# EDGAR Filing Document

**Accession Number:** 0000897111
**File Stem:** 0001752724-23-048466
**Filing Date:** 2023-3
**Character Count:** 55534
**Document Hash:** 7ff2e5c8c7ca49af70c0e8fb7208bcc7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048466.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048466

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CARILLON SERIES TRUST
- **CENTRAL INDEX KEY:** 0000897111
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07470
- **FILM NUMBER:** 23689093

**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 Chartwell Short Duration Bond Fund (Series ID: S000075961)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000235338 | Class Chartwell | CWSDX           |

## 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:** 727-567-1000

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

- **a. Name of Series:** CARILLON CHARTWELL SHORT DURATION BOND FUND

- **b. EDGAR series identifier (if any):** S000075961

- **c. LEI of Series:** 549300MCA79ER0MTRC24

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $9689611.68

**Total Liabilities:** $119482.66

**Net Assets:** $9570129.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 47.17802300 | **1-Year:** 417.64528700 | **5-Year:** 403.25020600 | **10-Year:** 6.02581700 | **30-Year:** 0.00000000

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

- **3-Month:** 1.44100300 | **1-Year:** 117.22344900 | **5-Year:** 56.30960400 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235338 | 0.28%                | 1.02%                | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4466.18                | $312.80                                    |
| Month 2  | $-401.94                 | $68645.43                                  |
| Month 3  | $169.07                  | $-11542.88                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Summit Midstream Holdings, LLC / Summit Midstream Finance Corp.             | Summit Midstream Holdings, LLC 8.50%, DUE 10/15/2026          | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28572.60     | 0.30%             | 2026-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                          | CENTERPOINT ENERGY FR 03/02/2023                              | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43977.58     | 0.46%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 1%, Due 12/15/2024                        | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $173148.44    | 1.81%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation             | Icahn Enterprises, L.P. 4.75%, due 09/15/2024                 | CUSIP: 451102BW6<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95875.12     | 1.00%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                             | CVS Health Corporation 2.625%, Due 08/15/2024                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48030.49     | 0.50%             | 2024-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | FHLB 1% due 11/22/2024                                        | CUSIP: 3130APQ73<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $46464.30     | 0.49%             | 2024-11-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                  | CATERPILLAR FINANCIAL SERVICES FR due 05/15/2023              | CUSIP: 14913Q2M0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225163.74    | 2.35%             | 2023-05-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 0.250%, Due 09/30/2023                    | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $53171.68     | 0.56%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Arconic Corp.                                                               | ARCONIC CORPORATION SR SEC GLBL 6.00%, Due 05/15/2025         | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49154.83     | 0.51%             | 2025-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                   | Goldman Sachs Group Inc Floating, Due 03/08/2024              | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163222.24    | 1.71%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc/Bpr Cumulus Llc/Bpr Nimbus Llc/Ggsi Sellco Llc | BROOKFIELD PPTY REIT INC / BPR 4.50%, DUE 04/01/2027          | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30089.35     | 0.31%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                              | Salesforce Com Inc 0.6250%, Due 07/15/2024                    | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56281.01     | 0.59%             | 2024-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 4.25%, Due 09/30/2024                     | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $124360.35    | 1.30%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating  LP                                             | Western Midstream Operating  LP 3.35% due 2/1/25              | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71005.50     | 0.74%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                | Truist Bank 1.25% DUE 03/09/2023                              | CUSIP: 89788JAB5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39746.59     | 0.42%             | 2023-03-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corporation                                                | Clearwater Paper Corp. 5.375%, due 02/01/2025                 | CUSIP: 18538RAH6<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63156.74     | 0.66%             | 2025-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                  | Simon Property Group, L.P. 1.375%, Due 01/15/2027             | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113459.46    | 1.19%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                   | Goldman Sachs Group, Inc. FR, due 2/23/2023                   | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50025.10     | 0.52%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                     | XPO Logistics, Inc. 6.25%, 05/01/2025                         | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26244.74     | 0.27%             | 2025-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 0.375%, Due 09/15/2024                    | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $172418.56    | 1.80%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                              | Citigroup, Inc. 3.352%, due 04/24/2025                        | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111513.00    | 1.17%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | MORGAN STANLEY FR ADJ%, DUE 11/10/2023                        | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184457.07    | 1.93%             | 2023-11-10      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                              | John Deere Capital Corporation 2.7%, Due 01/06/2023           | CUSIP: 24422EUA5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57992.49     | 0.61%             | 2023-01-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                    | WESCO Distribution, Inc.                                      | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50625.61     | 0.53%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                   | FFCB 5.48% DUE 10/25/2027                                     | CUSIP: 3133ENV23<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    125000 | PA      | $124646.91    | 1.30%             | 2027-10-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                   | Toyota Motor Credit Corporation 0.5%, Due 08/14/2023          | CUSIP: 89236THF5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24324.46     | 0.25%             | 2023-08-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                     | BONY Mellon Floating Rate, due 11/21/25                       | CUSIP: 06405LAC5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100262.78    | 1.05%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley 2.188% Until 04/28/2025                        | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23231.63     | 0.24%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                 | Bank of America 0.981%, DUE 09/25/2025                        | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92037.57     | 0.96%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | Federal Home Loan Bank 1.25%, DUE 10/26/2026                  | CUSIP: 3130APCX1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $88831.16     | 0.93%             | 2026-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                         | NAVIENT CORP. 7.25%, DUE 09/25/2023                           | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54955.21     | 0.57%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corporation                                                      | OGE ENERGY CORP 0.703%, DUE 5/26/23                           | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110014.85    | 1.15%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | United States Treasury Note/Bond 4.125%, Due 09/30/2027       | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $461725.00    | 4.82%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | FEDERAL HOME LOAN BANKS 3.5% due 04/26/2027                   | CUSIP: 3130ARKZ3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23764.20     | 0.25%             | 2027-04-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                        | JPMorgan Chase & Company 1.04% Until 02/04/2026               | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21746.71     | 0.23%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Regency Energy Partners LP/Regency Energy Finance Corp.                     | REGENCY ENERGY PARTNERS LP 4.50%, DUE 11/01/2023              | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49634.32     | 0.52%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                          | Hewlett Packard Enterprise Company 1.75%, Due 04/01/2026      | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103291.25    | 1.08%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                  | CNH Industrial Capital LLC 1.950%, Due 07/02/2023             | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49147.22     | 0.51%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | FEDERAL NATL MTG ASSN CALL 5.6%112525                         | CUSIP: 3135GACY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     85000 | PA      | $84895.87     | 0.89%             | 2025-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 0.75%, Due 12/31/2023                     | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $14418.96     | 0.15%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley 0.731% Until 04/05/2023                        | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98565.74     | 1.03%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                   | Goldman Sachs Group, Inc. 3.50%, Due 11/16/2026               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46869.14     | 0.49%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quebecor Media Inc.                                                         | QUEBECOR MEDIA INC 5.75% DUE 01/15/20/23                      | CUSIP: 74819RAP1<br>LEI: 5493006O1E1TBNKPQW25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14964.15     | 0.16%             | 2023-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                        | Elevance Health, Inc. 2.375%, Due 01/15/2025                  | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66448.35     | 0.69%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                             | Magallanes Inc. 3.428%, Due 03/15/2024                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9707.68      | 0.10%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                   | FEDERAL FARM CR BKS CONS 4.47%, DUE 06/22/2028                | CUSIP: 3133ENZD5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24457.49     | 0.26%             | 2028-06-22      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                            | Genuine Parts Company 1.750% Due 02/01/2025                   | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23341.91     | 0.24%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 1.50%, due 01/31/2027                     | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $465612.30    | 4.87%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                      | APTIV PLC / APTIV CORP due 02/18/2025                         | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14144.88     | 0.15%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Crown Amers Llc / Crown Amers Cap Corp Vi                                   | Crown Americas LLC 4.75%, Due 02/01/2026                      | CUSIP: 228187AB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24268.75     | 0.25%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                       | Quanta Services, Inc. 0.950%, Due 10/01/2024                  | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115114.89    | 1.20%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                | THERMO FISHER SCIENTIFIC 1.215% Due 10/18/24                  | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164239.28    | 1.72%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                     | JBS USA LUX 5.125% DUE 02/01/2028                             | CUSIP: 46590XAG1<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61579.22     | 0.64%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fidelity Institutional Cash Portfolios                                      | Fidelity Institutional Money Market Government Por Tfolio     | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |    554976 | PA      | $554976.27    | 5.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks                                                     | FEDERAL HOME LOAN BANK 1% due 6/14/2024                       | CUSIP: 3130APX42<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     55000 | PA      | $51921.81     | 0.54%             | 2024-06-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada 0.5%, Due 10/26/2023                     | CUSIP: 78015K7J7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144728.55    | 1.51%             | 2023-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                         | COMCAST CORP 5.25% DUE 11/07/2025                             | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40524.09     | 0.42%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 0.25%, Due 06/15/2024                     | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $14077.73     | 0.15%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NSG Holdings LLC                                                            | NSG Holdings LLC 7.75%, due 12/15/2025                        | CUSIP: 62940QAA3<br>LEI: 549300A6PICRLGB0C769 | Long             | DBT              | CORP              | US        |     64268 | PA      | $62179.29     | 0.65%             | 2025-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Company                                                         | The Walt Disney Company 1.75%, Due 01/13/2026                 | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22881.84     | 0.24%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                         | Dominion Energy, Inc. Floating Rate, Due 09/15/2023           | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77845.78     | 0.81%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                | NVIDIA Corporation 0.309%, Due 06/15/2023                     | CUSIP: 67066GAK0<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53905.21     | 0.56%             | 2023-06-15      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                | KEYBANK CORP FR due  06/14/2024                               | CUSIP: 49327M3C6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146066.69    | 1.53%             | 2024-06-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank Of Montreal France .949%, Due 01/22/2027                 | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22072.24     | 0.23%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES 2022-PJ4                                      | GSMBS PJ4 3% due 9/25/2052                                    | CUSIP: 36264RBH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93544 | PA      | $82698.99     | 0.86%             | 2052-09-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                  | Simon Property Group, L.P. 3.5%, Due 09/01/2025               | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47886.81     | 0.50%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                            | American Electric Power 0.75%, DUE 11/1/23                    | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149219.07    | 1.56%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                           | HILLENBRAND INC 5.75%, DUE 06/15/2025                         | CUSIP: 431571AD0<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59700.00     | 0.62%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce 3.5%, Due 09/13/2023       | CUSIP: 13607RAD2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74287.72     | 0.78%             | 2023-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                 | DCP Midstream Operating, L.P. 5.375%, due 7/15/2025           | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99070.00     | 1.04%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                        | MITSUBISHI UFJ FINANCIAL GROUP ADJ%, DUE 10/11/2025           | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64361.66     | 0.67%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                      | FEDERAL HOME LOAN MTG 4% due 05/17/2027                       | CUSIP: 3134GXSH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24386.26     | 0.25%             | 2027-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                       | Freeport-McMoran Copper & Gold, Inc. 3.875%, Due 3/15/2023    | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14959.05     | 0.16%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                    | New Fortress Energy, Inc. 6.75%, Due 09/15/2025               | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $77555.60     | 0.81%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CommScope Holdings Co Inc                                                   | Commscope Finance, LLC 6.00%, Due 03/01/2026                  | CUSIP: 20338QAD5<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36915.60     | 0.39%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| StoneX Group Inc                                                            | STONEX GROUP INC SR SEC GLBL 25 8.625% 6/15/2025              | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50500.00     | 0.53%             | 2025-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| VMware Inc                                                                  | VMware, Inc. 1%, Due 08/15/2024                               | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69787.24     | 0.73%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | Federal Home Loan Bank 0.65% Due 10/25/2024                   | CUSIP: 3130APDA0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $69566.78     | 0.73%             | 2024-10-25      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | FHLB 2.75% 3/25/27                                            | CUSIP: 3130ARAB7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     55000 | PA      | $51311.49     | 0.54%             | 2027-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corporation                                                | Owl Rock Capital Corporation 4%, Due 03/30/2025               | CUSIP: 69121KAB0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75021.42     | 0.78%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                                                   | iStar, Inc. 4.75%, Due 10/01/2024                             | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34737.09     | 0.36%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | FEDERAL HOME LOAN BANKS 4.5% due 7/26/27                      | CUSIP: 3130ASLA5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24418.99     | 0.26%             | 2027-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | United States Treasury Note 0.375%, Due 11/30/2025            | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $134167.97    | 1.40%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                    | AT&T Inc. .90% Due 03/25/2024                                 | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42732.88     | 0.45%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 2.00%, Due 02/15/2023                     | CUSIP: 912828UN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149593.85    | 1.56%             | 2023-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                               | OneMain Financial Corporation 6.125%, due 3/15/2024           | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62872.55     | 0.66%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                    | EI du Pont de Nemours and Company 1.7%, Due 07/15/2025        | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46180.08     | 0.48%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 1.500%, Due 08/15/2026                    | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $27344.53     | 0.29%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | FEDERAL HOME LOAN BANKS 1.25% DUE 12/20/2024                  | CUSIP: 3130AQAK9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     30000 | PA      | $28045.54     | 0.29%             | 2024-12-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                             | MAGALLANES INC 3.755% due 03/15/2027                          | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99058.24     | 1.04%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Corporation                                                    | STATE STR CORP FR due 02/07/2028                              | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143717.75    | 1.50%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                 | Bank of America Corporation FR, Due 02/05/2026                | CUSIP: 06051GHB8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83726.65     | 0.87%             | 2026-02-05      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 3.125%, Due 08/15/2025                    | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $252423.44    | 2.64%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                            | AMERICAN ELEC PWR INC FR due 11/01/2023                       | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29861.45     | 0.31%             | 2023-11-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                            | DUKE ENERGY 5% due 12/08/2025                                 | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99783.30     | 1.04%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                    | ARES CAPITAL CORPORATION 4.25%, DUE 03/01/2025                | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94781.10     | 0.99%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                 | GLP Capital LP 5.375%, Due 11/01/2023                         | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39861.00     | 0.42%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 0.75%, Due 11/15/2024                     | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $154004.30    | 1.61%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                            | Autonation, Inc. 3.50%, Due 11/15/2024                        | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47986.99     | 0.50%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                          | CenterPoint Energy Resources Corporation 0.7%, Due 03/02/2023 | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54603.25     | 0.57%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                       | Wells Fargo & Company 1.654%, due 06/02/2024                  | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73788.20     | 0.77%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                     | UNITEDHEALTH GROUP INC 0.55%, DUE 05/15/2024                  | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47218.75     | 0.49%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                               | Ford Motor Credit Company LLC 4.063%, Due 11/01/2024          | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96007.19     | 1.00%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                           | INTEL CORP 3.75% DUE 08/05/2027                               | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24017.04     | 0.25%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | FHLB 1.5% due 11/23/2026                                      | CUSIP: 3130APQ40<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     30000 | PA      | $26921.42     | 0.28%             | 2026-11-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                          | ORACLE 5.8% due 11/10/2025                                    | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46007.33     | 0.48%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                            | CANADIAN PACIFIC RAILWAY 1.350% Due 12-02-24                  | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46605.06     | 0.49%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                   | FEDERAL FARM CR BKS 5.87% due 10/24/2029                      | CUSIP: 3133ENV31<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     35000 | PA      | $35176.96     | 0.37%             | 2029-10-24      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                               | Amerisource Bergen Corporation .767%, due 3/15/2023           | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21814.64     | 0.23%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | FEDERAL HOME LOAN BANKS 1.9% due 02/17/2027                   | CUSIP: 3130AQPE7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $22594.56     | 0.24%             | 2027-02-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                          | Boeing Company (The) 1.433%, Due 02/04/2024                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95830.72     | 1.00%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                       | General Motors Financial Company, Inc. 1.7%, Due 08/18/2023   | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107476.60    | 1.12%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                        | JP Morgan Chase & Co. 2.595%, Due 02/24/2026                  | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70512.00     | 0.74%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                               | STARWOOD PPTY TR INC SR 4.75%, DUE 03/15/2025                 | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23856.24     | 0.25%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                      | FLHB 3.25% DUE 05/17/2024                                     | CUSIP: 3134GXSR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24507.00     | 0.26%             | 2024-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 1.625%, Due 9/30/2026                     | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $128089.06    | 1.34%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc.                                                   | Mercer International, Inc. 5.50%, due 01/15/2026              | CUSIP: 588056AW1<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61567.28     | 0.64%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 2.125%, Due 05/15/2025                    | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $128286.91    | 1.34%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** Carillon Series Trust

**Signature:** Carillon Series Trust

**Name of Signer:** Carolyn Gill

**Title:** Principal Financial Officer