa Re Ltd                                                                 | CUSIP: 608800AD0<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $243125.00    | 0.06%             | 2023-01-09      | Floating      | 12.28%                | Yes           |                  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        |    500000 | PA      | $444670.50    | 0.11%             | 2036-11-15      | Floating      | 7.28%                 | 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        |    875000 | PA      | $799291.41    | 0.20%             | 2036-11-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                             | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235662 | PA      | $230130.54    | 0.06%             | 2028-01-31      | Floating      | 6.37%                 | 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        |   1000000 | PA      | $970087.60    | 0.25%             | 2028-10-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                       | Santander Bank NA - SBCLN                                                        | CUSIP: 80290CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $527276.90    | 0.13%             | 2031-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                 | Oasis Securitization Funding LLC                                                 | CUSIP: 67422CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523342 | PA      | $508901.94    | 0.13%             | 2033-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RMF Proprietary Issuance Trust                       | RMF Proprietary Issuance Trust 2019-1                                            | CUSIP: 74968RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748061 | PA      | $688044.82    | 0.18%             | 2063-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022-3                                | Ballybunion Re 2022-3                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $255162.05    | 0.07%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                        | ABPCI Direct Lending Fund CLO X LP                                               | CUSIP: 000848AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $470226.00    | 0.12%             | 2032-01-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                       | Arivo Acceptance Auto Loan Receivables Trust 2022-2                              | CUSIP: 04047JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $812250.72    | 0.21%             | 2029-03-15      | Fixed         | 9.84%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust                                   | Visio 2019-2 Trust                                                               | CUSIP: 92837DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1634002.00   | 0.42%             | 2054-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2020-HB4 LLC                                                                | CUSIP: 12529LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $461374.15    | 0.12%             | 2030-12-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                                      | Sector Re V Ltd                                                                  | CUSIP: 81369ADV1<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $265789.11    | 0.07%             | 2026-12-01      | Floating      | 4.28%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                        | CUSIP: 31288VX38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1023 | PA      | $1000.25      | 0.00%             | 2025-04-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Pangaea Re 2022-1                                    | Pangaea Re 2022-1                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    330907 | PA      | $353650.28    | 0.09%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                          | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1215000 | PA      | $1163997.47   | 0.30%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                             | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    130053 | PA      | $125094.53    | 0.03%             | 2028-09-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CAELUS RE V LTD                                      | Caelus Re V Ltd                                                                  | CUSIP: 12765KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     25000 | PA      | $18750.00     | 0.00%             | 2024-06-05      | Floating      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Tru                       | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199775 | PA      | $167012.42    | 0.04%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                                | WireCo WorldGroup Inc                                                            | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |    145083 | PA      | $142000.31    | 0.04%             | 2028-11-12      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| CPE 05/12/22 CANPACIC USD F 4.15                     | CPE 05/12/22 CANPACIC USD F 4.15                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999427.64    | 0.26%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                       | Amur Equipment Finance Receivables XI LLC                                        | CUSIP: 03236XAE7<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $790998.08    | 0.20%             | 2029-05-21      | Fixed         | 7.25%                 | 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        |   1000000 | PA      | $975250.00    | 0.25%             | 2031-07-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                              | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1613000 | PA      | $1538013.26   | 0.39%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31396HUS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38434 | PA      | $37763.92     | 0.01%             | 2036-02-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FOUR LAKES RE LTD                                    | Four Lakes Re Ltd                                                                | CUSIP: 35087TAA6<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $232500.00    | 0.06%             | 2024-01-05      | Floating      | 11.59%                | Yes           |                  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        |   1050000 | PA      | $927809.09    | 0.24%             | 2028-10-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                         | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1552527.66   | 0.40%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                    | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1627000 | PA      | $1585007.18   | 0.41%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sussex Re 2020-1, 12/31/22                           | Sussex Re 2020-1, 12/31/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    257836 | PA      | $309.40       | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| EASTERN POWER LLC                                    | Eastern Power LLC                                                                | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |    136815 | PA      | $117603.51    | 0.03%             | 2025-10-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                         | AES Corp/The                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888351.78    | 0.23%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31392T3F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44438 | PA      | $44827.50     | 0.01%             | 2032-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                         | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    480000 | PA      | $458402.98    | 0.12%             | 2034-04-25      | Floating      | 7.00%                 | No            |                  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        |    250925 | PA      | $231425.39    | 0.06%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2019-BPR                                          | CUSIP: 61769GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $326543.98    | 0.08%             | 2036-05-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Gamboge Re 2022                                      | Gamboge Re 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $241737.38    | 0.06%             | 2028-03-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Velocity Commercial Capital Lo                       | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783234 | PA      | $726116.07    | 0.19%             | 2050-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                       | United Auto Credit Securitization Trust                                          | CUSIP: 90943UAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1872546.20   | 0.48%             | 2026-06-10      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                 | FREMF 2018-KF45 Mortgage Trust                                                   | CUSIP: 30296TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    704999 | PA      | $690371.54    | 0.18%             | 2025-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                       | Countrywide Asset-Backed Certificates                                            | CUSIP: 126673FK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121003 | PA      | $112478.28    | 0.03%             | 2034-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31397CV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16746 | PA      | $16444.16     | 0.00%             | 2036-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| CPE 06/12/22 SHERWIN USD F 4.1                       | CPE 06/12/22 SHERWIN USD F 4.1                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999345.50    | 0.26%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Ginnie Mae I Pool                                                                | CUSIP: 36294ULM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9264 | PA      | $9305.86      | 0.00%             | 2036-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31408E7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8776 | PA      | $9141.26      | 0.00%             | 2036-01-01      | Fixed         | 7.00%                 | 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        |     83436 | PA      | $73852.68     | 0.02%             | 2029-01-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1609000 | PA      | $1592184.08   | 0.41%             | 2024-06-25      | Fixed         | 4.52%                 | 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        |    280236 | PA      | $277139.35    | 0.07%             | 2042-08-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2022                                       | Thopas Re 2022                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250450.00    | 0.06%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Exeter Automobile Receivables                        | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $693096.58    | 0.18%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                       | American Credit Acceptance Receivables Trust 2022-3                              | CUSIP: 02528GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $480131.10    | 0.12%             | 2028-10-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2230000 | PA      | $2097971.96   | 0.54%             | 2031-11-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2022-HB8 LLC                                                                | CUSIP: 12526WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $814800.00    | 0.21%             | 2025-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SETANTA AIRCRAFT LEASING                             | Setanta Aircraft Leasing DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    270000 | PA      | $267565.14    | 0.07%             | 2028-11-05      | Floating      | 5.67%                 | 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        |    330000 | PA      | $307107.90    | 0.08%             | 2041-12-25      | Floating      | 5.42%                 | 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        |    183828 | PA      | $6612.46      | 0.00%             | 2023-07-01      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| PG Receivables Finance LP                            | PG Receivables Finance                                                           | CUSIP: 69356JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $957460.94    | 0.24%             | 2025-07-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                       | ACM Auto Trust 2022-1                                                            | CUSIP: 00091QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $970874.10    | 0.25%             | 2029-04-20      | Fixed         | 8.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                                         | CUSIP: 38374KXH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53952 | PA      | $53377.07     | 0.01%             | 2035-02-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | Cascade Funding Mortgage Trust 2021-HB6                                          | CUSIP: 12527LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $448563.70    | 0.11%             | 2036-06-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2019, 12/31/22                           | Harambee Re 2019, 12/31/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $275.00       | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396KM33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25656 | PA      | $25199.78     | 0.01%             | 2036-09-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                 | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3773826.12   | 0.96%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 FMC USD F 4.3                           | CPE 01/12/22 FMC USD F 4.3                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499816.51   | 0.38%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                        | Fortress Credit Opportunities VI CLO Ltd                                         | CUSIP: 34960JAS4<br>LEI: 254900D3ZKYJFB38KE25 | Long             | ABS-CBDO         | CORP              | KY        |    455468 | PA      | $450225.74    | 0.12%             | 2030-07-10      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                           | BFLD Trust 2020-OBRK                                                             | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $118342.86    | 0.03%             | 2028-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                             | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1564804.00   | 0.40%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                                      | HOA Funding LLC - HOA                                                            | CUSIP: 40390GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $716561.10    | 0.18%             | 2051-08-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| ISOSCELES RE 2022 G1                                 | ISOSCELES RE 2022 G1                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249375.00    | 0.06%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                               | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAA7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    955000 | PA      | $921592.22    | 0.24%             | 2025-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                            | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $869083.00    | 0.22%             | 2031-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137AETW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7420 | PA      | $7393.07      | 0.00%             | 2026-08-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                              | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $240000.00    | 0.06%             | 2024-03-13      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Crossroads Asset Trust                               | Crossroads Asset Trust 2021-A                                                    | CUSIP: 22767CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519000 | PA      | $486338.19    | 0.12%             | 2026-01-20      | Fixed         | 2.52%                 | 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        |    429864 | PA      | $51368.75     | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1838629.03   | 0.47%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1382572.70   | 0.35%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TVEST 2021A, LLC                                     | TVEST 2021A LLC                                                                  | CUSIP: 87308TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    726700 | PA      | $697634.31    | 0.18%             | 2033-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                     | Fifth Third Bank NA                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1592745.94   | 0.41%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING LLC                               | PRUDENTIAL FUNDING LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498885.83   | 0.38%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                        | Fortress Credit Opportunities IX CLO Ltd                                         | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955045.00    | 0.24%             | 2033-10-15      | Floating      | 5.63%                 | No            |                  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        |    750000 | PA      | $661011.98    | 0.17%             | 2027-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                               | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1397168.21   | 0.36%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru                       | Newtek Small Business Loan Trust 2017-1                                          | CUSIP: 65252WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428553 | PA      | $426905.65    | 0.11%             | 2043-02-25      | Floating      | 6.59%                 | 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        |    128615 | PA      | $1749.16      | 0.00%             | 2023-06-30      | Floating      | 0.01%                 | Yes           |                  3 | 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        |    900000 | PA      | $841795.38    | 0.22%             | 2036-07-15      | Floating      | 6.04%                 | 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        |    405040 | PA      | $379932.70    | 0.10%             | 2034-11-11      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 WEC US USD F 4.15                       | CPE 01/12/22 WEC US USD F 4.15                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $799908.80    | 0.20%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tidewater Auto Receivables Tru                       | Tidewater Auto Receivables Trust 2020-A                                          | CUSIP: 88641WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1362022.06   | 0.35%             | 2027-03-15      | Fixed         | 2.31%                 | 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      | $969156.70    | 0.25%             | 2026-05-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                     | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1689000 | PA      | $1557282.68   | 0.40%             | 2026-05-07      | Fixed         | 2.85%                 | 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        |   1000000 | PA      | $909401.80    | 0.23%             | 2036-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2021-P4                                           | CUSIP: 14687KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27071 | PA      | $27028.05     | 0.01%             | 2028-09-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUS                       | Spruce Hill Mortgage Loan Trust 2020-SH1                                         | CUSIP: 85209FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84799 | PA      | $83697.97     | 0.02%             | 2050-01-28      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO 2021                       | Brightwood Capital MM CLO 2020-1 Ltd                                             | CUSIP: 10948VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $965787.00    | 0.25%             | 2028-12-15      | Floating      | 6.04%                 | 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        |   1000000 | PA      | $962492.90    | 0.25%             | 2026-09-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                     | Westgate Resorts 2020-1 LLC                                                      | CUSIP: 96034LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355215 | PA      | $350262.47    | 0.09%             | 2034-03-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31410KDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5590 | PA      | $5867.39      | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Whole Loan                                                            | CUSIP: 31395D7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122369 | PA      | $120995.03    | 0.03%             | 2046-11-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396PZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16760 | PA      | $16308.04     | 0.00%             | 2037-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Horizon Funding Trust                                | Horizon Funding 2019-1 LLC                                                       | CUSIP: 44053UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745021 | PA      | $736266.85    | 0.19%             | 2027-09-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2019-1 Ltd                                                         | CUSIP: 07876RAC0<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | BM        |   1500000 | PA      | $1485890.10   | 0.38%             | 2029-03-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137AK6C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11552 | PA      | $11522.74     | 0.00%             | 2026-09-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                        | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GAT5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       777 | PA      | $780.21       | 0.00%             | 2033-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2020-4 Ltd                                                         | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    194418 | PA      | $194031.31    | 0.05%             | 2030-06-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | STACR Trust 2018-HRP1                                                            | CUSIP: 3137G0VC0<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    151182 | PA      | $150992.66    | 0.04%             | 2043-04-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                             | PEAR 2021-1 LLC                                                                  | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750291 | PA      | $704337.88    | 0.18%             | 2034-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                              | PPL Capital Funding Inc                                                          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1347805.56   | 0.34%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 312938DL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10163 | PA      | $10489.64     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                              | CUSIP: 83368RBN1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1420000 | PA      | $1389219.65   | 0.36%             | 2025-06-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corportation Trust 2021-IP                                | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $141012.74    | 0.04%             | 2036-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                          | Staples Inc                                                                      | CUSIP: 855031AR1<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     74353 | PA      | $72711.31     | 0.02%             | 2024-09-12      | Floating      | 8.94%                 | 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        |    600000 | PA      | $593893.26    | 0.15%             | 2024-04-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                                | CUSIP: 577092AD1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $210000.00    | 0.05%             | 2024-01-08      | Floating      | 9.28%                 | Yes           |                  2 | On Loan: No      |
| A10 Securitization                                   | A10 Bridge Asset Financing 2019-B LLC                                            | CUSIP: 000299AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1399801.20   | 0.36%             | 2040-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                   | Tronox Finance LLC                                                               | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    234233 | PA      | $227294.06    | 0.06%             | 2028-03-11      | Floating      | 5.99%                 | 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        |   1000000 | PA      | $958226.00    | 0.24%             | 2033-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2021-HB7 LLC                                                                | CUSIP: 12530BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $910819.30    | 0.23%             | 2031-10-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 2020 LTD                              | Residential Reinsurance 2020 Ltd                                                 | CUSIP: 76120AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $240000.00    | 0.06%             | 2024-12-06      | Floating      | 10.47%                | Yes           |                  2 | On Loan: No      |
| Merion Re 2022-2                                     | Merion Re 2022-2                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    363953 | PA      | $345068.03    | 0.09%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1237130.29   | 0.32%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                       | Arivo Acceptance Auto Loan Receivables Trust 2021-1                              | CUSIP: 04047AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $559154.82    | 0.14%             | 2028-01-18      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CPE 02/12/22 WISCO USD F 4.0                         | CPE 02/12/22 WISCO USD F 4.0                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2299512.40   | 0.59%             | 2022-12-02      | None          | 0.00%                 | 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        |    475000 | PA      | $446205.50    | 0.11%             | 2042-02-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1616421.15   | 0.41%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $976219.10    | 0.25%             | 2033-12-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CPE 07/12/22 ATZ USD F 3.9                           | CPE 07/12/22 ATZ USD F 3.9                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498830.42   | 0.38%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                  | Sound Point Clo XVI Ltd                                                          | CUSIP: 83610KAG8<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $439155.00    | 0.11%             | 2030-07-25      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                     | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1320000 | PA      | $1286238.02   | 0.33%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                   | Accelerated 2021-1H LLC                                                          | CUSIP: 00439KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634884 | PA      | $554636.80    | 0.14%             | 2040-10-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                               | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1655000 | PA      | $1644996.83   | 0.42%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                                   | VERINT SYSTEMS INC                                                               | CUSIP: 92345MAQ5<br>LEI: 549300KEQJS5FRVUCO94 | Long             | LON              | CORP              | US        |     58166 | PA      | $57802.54     | 0.01%             | 2024-06-29      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31359VU27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16848 | PA      | $17121.61     | 0.00%             | 2029-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                             | Elanco Animal Health Inc                                                         | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    921981 | PA      | $894321.51    | 0.23%             | 2027-08-01      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                        | New Residential Mortgage Loan Trust 2019-NQM4                                    | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202274 | PA      | $183046.31    | 0.05%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2022-1 Ltd                                                               | CUSIP: 43730GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $978797.00    | 0.25%             | 2034-10-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Ginnie Mae I Pool                                                                | CUSIP: 36225BNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6161 | PA      | $6427.64      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | 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        |   1250000 | PA      | $1230073.50   | 0.31%             | 2026-03-16      | Fixed         | 4.89%                 | 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        |    122802 | PA      | $119231.50    | 0.03%             | 2041-06-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Welk Resorts LLC                                     | Welk Resorts 2019-A LLC                                                          | CUSIP: 94946DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    732953 | PA      | $703490.78    | 0.18%             | 2038-06-15      | Fixed         | 4.03%                 | 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        |      1210 | PA      | $1161.57      | 0.00%             | 2029-01-25      | Variable      | 3.17%                 | 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        |    500000 | PA      | $471808.25    | 0.12%             | 2026-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE                             | Hilton Worldwide Finance LLC                                                     | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |    247249 | PA      | $245738.39    | 0.06%             | 2026-06-21      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                            | RMF Buyout Issuance Trust 2022-HB1                                               | CUSIP: 76970HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $399404.21    | 0.10%             | 2032-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2020-2 Ltd                                                         | CUSIP: 078782AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     95025 | PA      | $95096.71     | 0.02%             | 2030-08-26      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                                     | Red Ventures LLC                                                                 | CUSIP: 75703UAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43369 | PA      | $42980.68     | 0.01%             | 2024-11-08      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS 4/2 144A CP 0.0000 20221201 | ENERGY TRANSFER PARTNERS 4/2 144A CP 0.0000 20221201                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499814.38   | 0.38%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                            | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0606C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $511208.06    | 0.13%             | 2052-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2018-BOP                                          | CUSIP: 61768FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $752963.60    | 0.19%             | 2033-08-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Portrush Re 2017, 6/15/22                            | Portrush Re 2017, 6/15/22                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $53175.00     | 0.01%             | 2023-06-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1376853.15   | 0.35%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| NUVEEN FINANCE LLC                                   | Nuveen Finance LLC                                                               | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2362922.62   | 0.60%             | 2024-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACC Trust                                            | ACC Trust 2019-2                                                                 | CUSIP: 00108GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    922037 | PA      | $917296.46    | 0.23%             | 2024-10-21      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 313398NZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114410 | PA      | $113746.37    | 0.03%             | 2031-07-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| ALBANY MOLECULAR RESEARCH                            | Curia Global Inc                                                                 | CUSIP: 01242HAM0<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |    246875 | PA      | $206140.63    | 0.05%             | 2026-08-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Bayview Financing SBC Trust                          | Silver Hill Trust 2019-SBC1                                                      | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977515 | PA      | $918906.33    | 0.23%             | 2049-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re III Ltd                                                               | CUSIP: 67400KAB6<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |    432649 | PA      | $427819.35    | 0.11%             | 2029-07-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                       | Structured Asset Securities Corp Mortgage Loan Trust 2005-2XS                    | CUSIP: 86359B2G5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2035-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396V4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59222 | PA      | $57818.24     | 0.01%             | 2037-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                           | HIN Timeshare Trust 2020-A                                                       | CUSIP: 40439HAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116299 | PA      | $106998.55    | 0.03%             | 2039-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                       | Ellington Financial Mortgage Trust 2020-1                                        | CUSIP: 31574PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $939572.40    | 0.24%             | 2065-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137AM3T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25799 | PA      | $25479.15     | 0.01%             | 2042-02-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2018-HART                                           | CUSIP: 36259DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1576748.98   | 0.40%             | 2031-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust                          | Orange Lake Timeshare Trust 2019-A                                               | CUSIP: 68504UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447954 | PA      | $423775.99    | 0.11%             | 2038-04-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I                       | BRE Grand Islander Timeshare Issuer 2019-A LLC                                   | CUSIP: 05588UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793692 | PA      | $742986.85    | 0.19%             | 2033-09-26      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                           | Blackbird Capital Aircraft                                                       | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375433 | PA      | $281563.62    | 0.07%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vermillion Re 2022                                   | Vermillion Re 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249169.52    | 0.06%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492771 | PA      | $488459.25    | 0.12%             | 2042-09-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                    | General Motors Co                                                                | CUSIP: 37045VAW0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450591.99    | 0.12%             | 2023-10-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                     | Berry Global Inc                                                                 | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |    440100 | PA      | $435089.82    | 0.11%             | 2026-07-01      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re V Ltd                                                                 | CUSIP: 67401JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $457401.78    | 0.12%             | 2030-10-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                  | Charles Schwab Corp/The                                                          | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    688000 | PA      | $676235.20    | 0.17%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31395DHY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12501 | PA      | $12237.19     | 0.00%             | 2036-05-25      | Floating      | 4.37%                 | 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        |    500000 | PA      | $496609.05    | 0.13%             | 2023-11-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396VZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11027 | PA      | $10828.94     | 0.00%             | 2037-05-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                   | Dreyfus Government Cash Management                                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  11852161 | NS      | $11852161.40  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                                  | Ashtead Capital Inc                                                              | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1284397.04   | 0.33%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2021-1 Ltd                                                               | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    670000 | PA      | $620900.99    | 0.16%             | 2033-07-25      | 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        |    780000 | PA      | $769624.91    | 0.20%             | 2033-08-25      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2020-1 Ltd                                                               | CUSIP: 43731WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    204170 | PA      | $203833.37    | 0.05%             | 2030-10-25      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                       | American Credit Acceptance Receivables Trust 2021-3                              | CUSIP: 025286AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $714548.32    | 0.18%             | 2028-05-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                        | UniCredit SpA                                                                    | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1170000 | PA      | $1029531.87   | 0.26%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  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        |    500000 | PA      | $499801.00    | 0.13%             | 2024-07-01      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                  | LL ABS Trust 2022-1                                                              | CUSIP: 50203YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $943554.10    | 0.24%             | 2029-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Interstar Millennium Trust                           | Interstar Millennium Series 2003-3G Trust                                        | CUSIP: 46071LAA8<br>LEI: 549300V3V78U7OFT9820 | Long             | ABS-MBS          | CORP              | AU        |     17215 | PA      | $16235.87     | 0.00%             | 2035-09-27      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137A96V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62342 | PA      | $61308.86     | 0.02%             | 2041-04-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| AMBAC ASSURANCE CORP                                 | Ambac Assurance Corp                                                             | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |         1 | PA      | $1.03         | 0.00%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FCI Funding, LLC                                     | FCI Funding 2019-1 LLC                                                           | CUSIP: 30259MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15691 | PA      | $15670.09     | 0.00%             | 2031-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31404HFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10822 | PA      | $11096.68     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | 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        |    430000 | PA      | $411199.20    | 0.11%             | 2042-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CPE 05/12/22 DUKE USD F 4.03                         | CPE 05/12/22 DUKE USD F 4.03                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999430.42    | 0.26%             | 2022-12-05      | None          | 0.00%                 | 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        |    471513 | PA      | $468571.38    | 0.12%             | 2042-07-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                       | Santander Bank Auto Credit-Linked Notes Series 2022-A                            | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1320641.60   | 0.34%             | 2032-05-15      | Fixed         | 9.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31397CM97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12474 | PA      | $12238.18     | 0.00%             | 2036-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                       | Westlake Automobile Receivables Trust 2021-3                                     | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1804382.60   | 0.46%             | 2027-01-15      | Fixed         | 2.12%                 | 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        |    413189 | PA      | $410264.79    | 0.10%             | 2024-04-01      | Floating      | 7.27%                 | 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        |   1835000 | PA      | $1617250.83   | 0.41%             | 2042-01-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| LFS 2021B, LLC                                       | LFS 2021B LLC                                                                    | CUSIP: 50203HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792652 | PA      | $734860.21    | 0.19%             | 2033-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                       | Phillips 66 Co                                                                   | CUSIP: 718547AA0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $753154.43    | 0.19%             | 2024-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                  | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    850000 | PA      | $722500.00    | 0.18%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SECTOR RE V LTD                                      | Sector Re V Ltd                                                                  | CUSIP: 81369ADC3<br>LEI: 549300QS6XPZQHTCEJ97 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $29193.24     | 0.01%             | 2024-12-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31397CV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36941 | PA      | $36263.79     | 0.01%             | 2036-11-15      | Floating      | 4.22%                 | 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      | $499800.30    | 0.13%             | 2024-07-01      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                 | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1611515.12   | 0.41%             | 2025-11-26      | Fixed         | 5.38%                 | 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        |    439740 | PA      | $352789.93    | 0.09%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31339WXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32248 | PA      | $32531.58     | 0.01%             | 2032-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                              | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $242500.00    | 0.06%             | 2023-12-29      | Floating      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                            | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1549425.41   | 0.40%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2022-1                                                  | CUSIP: 67571EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $946547.50    | 0.24%             | 2029-02-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31392HT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29959 | PA      | $29797.81     | 0.01%             | 2033-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1535575.16   | 0.39%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                     | Freddie Mac Strips                                                               | CUSIP: 3128HVZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46867 | PA      | $47178.92     | 0.01%             | 2036-08-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                             | Pilot Travel Centers LLC                                                         | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    247500 | PA      | $244518.86    | 0.06%             | 2028-08-06      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    930000 | PA      | $898784.37    | 0.23%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LONG POINT RE IV LTD                                 | Long Point Re IV Ltd                                                             | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $240000.00    | 0.06%             | 2026-06-01      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31392RMJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51207 | PA      | $51649.58     | 0.01%             | 2032-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                           | BXG Receivables Note Trust 2018-A                                                | CUSIP: 05607UAC3<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |    601009 | PA      | $571337.18    | 0.15%             | 2034-02-02      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                       | Bayview Commercial Asset Trust 2007-2                                            | CUSIP: 07325XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526204 | PA      | $0.05         | 0.00%             | 2037-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                            | ONEOK Inc                                                                        | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1695349.56   | 0.43%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re III Ltd                                                               | CUSIP: 67400KAD2<br>LEI: 2549008N2FD0KB1Y5E03 | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1322781.71   | 0.34%             | 2029-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                          | Ursa Re Ltd                                                                      | CUSIP: 90323WAK6<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $246875.00    | 0.06%             | 2022-12-10      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                       | Palmer Square Loan Funding 2022-1 Ltd                                            | CUSIP: 69701CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235994.00    | 0.06%             | 2030-04-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31397KUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62720 | PA      | $62151.65     | 0.02%             | 2037-10-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                              | Sotera Health Holdings LLC                                                       | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    250000 | PA      | $233125.00    | 0.06%             | 2026-12-13      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1668087 | PA      | $1563570.61   | 0.40%             | 2038-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CDC Mortgage Capital Trust                           | CDC Mortgage Capital Trust 2002-HE1                                              | CUSIP: 12506YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60729 | PA      | $59274.65     | 0.02%             | 2033-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31396UR69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37785 | PA      | $37348.54     | 0.01%             | 2036-07-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                        | CUSIP: 31348S4G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       510 | PA      | $500.96       | 0.00%             | 2028-01-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396PTZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49819 | PA      | $48822.79     | 0.01%             | 2037-03-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                       | IndyMac INDX Mortgage Loan Trust 2004-AR6                                        | CUSIP: 45660NY25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17878 | PA      | $15880.50     | 0.00%             | 2034-10-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $372600.00    | 0.10%             | 2042-02-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                                | CUSIP: 577092AM1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $247500.00    | 0.06%             | 2022-12-07      | Floating      | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2021-HB7 LLC                                                                | CUSIP: 12530BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $543552.90    | 0.14%             | 2031-10-27      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31393YFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21446 | PA      | $21353.12     | 0.01%             | 2034-03-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31378VJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1497 | PA      | $1463.18      | 0.00%             | 2028-04-01      | Floating      | 2.84%                 | 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    | 0.06%             | 2023-06-07      | Floating      | 10.07%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31398LMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52834 | PA      | $52698.98     | 0.01%             | 2039-12-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                       | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 225458RW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2864 | PA      | $2809.87      | 0.00%             | 2037-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                  | Nomura Holdings Inc                                                              | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $871016.96    | 0.22%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ACORN RE LTD                                         | Acorn Re Ltd                                                                     | CUSIP: 00485YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $227500.00    | 0.06%             | 2024-11-07      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS                              | RVR Dealership Holdings LLC                                                      | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247019 | PA      | $226022.49    | 0.06%             | 2028-02-08      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                         | Upstart Securitization Trust 2020-1                                              | CUSIP: 91679UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1464812.25   | 0.37%             | 2030-04-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | Cascade Funding Mortgage Trust 2020-HB2                                          | CUSIP: 12529GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $753195.24    | 0.19%             | 2035-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2019, 12/31/22                             | Thopas Re 2019, 12/31/22                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $425.00       | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31392BFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16844 | PA      | $16899.08     | 0.00%             | 2031-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CGI INC                                              | CGI Inc                                                                          | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1365651.26   | 0.35%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31392VBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71024 | PA      | $70444.51     | 0.02%             | 2032-03-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                            | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $3184000.00   | 0.81%             | 2052-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                             | Capital One Financial Corp                                                       | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1454387.29   | 0.37%             | 2025-05-09      | Fixed         | 4.17%                 | 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      | $906290.20    | 0.23%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396XNY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51983 | PA      | $51616.57     | 0.01%             | 2037-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                               | Discover Financial Services                                                      | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1525784.62   | 0.39%             | 2026-01-30      | Fixed         | 4.50%                 | 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        |   1500000 | PA      | $1486812.60   | 0.38%             | 2033-10-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                        | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 3133TMG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85572 | PA      | $84118.71     | 0.02%             | 2029-12-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31385JNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1286 | PA      | $1328.53      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1551041.80   | 0.40%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 SWK US USD F 3.85                       | CPE 01/12/22 SWK US USD F 3.85                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999891.64    | 0.26%             | 2022-12-01      | None          | 0.00%                 | 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        |    251384 | PA      | $249808.74    | 0.06%             | 2042-09-25      | Floating      | 5.67%                 | 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        |      3037 | PA      | $1033.19      | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | 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        |    250000 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| MAGENTA BUYER LLC                                    | Magenta Buyer LLC                                                                | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247500 | PA      | $223987.50    | 0.06%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396XNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13478 | PA      | $13379.99     | 0.00%             | 2037-09-25      | Floating      | 4.59%                 | 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        |     29363 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| PG Receivables Finance LP                            | PG Receivables Finance                                                           | CUSIP: 69356JAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $957460.94    | 0.24%             | 2025-07-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396XT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9893 | PA      | $9812.92      | 0.00%             | 2037-12-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                                           | CUSIP: 853254CJ7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4100000 | PA      | $3882318.95   | 0.99%             | 2026-03-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                       | Finance of America HECM Buyout 2022-HB1                                          | CUSIP: 31735JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $464479.10    | 0.12%             | 2032-02-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2020, 12/31/23                           | Harambee Re 2020, 12/31/23                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $4000.00      | 0.00%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Foursight Capital Automobile R                       | Foursight Capital Automobile Receivables Trust 2022-2                            | CUSIP: 34660DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $959200.00    | 0.25%             | 2029-10-15      | Fixed         | 7.09%                 | 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        |   1150000 | PA      | $1074184.76   | 0.27%             | 2034-02-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $1935798.67   | 0.49%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                   | BSPRT 2021-FL7 Issuer Ltd                                                        | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463061.60    | 0.12%             | 2038-12-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                              | CNO Financial Group Inc                                                          | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2033731.50   | 0.52%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MYSTIC RE IV LTD                                     | Mystic Re IV Ltd                                                                 | CUSIP: 62865LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $222500.00    | 0.06%             | 2025-01-08      | Floating      | 10.10%                | Yes           |                  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        |   1300000 | PA      | $1115887.24   | 0.29%             | 2041-09-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3020000 | PA      | $2914236.10   | 0.75%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                               | Santander Holdings USA Inc                                                       | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1374401.10   | 0.35%             | 2025-06-09      | Fixed         | 4.26%                 | No            |                  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        |    986111 | PA      | $959627.00    | 0.25%             | 2042-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                  | Nomura Holdings Inc                                                              | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1193721.36   | 0.31%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $971742.29    | 0.25%             | 2027-10-21      | Fixed         | 1.95%                 | 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        |   1000000 | PA      | $950488.00    | 0.24%             | 2031-07-16      | Floating      | 9.08%                 | 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        |     17887 | PA      | $15906.86     | 0.00%             | 2042-09-25      | Fixed         | 4.44%                 | 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        |    251500 | PA      | $262698.84    | 0.07%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | 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        |      -125 | NC      | $-96532.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| x-caliber funding llc                                | XCALI 2020-5 Mortgage Trust                                                      | CUSIP: 98401JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495208.00    | 0.13%             | 2023-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Trust 2005-W3                                                         | CUSIP: 31394FSB2<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |    189606 | PA      | $187485.33    | 0.05%             | 2045-03-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $283283.36    | 0.07%             | 2042-01-25      | Floating      | 5.37%                 | 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        |    709099 | PA      | $530114.29    | 0.14%             | 2046-05-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31339LU24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30820 | PA      | $30663.15     | 0.01%             | 2028-04-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FLAVESCENT RE 2022                                   | FLAVESCENT RE 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252326.15    | 0.06%             | 2027-11-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1165251.00   | 0.30%             | 2036-12-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                               | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478808.27   | 0.38%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31393BVE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19534 | PA      | $19329.62     | 0.00%             | 2033-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    630000 | PA      | $575840.35    | 0.15%             | 2033-12-27      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                  | Sound Point CLO V-R LTD                                                          | CUSIP: 83607EAC6<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1943638.00   | 0.50%             | 2031-07-18      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust                         | Oxford Finance Funding 2019-1 LLC                                                | CUSIP: 69145AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623160 | PA      | $614861.02    | 0.16%             | 2027-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                       | BRAVO Residential Funding Trust 2020-NQM1                                        | CUSIP: 105699AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176230 | PA      | $167902.94    | 0.04%             | 2060-05-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 12/07/2022                            | ENBRIDGE U S I 12/07/2022                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2098236.00   | 0.54%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Ginnie Mae I Pool                                                                | CUSIP: 36295ADH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8538 | PA      | $8828.23      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31408YMG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8053 | PA      | $8387.53      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2176431.62   | 0.56%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                                         | CUSIP: 38378MSV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56758 | PA      | $54554.13     | 0.01%             | 2040-08-20      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                     | Freddie Mac Strips                                                               | CUSIP: 3128HVJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20413 | PA      | $20599.63     | 0.01%             | 2036-05-15      | Floating      | 4.27%                 | 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        |    220637 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Citicorp Mortgage Securities,                        | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series 2005-4 | CUSIP: 172973W88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.17         | 0.00%             | 2020-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1592510.85   | 0.41%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    960000 | PA      | $824913.52    | 0.21%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                 | Libra Solutions 2022-2 LLC                                                       | CUSIP: 53161MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493559.70    | 0.13%             | 2034-10-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                   | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2847897.06   | 0.73%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2019-1 Ltd                                                             | CUSIP: 75049SAB9<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | BM        |   1136581 | PA      | $1112117.47   | 0.28%             | 2029-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                                         | CUSIP: 38378GJK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5381 | PA      | $5330.22      | 0.00%             | 2041-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                               | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2066000 | PA      | $1942825.22   | 0.50%             | 2026-04-12      | Fixed         | 3.48%                 | 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        |    264623 | PA      | $16381.34     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| NOMURA HOLDINGS INC                                  | Nomura Holdings Inc                                                              | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1054000 | PA      | $962602.24    | 0.25%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Funding XIV LLC                                                          | CUSIP: 68377BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $364163.24    | 0.09%             | 2028-03-08      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Merion Re 2021-2, 12/31/24                           | Merion Re 2021-2, 12/31/24                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $98250.00     | 0.03%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396XQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57482 | PA      | $57160.85     | 0.01%             | 2037-09-25      | Floating      | 4.60%                 | 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        |    500000 | PA      | $463750.00    | 0.12%             | 2043-08-18      | Fixed         | 3.40%                 | 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        |   2000000 | PA      | $1945189.60   | 0.50%             | 2036-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ellington CLO LTD                                    | Ellington Clo III Ltd                                                            | CUSIP: 28852LAJ2<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940035.00    | 0.24%             | 2030-07-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                       | New Century Home Equity Loan Trust 2004-A                                        | CUSIP: 64352VGW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3068 | PA      | $3427.70      | 0.00%             | 2034-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| ROSAPENNA RE 2022                                    | ROSAPENNA RE 2022                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $252906.10    | 0.06%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31396RS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20987 | PA      | $20648.34     | 0.01%             | 2036-06-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                   | Sanders Re III Ltd                                                               | CUSIP: 80000XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $234375.00    | 0.06%             | 2026-04-07      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Alturas Re 2021-2, 12/31/24                          | Alturas Re 2021-2, 12/31/24                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    216442 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| LFS 2021A, LLC                                       | LFS 2021A LLC                                                                    | CUSIP: 50202YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474628 | PA      | $450326.82    | 0.12%             | 2033-04-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                             | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1543791.90   | 0.39%             | 2028-08-22      | Fixed         | 4.66%                 | 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        |   1293260 | PA      | $1289681.33   | 0.33%             | 2021-11-06      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $997251.99    | 0.25%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 SON US USD F 4.05                       | CPE 01/12/22 SON US USD F 4.05                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2099760.60   | 0.54%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                       | Ursa Re II Ltd                                                                   | CUSIP: 91734PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $240625.00    | 0.06%             | 2023-12-07      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                     | Integrity Re Ltd                                                                 | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $200000.00    | 0.05%             | 2025-06-06      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                         | Eagle RE 2019-1 Ltd                                                              | CUSIP: 269822AB8<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |   1064770 | PA      | $1026217.19   | 0.26%             | 2029-04-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                       | BHG Securitization Trust 2022-C                                                  | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2212545.83   | 0.57%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530000 | PA      | $1486113.33   | 0.38%             | 2040-02-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2021, 12/31/24                             | Thopas Re 2021, 12/31/24                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Issuance Trust 2021-C                                                    | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $864573.50    | 0.22%             | 2031-10-08      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1450000 | PA      | $1391336.74   | 0.36%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                 | Oasis Securitization Funding LLC                                                 | CUSIP: 67422AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89389 | PA      | $87894.17     | 0.02%             | 2033-02-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile R                       | Foursight Capital Automobile Receivables Trust 2020-1                            | CUSIP: 35105FAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $243266.83    | 0.06%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2019-HRP1                                    | CUSIP: 20754PAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |   1732766 | PA      | $1663455.19   | 0.43%             | 2039-11-25      | Floating      | 6.17%                 | 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        |    500000 | PA      | $475375.90    | 0.12%             | 2037-01-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Gullane Re 2022                                      | Gullane Re 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    220500 | PA      | $234536.71    | 0.06%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Tricolor Auto Securitization T                       | Tricolor Auto Securitization Trust 2022-1                                        | CUSIP: 89616BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $714433.35    | 0.18%             | 2029-07-16      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| TVEST 2020A, LLC                                     | TVEST 2020A LLC                                                                  | CUSIP: 90115AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255590 | PA      | $251226.84    | 0.06%             | 2032-07-15      | Fixed         | 4.50%                 | 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      | $976569.80    | 0.25%             | 2029-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                       | SoFi Professional Loan Program 2016-C LLC                                        | CUSIP: 83402DAA9<br>LEI: 5493005DZE8VF033DB25 | Long             | ABS-O            | CORP              | US        |      6038 | PA      | $6036.75      | 0.00%             | 2036-10-27      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade RE 2021-3 Ltd                                                         | CUSIP: 078777AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $801911.34    | 0.21%             | 2031-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7632500.00   | 1.95%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                     | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2045000 | PA      | $2002958.62   | 0.51%             | 2025-08-05      | Fixed         | 4.49%                 | 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        |    500000 | PA      | $10527.24     | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3931000 | PA      | $3768333.92   | 0.96%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3140XGEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89390 | PA      | $80839.22     | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                              | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    605000 | PA      | $524827.66    | 0.13%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                             | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBC2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $594190.75    | 0.15%             | 2025-09-15      | Fixed         | 4.80%                 | 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        |    126536 | PA      | $122597.07    | 0.03%             | 2031-11-15      | Floating      | 5.73%                 | 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        |   1250000 | PA      | $1176379.63   | 0.30%             | 2027-04-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2019-1 Ltd                                                               | CUSIP: 43731AAA1<br>LEI: 254900GFKVQN72ENGJ20 | Long             | ABS-MBS          | CORP              | BM        |    455186 | PA      | $452685.97    | 0.12%             | 2029-05-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $436038.05    | 0.11%             | 2046-07-17      | Fixed         | 3.97%                 | 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        |    500000 | PA      | $484491.65    | 0.12%             | 2026-02-17      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                        | AIB Group PLC                                                                    | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1622000 | PA      | $1561518.07   | 0.40%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                           | Air Canada                                                                       | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    249375 | PA      | $246458.31    | 0.06%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                                         | CUSIP: 38374KPM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56178 | PA      | $55655.83     | 0.01%             | 2035-01-16      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396KYS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7525 | PA      | $7458.68      | 0.00%             | 2036-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FLOODSMART RE LTD                                    | FloodSmart Re Ltd                                                                | CUSIP: 33975CAJ4<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $231250.00    | 0.06%             | 2025-02-25      | Floating      | 15.54%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31397LF53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40073 | PA      | $40298.95     | 0.01%             | 2038-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Gold Key Resorts LLC                                 | Gold Key Resorts 2014-A LLC                                                      | CUSIP: 38061LAC3<br>LEI: 549300MORAF4RGEXUA95 | Long             | ABS-O            | CORP              | US        |     31298 | PA      | $30700.89     | 0.01%             | 2031-03-17      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13824 | PA      | $13872.37     | 0.00%             | 2036-12-01      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                  | Synchrony Financial                                                              | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1373646.14   | 0.35%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2022-2                                                  | CUSIP: 67578XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1527772.95   | 0.39%             | 2030-02-20      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1541290.95   | 0.39%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | STACR Trust 2018-HRP2                                                            | CUSIP: 35564ABF7<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   1990756 | PA      | $1940254.18   | 0.50%             | 2047-02-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 DOL GEN USD F 4.0                       | CPE 01/12/22 DOL GEN USD F 4.0                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1599817.60   | 0.41%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31359G5Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7271 | PA      | $7283.92      | 0.00%             | 2024-03-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| ACC Auto Trust                                       | ACC Auto Trust 2022-A                                                            | CUSIP: 00085YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $476474.00    | 0.12%             | 2029-03-15      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                       | Santander Bank NA - SBCLN                                                        | CUSIP: 80290CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138797 | PA      | $133367.08    | 0.03%             | 2031-12-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                        | CommScope Inc                                                                    | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    203700 | PA      | $196417.73    | 0.05%             | 2026-04-04      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| DENNING RE 2022                                      | DENNING RE 2022                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $247086.79    | 0.06%             | 2028-06-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| SANDERS RE II LTD                                    | Sanders RE II Ltd                                                                | CUSIP: 80001MAA0<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $230000.00    | 0.06%             | 2025-04-07      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                               | Marlette Funding Trust 2021-1                                                    | CUSIP: 57110NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $896426.60    | 0.23%             | 2031-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                          | CLNY Trust 2019-IKPR                                                             | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1077818.57   | 0.28%             | 2038-11-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                         | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1620000 | PA      | $1458931.99   | 0.37%             | 2034-04-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                            | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    117636 | PA      | $112204.87    | 0.03%             | 2027-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance                       | Structured Receivables Finance 2010-B LLC                                        | CUSIP: 86365LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31079 | PA      | $29767.50     | 0.01%             | 2036-08-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NORTHSHORE RE II LTD                                 | Northshore Re II Ltd                                                             | CUSIP: 666842AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $232500.00    | 0.06%             | 2024-01-08      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31403DQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10217 | PA      | $10243.99     | 0.00%             | 2036-07-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Lion Rock Re 2020, 1/31/22                           | Lion Rock Re 2020, 1/31/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $0.00         | 0.00%             | 2023-01-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137AAED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13662 | PA      | $13424.68     | 0.00%             | 2041-05-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                    | Imperial Fund Mortgage Trust 2021-NQM2                                           | CUSIP: 452761AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $254217.48    | 0.06%             | 2056-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                  | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $717147.75    | 0.18%             | 2036-10-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                       | Chase Mortgage Finance Corp                                                      | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1247474 | PA      | $1020459.61   | 0.26%             | 2050-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                                | Residential Reinsurance 2021 Ltd                                                 | CUSIP: 76114NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $220625.00    | 0.06%             | 2025-12-06      | Floating      | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31398RTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3064 | PA      | $2993.18      | 0.00%             | 2040-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137A6NJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47646 | PA      | $47029.65     | 0.01%             | 2041-02-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2019-ATL                                                                | CUSIP: 056058AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $967282.00    | 0.25%             | 2036-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1340125.00   | 0.34%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                       | Oceanview Mortgage Loan Trust 2020-1                                             | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $358388.01    | 0.09%             | 2050-05-28      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| CPE 06/12/22 193189 USD F 4.05                       | CPE 06/12/22 193189 USD F 4.05                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998622.00   | 0.51%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                 | Fannie Mae Trust 2005-W4                                                         | CUSIP: 31394VQB9<br>LEI: 549300DT3ZN0G36OPC94 | Long             | ABS-MBS          | USGSE             | US        |     44618 | PA      | $43030.30     | 0.01%             | 2045-06-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| AM Capital Funding, LLC                              | AM Capital Funding LLC                                                           | CUSIP: 00166AAA5<br>LEI: 549300VEZWL2JF9NXH87 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1476118.35   | 0.38%             | 2023-12-15      | Fixed         | 4.98%                 | 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        |    172737 | PA      | $159608.99    | 0.04%             | 2027-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Pangaea Re 2022-3                                    | Pangaea Re 2022-3                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $410518.40    | 0.10%             | 2028-05-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31393DRP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48985 | PA      | $48610.70     | 0.01%             | 2027-11-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                       | Bonanza RE Ltd                                                                   | CUSIP: 09785EAD3<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $200000.00    | 0.05%             | 2024-12-23      | Floating      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                                | CUSIP: 577092AQ2<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $212500.00    | 0.05%             | 2025-03-24      | Floating      | 11.08%                | Yes           |                  2 | On Loan: No      |
| CITRUS RE LTD                                        | Citrus Re Ltd                                                                    | CUSIP: 177510AK0<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $237500.00    | 0.06%             | 2025-06-07      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2019-2 Ltd                                                             | CUSIP: 75049TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    384609 | PA      | $383911.10    | 0.10%             | 2029-06-25      | Floating      | 5.79%                 | 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        |    537680 | PA      | $509973.02    | 0.13%             | 2044-12-27      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                       | Palmer Square Loan Funding 2020-1 Ltd                                            | CUSIP: 69701EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488820.00    | 0.12%             | 2028-02-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31371HM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53810 | PA      | $54650.73     | 0.01%             | 2029-04-01      | Fixed         | 6.50%                 | 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        |    185619 | PA      | $177467.43    | 0.05%             | 2033-05-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ENDO LUXEMBOURG FINANCE                              | Endo Luxembourg Finance Co I Sarl                                                | CUSIP: 000000000<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | LU        |    138799 | PA      | $112030.98    | 0.03%             | 2028-03-25      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2019-3 Ltd                                                         | CUSIP: 07877GAD1<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |   2000000 | PA      | $1968325.20   | 0.50%             | 2029-07-25      | Floating      | 6.54%                 | 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        |    130523 | PA      | $130504.72    | 0.03%             | 2033-08-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                               | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214390 | PA      | $205473.17    | 0.05%             | 2040-09-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2021-HB5 LLC                                                                | CUSIP: 12526PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $733496.40    | 0.19%             | 2031-02-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                              | Fannie Mae Grantor Trust 2004-T2                                                 | CUSIP: 31393X7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183193 | PA      | $180042.86    | 0.05%             | 2043-07-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31391SM64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        73 | PA      | $71.02        | 0.00%             | 2033-02-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                       | Oaktown Re V Ltd                                                                 | CUSIP: 67401JAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57311 | PA      | $57337.17     | 0.01%             | 2030-10-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receiva                       | Amur Equipment Finance Receivables VII LLC                                       | CUSIP: 03237MAF7<br>LEI: 5493008OAETJ1UTO4Q72 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491135.30    | 0.13%             | 2025-03-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                       | BHG Securitization Trust 2021-B                                                  | CUSIP: 08862BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $897033.97    | 0.23%             | 2034-10-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                                  | CAL Receivables 2022-1 LLC                                                       | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $767092.00    | 0.20%             | 2026-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1410817.92   | 0.36%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                       | Ready Capital Mortgage Financing 2022-FL8 LLC                                    | CUSIP: 75574PAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $684611.56    | 0.18%             | 2037-01-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| LIMESTONE RE LTD                                     | Limestone Re Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493004PN8HGYC184A27 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $3200.00      | 0.00%             | 2024-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                            | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2370992.42   | 0.61%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                                   | Upstream Newco Inc                                                               | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    246875 | PA      | $226507.81    | 0.06%             | 2026-11-20      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 DUKE USD F 4.03                         | CPE 01/12/22 DUKE USD F 4.03                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099875.22   | 0.28%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                               | Marlette Funding Trust 2019-2                                                    | CUSIP: 57109HAC6<br>LEI: 549300Y3KZXU3NUCX480 | Long             | ABS-O            | CORP              | US        |    430459 | PA      | $426628.62    | 0.11%             | 2029-07-16      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                          | Diamond Resorts Owner Trust 2019-1                                               | CUSIP: 252722AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326600 | PA      | $317487.10    | 0.08%             | 2032-02-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                          | Home RE 2021-2 Ltd                                                               | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1390000 | PA      | $1281576.39   | 0.33%             | 2034-01-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                       | Eden Re II Ltd                                                                   | CUSIP: 27954TAB1<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      2500 | PA      | $1222.25      | 0.00%             | 2023-03-22      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                              | PNMAC GMSR ISSUER TRUST 2018-GT2                                                 | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2147421.60   | 0.55%             | 2025-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                  | Cape Lookout Re Ltd                                                              | CUSIP: 13947LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $233750.00    | 0.06%             | 2025-03-28      | Floating      | 9.28%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2021-4                                                | CUSIP: 92538HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1018608 | PA      | $766962.19    | 0.20%             | 2066-07-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2018-3 Ltd                                                         | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | BM        |    260072 | PA      | $259729.37    | 0.07%             | 2028-10-25      | Floating      | 5.87%                 | 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        |    270068 | PA      | $246208.53    | 0.06%             | 2036-02-28      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                       | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $228230.83    | 0.06%             | 2029-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| DELOS FINANCE SARL                                   | Delos Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 549300HX549YWOJQT076 | Long             | LON              | CORP              | LU        |    296471 | PA      | $295952.18    | 0.08%             | 2023-10-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2077257.56   | 0.53%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Ginnie Mae I Pool                                                                | CUSIP: 36200WAH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15684 | PA      | $16221.82     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | 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        |    300000 | PA      | $289889.91    | 0.07%             | 2033-08-25      | Floating      | 5.82%                 | 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        |    158201 | PA      | $148930.28    | 0.04%             | 2033-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                             | Huntington National Bank/The                                                     | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2403848.64   | 0.61%             | 2025-11-18      | Fixed         | 5.70%                 | 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        |    250000 | PA      | $0.00         | 0.00%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                          | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814020 | PA      | $738047.31    | 0.19%             | 2067-01-25      | Variable      | 3.01%                 | 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        |   1400000 | PA      | $1317901.34   | 0.34%             | 2034-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                       | Government National Mortgage Association                                         | CUSIP: 38375PKW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35906 | PA      | $35816.00     | 0.01%             | 2038-02-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                | ON Semiconductor Corp                                                            | CUSIP: 68218EAH7<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | LON              | CORP              | US        |     61608 | PA      | $61603.27     | 0.02%             | 2026-09-19      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                   | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1585000 | PA      | $1385349.77   | 0.35%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                               | TMS International Corp/DE                                                        | CUSIP: 87261SAD1<br>LEI: 549300L4K0F1YF8WKF23 | Long             | LON              | CORP              | US        |    105988 | PA      | $102013.41    | 0.03%             | 2024-08-14      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31394FUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32713 | PA      | $32194.98     | 0.01%             | 2035-10-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137BCD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66079 | PA      | $64478.56     | 0.02%             | 2025-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                        | 321 Henderson Receivables LLC                                                    | CUSIP: 88576PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76128 | PA      | $74246.60     | 0.02%             | 2040-11-15      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                       | Chase Funding Trust Series 2003-6                                                | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46041 | PA      | $45017.19     | 0.01%             | 2034-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2020, 12/31/23                             | Thopas Re 2020, 12/31/23                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $0.00         | 0.00%             | 2023-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Tidewater Auto Receivables Tru                       | Tidewater Auto Receivables Trust 2020-A                                          | CUSIP: 88641WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1210886.75   | 0.31%             | 2028-07-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31397PBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79133 | PA      | $77867.12     | 0.02%             | 2037-11-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2020-2, 3/10/23                           | Alturas Re 2020-2, 3/10/23                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     29558 | PA      | $6020.96      | 0.00%             | 2023-03-10      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                             | Element Fleet Management Corp                                                    | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $378130.88    | 0.10%             | 2024-04-06      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                             | Capital One Financial Corp                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1397687.57   | 0.36%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $547865.50    | 0.14%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Streamsong Re 2022                                   | Streamsong Re 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250000.00    | 0.06%             | 2027-12-15      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Veros Auto Receivables Trust                         | Veros Auto Receivables Trust 2021-1                                              | CUSIP: 92512BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $929484.20    | 0.24%             | 2028-08-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175574 | PA      | $1150354.75   | 0.29%             | 2034-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2020-3 Ltd                                                         | CUSIP: 07877KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $615368.63    | 0.16%             | 2030-10-25      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| FLY FUNDING II SARL                                  | Fly Funding II Sarl                                                              | CUSIP: 000000000<br>LEI: 54930033GL3A930IIN33 | Long             | LON              | CORP              | LU        |    114459 | PA      | $96527.42     | 0.02%             | 2025-08-09      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| EASTON RE PTE LTD                                    | Easton Re Pte Ltd                                                                | CUSIP: 27777RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $232500.00    | 0.06%             | 2024-01-08      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS                                  | ENTERPRISE PRODUCTS                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999886.00    | 0.26%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hospitality Mortgage Trust                           | HPLY Trust 2019-HIT                                                              | CUSIP: 40443RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765683 | PA      | $727168.64    | 0.19%             | 2036-11-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                      | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $455278.70    | 0.12%             | 2037-01-16      | Floating      | 6.79%                 | 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        |    750000 | PA      | $675007.35    | 0.17%             | 2026-12-21      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                       | CFMT 2020-HB4 LLC                                                                | CUSIP: 12529LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $232833.90    | 0.06%             | 2030-12-26      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                                    | Matterhorn Re Ltd                                                                | CUSIP: 577092AL3<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $247500.00    | 0.06%             | 2022-12-07      | Floating      | 7.35%                 | Yes           |                  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        |   1300000 | PA      | $1178313.50   | 0.30%             | 2036-11-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                            | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $973281.25    | 0.25%             | 2052-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                       | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22540VQ47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100583 | PA      | $99794.16     | 0.03%             | 2032-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                          | Continental Finance Credit Card ABS Master Trust                                 | CUSIP: 66981PAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $738265.28    | 0.19%             | 2030-10-15      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XI LTD                                   | Vitality Re XI Ltd                                                               | CUSIP: 92851AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $236875.00    | 0.06%             | 2024-01-09      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                               | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31149 | PA      | $31042.63     | 0.01%             | 2040-09-20      | Fixed         | 4.35%                 | 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        |    601682 | PA      | $46510.02     | 0.01%             | 2024-12-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31395DVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36256 | PA      | $35835.37     | 0.01%             | 2036-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396PSN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35994 | PA      | $35102.62     | 0.01%             | 2037-02-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31375TN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26 | PA      | $26.11        | 0.00%             | 2025-11-01      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| CPE 01/12/22 CENTERPT USD F 4.07                     | CPE 01/12/22 CENTERPT USD F 4.07                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2099761.78   | 0.54%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31392BNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11209 | PA      | $11169.34     | 0.00%             | 2032-01-18      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978939 | PA      | $930362.90    | 0.24%             | 2067-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1000914.88   | 0.26%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business                       | Perimeter Master Note Business Trust                                             | CUSIP: 71384PAF8<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1458522.45   | 0.37%             | 2024-05-15      | Fixed         | 5.21%                 | 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        |    500000 | PA      | $466336.65    | 0.12%             | 2027-02-16      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    657150 | PA      | $600170.54    | 0.15%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2106844.56   | 0.54%             | 2040-02-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Oakmont Re 2017, 4/30/23                             | Oakmont Re 2017, 4/30/23                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $7350.00      | 0.00%             | 2023-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                             | Outfront Media Capital LLC                                                       | CUSIP: 12505MAF3<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |    267201 | PA      | $256060.26    | 0.07%             | 2026-11-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Commerical Equipment Finance 2                       | Commercial Equipment Finance 2021-A LLC                                          | CUSIP: 20166QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $465199.90    | 0.12%             | 2028-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                          | Continental Finance Credit Card ABS Master Trust                                 | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $669378.01    | 0.17%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Ellington CLO LTD                                    | Ellington CLO IV Ltd                                                             | CUSIP: 28853RAQ2<br>LEI: 25490064KF1PM0300Z69 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1220437.50   | 0.31%             | 2029-04-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                         | Pawneee Equipment Receivables Series 2021-1 LLC                                  | CUSIP: 704100AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $664871.40    | 0.17%             | 2028-05-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| XCALI 2020-1 Mortgage Trust                          | XCALI 2020-1 Mortgage Trust                                                      | CUSIP: 98370AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1618843.53   | 0.41%             | 2023-01-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1805000 | PA      | $1751234.39   | 0.45%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31386XRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10500 | PA      | $10333.45     | 0.00%             | 2028-12-01      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CAELUS RE V LTD                                      | Caelus Re V Ltd                                                                  | CUSIP: 12765KAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $150000.00    | 0.04%             | 2025-06-09      | Floating      | 4.78%                 | Yes           |                  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        |   1080000 | PA      | $996799.07    | 0.25%             | 2026-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    680000 | PA      | $608844.14    | 0.16%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                             | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $1966250.52   | 0.50%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                       | Chase Funding Trust Series 2003-3                                                | CUSIP: 161546FM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60038 | PA      | $58784.91     | 0.02%             | 2033-04-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200190.68    | 0.05%             | 2042-09-25      | Floating      | 7.22%                 | 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        |    250000 | PA      | $250500.00    | 0.06%             | 2028-04-30      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Orange Lake Timeshare Trust                          | Orange Lake Timeshare Trust 2019-A                                               | CUSIP: 68504UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505759 | PA      | $466763.89    | 0.12%             | 2038-04-09      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2625000 | PA      | $2581426.55   | 0.66%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cyprus Re 2017, 1/31/22                              | Cyprus Re 2017, 1/31/22                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $25.00        | 0.00%             | 2023-01-31      | Floating      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| STATE STREET CORP                                    | State Street Corp                                                                | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1593221.79   | 0.41%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                              | TRTX 2019-FL3 Issuer Ltd                                                         | CUSIP: 87276VAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1600000 | PA      | $1530438.88   | 0.39%             | 2034-10-15      | Floating      | 6.09%                 | 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        |      2831 | PA      | $2824.44      | 0.00%             | 2037-05-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396PZS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16171 | PA      | $15822.90     | 0.00%             | 2037-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $1939970.15   | 0.50%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                     | Bellemeade Re 2020-3 Ltd                                                         | CUSIP: 07877KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15266 | PA      | $15271.81     | 0.00%             | 2030-10-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 31396A5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12598 | PA      | $12474.40     | 0.00%             | 2035-08-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 31396PJX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16404 | PA      | $16002.32     | 0.00%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                            | CUSIP: 04685A2J9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1374406.95   | 0.35%             | 2024-06-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                             | Foundation Finance Trust 2021-1                                                  | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    258716 | PA      | $231420.00    | 0.06%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** Pioneer Short Term Income Fund

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

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

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