# EDGAR Filing Document

**Accession Number:** 0000897111
**File Stem:** 0001193125-26-238827
**Filing Date:** 2026-5
**Character Count:** 200707
**Document Hash:** 4bee7eafb37455253c3c83cf3273fa83
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-238827.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001193125-26-238827

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CARILLON SERIES TRUST
- **CENTRAL INDEX KEY:** 0000897111

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07470
- **FILM NUMBER:** 261019180

**BUSINESS ADDRESS:**
- **STREET 1:** 880 CARILLON PARKWAY
- **CITY:** ST PETERSBURG
- **STATE:** FL
- **ZIP:** 33716
- **BUSINESS PHONE:** 727-567-8143

**MAIL ADDRESS:**
- **STREET 1:** 880 CARILLON PARKWAY
- **CITY:** ST. PETERSBURG
- **STATE:** FL
- **ZIP:** 33716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EAGLE SERIES TRUST
- **DATE OF NAME CHANGE:** 20081110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HERITAGE SERIES TRUST
- **DATE OF NAME CHANGE:** 19930714

## Series and Classes Contracts Data

### Carillon Reams Unconstrained Bond Fund (Series ID: S000058965)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000193399 | Class A      | SUBDX           |
| C000193400 | Class C      | SUBEX           |
| C000193401 | Class I      | SUBFX           |
| C000193404 | Class R-6    | SUBTX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES - 31.8%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES - 31.8%** | **Par**  | **Value**  |
| Angel Oak Mortgage Trust | Angel Oak Mortgage Trust | Angel Oak Mortgage Trust | Angel Oak Mortgage Trust |
| &nbsp;&nbsp; Series 2025-10, Class A1, 4.96%, 09/25/2070 <sup>(a)(b)</sup> |  | 2940631 | $2925375 |
| &nbsp;&nbsp; Series 2025-13, Class A1, 4.93%, 10/25/2070 <sup>(a)(c)</sup> |  | 2841665 | 2826172 |
| &nbsp;&nbsp; Series 2026-2, Class A1, 4.69%, 02/25/2071 <sup>(a)(b)</sup> |  | 13532252 | 13393627 |
| BANK | BANK | BANK | BANK |
| &nbsp;&nbsp; Series 2021-BN35, Class A2, 1.87%, 06/15/2064 |  | 6280000 | 6160440 |
| &nbsp;&nbsp; Series 2024-BNK47, Class A5, 5.72%, 06/15/2057 |  | 1390000 | 1453452 |
| Barclays Mortgage Loan Trust | Barclays Mortgage Loan Trust | Barclays Mortgage Loan Trust | Barclays Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2023-NQM1, Class A1A, 6.03%, 01/25/2063 <sup>(a)(c)</sup> |  | 1197031 | 1201398 |
| &nbsp;&nbsp; Series 2026-NQM2, Class A1, 4.70%, 12/25/2065 <sup>(a)(b)</sup> |  | 7437198 | 7337545 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |
| &nbsp;&nbsp; Series 2022-C18, Class A2, 5.50%, 12/15/2055 <sup>(b)</sup> |  | 6331028 | 6388354 |
| &nbsp;&nbsp; Series 2024-C24, Class A5, 5.42%, 02/15/2057 |  | 5700000 | 5837727 |
|  Benchmark Mortgage Trust, Series 2021-B28, Class A2, 1.79%, 08/15/2054 |  | 2274223 | 2244445 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp; Series 2024-C9, Class A5, 5.76%, 07/15/2057 |  | 1810000 | 1892146 |
| &nbsp;&nbsp; Series 2025-C11, Class A5, 5.69%, 02/15/2058 |  | 2030000 | 2113555 |
| &nbsp;&nbsp; Series 2025-C13, Class A5, 5.35%, 10/15/2058 |  | 6310000 | 6418883 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2025-NQM9, Class A1, 5.04%, 09/25/2065 <sup>(a)(c)</sup> |  | 8286225 | 8254495 |
| &nbsp;&nbsp; Series 2026-NQM3, Class A1, 4.99%, 11/25/2065 <sup>(a)(b)</sup> |  | 21225104 | 21110496 |
| &nbsp;&nbsp; Series 2026-NQM3, Class A1LC, 5.05%, 11/25/2065 <sup>(a)(c)</sup> |  | 3005000 | 2980797 |
| Chase Home Lending Mortgage Trust | Chase Home Lending Mortgage Trust | Chase Home Lending Mortgage Trust | Chase Home Lending Mortgage Trust |
| &nbsp;&nbsp; Series 2024-8, Class A4A, 5.50%, 08/25/2055 <sup>(a)(b)</sup> |  | 1692547 | 1693769 |
| &nbsp;&nbsp; Series 2025-11, Class A11, 4.96% (30 day avg SOFR US + 1.30%), 02/25/2056 <sup>(a)</sup> |  | 8939279 | 8918331 |
| &nbsp;&nbsp; Series 2025-3, Class A11, 4.96% (30 day avg SOFR US + 1.30%), 02/25/2056 <sup>(a)</sup> |  | 2261573 | 2256274 |
| &nbsp;&nbsp; Series 2025-4, Class A11, 5.16% (30 day avg SOFR US + 1.50%), 03/25/2056 <sup>(a)</sup> |  | 6656778 | 6687101 |
| &nbsp;&nbsp; Series 2025-5, Class A11, 5.16% (30 day avg SOFR US + 1.50%), 04/25/2056 <sup>(a)</sup> |  | 2305036 | 2314944 |
| &nbsp;&nbsp; Series 2025-9, Class A11, 4.96% (30 day avg SOFR US + 1.30%), 06/25/2056 <sup>(a)</sup> |  | 1624113 | 1625839 |
| &nbsp;&nbsp; Series 2026-3, Class A11, 4.92% (30 day avg SOFR US + 1.25%), 01/25/2057 <sup>(a)</sup> |  | 12525000 | 12523224 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| &nbsp;&nbsp; Series 2021-J1, Class A3A, 2.50%, 04/25/2051 <sup>(a)(b)</sup> |  | 3915584 | 3257429 |
| &nbsp;&nbsp; Series 2021-J2, Class A7A, 2.50%, 07/25/2051 <sup>(a)(b)</sup> |  | 1529813 | 1375235 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2025-10, Class A1, 5.09%, 10/25/2070 <sup>(a)(b)</sup> |  | 6822404 | 6802118 |
| &nbsp;&nbsp; Series 2025-11, Class A1, 5.05%, 11/25/2070 <sup>(a)(b)</sup> |  | 6806091 | 6783798 |
| &nbsp;&nbsp; Series 2025-12, Class A1, 4.98%, 01/26/2071 <sup>(a)(b)</sup> |  | 4939576 | 4913655 |
| &nbsp;&nbsp; Series 2026-2, Class A1, 4.83%, 03/25/2071 <sup>(a)(b)</sup> |  | 26130000 | 25873550 |
|  CSMC Trust, Series 2018-J1, Class A2, 3.50%, 02/25/2048 <sup>(a)(b)</sup> |  | 1822638 | 1649774 |
|  DBC Mortgage Trust, Series 2025-DBC, Class A, 5.02% (1 mo. Term SOFR + 1.35%), 11/15/2042 <sup>(a)</sup> |  | 16590000 | 16579649 |
|  EFMT, Series 2026-NQM3, Class A1, 5.03%, 03/25/2071 <sup>(a)(b)</sup> |  | 23885000 | 23731372 |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |
| &nbsp;&nbsp; Series 2021-4, Class A1, 2.50%, 06/01/2051 <sup>(a)(b)</sup> |  | 4918838 | 4103732 |
| &nbsp;&nbsp; Series 2021-8INV, Class A3, 2.50%, 09/25/2051 <sup>(a)(b)</sup> |  | 1324871 | 1102179 |
|  GCAT Trust, Series 2022-INV1, Class A1, 3.00%, 12/25/2051 <sup>(a)(b)</sup> |  | 4335721 | 3768184 |
|  GS Mortgage-Backed Securities Corp. Trust, Series 2022-PJ2, Class A4, 2.50%, 06/25/2052 <sup>(a)(b)</sup> |  | 2740171 | 2267472 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |
| &nbsp;&nbsp; Series 2020-INV1, Class A14, 2.90%, 10/25/2050 <sup>(a)(b)</sup> |  | 3451639 | 2985153 |
| &nbsp;&nbsp; Series 2021-GR2, Class A2, 2.50%, 02/25/2052 <sup>(a)(b)</sup> |  | 2593955 | 2154780 |
| &nbsp;&nbsp; Series 2021-MM1, Class A2, 2.50%, 04/25/2052 <sup>(a)(b)</sup> |  | 10180741 | 8449944 |
| &nbsp;&nbsp; Series 2021-PJ10, Class A2, 2.50%, 03/25/2052 <sup>(a)(b)</sup> |  | 3942183 | 3271985 |
| &nbsp;&nbsp; Series 2021-PJ7, Class A2, 2.50%, 01/25/2052 <sup>(a)(b)</sup> |  | 3510889 | 2922776 |
| &nbsp;&nbsp; Series 2022-LTV2, Class A21, 4.00%, 12/25/2052 <sup>(a)(b)</sup> |  | 3059774 | 2933193 |
| &nbsp;&nbsp; Series 2022-PJ5, Class A4, 2.50%, 10/25/2052 <sup>(a)(b)</sup> |  | 6150779 | 5120763 |
| &nbsp;&nbsp; Series 2023-CCM1, Class A1, 6.65%, 08/25/2053 <sup>(a)(b)</sup> |  | 1314172 | 1309870 |
| &nbsp;&nbsp; Series 2023-PJ5, Class A16, 6.50%, 02/25/2054 <sup>(a)(b)</sup> |  | 3090967 | 3123329 |
| &nbsp;&nbsp; Series 2025-NQM5, Class A1, 5.01%, 07/25/2065 <sup>(a)(c)</sup> |  | 1754908 | 1745474 |
| &nbsp;&nbsp; Series 2025-PJ7, Class A5, 5.50%, 12/25/2055 <sup>(a)(b)</sup> |  | 3409640 | 3410942 |
|  HOMES Trust, Series 2026-INV1, Class A1D, 5.08%, 08/25/2060 <sup>(a)(c)</sup> |  | 3984814 | 3963493 |
|  Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.47%, 01/13/2040 <sup>(a)(b)</sup> |  | 11828000 | 12103209 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2021-1, Class A3, 2.50%, 06/25/2051 <sup>(a)(b)</sup> |  | 1078970 | 896941 |
| &nbsp;&nbsp; Series 2021-12, Class A3, 2.50%, 02/25/2052 <sup>(a)(b)</sup> |  | 700938 | 581773 |
| &nbsp;&nbsp; Series 2021-13, Class A3A, 2.00%, 04/25/2052 <sup>(a)(b)</sup> |  | 3555306 | 2834525 |
| &nbsp;&nbsp; Series 2021-14, Class A3A, 2.00%, 05/25/2052 <sup>(a)(b)</sup> |  | 2728370 | 2168416 |
| &nbsp;&nbsp; Series 2021-3, Class A3, 2.50%, 07/25/2051 <sup>(a)(b)</sup> |  | 3142137 | 2612024 |
| &nbsp;&nbsp; Series 2021-4, Class A3, 2.50%, 08/25/2051 <sup>(a)(b)</sup> |  | 2432980 | 2031633 |
| &nbsp;&nbsp; Series 2021-6, Class A3, 2.50%, 10/25/2051 <sup>(a)(b)</sup> |  | 2655283 | 2217265 |
| &nbsp;&nbsp; Series 2021-8, Class A3, 2.50%, 12/25/2051 <sup>(a)(b)</sup> |  | 2273035 | 1892391 |
| &nbsp;&nbsp; Series 2021-INV4, Class A2, 3.00%, 01/25/2052 <sup>(a)(b)</sup> |  | 5140603 | 4461025 |
| &nbsp;&nbsp; Series 2021-INV6, Class A2, 3.00%, 04/25/2052 <sup>(a)(b)</sup> |  | 5294680 | 4594734 |
| &nbsp;&nbsp; Series 2021-INV8, Class A2, 3.00%, 05/25/2052 <sup>(a)(b)</sup> |  | 4915503 | 4269124 |
| &nbsp;&nbsp; Series 2022-4, Class A2A, 3.00%, 10/25/2052 <sup>(a)(b)</sup> |  | 1806941 | 1563640 |
| &nbsp;&nbsp; Series 2022-6, Class A2, 3.50%, 11/25/2052 <sup>(a)(b)</sup> |  | 2740427 | 2469994 |
| &nbsp;&nbsp; Series 2022-6, Class A3, 3.00%, 11/25/2052 <sup>(a)(b)</sup> |  | 2141321 | 1852889 |
| &nbsp;&nbsp; Series 2022-8, Class A3, 4.00%, 01/25/2053 <sup>(a)(b)</sup> |  | 1641457 | 1524887 |
| &nbsp;&nbsp; Series 2022-INV1, Class A3, 3.00%, 03/25/2052 <sup>(a)(b)</sup> |  | 3271715 | 2849997 |
| &nbsp;&nbsp; Series 2023-6, Class A4, 6.00%, 12/26/2053 <sup>(a)(b)</sup> |  | 4216460 | 4234180 |
| &nbsp;&nbsp; Series 2024-12, Class A4A, 5.50%, 06/25/2055 <sup>(a)(b)</sup> |  | 3070666 | 3071168 |
| &nbsp;&nbsp; Series 2024-3, Class A3, 3.00%, 05/25/2054 <sup>(a)(b)</sup> |  | 7107814 | 6181858 |
| &nbsp;&nbsp; Series 2024-7, Class A3, 3.00%, 04/25/2053 <sup>(a)(b)</sup> |  | 4160798 | 3590153 |
| &nbsp;&nbsp; Series 2024-CCM1, Class A4A, 5.50%, 04/25/2055 <sup>(a)(b)</sup> |  | 635311 | 635469 |
| &nbsp;&nbsp; Series 2025-12MPR, Class A1D, 5.06%, 06/25/2056 <sup>(a)(c)</sup> |  | 9209390 | 9119282 |
| &nbsp;&nbsp; Series 2025-5MPR, Class A1D, 5.50%, 11/25/2055 <sup>(a)(c)</sup> |  | 6963417 | 6953069 |
| &nbsp;&nbsp; Series 2025-7MPR, Class A1D, 5.32%, 02/25/2056 <sup>(a)(c)</sup> |  | 5619912 | 5602222 |
| &nbsp;&nbsp; Series 2025-NQM4, Class A1, 4.95%, 03/25/2066 <sup>(a)(b)</sup> |  | 8282505 | 8247889 |
| &nbsp;&nbsp; Series 2025-NQM5, Class A1, 4.88%, 05/25/2066 <sup>(a)(b)</sup> |  | 1473007 | 1461512 |
| &nbsp;&nbsp; Series 2026-1, Class A11, 4.76% (30 day avg SOFR US + 1.10%), 07/25/2056 <sup>(a)</sup> |  | 5049419 | 4998129 |
| MFRA Trust | MFRA Trust | MFRA Trust | MFRA Trust |
| &nbsp;&nbsp; Series 2025-NQM5, Class A1, 5.19%, 11/25/2070 <sup>(a)(b)</sup> |  | 9366000 | 9336692 |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1, 5.05%, 02/25/2071 <sup>(a)(b)</sup> |  | 9576045 | 9512400 |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1A, 5.05%, 02/25/2071 <sup>(a)(c)</sup> |  | 5042386 | 5016744 |
|  Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-C35, Class A5, 5.63%, 08/15/2058 |  | 6310000 | 6562006 |
|  Morgan Stanley Residential Mortgage Loan Trust, Series 2023-1, Class A1, 4.00%, 02/25/2053 <sup>(a)(b)</sup> |  | 1230958 | 1141263 |
| OBX Trust | OBX Trust | OBX Trust | OBX Trust |
| &nbsp;&nbsp; Series 2021-INV2, Class A3, 2.50%, 10/25/2051 <sup>(a)(b)</sup> |  | 2354696 | 1954381 |
| &nbsp;&nbsp; Series 2021-J2, Class A1, 2.50%, 07/25/2051 <sup>(a)(b)</sup> |  | 7311501 | 6068831 |
| &nbsp;&nbsp; Series 2023-INV1, Class A1, 3.00%, 01/25/2052 <sup>(a)(b)</sup> |  | 4430638 | 3848018 |
| &nbsp;&nbsp; Series 2025-J3, Class AF, 5.16% (30 day avg SOFR US + 1.50%), 10/25/2055 <sup>(a)</sup> |  | 4006418 | 4020789 |
| &nbsp;&nbsp; Series 2025-NQM19, Class A1, 4.87%, 10/25/2065 <sup>(a)(b)</sup> |  | 5219507 | 5187234 |
| &nbsp;&nbsp; Series 2025-NQM20, Class A1, 5.02%, 10/25/2065 <sup>(a)(b)</sup> |  | 5031793 | 5012896 |
| &nbsp;&nbsp; Series 2026-INV1, Class AF, 5.01% (30 day avg SOFR US + 1.35%), 02/25/2056 <sup>(a)</sup> |  | 11740383 | 11738641 |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.85%, 11/25/2065 <sup>(a)(b)</sup> |  | 5991904 | 5949090 |
| &nbsp;&nbsp; Series 2026-NQM2, Class A1, 4.82%, 12/01/2065 <sup>(a)(b)</sup> |  | 4990553 | 4951955 |
| &nbsp;&nbsp; Series 2026-NQM3, Class A1, 4.65%, 01/25/2066 <sup>(a)(b)</sup> |  | 12347014 | 12225764 |
| PMT Loan Trust | PMT Loan Trust | PMT Loan Trust | PMT Loan Trust |
| &nbsp;&nbsp; Series 2025-J3, Class A35, 5.06% (30 day avg SOFR US + 1.40%), 11/27/2056 <sup>(a)</sup> |  | 10147794 | 10208754 |
| &nbsp;&nbsp; Series 2026-CNF2, Class A24, 5.02% (30 day avg SOFR US + 1.35%), 02/25/2057 <sup>(a)</sup> |  | 21850000 | 21848713 |
| &nbsp;&nbsp; Series 2026-INV3, Class A36, 5.02% (30 day avg SOFR US + 1.35%), 02/25/2057 <sup>(a)</sup> |  | 7445000 | 7444798 |
| &nbsp;&nbsp; Series 2026-J1, Class A25, 4.81% (30 day avg SOFR US + 1.15%), 01/25/2057 <sup>(a)</sup> |  | 9823081 | 9790132 |
| &nbsp;&nbsp; Series 2026-J2, Class A24, 5.01% (30 day avg SOFR US + 1.35%), 03/25/2057 <sup>(a)</sup> |  | 6968910 | 6945746 |
|  PRMI Securitization Trust, Series 2021-1, Class A3, 2.50%, 04/25/2051 <sup>(a)(b)</sup> |  | 3374250 | 3030660 |
| PRPM Trust | PRPM Trust | PRPM Trust | PRPM Trust |
| &nbsp;&nbsp; Series 2025-NQM6, Class A1, 4.99%, 12/25/2070 <sup>(a)(b)</sup> |  | 2266005 | 2251010 |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1, 5.13%, 02/25/2071 <sup>(a)(b)</sup> |  | 25995000 | 25895954 |
| Radian Mortgage Capital Trust | Radian Mortgage Capital Trust | Radian Mortgage Capital Trust | Radian Mortgage Capital Trust |
| &nbsp;&nbsp; Series 2024-J1, Class A25, 5.01% (30 day avg SOFR US + 1.35%), 11/25/2054 <sup>(a)</sup> |  | 3255987 | 3261345 |
| &nbsp;&nbsp; Series 2025-J4, Class A25, 5.21% (30 day avg SOFR US + 1.55%), 03/25/2056 <sup>(a)</sup> |  | 12607053 | 12644643 |
| Rate Mortgage Trust | Rate Mortgage Trust | Rate Mortgage Trust | Rate Mortgage Trust |
| &nbsp;&nbsp; Series 2021-J3, Class A1, 2.50%, 10/25/2051 <sup>(a)(b)</sup> |  | 4411112 | 3666909 |
| &nbsp;&nbsp; Series 2021-J4, Class A1, 2.50%, 11/25/2051 <sup>(a)(b)</sup> |  | 7216009 | 6003099 |
| &nbsp;&nbsp; Series 2025-J3, Class A27, 5.21% (30 day avg SOFR US + 1.55%), 11/25/2055 <sup>(a)</sup> |  | 4171883 | 4192394 |
|  RIDE Trust, Series 2025-SHRE, Class A, 5.08%, 02/14/2047 <sup>(a)(b)</sup> |  | 3115000 | 3157892 |
|  ROCK Trust, Series 2024-CNTR, Class A, 5.39%, 11/13/2041 <sup>(a)</sup> |  | 10430000 | 10603011 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |
| &nbsp;&nbsp; Series 2021-3, Class A1, 2.50%, 05/25/2051 <sup>(a)(b)</sup> |  | 5120015 | 4262612 |
| &nbsp;&nbsp; Series 2021-4, Class A1, 2.50%, 06/25/2051 <sup>(a)(b)</sup> |  | 4835263 | 4022523 |
| &nbsp;&nbsp; Series 2021-6, Class A1, 2.50%, 10/25/2051 <sup>(a)(b)</sup> |  | 2326724 | 1935635 |
| &nbsp;&nbsp; Series 2021-9, Class A1, 2.50%, 01/25/2052 <sup>(a)(b)</sup> |  | 1050329 | 873731 |
| &nbsp;&nbsp; Series 2025-10, Class A26F, 4.91% (30 day avg SOFR US + 1.25%), 11/25/2055 <sup>(a)</sup> |  | 13921228 | 13965449 |
| &nbsp;&nbsp; Series 2025-11, Class A2, 5.00%, 11/25/2055 <sup>(a)(b)</sup> |  | 11317478 | 11080524 |
| &nbsp;&nbsp; Series 2025-12, Class A26F, 5.21% (30 day avg SOFR US + 1.55%), 12/25/2055 <sup>(a)</sup> |  | 4285846 | 4311479 |
| &nbsp;&nbsp; Series 2026-1, Class A26F, 4.91% (30 day avg SOFR US + 1.25%), 02/25/2056 <sup>(a)</sup> |  | 7751155 | 7760481 |
| &nbsp;&nbsp; Series 2026-2, Class A26F, 4.81% (30 day avg SOFR US + 1.15%), 03/25/2056 <sup>(a)</sup> |  | 9711140 | 9673410 |
|  SLG Office Trust, Series 2021-OVA, Class A, 2.59%, 07/15/2041 <sup>(a)</sup> |  | 3550000 | 3157219 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp; Series 2025-11, Class A1, 4.91%, 11/25/2070 <sup>(a)(b)</sup> |  | 6492737 | 6461894 |
| &nbsp;&nbsp; Series 2025-9, Class A1, 4.94%, 10/27/2070 <sup>(a)(b)</sup> |  | 3463207 | 3446244 |
| &nbsp;&nbsp; Series 2026-1, Class A1, 4.86%, 01/25/2071 <sup>(a)(b)</sup> |  | 8145242 | 8103553 |
| &nbsp;&nbsp; Series 2026-2, Class A1, 4.59%, 02/25/2071 <sup>(a)(b)</sup> |  | 2170247 | 2148896 |
| &nbsp;&nbsp; Series 2026-3, Class A1, 4.93%, 03/25/2071 <sup>(a)(b)</sup> |  | 28075000 | 27909085 |
|  Wells Fargo Commercial Mortgage Trust, Series 2025-C65, Class A5, 5.29%, 10/15/2058 |  | 5050000 | 5119114 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2021-RR1, Class A1, 2.50%, 12/25/2050 <sup>(a)(b)</sup> |  | 8258798 | 6875359 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $724,686,662) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $724,686,662) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $724,686,662) | 721756608 |
| **U.S. TREASURY SECURITIES - 16.1%** | **U.S. TREASURY SECURITIES - 16.1%** | **Par**  | **Value**  |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 3.50%, 02/28/2031 |  | 35335000 | 34650384 |
| &nbsp;&nbsp; 3.75%, 10/31/2032 |  | 203385000 | 199150461 |
| &nbsp;&nbsp; 4.25%, 08/15/2035 |  | 133390000 | 132889788 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $372,033,717) | **TOTAL U.S. TREASURY SECURITIES** (Cost $372,033,717) | **TOTAL U.S. TREASURY SECURITIES** (Cost $372,033,717) | 366690633 |
| **ASSET-BACKED SECURITIES - 13.2%** | **ASSET-BACKED SECURITIES - 13.2%** | **Par**  | **Value**  |
| AMSR Trust | AMSR Trust | AMSR Trust | AMSR Trust |
| &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.95%, 06/17/2038 <sup>(a)</sup> |  | 2295000 | 2167205 |
| &nbsp;&nbsp; Series 2023-SFR2, Class A, 3.95%, 06/17/2040 <sup>(a)</sup> |  | 2465000 | 2424558 |
| &nbsp;&nbsp; Series 2024-SFR2, Class A, 4.15%, 11/17/2041 <sup>(a)</sup> |  | 6970000 | 6803314 |
| &nbsp;&nbsp; Series 2025-SFR2, Class A, 4.28%, 11/17/2042 <sup>(a)</sup> |  | 2365000 | 2312725 |
| Avis Budget Rental Car Funding AESOP LLC | Avis Budget Rental Car Funding AESOP LLC | Avis Budget Rental Car Funding AESOP LLC | Avis Budget Rental Car Funding AESOP LLC |
| &nbsp;&nbsp; Series 2024-1A, Class A, 5.36%, 06/20/2030 <sup>(a)</sup> |  | 6090000 | 6223786 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 5.12%, 08/20/2031 <sup>(a)</sup> |  | 10460000 | 10601941 |
| &nbsp;&nbsp; Series 2025-3A, Class A, 4.17%, 02/20/2030 <sup>(a)</sup> |  | 14760000 | 14637561 |
| &nbsp;&nbsp; Series 2026-1A, Class A, 4.28%, 08/20/2030 <sup>(a)</sup> |  | 7035000 | 6974122 |
| &nbsp;&nbsp; Series 2026-2A, Class A, 4.60%, 08/20/2032 <sup>(a)</sup> |  | 7310000 | 7217637 |
|  Bridge Trust, Series 2025-SFR1, Class A, 4.05%, 09/17/2042 <sup>(a)</sup> |  | 9021056 | 8610049 |
|  Deephaven Residential Mortgage Trust, Series 2025-CES1, Class A1A, 5.22%, 10/25/2055 <sup>(a)(c)</sup> |  | 1676373 | 1674040 |
| Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC |
| &nbsp;&nbsp; Series 2023-4A, Class A, 6.15%, 03/25/2030 <sup>(a)</sup> |  | 11949000 | 12421939 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.91%, 09/25/2029 <sup>(a)</sup> |  | 10530000 | 10608198 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 5.13%, 09/25/2031 <sup>(a)</sup> |  | 9390000 | 9461506 |
| &nbsp;&nbsp; Series 2025-3A, Class A, 5.06%, 12/26/2029 <sup>(a)</sup> |  | 12545000 | 12676384 |
| &nbsp;&nbsp; Series 2025-4A, Class A, 5.41%, 12/25/2031 <sup>(a)</sup> |  | 11915000 | 12152553 |
| Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust |
| &nbsp;&nbsp; Series 2021-1, Class A, 1.70%, 09/17/2041 <sup>(a)</sup> |  | 4835532 | 4423306 |
| &nbsp;&nbsp; Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> |  | 12346599 | 12115246 |
| &nbsp;&nbsp; Series 2021-3, Class A, 2.20%, 01/17/2041 <sup>(a)</sup> |  | 12525813 | 11762203 |
|  Invitation Homes Trust, Series 2024-SFR1, Class A, 4.00%, 09/17/2041 <sup>(a)</sup> |  | 977549 | 952303 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2025-HE1, Class A1, 4.82% (30 day avg SOFR US + 1.15%), 07/20/2055 <sup>(a)</sup> |  | 3782208 | 3780707 |
| &nbsp;&nbsp; Series 2025-HE2, Class A1, 4.92% (30 day avg SOFR US + 1.25%), 11/20/2055 <sup>(a)</sup> |  | 4411971 | 4413236 |
| &nbsp;&nbsp; Series 2025-HE3, Class A1, 5.02% (30 day avg SOFR US + 1.35%), 03/20/2056 <sup>(a)</sup> |  | 3317714 | 3324690 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2021-SFR7, Class A, 1.69%, 08/17/2040 <sup>(a)</sup> |  | 4749011 | 4444424 |
| &nbsp;&nbsp; Series 2021-SFR8, Class A, 1.51%, 10/17/2038 <sup>(a)</sup> |  | 4666356 | 4596049 |
| &nbsp;&nbsp; Series 2021-SFR9, Class A, 2.01%, 11/17/2040 <sup>(a)</sup> |  | 8540500 | 8012775 |
| &nbsp;&nbsp; Series 2024-SFR5, Class A, 3.00%, 08/09/2029 <sup>(a)</sup> |  | 9874894 | 9323501 |
| &nbsp;&nbsp; Series 2025-SFR3, Class A, 3.39%, 07/17/2042 <sup>(a)</sup> |  | 4055000 | 3833915 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 3.85%, 10/17/2042 <sup>(a)</sup> |  | 8696013 | 8319855 |
| &nbsp;&nbsp; Series 2025-SFR6, Class A, 4.00%, 12/17/2042 <sup>(a)</sup> |  | 13055000 | 12598613 |
| &nbsp;&nbsp; Series 2026-SFR1, Class A, 3.85%, 02/17/2043 <sup>(a)</sup> |  | 4685000 | 4465593 |
|  RCKT Mortgage Trust, Series 2026-CES3, Class A1A, 5.14%, 03/25/2056 <sup>(a)(c)</sup> |  | 18800000 | 18727757 |
| STAR Trust | STAR Trust | STAR Trust | STAR Trust |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 5.32% (1 mo. Term SOFR + 1.65%), 05/17/2039 <sup>(a)</sup> |  | 8170797 | 8150370 |
| &nbsp;&nbsp; Series 2024-SFR4, Class A, 5.42% (1 mo. Term SOFR + 1.75%), 10/17/2041 <sup>(a)</sup> |  | 16393737 | 16393737 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 5.12% (1 mo. Term SOFR + 1.45%), 02/17/2042 <sup>(a)</sup> |  | 8688533 | 8687951 |
| &nbsp;&nbsp; Series 2026-SFR7, Class A, 5.08% (1 mo. Term SOFR + 1.40%), 05/17/2043 <sup>(a)</sup> |  | 6570000 | 6572904 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2025-HE1, Class A1A, 5.01% (30 day avg SOFR US + 1.35%), 07/25/2065 <sup>(a)</sup> |  | 2596933 | 2596353 |
| &nbsp;&nbsp; Series 2025-HE2, Class A1A, 5.01% (30 day avg SOFR US + 1.35%), 09/25/2065 <sup>(a)</sup> |  | 7903123 | 7894992 |
| Tricon Residential Trust | Tricon Residential Trust | Tricon Residential Trust | Tricon Residential Trust |
| &nbsp;&nbsp; Series 2024-SFR4, Class A, 4.30%, 11/17/2041 <sup>(a)</sup> |  | 2038421 | 1998491 |
| &nbsp;&nbsp; Series 2026-SFR1, Class A, 4.77% (1 mo. Term SOFR + 1.10%), 02/17/2043 <sup>(a)</sup> |  | 6374460 | 6374459 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $299,941,823) | **TOTAL ASSET-BACKED SECURITIES** (Cost $299,941,823) | **TOTAL ASSET-BACKED SECURITIES** (Cost $299,941,823) | 300730948 |
| **AGENCY MORTGAGE-BACKED SECURITIES - 12.3%** | **AGENCY MORTGAGE-BACKED SECURITIES - 12.3%** | **Par**  | **Value**  |
| Fannie Mae REMIC | Fannie Mae REMIC | Fannie Mae REMIC | Fannie Mae REMIC |
| &nbsp;&nbsp; Series 2025-102, Class DA, 4.50%, 03/25/2054 |  | 4119896 | 4081311 |
| &nbsp;&nbsp; Series 2025-102, Class FD, 4.71% (30 day avg SOFR US + 1.05%), 12/25/2055 |  | 12670838 | 12696335 |
| &nbsp;&nbsp; Series 2025-112, Class AC, 4.50%, 07/25/2053 |  | 18210120 | 18055526 |
| &nbsp;&nbsp; Series 2025-46, Class FG, 4.86% (30 day avg SOFR US + 1.20%), 06/25/2055 |  | 5234063 | 5259167 |
| &nbsp;&nbsp; Series 2025-60, Class FA, 5.01% (30 day avg SOFR US + 1.35%), 08/25/2055 |  | 8870686 | 8940686 |
| &nbsp;&nbsp; Series 2025-96, Class FB, 4.76% (30 day avg SOFR US + 1.10%), 11/25/2055 |  | 15851275 | 15898799 |
| &nbsp;&nbsp; Series 2026-13, Class FA, 4.51% (30 day avg SOFR US + 0.85%), 03/25/2056 |  | 23261298 | 23206327 |
| &nbsp;&nbsp; Series 2026-20, Class JA, 4.50%, 06/25/2051 |  | 21795000 | 21470520 |
| &nbsp;&nbsp; Series 2026-20, Class KA, 4.50%, 12/25/2049 |  | 23282351 | 23029796 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series 5470, Class FA, 4.76% (30 day avg SOFR US + 1.10%), 11/25/2054 |  | 2144731 | 2151266 |
| &nbsp;&nbsp; Series 5494, Class FA, 4.76% (30 day avg SOFR US + 1.10%), 01/25/2055 |  | 10494342 | 10525324 |
| &nbsp;&nbsp; Series 5494, Class FB, 4.76% (30 day avg SOFR US + 1.10%), 01/25/2055 |  | 9115071 | 9142188 |
| &nbsp;&nbsp; Series 5499, Class BF, 4.56% (30 day avg SOFR US + 0.90%), 02/25/2055 |  | 2559558 | 2560341 |
| &nbsp;&nbsp; Series 5499, Class CF, 4.66% (30 day avg SOFR US + 1.00%), 02/25/2055 |  | 2133233 | 2139092 |
| &nbsp;&nbsp; Series 5500, Class FE, 5.06% (30 day avg SOFR US + 1.40%), 02/25/2055 |  | 12908586 | 13007813 |
| &nbsp;&nbsp; Series 5513, Class KF, 4.51% (30 day avg SOFR US + 0.85%), 11/25/2054 |  | 3476226 | 3486324 |
| &nbsp;&nbsp; Series 5530, Class FA, 4.81% (30 day avg SOFR US + 1.15%), 04/25/2055 |  | 10289361 | 10329091 |
| &nbsp;&nbsp; Series 5563, Class FB, 4.61% (30 day avg SOFR US + 0.95%), 06/25/2055 |  | 11181282 | 11257308 |
| &nbsp;&nbsp; Series 5575, Class FG, 4.96% (30 day avg SOFR US + 1.30%), 09/25/2055 |  | 6347275 | 6372906 |
| &nbsp;&nbsp; Series 5598, Class FA, 4.81% (30 day avg SOFR US + 1.15%), 11/25/2055 |  | 11250116 | 11294229 |
| &nbsp;&nbsp; Series 5609, Class F, 4.71% (30 day avg SOFR US + 1.05%), 12/25/2055 |  | 17423908 | 17459059 |
| &nbsp;&nbsp; Series 5609, Class FB, 4.61% (30 day avg SOFR US + 0.95%), 12/25/2055 |  | 2294928 | 2298432 |
| &nbsp;&nbsp; Series 5616, Class FA, 4.76% (30 day avg SOFR US + 1.10%), 01/25/2056 |  | 13126975 | 13165748 |
| &nbsp;&nbsp; Series 5639, Class FA, 4.51% (30 day avg SOFR US + 0.85%), 03/25/2056 |  | 9205519 | 9183755 |
| &nbsp;&nbsp; Series 5653, Class MT, 5.00%, 05/27/2026 |  | 22540000 | 22406169 |
| **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $278,754,684) | **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $278,754,684) | **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $278,754,684) | 279417512 |
| **CORPORATE BONDS - 11.3%** | **CORPORATE BONDS - 11.3%** | **Par**  | **Value**  |
| **Airlines - 1.4%** | **Airlines - 1.4%** | **Airlines - 1.4%** | **Airlines - 1.4%** |
|  Air Canada, Pass Through Trust, Series 2020-2, Class A, 5.25%, 04/01/2029 <sup>(a)</sup> |  | 1170346 | 1185488 |
|  Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 4.80%, 08/15/2027 <sup>(a)</sup> |  | 3154353 | 3154774 |
|  American Airlines, Pass Through Trust, Series 2017-2, Class AA, 3.35%, 10/15/2029 |  | 709929 | 686188 |
|  British Airways, Pass Through Trust, Series 2021-1, Class A, 2.90%, 03/15/2035 <sup>(a)</sup> |  | 4095187 | 3755963 |
|  Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 06/10/2028 |  | 10244850 | 9906809 |
| United Airlines, Pass Through Trust | United Airlines, Pass Through Trust | United Airlines, Pass Through Trust | United Airlines, Pass Through Trust |
| &nbsp;&nbsp; Series 2014-1, Class A, 4.00%, 04/11/2026 |  | 2268920 | 2266857 |
| &nbsp;&nbsp; Series 2015-1, Class AA, 3.45%, 12/01/2027 |  | 816376 | 800128 |
| &nbsp;&nbsp; Series 2016-1, Class AA, 3.10%, 07/07/2028 |  | 774844 | 754475 |
| &nbsp;&nbsp; Series 2016-2, Class AA, 2.88%, 10/07/2028 |  | 3209800 | 3096191 |
| &nbsp;&nbsp; Series 2018-1, Class AA, 3.50%, 09/01/2031 |  | 901550 | 875812 |
| &nbsp;&nbsp; Series 2019-1, Class AA, 4.15%, 08/25/2031 |  | 4313576 | 4219268 |
| &nbsp;&nbsp; Series 2019-2, Class AA, 2.70%, 05/01/2032 |  | 199662 | 183516 |
|  |  |  | 30885469 |
| **Auto Manufacturers - 0.7%** | **Auto Manufacturers - 0.7%** | **Auto Manufacturers - 0.7%** | **Auto Manufacturers - 0.7%** |
|  American Honda Finance Corp., 5.20%, 03/05/2035 |  | 5420000 | 5317119 |
|  Ford Motor Credit Co. LLC, 4.27%, 01/09/2027 |  | 2215000 | 2204877 |
|  General Motors Financial Co., Inc., 6.00%, 01/09/2028 |  | 7155000 | 7315103 |
|  |  |  | 14837099 |
| **Banks - 3.4%** | **Banks - 3.4%** | **Banks - 3.4%** | **Banks - 3.4%** |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 4.95% to 07/22/2027 then SOFR + 2.04%, 07/22/2028 |  | 2925000 | 2943891 |
| &nbsp;&nbsp; 4.98% to 01/24/2028 then SOFR + 0.83%, 01/24/2029 |  | 8425000 | 8490638 |
| &nbsp;&nbsp; 5.51% to 01/24/2035 then SOFR + 1.31%, 01/24/2036 |  | 2410000 | 2457671 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 |  | 4105000 | 4058343 |
| &nbsp;&nbsp; 5.45% to 06/11/2034 then SOFR + 1.45%, 06/11/2035 |  | 2405000 | 2438445 |
| &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 |  | 12505000 | 12543094 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 5.00% to 07/22/2029 then SOFR + 1.13%, 07/22/2030 |  | 9380000 | 9513167 |
| &nbsp;&nbsp; 5.50% to 01/24/2035 then SOFR + 1.32%, 01/24/2036 |  | 3220000 | 3295795 |
| &nbsp;&nbsp; 5.57% to 04/22/2035 then SOFR + 1.68%, 04/22/2036 |  | 5275000 | 5435802 |
|  US Bancorp, 5.05% to 02/12/2030 then SOFR + 1.06%, 02/12/2031 |  | 10695000 | 10850802 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 4.48% to 04/04/2030 then 3 mo. Term SOFR + 4.03%, 04/04/2031 |  | 4230000 | 4193455 |
| &nbsp;&nbsp; 5.21% to 12/03/2034 then SOFR + 1.38%, 12/03/2035 |  | 2405000 | 2394363 |
| &nbsp;&nbsp; 5.61% to 04/23/2035 then SOFR + 1.74%, 04/23/2036 |  | 8340000 | 8534552 |
|  |  |  | 77150018 |
| **Capital Markets - 0.8%** | **Capital Markets - 0.8%** | **Capital Markets - 0.8%** | **Capital Markets - 0.8%** |
|  Morgan Stanley, 5.59% to 01/18/2035 then SOFR + 1.42%, 01/18/2036 |  | 2410000 | 2457055 |
|  State Street Corp., 5.15% to 02/28/2035 then SOFR + 1.22%, 02/28/2036 |  | 3225000 | 3232207 |
| The Goldman Sachs Group, Inc. | The Goldman Sachs Group, Inc. | The Goldman Sachs Group, Inc. | The Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 5.21% to 01/28/2030 then SOFR + 1.08%, 01/28/2031 |  | 8495000 | 8631231 |
| &nbsp;&nbsp; 5.54% to 01/28/2035 then SOFR + 1.38%, 01/28/2036 |  | 3155000 | 3207013 |
|  |  |  | 17527506 |
| **Commercial Services - 0.3%** | **Commercial Services - 0.3%** | **Commercial Services - 0.3%** | **Commercial Services - 0.3%** |
|  ERAC USA Finance LLC, 4.60%, 05/01/2028 <sup>(a)</sup> |  | 6410000 | 6441022 |
| **Diversified Telecommunication Services - 0.5%** | **Diversified Telecommunication Services - 0.5%** | **Diversified Telecommunication Services - 0.5%** | **Diversified Telecommunication Services - 0.5%** |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.55%, 03/21/2031 |  | 3650000 | 3313718 |
| &nbsp;&nbsp; 5.25%, 04/02/2035 |  | 7600000 | 7609372 |
|  |  |  | 10923090 |
| **Electric - 2.1%** | **Electric - 2.1%** | **Electric - 2.1%** | **Electric - 2.1%** |
|  Appalachian Power Co., 2.70%, 04/01/2031 |  | 6185000 | 5624998 |
|  Consolidated Edison Co. of New York, Inc., 3.35%, 04/01/2030 |  | 510000 | 489213 |
|  Duke Energy Florida LLC, 5.88%, 11/15/2033 |  | 4940000 | 5244751 |
|  Duke Energy Indiana LLC, 5.25%, 03/01/2034 |  | 7605000 | 7788226 |
|  Entergy Arkansas LLC, 5.30%, 09/15/2033 |  | 5810000 | 5957303 |
| Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC |
| &nbsp;&nbsp; 2.35%, 06/15/2032 |  | 5485000 | 4801696 |
| &nbsp;&nbsp; 5.35%, 03/15/2034 |  | 12700000 | 13055889 |
|  Public Service Electric and Gas Co., 4.65%, 03/15/2033 |  | 5200000 | 5138327 |
|  |  |  | 48100403 |
| **Electric Utilities - 0.6%** | **Electric Utilities - 0.6%** | **Electric Utilities - 0.6%** | **Electric Utilities - 0.6%** |
|  Duke Energy Corp., 5.00%, 12/08/2027 |  | 3475000 | 3511968 |
|  Virginia Electric and Power Co., 5.15%, 03/15/2035 |  | 4330000 | 4321379 |
|  Wisconsin Power and Light Co., 5.38%, 03/30/2034 |  | 6350000 | 6446043 |
|  |  |  | 14279390 |
| **Ground Transportation - 0.1%** | **Ground Transportation - 0.1%** | **Ground Transportation - 0.1%** | **Ground Transportation - 0.1%** |
|  Union Pacific Corp., 5.10%, 02/20/2035 |  | 3185000 | 3241533 |
| **Health Care Equipment & Supplies - 0.5%** | **Health Care Equipment & Supplies - 0.5%** | **Health Care Equipment & Supplies - 0.5%** | **Health Care Equipment & Supplies - 0.5%** |
|  GE HealthCare Technologies, Inc., 5.86%, 03/15/2030 |  | 10415000 | 10868483 |
| **Hotels, Restaurants & Leisure - 0.1%** | **Hotels, Restaurants & Leisure - 0.1%** | **Hotels, Restaurants & Leisure - 0.1%** | **Hotels, Restaurants & Leisure - 0.1%** |
|  McDonald's Corp., 4.95%, 03/03/2035 |  | 3258000 | 3240948 |
| **Multi-Utilities - 0.3%** | **Multi-Utilities - 0.3%** | **Multi-Utilities - 0.3%** | **Multi-Utilities - 0.3%** |
|  Dominion Energy, Inc., 3.38%, 04/01/2030 |  | 6090000 | 5814668 |
| **Oil & Gas - 0.1%** | **Oil & Gas - 0.1%** | **Oil & Gas - 0.1%** | **Oil & Gas - 0.1%** |
|  Chevron USA, Inc., 4.98%, 04/15/2035 |  | 3240000 | 3281467 |
| **Oil, Gas & Consumable Fuels - 0.2%** | **Oil, Gas & Consumable Fuels - 0.2%** | **Oil, Gas & Consumable Fuels - 0.2%** | **Oil, Gas & Consumable Fuels - 0.2%** |
|  TransCanada PipeLines Ltd., 4.10%, 04/15/2030 |  | 4851000 | 4758466 |
| **Transportation - 0.2%** | **Transportation - 0.2%** | **Transportation - 0.2%** | **Transportation - 0.2%** |
|  Canadian Pacific Railway Co., 5.20%, 03/30/2035 |  | 5215000 | 5309384 |
| **TOTAL CORPORATE BONDS** (Cost $256,934,556) | **TOTAL CORPORATE BONDS** (Cost $256,934,556) | **TOTAL CORPORATE BONDS** (Cost $256,934,556) | 256658946 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 7.6%** | **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 7.6%** | **Par**  | **Value**  |
|  Brazil Letras do Tesouro Nacional |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;14.18%, 04/01/2026 <sup>(1)</sup> | BRL | 290100 | 55975010 |
|  &nbsp;&nbsp;&nbsp;&nbsp;13.74%, 07/01/2026 <sup>(1)</sup> | BRL | 199500 | 37297870 |
|  Brazil Notas do Tesouro Nacional Serie F, 10.00%, 01/01/2037 | BRL | 34200000 | 5395341 |
|  Secretaria Tesouro Nacional, 10.00%, 01/01/2031 | BRL | 427896000 | 74230005 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $160,600,878) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $160,600,878) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $160,600,878) | 172898226 |
| **MEDIUM-TERM NOTES - 3.2%** | **MEDIUM-TERM NOTES - 3.2%** | **Par**  | **Value**  |
| BNP Paribas Issuance BV | BNP Paribas Issuance BV | BNP Paribas Issuance BV | BNP Paribas Issuance BV |
| &nbsp;&nbsp; 04/20/2026 <sup>(a)(d)</sup> |  | 2033000 | 1805304 |
| &nbsp;&nbsp; 05/13/2026 <sup>(a)(e)</sup> |  | 2564000 | 2717840 |
| &nbsp;&nbsp; 05/26/2026 <sup>(a)(f)</sup> |  | 1625000 | 1596888 |
|  BofA Finance LLC, 04/29/2026 <sup>(g)</sup> |  | 2453000 | 2508192 |
| Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. |
| &nbsp;&nbsp; 04/01/2026 <sup>(h)</sup> |  | 2260000 | 2840006 |
| &nbsp;&nbsp; 04/09/2026 <sup>(i)</sup> | GBP | 1697000 | 2764408 |
| &nbsp;&nbsp; 04/13/2026 <sup>(j)</sup> |  | 2397000 | 2825344 |
| &nbsp;&nbsp; 04/13/2026 <sup>(k)</sup> |  | 2192000 | 1659519 |
| &nbsp;&nbsp; 04/20/2026 <sup>(j)</sup> |  | 2207000 | 2479785 |
| &nbsp;&nbsp; 04/29/2026 <sup>(l)</sup> | GBP | 1724000 | 2611397 |
| &nbsp;&nbsp; 05/13/2026 <sup>(m)</sup> | GBP | 1933000 | 2990276 |
| &nbsp;&nbsp; 05/15/2026 <sup>(n)</sup> |  | 1192000 | 1198425 |
| &nbsp;&nbsp; 06/11/2026 <sup>(n)</sup> |  | 1031000 | 969759 |
| &nbsp;&nbsp; 06/25/2026 <sup>(a)(o)</sup> |  | 709000 | 1651942 |
| &nbsp;&nbsp; 06/25/2026 <sup>(a)(o)</sup> |  | 758000 | 1644534 |
| &nbsp;&nbsp; 06/30/2026 <sup>(p)</sup> |  | 8516000 | 7905403 |
| &nbsp;&nbsp; 06/30/2026 <sup>(q)</sup> | EUR | 2627000 | 3570602 |
| &nbsp;&nbsp; 07/02/2026 <sup>(n)</sup> |  | 2349000 | 2349000 |
| Morgan Stanley Finance LLC | Morgan Stanley Finance LLC | Morgan Stanley Finance LLC | Morgan Stanley Finance LLC |
| &nbsp;&nbsp; 04/01/2026 <sup>(a)(r)</sup> | GBP | 1763000 | 2865785 |
| &nbsp;&nbsp; 04/20/2026 <sup>(a)(s)</sup> |  | 713000 | 886794 |
| &nbsp;&nbsp; 04/22/2026 <sup>(a)(t)</sup> |  | 357000 | 536839 |
| &nbsp;&nbsp; 05/08/2026 <sup>(a)(t)</sup> |  | 176000 | 176000 |
| &nbsp;&nbsp; 05/20/2026 <sup>(a)(s)</sup> |  | 2137000 | 2508304 |
| &nbsp;&nbsp; 05/20/2026 <sup>(a)(u)</sup> |  | 2285000 | 1590931 |
| &nbsp;&nbsp; 07/02/2026 <sup>(a)(v)</sup> | EUR | 2200000 | 2542882 |
| Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. |
| &nbsp;&nbsp; 04/08/2026 <sup>(a)(w)</sup> |  | 2349000 | 2881166 |
| &nbsp;&nbsp; 06/03/2026 <sup>(a)(x)</sup> |  | 2276000 | 2687910 |
| &nbsp;&nbsp; 06/03/2026 <sup>(a)(y)</sup> |  | 2093000 | 1715339 |
| &nbsp;&nbsp; 06/08/2026 <sup>(a)(x)</sup> |  | 2421000 | 2788024 |
| &nbsp;&nbsp; 06/08/2026 <sup>(a)(y)</sup> |  | 2162000 | 1907187 |
| &nbsp;&nbsp; 06/22/2026 <sup>(a)(z)</sup> |  | 2421000 | 2358683 |
| **TOTAL MEDIUM-TERM NOTES** (Cost $66,939,168) | **TOTAL MEDIUM-TERM NOTES** (Cost $66,939,168) | **TOTAL MEDIUM-TERM NOTES** (Cost $66,939,168) | 71534468 |
| **TOTAL INVESTMENTS - 95.5% (**Cost $2,159,891,488**)** | **TOTAL INVESTMENTS - 95.5% (**Cost $2,159,891,488**)** | **TOTAL INVESTMENTS - 95.5% (**Cost $2,159,891,488**)** | 2169687341 |
| Other Assets in Excess of Liabilities - 4.5% | Other Assets in Excess of Liabilities - 4.5% | Other Assets in Excess of Liabilities - 4.5% | 101826368 |
| **TOTAL NET ASSETS - 100.0%** |  |  | $2271513709 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| LLC - Limited Liability Company |
| REMIC - Real Estate Mortgage Investment Conduit |
| SOFR - Secured Overnight Financing Rate |
| BRL - Brazilian Real |
| EUR - Euro |
| GBP - British Pound |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors.

(b) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2026.

(c) Step coupon bond. The rate disclosed is as of March 31, 2026.

(d) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the USDJPY Fixing Rate

(e) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the Synthetic USD CMS 5Y5Y Rate from its initial underlying value to its final underlying value.

(f) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the USDBRL Fixing Rate from its initial underlying value to its final underlying value.

(g) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the Synthetic 5Y5Y SOFR Swap Rate from its initial underlying value to its final underlying value.

(h) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the Synthetic 10Y10Y SOFR CMS Rate from its initial underlying value to its final underlying value.

(i) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the SONIA CMS7 Rate

(j) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the U.S. Dollar/Swiss Franc Exchange Rate from its initial underlying value to its final underlying value.

(k) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the U.S. Dollar/Japanese Yen Exchange Rate from its initial underlying value to its final underlying value.

(l) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the SONIA CMS30 Rate from its initial underlying value to its final underlying value.

(m) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the SONIA CMS2 Rate from its initial underlying value to its final underlying value.

(n) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the synthetic 5Y5Y SOFR CMS rate from its initial underlying value to its final underlying value.

(o) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the S&P 500<sup>®</sup> Index from its initial underlying value to its final underlying value.

(p) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the SOFR CMS5 Rate from its initial underlying value to its final underlying value.

(q) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the EUR CMS5 Rate from its initial underlying value to its final underlying value.

(r) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the GBP-SONIA ICE Swap Rate from its initial underlying value to its final underlying value.

(s) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of each of the 10-year USD SOFR ICE Swap Rate and the 2-year USD SOFR ICE Swap Rate (each, an "underlying") from its initial underlying value to its final underlying value.

(t) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of each of the 30-year USD SOFR ICE Swap Rate and the USD/CHF spot exchange rate (each, an "underlying") from its initial underlying value to its final underlying value.

(u) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of each of the 30-year USD SOFR ICE Swap Rate and the 5-year USD SOFR ICE Swap Rate (each, an "underlying") from its initial underlying value to its final underlying value.

(v) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the EUR-EURIBOR ICE Swap Rate from its initial underlying value to its final underlying value.

(w) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of each of the 20Y USD SWAP Reference Rate and the 10Y USD SWAP Reference Rate (each, an "underlying") from its initial underlying value to its final underlying value.

(x) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the USDCHF Spot Rate from its initial underlying value to its final underlying value.

(y) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the USDJPY Spot Rate from its initial underlying value to its final underlying value.

(z) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of each of the 10Y USD Swap Reference Rate and the 5Y USD Swap Reference Rate (each, an "underlying") from its initial underlying value to its final underlying value.

(1) Zero Coupon instrument. The rate shown is the annualized effective yield as of March 31, 2026.

------

---

| | | | |
|:---|:---|:---|:---|
| <br>**Carillon Reams Unconstrained Bond Fund** | <br>**Carillon Reams Unconstrained Bond Fund** | <br>**Carillon Reams Unconstrained Bond Fund** | <br>**Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** | **Schedule of Written Options** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **WRITTEN OPTIONS - (0.0)%** | **Notional Amount** | **Contracts** | **Value** |
| **Put Options - (0.0)%** | **Put Options - (0.0)%** | **Put Options - (0.0)%** | **Put Options - (0.0)%** |
|  CDX North American High Yield Index Series 45, Counterparty: Barclays Capital, Inc.; Expiration: 06/17/2026; Exercise Price $98.00 | $(155423070) | (155423070) | $(842393) |
| **TOTAL WRITTEN OPTIONS** (Premiums received $601,487) |  |  | $(842393) |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Description** | **Contracts**<br> **Purchased** | **Expiration Date** | **Notional** | **Value & Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BOBL | 791 | 06/08/2026 | $105535542 | $(1306800) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | 1870 | 06/08/2026 | 271024204 | (4398127) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | 5939 | 06/18/2026 | 659507391 | (7052442) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | 4526 | 06/30/2026 | 938897482 | (1579264) |
|  |  |  |  | $(14336633) |
|  |  |  |  | – |
| **Description** | **Contracts**<br> **Sold** | **Expiration Date** | **Notional** | **Value & Unrealized**<br> **Appreciation** <br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (1850) | 06/06/2026 | $(226128693) | $1686183 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Notes | (1857) | 06/30/2026 | (200889681) | 2824597 |
|  |  |  |  | $4510780 |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $(9825853) |

---

There is $1,921,062 of variation margin due from the Fund to the broker as of the date of this report.

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Barclays Capital, Inc. | 04/28/2026 | KRW | 48116338800 | USD | 33510000 | $(2069454) |
| Barclays Capital, Inc. | 04/29/2026 | USD | 2375099 | GBP | 1724000 | 93300 |
| Barclays Capital, Inc. | 05/18/2026 | JPY | 8448172923 | USD | 55677484 | (2218152) |
| Barclays Capital, Inc. | 05/29/2026 | CAD | 55085648 | USD | 40432326 | (730306) |
| Goldman Sachs | 04/01/2026 | BRL | 185876405 | USD | 35504442 | 373641 |
| Goldman Sachs | 04/01/2026 | USD | 33865973 | BRL | 185876405 | (2012110) |
| Goldman Sachs | 05/05/2026 | USD | 10408508 | BRL | 55079741 | (150128) |
| Goldman Sachs | 05/26/2026 | USD | 16634000 | BRL | 88169066 | (181012) |
| Goldman Sachs | 07/01/2026 | USD | 33174545 | BRL | 187148569 | (2208362) |
| J.P. Morgan Securities, Inc. | 04/01/2026 | BRL | 376439165 | USD | 71761819 | 898913 |
| J.P. Morgan Securities, Inc. | 04/01/2026 | USD | 2375140 | GBP | 1763000 | 41653 |
| J.P. Morgan Securities, Inc. | 04/01/2026 | USD | 53704236 | BRL | 281157785 | (565172) |
| J.P. Morgan Securities, Inc. | 04/09/2026 | USD | 2293103 | GBP | 1697000 | 47001 |
| J.P. Morgan Securities, Inc. | 05/13/2026 | USD | 2637617 | GBP | 1933000 | 79302 |
| J.P. Morgan Securities, Inc. | 05/26/2026 | USD | 66520335 | CHF | 51050033 | 2274919 |
| J.P. Morgan Securities, Inc. | 06/02/2026 | USD | 55624452 | BRL | 291583377 | 110192 |
| J.P. Morgan Securities, Inc. | 06/30/2026 | USD | 3034380 | EUR | 2627000 | (14641) |
| J.P. Morgan Securities, Inc. | 07/02/2026 | USD | 2553458 | EUR | 2200000 | (156) |
| Morgan Stanley | 04/01/2026 | USD | 17197874 | BRL | 95281380 | (1193451) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $(7424023) |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen |
| KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Inflation and Interest Rate Swap Contracts** | **Schedule of Inflation and Interest Rate Swap Contracts** | **Schedule of Inflation and Interest Rate Swap Contracts** | **Schedule of Inflation and Interest Rate Swap Contracts** | **Schedule of Inflation and Interest Rate Swap Contracts** | **Schedule of Inflation and Interest Rate Swap Contracts** | **Schedule of Inflation and Interest Rate Swap Contracts** | **Schedule of Inflation and Interest Rate Swap Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Pay/ Receive**<br> **Floating Rate** | **Floating** <br> **Rate Index** | **Central Clearing**<br> **Party** | **Fixed Rate** | **Payment**<br> **Frequency** | **Maturity Date** | **Notional Amount** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Receive | Euro Short-Term Rate Volume<br> Weighted Trimmed Mean | LCH Ltd. | 2.34% | Annually | 12/24/2034 | EUR 267,100,000 | $8262947 |
| **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** |  | $8262947 |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** |
| **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** | **Buy Protection** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Obligation** | **Financing Rate**<br> **Received (Paid)** | **Payment**<br> **Frequency** | **Rating of** <br> **Reference Entity** | **Maturity**<br> **Date** | **Notional** <br> **Amount** | **Value** | **Premiums Paid<br> (Received)** | **Unrealized** <br> **Appreciation** <br> (Depreciation) |
| **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** |
| iTraxx Australia<br> Series 46 Index | (1.00)% | Quarterly | Baa2/BBB | 06/20/2031 | $97210000 | $(402277) | $(381286) | $(20991) |
|  | 0.000% |  |  |  |  | $(402277) | $(381286) | $(20991) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** |
| **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Obligation \*** | **Financing Rate**<br> **Received (Paid)** | **Payment**<br> **Frequency** | **Rating of**<br> **Reference Entity** | **Maturity**<br> **Date** | **Notional** <br> **Amount (b)** | **Value (c)** | **Premiums Paid**<br> (Received) | **Unrealized**<br> **Appreciation** <br> (Depreciation) |
| **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** |
| CDX North American Investment Grade Index<br> Series 46 | 1.00% | Quarterly | Baa2/BBB | 06/20/2031 | $211330000 | $3705507 | $3530149 | $175358 |
| CDX North American High Yield Index<br> Series 46 | 5.00% | Quarterly | B2/B | 06/20/2031 | 302210000 | 14674671 | 12770143 | 1904528 |
|  | 0.000% |  |  |  |  | $18380178 | $16300292 | $2079886 |
| \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. |
| (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. |
| (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $2,759,151 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. |

---

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
Carillon Reams Unconstrained Bond Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Commercial Mortgage-Backed Securities | $– | $721756608 | $– | $721756608 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 366690633 | – | 366690633 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 300730948 | – | 300730948 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Mortgage-Backed Securities | – | 279417512 | – | 279417512 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 256658946 | – | 256658946 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Debt Obligations | – | 172898226 | – | 172898226 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Medium-Term Notes | – | 71534468 | – | 71534468 |
| Total Investments | $– | $2169687341 | $– | $2169687341 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Inflation and Interest Rate Swaps \* | $– | $8262947 | $– | $8262947 |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | 4510780 | – | – | 4510780 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | 3918921 | – | 3918921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps | – | 18380178 | – | 18380178 |
| Total Other Financial Instruments | $4510780 | $30562046 | $– | $35072826 |
| **Liabilities:** |  |  |  |  |
| <u>Investments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Written Options | $– | $(842393) | $– | $(842393) |
| Total Investments | $– | $(842393) | $– | $(842393) |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $(14336633) | $– | $– | $(14336633) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | (11342944) | – | (11342944) |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps | – | (402277) | – | (402277) |
| Total Other Financial Instruments | $(14336633) | $(11745221) | $– | $(26081854) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Carillon Series Trust

- **b. Investment Company Act file number:** 811-07470

- **c. CIK number of Registrant:** 0000897111

- **d. LEI of Registrant:** 549300RNYMX90LFTNW23

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

  - **Street Address 1:** 880 Carillon Parkway

  - **City:** St. Petersburg

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33716

  - **Telephone number:** 7275671000

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

- **a. Name of Series:** Carillon Reams Unconstrained Bond Fund

- **b. EDGAR series identifier (if any):** S000058965

- **c. LEI of Series:** 549300MVU3XYYWJ6RX19

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2335148760.45

**Total Liabilities:** $67030462.47

**Net Assets:** $2268118297.98

**Delayed Delivery Securities:** $40608720.52

**Cash Not Reported:** $110552119.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 710672.450000000000 | **1-Year:** 110290.580000000000 | **5-Year:** 295322.930000000000 | **10-Year:** 311807.430000000000 | **30-Year:** 102561.520000000000

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

- **3-Month:** 889.220000000000 | **1-Year:** 1596.810000000000 | **5-Year:** 24511.830000000000 | **10-Year:** 3017.050000000000 | **30-Year:** 118.690000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193399 | 0.48%                | 1.27%                | -1.12%               |
| Class ID C000193400 | 0.40%                | 1.20%                | -1.19%               |
| Class ID C000193401 | 0.48%                | 1.29%                | -1.10%               |
| Class ID C000193404 | 0.48%                | 1.30%                | -1.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $214505.30               | $8021744.19                                |
| Month 2  | $3140448.55              | $22246401.51                               |
| Month 3  | $2691313.56              | $-24692687.39                              |

**Designated Index Information**

- **Index Name:** N/A

- **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: 3136BWY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8870686 | PA      | $8940686.20   | 0.39%             | 2055-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                           | CUSIP: 3136BXT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15851275 | PA      | $15898798.55  | 0.70%             | 2055-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                           | CUSIP: 3136BYCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12670838 | PA      | $12696334.46  | 0.56%             | 2055-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                           | CUSIP: 3136BYDA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4119896 | PA      | $4081311.02   | 0.18%             | 2054-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                           | CUSIP: 3136BYP63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23261298 | PA      | $23206327.25  | 1.02%             | 2056-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                           | CUSIP: 3136BYQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18210120 | PA      | $18055525.51  | 0.80%             | 2053-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                           | CUSIP: 3136G5DS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23282351 | PA      | $23029795.70  | 1.02%             | 2049-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                           | CUSIP: 3136G5ES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21795000 | PA      | $21470520.40  | 0.95%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HHCK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2144731 | PA      | $2151266.02   | 0.09%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HHXY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10494342 | PA      | $10525324.36  | 0.46%             | 2055-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HHXZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9115071 | PA      | $9142187.61   | 0.40%             | 2055-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HJAS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12908586 | PA      | $13007813.37  | 0.57%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HJWF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2559558 | PA      | $2560340.92   | 0.11%             | 2055-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HJWK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2133233 | PA      | $2139092.21   | 0.09%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HKEP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3476226 | PA      | $3486324.29   | 0.15%             | 2054-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-4                              | CUSIP: 33852FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4918838 | PA      | $4103732.29   | 0.18%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-8INV                           | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1324871 | PA      | $1102178.71   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2204877.47   | 0.10%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17291W6E6<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    1192000 | PA      | $1198424.88   | 0.05%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17291WAN1<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    1031000 | PA      | $969758.60    | 0.04%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17291WAS0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    2397000 | PA      | $2825343.90   | 0.12%             | 2026-04-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17333Q138<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |        709 | NS      | $1651941.64   | 0.07%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17333Q732<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |        758 | NS      | $1644534.06   | 0.07%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2023-1       | CUSIP: 61774YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1230958 | PA      | $1141263.05   | 0.05%             | 2053-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                  | CUSIP: 61778J6Z8<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |    2137000 | PA      | $2508303.75   | 0.11%             | 2026-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                  | CUSIP: 61778J7A2<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |    2285000 | PA      | $1590931.25   | 0.07%             | 2026-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2026-CES3                               | CUSIP: 74940LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18800000 | PA      | $18727757.24  | 0.83%             | 2056-03-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                            | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4193455.38   | 0.18%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                            | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2394363.38   | 0.11%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                            | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8340000 | PA      | $8534552.18   | 0.38%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2021-RR1 Trust       | CUSIP: 95003JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8258798 | PA      | $6875358.83   | 0.30%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C65              | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5050000 | PA      | $5119114.30   | 0.23%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT        | Wisconsin Power and Light Co                                | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    6350000 | PA      | $6446042.86   | 0.28%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260401                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-3770732.94  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260401                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $1272554.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260505                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-150128.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260526                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-181011.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260602                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $110191.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260701                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2208361.96  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260529                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-730305.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260526                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $2274918.47   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Jun26                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -1850 | NC      | $1686182.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260401                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $41652.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Jun26                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        791 | NC      | $-1306799.37  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Jun26                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       1870 | NC      | $-4398126.91  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CDX.NA.HY.46 06/20/2031 (SELL PROTECTION)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $15046330.76  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.45 OPTION 98                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | -155423070 | NC      | $-842393.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.IG.46 06/20/2031 (SELL PROTECTION)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $3719478.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                  | CUSIP: DC6186597<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |    1763000 | PA      | $2865785.06   | 0.13%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: DC7463565<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    1697000 | PA      | $2764408.33   | 0.12%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: DH5657431<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    2627000 | PA      | $3570601.78   | 0.16%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2025-SFR2 Trust                                        | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2365000 | PA      | $2312724.99   | 0.10%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2026-2                             | CUSIP: 03466LAA2<br>LEI: 254900KYTF3JMR1ZQR67 | Long             | ABS-MBS          | CORP              | US        |   13532252 | PA      | $13393627.30  | 0.59%             | 2071-02-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-10                            | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    2940631 | PA      | $2925375.19   | 0.13%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-13                            | CUSIP: 034952AC5<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-MBS          | CORP              | US        |    2841665 | PA      | $2826172.04   | 0.12%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO           | Appalachian Power Co                                        | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    6185000 | PA      | $5624998.35   | 0.25%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                    | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    6090000 | PA      | $6223785.73   | 0.27%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                    | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   10460000 | PA      | $10601941.15  | 0.47%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                    | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   14760000 | PA      | $14637561.37  | 0.65%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                    | CUSIP: 05377RLG7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    7310000 | PA      | $7217636.69   | 0.32%             | 2032-08-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2023-SFR2 Trust                                        | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2465000 | PA      | $2424558.22   | 0.11%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                    | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    7035000 | PA      | $6974121.92   | 0.31%             | 2030-08-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C18                               | CUSIP: 054975AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6331028 | PA      | $6388354.36   | 0.28%             | 2055-12-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C13 Mortgage Trust                                 | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6310000 | PA      | $6418883.47   | 0.28%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                  | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1810000 | PA      | $1892146.31   | 0.08%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                 | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2030000 | PA      | $2113555.00   | 0.09%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2457671.37   | 0.11%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                             | CUSIP: 06540CAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6280000 | PA      | $6160440.10   | 0.27%             | 2064-06-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2023-NQM1                      | CUSIP: 066940AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1197031 | PA      | $1201397.64   | 0.05%             | 2063-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2026-NQM2                      | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7437198 | PA      | $7337544.55   | 0.32%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C24                               | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5700000 | PA      | $5837727.39   | 0.26%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                           | CUSIP: 08163GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2274223 | PA      | $2244445.07   | 0.10%             | 2054-08-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BOFA FINANCE LLC               | BofA Finance LLC                                            | CUSIP: 09711CBJ2<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | SN               | CORP              | US        |    2453000 | PA      | $2508192.50   | 0.11%             | 2026-04-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | Bravo Residential Funding Trust 2025-NQM9                   | CUSIP: 10569WAC5<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |    8286225 | PA      | $8254494.90   | 0.36%             | 2065-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2026-NQM3                   | CUSIP: 10571LAD3<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-MBS          | CORP              | US        |    3005000 | PA      | $2980796.53   | 0.13%             | 2065-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2026-NQM3                   | CUSIP: 10571LAE1<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-MBS          | CORP              | US        |   21225104 | PA      | $21110496.45  | 0.93%             | 2065-11-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                   | Bridge 2025-SFR1 Trust                                      | CUSIP: 10807GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9021056 | PA      | $8610049.18   | 0.38%             | 2042-09-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT         | British Airways 2021-1 Class A Pass Through Trust           | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4095187 | PA      | $3755963.38   | 0.17%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5215000 | PA      | $5309383.73   | 0.23%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2020-INV1               | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3451639 | PA      | $2985153.29   | 0.13%             | 2050-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-GR2                | CUSIP: 36262JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2593955 | PA      | $2154780.22   | 0.10%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2021-SFR1 Trust                                        | CUSIP: 00179DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2295000 | PA      | $2167204.53   | 0.10%             | 2038-06-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2024-SFR2 Trust                                        | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6970000 | PA      | $6803313.84   | 0.30%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-MM1                | CUSIP: 36264JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10180741 | PA      | $8449943.93   | 0.37%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2022-PJ2           | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2740171 | PA      | $2267472.25   | 0.10%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2026-NQM1 Trust                                         | CUSIP: 55287YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5042386 | PA      | $5016744.15   | 0.22%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2026-NQM1 Trust                                         | CUSIP: 55287YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9576045 | PA      | $9512399.50   | 0.42%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT         | Air Canada 2020-2 Class A Pass Through Trust                | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1170346 | PA      | $1185487.51   | 0.05%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR        | Alaska Airlines 2020-1 Class A Pass Through Trust           | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3154353 | PA      | $3154774.28   | 0.14%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                             | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3240947.92   | 0.14%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2025-NQM5 Trust                                         | CUSIP: 59319DAC7<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |    9366000 | PA      | $9336691.99   | 0.41%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2457054.77   | 0.11%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                  | CUSIP: 61776MLF0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     357000 | PA      | $612255.00    | 0.03%             | 2026-04-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                  | CUSIP: 61776MLG8<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     357000 | PA      | $536838.75    | 0.02%             | 2026-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35 | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6310000 | PA      | $6562005.63   | 0.29%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT       | American Airlines 2017-2 Class AA Pass Through Trust        | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     709929 | PA      | $686188.15    | 0.03%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE         | American Honda Finance Corp                                 | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    5420000 | PA      | $5317119.13   | 0.23%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2024-8                    | CUSIP: 16159XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1692547 | PA      | $1693768.80   | 0.07%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2025-11            | CUSIP: 16162QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8939279 | PA      | $8918331.12   | 0.39%             | 2056-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2025-5                    | CUSIP: 161935BA8<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |    2305036 | PA      | $2314944.47   | 0.10%             | 2056-04-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2026-3             | CUSIP: 161938CC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12525000 | PA      | $12523223.96  | 0.55%             | 2057-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                | Chevron USA Inc                                             | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3281466.82   | 0.14%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17291W3K5<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    8516000 | PA      | $7905402.80   | 0.35%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                     | ROCK Trust 2024-CNTR                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10430000 | PA      | $10603010.75  | 0.47%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                 | RIDE 2025-SHRE                                              | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3115000 | PA      | $3157891.99   | 0.14%             | 2047-02-14      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17291W4K4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    2207000 | PA      | $2479785.20   | 0.11%             | 2026-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17291W4X6<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    2260000 | PA      | $2840006.40   | 0.13%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: 17291W5A5<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    2192000 | PA      | $1659519.36   | 0.07%             | 2026-04-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2023-PJ5                | CUSIP: 36268ABB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3090967 | PA      | $3123328.85   | 0.14%             | 2054-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-11                              | CUSIP: 816950AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11317478 | PA      | $11080523.80  | 0.49%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-9                               | CUSIP: 81748CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050329 | PA      | $873730.90    | 0.04%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-3                               | CUSIP: 81748VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5120015 | PA      | $4262612.03   | 0.19%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-4                               | CUSIP: 81748WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4835263 | PA      | $4022523.30   | 0.18%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-6                               | CUSIP: 81748YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2326724 | PA      | $1935634.68   | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-12                              | CUSIP: 81749XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4285846 | PA      | $4311479.28   | 0.19%             | 2055-12-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-10                              | CUSIP: 81750CBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13921228 | PA      | $13965448.90  | 0.62%             | 2055-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2026-1                               | CUSIP: 81750KBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7751155 | PA      | $7760480.87   | 0.34%             | 2056-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                           | CUSIP: ZM0253397<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     199500 | PA      | $37297869.56  | 1.64%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                     | CUSIP: DF7962783<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |    1625000 | PA      | $1596887.50   | 0.07%             | 2026-05-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-PJ7                | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3409640 | PA      | $3410942.12   | 0.15%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2023-CCM1               | CUSIP: 362918AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1314172 | PA      | $1309870.26   | 0.06%             | 2053-08-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ5                | CUSIP: 362925AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6150779 | PA      | $5120763.00   | 0.23%             | 2052-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                             | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   11949000 | PA      | $12421939.03  | 0.55%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                             | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   10530000 | PA      | $10608197.89  | 0.47%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC 2025-2                      | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9390000 | PA      | $9461505.79   | 0.42%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                             | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   12545000 | PA      | $12676383.79  | 0.56%             | 2029-12-26      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                             | CUSIP: 42806MDF3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   11915000 | PA      | $12152552.93  | 0.54%             | 2031-12-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                     | CUSIP: YI9316849<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |    2564000 | PA      | $2717840.00   | 0.12%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                     | CUSIP: YI2949653<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |    2033000 | PA      | $1805304.00   | 0.08%             | 2026-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-1 Trust                       | CUSIP: 437300AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4835532 | PA      | $4423305.82   | 0.20%             | 2041-09-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-3 Trust                       | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12525813 | PA      | $11762203.52  | 0.52%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2018-J1 Trust                                          | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1822638 | PA      | $1649773.97   | 0.07%             | 2048-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-10 Mortgage Loan Trust                            | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |    6822404 | PA      | $6802117.95   | 0.30%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-11 Mortgage Loan Trust                            | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |    6806091 | PA      | $6783798.37   | 0.30%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-2 Trust                       | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12346599 | PA      | $12115246.37  | 0.53%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S | HOMES 2026-INV1 Trust                                       | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3984814 | PA      | $3963493.30   | 0.17%             | 2060-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $4058342.69   | 0.18%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12505000 | PA      | $12543094.11  | 0.55%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                       | CUSIP: 17329EAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3915584 | PA      | $3257428.79   | 0.14%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2021-J2                       | CUSIP: 17329MCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1529813 | PA      | $1375234.89   | 0.06%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-12 Mortgage Loan Trust                            | CUSIP: 19688UAD4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |    4939576 | PA      | $4913654.90   | 0.22%             | 2071-01-26      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2026-2 Mortgage Loan Trust                             | CUSIP: 19689FAF1<br>LEI: 213800O4MIR3K4EURE50 | Long             | ABS-MBS          | CORP              | US        |   26130000 | PA      | $25873549.76  | 1.14%             | 2071-03-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC        | Consolidated Edison Co of New York Inc                      | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     510000 | PA      | $489212.89    | 0.02%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust    | DBC 2025-DBC Mortgage Trust                                 | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16590000 | PA      | $16579649.50  | 0.73%             | 2042-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2025-CES1              | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1676373 | PA      | $1674039.73   | 0.07%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA        | Delta Air Lines 2020-1 Class AA Pass Through Trust          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10244850 | PA      | $9906808.62   | 0.44%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6090000 | PA      | $5814668.42   | 0.26%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                            | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3511967.54   | 0.15%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC        | Duke Energy Indiana LLC                                     | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    7605000 | PA      | $7788226.05   | 0.34%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                     | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4940000 | PA      | $5244750.92   | 0.23%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2026-NQM3                                              | CUSIP: 26846JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23885000 | PA      | $23731371.68  | 1.05%             | 2071-03-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                        | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    6410000 | PA      | $6441021.77   | 0.28%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                       | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $4801696.03   | 0.21%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                       | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $13055889.43  | 0.58%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                        | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    5810000 | PA      | $5957302.67   | 0.26%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                           | CUSIP: 3136BV6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5234063 | PA      | $5259167.20   | 0.23%             | 2055-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                  | CUSIP: 61778J6X3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     713000 | PA      | $886793.75    | 0.04%             | 2026-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                        | CUSIP: 65539UDV5<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    2421000 | PA      | $2358683.46   | 0.10%             | 2026-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                        | CUSIP: 65539UDW3<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    2421000 | PA      | $2788023.60   | 0.12%             | 2026-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                        | CUSIP: 65539UDX1<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    2162000 | PA      | $1907186.68   | 0.08%             | 2026-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                        | CUSIP: 65539UDY9<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    2276000 | PA      | $2687910.48   | 0.12%             | 2026-06-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                        | CUSIP: 65539UDZ6<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    2093000 | PA      | $1715339.08   | 0.08%             | 2026-06-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                        | CUSIP: 65539UEA0<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    2349000 | PA      | $2881165.95   | 0.13%             | 2026-04-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                            | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35335000 | PA      | $34650384.38  | 1.53%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3313717.94   | 0.15%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7609371.86   | 0.34%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-9                           | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    3463207 | PA      | $3446244.38   | 0.15%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2026-2                           | CUSIP: 92490GAF5<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |    2170247 | PA      | $2148895.57   | 0.09%             | 2071-02-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2026-3                           | CUSIP: 92490HAE6<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |   28075000 | PA      | $27909085.17  | 1.23%             | 2071-03-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-11                          | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |    6492737 | PA      | $6461893.87   | 0.28%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2026-1                           | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |    8120544 | PA      | $8078981.46   | 0.36%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                              | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4321379.36   | 0.19%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                    | CUSIP: DC5022348<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   34200000 | PA      | $5395340.72   | 0.24%             | 2037-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -1857 | NC      | $2824597.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260518                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2218151.78  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260428                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $-2069453.61  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 2.341% 12/24/2034                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $8262947.02   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MARKIT ITRX AUD 06/20/2031 (BUY PROTECTION)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          1 | NC      | $-413077.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       4526 | NC      | $-1579264.29  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       5939 | NC      | $-7052442.29  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards                   | Hudson Yards 2025-SPRL Mortgage Trust                       | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11828000 | PA      | $12103209.17  | 0.53%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust         | Invitation Homes 2024-SFR1 Trust                            | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     977549 | PA      | $952302.85    | 0.04%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-1                             | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1078970 | PA      | $896940.52    | 0.04%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-3                             | CUSIP: 46592KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3142137 | PA      | $2612023.54   | 0.12%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-8                             | CUSIP: 46592TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2273035 | PA      | $1892390.59   | 0.08%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-12                            | CUSIP: 46592WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700938 | PA      | $581773.42    | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-13                            | CUSIP: 46592XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3555306 | PA      | $2834524.94   | 0.12%             | 2052-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-HE1                    | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3782208 | PA      | $3780706.72   | 0.17%             | 2055-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2025-HE2                         | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-MBS          | CORP              | US        |    4411971 | PA      | $4413236.32   | 0.19%             | 2055-11-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-7MPR                   | CUSIP: 46594CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5619912 | PA      | $5602222.10   | 0.25%             | 2056-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2026-1                             | CUSIP: 46594NCH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5049419 | PA      | $4998129.46   | 0.22%             | 2056-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-7                             | CUSIP: 465971AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4160798 | PA      | $3590152.94   | 0.16%             | 2053-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-INV1                          | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3271715 | PA      | $2849997.31   | 0.13%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-6                           | CUSIP: 465989AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4216460 | PA      | $4234179.78   | 0.19%             | 2053-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9380000 | PA      | $9513166.83   | 0.42%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                         | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $3295794.45   | 0.15%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                         | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5435802.41   | 0.24%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-4                             | CUSIP: 46652VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2432980 | PA      | $2031632.99   | 0.09%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-6                             | CUSIP: 46653PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2655283 | PA      | $2217264.79   | 0.10%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-14                          | CUSIP: 46653QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2728370 | PA      | $2168416.07   | 0.10%             | 2052-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-INV4                          | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5140603 | PA      | $4461025.37   | 0.20%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-INV6                          | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5294680 | PA      | $4594734.28   | 0.20%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-INV8                        | CUSIP: 46654RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4915503 | PA      | $4269123.88   | 0.19%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-4                           | CUSIP: 46655GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1806941 | PA      | $1563640.03   | 0.07%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-6                           | CUSIP: 46655KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2740427 | PA      | $2469993.57   | 0.11%             | 2052-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-6                           | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2141321 | PA      | $1852889.40   | 0.08%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-8                           | CUSIP: 46655VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1641457 | PA      | $1524887.30   | 0.07%             | 2053-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-3                      | CUSIP: 46657QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7107814 | PA      | $6181857.83   | 0.27%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-CCM1                          | CUSIP: 46658NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     635311 | PA      | $635468.93    | 0.03%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-12                            | CUSIP: 46658TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3070666 | PA      | $3071168.32   | 0.14%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2025-HE3                           | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-MBS          | CORP              | US        |    3317714 | PA      | $3324689.55   | 0.15%             | 2056-03-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM4                   | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8282505 | PA      | $8247888.58   | 0.36%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-12MPR                  | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9209390 | PA      | $9119281.61   | 0.40%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM5                   | CUSIP: 46664DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1473007 | PA      | $1461512.42   | 0.06%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR5 Trust                        | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9874894 | PA      | $9323501.02   | 0.41%             | 2029-08-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR3 Trust                        | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4055000 | PA      | $3833915.32   | 0.17%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR6 Trust                        | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13055000 | PA      | $12598612.87  | 0.56%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2026-SFR1 Trust                        | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4685000 | PA      | $4465592.55   | 0.20%             | 2043-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR5 Trust                        | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8696013 | PA      | $8319855.36   | 0.37%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC        | Public Service Electric and Gas Co                          | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5138326.49   | 0.23%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust  | Radian Mortgage Capital Trust LLC 2024-J1                   | CUSIP: 75023DBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3255987 | PA      | $3261345.39   | 0.14%             | 2054-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust  | Radian Mortgage Capital Trust 2025-J4                       | CUSIP: 75024UBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12607053 | PA      | $12644642.67  | 0.56%             | 2056-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | Rate Mortgage Trust 2021-J3                                 | CUSIP: 75409TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4411112 | PA      | $3666908.79   | 0.16%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | Rate Mortgage Trust 2025-J3                                 | CUSIP: 75410EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4171883 | PA      | $4192394.27   | 0.18%             | 2055-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | Rate Mortgage Trust 2021-J4                                 | CUSIP: 75410JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7216009 | PA      | $6003098.70   | 0.26%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust           | STAR 2025-SFR5 Trust                                        | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8688533 | PA      | $8687950.86   | 0.38%             | 2042-02-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Starwood Capital Group         | STAR 2026-SFR7 Trust                                        | CUSIP: 85520GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6570000 | PA      | $6572903.94   | 0.29%             | 2043-05-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                           | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3232207.17   | 0.14%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-HE1                          | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-MBS          | CORP              | US        |    2596933 | PA      | $2596353.46   | 0.11%             | 2065-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-HE2                          | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-MBS          | CORP              | US        |    7903123 | PA      | $7894992.44   | 0.35%             | 2065-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                   | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    4851000 | PA      | $4758465.87   | 0.21%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2024-SFR4 Trust                          | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2038421 | PA      | $1998490.85   | 0.09%             | 2041-11-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2026-SFR1 Trust                          | CUSIP: 895989AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6374460 | PA      | $6374459.51   | 0.28%             | 2043-02-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP             | Union Pacific Corp                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3241533.30   | 0.14%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT       | United Airlines 2018-1 Class AA Pass Through Trust          | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     901550 | PA      | $875811.94    | 0.04%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT       | United Airlines 2019-1 Class AA Pass Through Trust          | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4313576 | PA      | $4219267.84   | 0.19%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT       | United Airlines 2016-1 Class AA Pass Through Trust          | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     774844 | PA      | $754474.71    | 0.03%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ7                | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3510889 | PA      | $2922776.21   | 0.13%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ10               | CUSIP: 36262PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3942183 | PA      | $3271984.57   | 0.14%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-LTV2               | CUSIP: 36268SCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3059774 | PA      | $2933193.01   | 0.13%             | 2052-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust                                    | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6963417 | PA      | $6953068.87   | 0.31%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-J2 Trust                                           | CUSIP: 670861AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7311501 | PA      | $6068831.05   | 0.27%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-INV2 Trust                                         | CUSIP: 67114KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2354696 | PA      | $1954380.86   | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM1 Trust                                         | CUSIP: 67123HAA1<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |    5991904 | PA      | $5949090.33   | 0.26%             | 2065-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM2 Trust                                         | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |    4990553 | PA      | $4951954.96   | 0.22%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-INV1 Trust                                         | CUSIP: 67123WAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11740383 | PA      | $11738641.06  | 0.52%             | 2056-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM20 Trust                                        | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |    5031793 | PA      | $5012896.32   | 0.22%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-INV1                                               | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4430638 | PA      | $3848017.70   | 0.17%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-J3 Trust                                           | CUSIP: 67449KAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4006418 | PA      | $4020789.28   | 0.18%             | 2055-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM19 Trust                                        | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |    5219507 | PA      | $5187234.10   | 0.23%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM3 Trust                                         | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |   12347014 | PA      | $12225763.57  | 0.54%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust      | PRMI Securitization Trust 2021-1                            | CUSIP: 69359DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3374250 | PA      | $3030660.33   | 0.13%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-NQM6 Trust                                        | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2266004 | PA      | $2251009.90   | 0.10%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2026-INV3                                    | CUSIP: 69383WBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7445000 | PA      | $7444798.24   | 0.33%             | 2057-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2025-J3                                      | CUSIP: 69392XBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10147794 | PA      | $10208754.02  | 0.45%             | 2056-11-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2026-CNF2                                    | CUSIP: 69393FBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21850000 | PA      | $21848713.04  | 0.96%             | 2057-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2026-J2                                      | CUSIP: 729921BA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6968910 | PA      | $6945745.73   | 0.31%             | 2057-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2026-J1                                      | CUSIP: 73015MBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9823081 | PA      | $9790132.05   | 0.43%             | 2057-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR7 Trust                        | CUSIP: 74333PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4749011 | PA      | $4444423.83   | 0.20%             | 2040-08-17      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR9 Trust                        | CUSIP: 74333QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8540500 | PA      | $8012775.02   | 0.35%             | 2040-11-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR8 Trust                        | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4666356 | PA      | $4596049.09   | 0.20%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2026-NQM1 Trust                                        | CUSIP: 74391DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25995000 | PA      | $25895953.85  | 1.14%             | 2071-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                    | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  427896000 | PA      | $74230005.15  | 3.27%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT       | United Airlines 2016-2 Class AA Pass Through Trust          | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3209800 | PA      | $3096191.22   | 0.14%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT       | United Airlines 2019-2 Class AA Pass Through Trust          | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199662 | PA      | $183515.79    | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT       | United Airlines 2015-1 Class AA Pass Through Trust          | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     816376 | PA      | $800128.14    | 0.04%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT        | United Airlines 2014-1 Class A Pass Through Trust           | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2268920 | PA      | $2266857.28   | 0.10%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                  | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   10695000 | PA      | $10850802.19  | 0.48%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  133390000 | PA      | $132889787.50 | 5.86%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                            | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  203385000 | PA      | $199150461.25 | 8.78%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                           | CUSIP: ZF1596302<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     290100 | PA      | $55975010.31  | 2.47%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2438444.65   | 0.11%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260409                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $47001.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260429                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $93300.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260513                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          1 | NC      | $79301.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: YI9317052<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    1933000 | PA      | $2990275.68   | 0.13%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States         | CUSIP: YI4560888<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    1724000 | PA      | $2611397.24   | 0.12%             | 2026-04-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HKTV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10289361 | PA      | $10329091.25  | 0.46%             | 2055-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HMKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11181282 | PA      | $11257307.54  | 0.50%             | 2055-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HN3A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6347275 | PA      | $6372905.57   | 0.28%             | 2055-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HNSG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11250116 | PA      | $11294228.90  | 0.50%             | 2055-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HNXR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17423908 | PA      | $17459059.37  | 0.77%             | 2055-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HNXT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2294928 | PA      | $2298431.88   | 0.10%             | 2055-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HPKS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13126975 | PA      | $13165748.04  | 0.58%             | 2056-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: 3137HQN56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9205519 | PA      | $9183755.39   | 0.40%             | 2056-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-INV1 Trust                                        | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4335721 | PA      | $3768183.76   | 0.17%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                              | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   10415000 | PA      | $10868483.06  | 0.48%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM5               | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    1754908 | PA      | $1745473.70   | 0.08%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                             | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7155000 | PA      | $7315102.57   | 0.32%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8495000 | PA      | $8631231.43   | 0.38%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                 | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $3207012.95   | 0.14%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                          | CUSIP: BCC3TY4T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22540000 | PA      | $22406168.75  | 0.99%             | 2026-05-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2025-4                    | CUSIP: 16159UAZ1<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    6656778 | PA      | $6687101.45   | 0.29%             | 2056-03-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2025-3                    | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |    2261573 | PA      | $2256273.59   | 0.10%             | 2056-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2025-9             | CUSIP: 16160UBA2<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |    1624113 | PA      | $1625838.59   | 0.07%             | 2056-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                   | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3550000 | PA      | $3157219.13   | 0.14%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust           | STAR 2022-SFR3 Trust                                        | CUSIP: 78474PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8170797 | PA      | $8150370.09   | 0.36%             | 2039-05-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2026-2                               | CUSIP: 81750FBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9711140 | PA      | $9673409.55   | 0.43%             | 2056-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust           | STAR 2024-SFR4 Trust                                        | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16393737 | PA      | $16393736.54  | 0.72%             | 2041-10-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                        | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2943890.47   | 0.13%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8425000 | PA      | $8490638.25   | 0.37%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390000 | PA      | $1453452.11   | 0.06%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** Carillon Series Trust

**Signature:** /s/ Carolyn Gill

**Name of Signer:** Carolyn Gill

**Title:** Principal Financial Officer