# EDGAR Filing Document

**Accession Number:** 0000897111
**File Stem:** 0001145549-23-019041
**Filing Date:** 2023-3
**Character Count:** 97286
**Document Hash:** 1477579f3a20752eddb50feacee174f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-019041.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-019041

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**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:** 23769082

**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 Core Bond Fund (Series ID: S000058959)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000193357 | Class A      | CRCBX           |
| C000193358 | Class C      | CRCDX           |
| C000193359 | Class I      | SCCIX           |
| C000193360 | Class R-3    | CRCQX           |
| C000193361 | Class R-5    | CRCSX           |
| C000193362 | Class R-6    | CRCUX           |
| C000193363 | Class Y      | SCCYX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Investment Portfolio** | **Investment Portfolio** |  |
| (UNAUDITED) \| 01.31.2023 | (UNAUDITED) \| 01.31.2023 |  |
| **CARILLON REAMS CORE BOND FUND** | **CARILLON REAMS CORE BOND FUND** |  |
| **CORPORATE BONDS - 33.5%** | **Principal Amount** | **Value** |
| **Aerospace & defense - 0.9%** | **Aerospace & defense - 0.9%** |  |
| Raytheon Technologies Corp., 2.38%, 03/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034266 |
| The Boeing Co., |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240154 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380000 | &nbsp;&nbsp;&nbsp;&nbsp; 2403414 |
| **Agriculture - 0.8%** | **Agriculture - 0.8%** |  |
| BAT Capital Corp., 4.91%, 04/02/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260000 | &nbsp;&nbsp;&nbsp;&nbsp; 3087900 |
| **Airlines - 2.8%** | **Airlines - 2.8%** |  |
| Air Canada, Pass Through Trust, Series 2020-2, Class A, 144A, 5.25%, 10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803315 |
| Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 144A, 4.80%, 02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4882264 | &nbsp;&nbsp;&nbsp;&nbsp; 4749639 |
| British Airways, Pass Through Trust, Series 2020-1, Class A, 144A, 4.25%, 05/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 994729 |
| Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467139 | &nbsp;&nbsp;&nbsp;&nbsp; 1284749 |
| JetBlue, Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 2.75%, 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333453 | &nbsp;&nbsp;&nbsp;&nbsp; 1118621 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A, 4.00%, 05/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203740 | &nbsp;&nbsp;&nbsp;&nbsp; 1095054 |
| United Airlines, Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-1, Class AA, 3.45%, 06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220646 |
| &nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 2.88%, 04/07/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134842 |
| &nbsp;&nbsp;&nbsp; Series 2018-1, Class AA, 3.50%, 09/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330744 |
| **Auto manufacturers - 2.1%** | **Auto manufacturers - 2.1%** |  |
| General Motors Financial Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/08/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815000 | &nbsp;&nbsp;&nbsp;&nbsp; 2523887 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 844529 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355000 | &nbsp;&nbsp;&nbsp;&nbsp; 2399257 |
| Volkswagen Group of America Finance LLC, 144A, 3.75%, 05/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450000 | &nbsp;&nbsp;&nbsp;&nbsp; 2233234 |
| **Banks - 11.1%** | **Banks - 11.1%** |  |
| Bank of America Corp., |  |  |
| &nbsp;&nbsp;&nbsp; (Fixed until 10/20/31, then SOFR + 1.21%), 2.57%, 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550000 | &nbsp;&nbsp;&nbsp;&nbsp; 2108459 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938940 |
| &nbsp;&nbsp;&nbsp; (Fixed until 04/27/32, then SOFR + 1.83%), 4.57%, 04/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745000 | &nbsp;&nbsp;&nbsp;&nbsp; 3618680 |
| &nbsp;&nbsp;&nbsp; (Fixed until 07/22/32, then SOFR + 2.16%), 5.02%, 07/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655000 | &nbsp;&nbsp;&nbsp;&nbsp; 1654001 |
| Citigroup, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; (Fixed until 01/25/32, then SOFR + 1.35%), 3.06%, 01/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp;&nbsp; 2484236 |
| &nbsp;&nbsp;&nbsp; (Fixed until 03/17/32, then SOFR + 1.94%), 3.79%, 03/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200000 | &nbsp;&nbsp;&nbsp;&nbsp; 3804903 |
| &nbsp;&nbsp;&nbsp; (Fixed until 03/31/30, then SOFR + 3.91%), 4.41%, 03/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp; 1462774 |
| HSBC Holdings PLC, 4.95%, 03/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820000 | &nbsp;&nbsp;&nbsp;&nbsp; 1825696 |
| JPMorgan Chase & Co., |  |  |
| &nbsp;&nbsp;&nbsp; (Fixed until 01/25/32, then SOFR + 1.26%), 2.96%, 01/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp; 1542992 |
| &nbsp;&nbsp;&nbsp; (Fixed until 03/24/30, then SOFR + 3.79%), 4.49%, 03/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270000 | &nbsp;&nbsp;&nbsp;&nbsp; 2216031 |
| &nbsp;&nbsp;&nbsp; (Fixed until 04/26/32, then SOFR + 1.80%), 4.59%, 04/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745000 | &nbsp;&nbsp;&nbsp;&nbsp; 3635396 |
| &nbsp;&nbsp;&nbsp; (Fixed until 07/25/32, then SOFR + 2.08%), 4.91%, 07/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215000 | &nbsp;&nbsp;&nbsp;&nbsp; 1210550 |
| The PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; (Fixed until 12/02/27, then SOFR + 1.62%), 5.35%, 12/02/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970000 | &nbsp;&nbsp;&nbsp;&nbsp; 2027993 |
| &nbsp;&nbsp;&nbsp; (Fixed until 10/28/32, then SOFR Index + 2.14%), 6.04%, 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935000 | &nbsp;&nbsp;&nbsp;&nbsp; 1010535 |
| Truist Financial Corp. (Fixed until 10/28/32, then SOFR + 2.30%), 6.12%, 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770000 | &nbsp;&nbsp;&nbsp;&nbsp; 1928822 |
| US Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp; (Fixed until 02/01/28, then SOFR + 1.23%), 4.65%, 02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp; 1573662 |
| &nbsp;&nbsp;&nbsp; (Fixed until 02/01/33, then SOFR + 1.60%), 4.84%, 02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175000 | &nbsp;&nbsp;&nbsp;&nbsp; 2162120 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; (Fixed until 03/02/32, then SOFR + 1.50%), 3.35%, 03/02/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125000 | &nbsp;&nbsp;&nbsp;&nbsp; 3637432 |
| &nbsp;&nbsp;&nbsp; (Fixed until 04/04/30, then SOFR + 4.03%), 4.48%, 04/04/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375000 | &nbsp;&nbsp;&nbsp;&nbsp; 3285605 |
| &nbsp;&nbsp;&nbsp; (Fixed until 07/25/32, then SOFR + 2.10%), 4.90%, 07/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215000 | &nbsp;&nbsp;&nbsp;&nbsp; 1210289 |
| **Capital markets - 2.7%** | **Capital markets - 2.7%** |  |
| Morgan Stanley, |  |  |
| &nbsp;&nbsp;&nbsp; (Fixed until 01/21/32, then SOFR + 1.29%), 2.94%, 01/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610000 | &nbsp;&nbsp;&nbsp;&nbsp; 3937039 |
| &nbsp;&nbsp;&nbsp; (Fixed until 04/01/30, then SOFR + 3.12%), 3.62%, 04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055000 | &nbsp;&nbsp;&nbsp;&nbsp; 1890230 |
| The Goldman Sachs Group, Inc. (Fixed until 02/24/32, then SOFR + 1.41%), 3.10%, 02/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880000 | &nbsp;&nbsp;&nbsp;&nbsp; 3325012 |
| UBS Group AG, (Fixed until 01/30/26, then 1 Year CMT Rate + 1.08%), 144A, 1.36%, 01/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490000 | &nbsp;&nbsp;&nbsp;&nbsp; 1334339 |
| **Containers & packaging - 0.6%** | **Containers & packaging - 0.6%** |  |
| Sonoco Products Co., 3.13%, 05/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690000 | &nbsp;&nbsp;&nbsp;&nbsp; 2396038 |
| **Cosmetics/personal care - 0.5%** | **Cosmetics/personal care - 0.5%** |  |
| GSK Consumer Healthcare Capital US LLC, 144A, 3.63%, 03/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165000 | &nbsp;&nbsp;&nbsp;&nbsp; 1981970 |
| **Diversified telecommunication services - 0.4%** | **Diversified telecommunication services - 0.4%** |  |
| AT&T, Inc., 2.55%, 12/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515000 | &nbsp;&nbsp;&nbsp;&nbsp; 1224987 |
| Verizon Communications, Inc., 4.02%, 12/03/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388302 |
| **Electric - 4.3%** | **Electric - 4.3%** |  |
| Appalachian Power Co., 2.70%, 04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940000 | &nbsp;&nbsp;&nbsp;&nbsp; 1654512 |
| Consolidated Edison Co. of New York, Inc., 3.35%, 04/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450196 |
| DTE Electric Co., 1.90%, 04/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100000 | &nbsp;&nbsp;&nbsp;&nbsp; 2754094 |
| Duke Energy Florida LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055000 | &nbsp;&nbsp;&nbsp;&nbsp; 1702197 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465000 | &nbsp;&nbsp;&nbsp;&nbsp; 2621287 |
| Duke Energy Progress LLC, 3.70%, 09/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701779 |
| Entergy Arkansas LLC, 3.35%, 06/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110000 | &nbsp;&nbsp;&nbsp;&nbsp; 1601775 |
| Entergy Louisiana LLC, 2.35%, 06/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325000 | &nbsp;&nbsp;&nbsp;&nbsp; 1100971 |
| Florida Power & Light Co., 2.88%, 12/04/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160000 | &nbsp;&nbsp;&nbsp;&nbsp; 1570622 |
| Indianapolis Power & Light Co., 5.65%, 144A, 12/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715000 | &nbsp;&nbsp;&nbsp;&nbsp; 1823683 |
| Wisconsin Public Service Corp., 2.85%, 12/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610405 |
| **Electric utilities - 1.6%** | **Electric utilities - 1.6%** |  |
| IPALCO Enterprises, Inc., 4.25%, 05/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985000 | &nbsp;&nbsp;&nbsp;&nbsp; 1835540 |
| Virginia Electric and Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996861 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443650 |
| Wisconsin Power and Light Co., |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp; 1379953 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770000 | &nbsp;&nbsp;&nbsp;&nbsp; 1687296 |
| **Equity real estate investment trusts (REITs) - 1.1%** | **Equity real estate investment trusts (REITs) - 1.1%** |  |
| Agree LP, 2.00%, 06/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460000 | &nbsp;&nbsp;&nbsp;&nbsp; 2951744 |
| Ventas Realty LP, 4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545000 | &nbsp;&nbsp;&nbsp;&nbsp; 1505986 |
| **Food & staples retailing - 0.3%** | **Food & staples retailing - 0.3%** |  |
| Sysco Corp., 2.45%, 12/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp; 1132529 |
| **Insurance - 0.1%** | **Insurance - 0.1%** |  |
| Equitable Financial Life Global Funding, 144A, 1.70%, 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555343 |
| **Multi-utilities - 1.6%** | **Multi-utilities - 1.6%** |  |
| CenterPoint Energy, Inc., 2.50%, 09/01/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085000 | &nbsp;&nbsp;&nbsp;&nbsp; 2006145 |
| Dominion Energy, Inc., 3.38%, 04/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1139088 |
| Public Service Enterprise Group, Inc., 2.45%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745000 | &nbsp;&nbsp;&nbsp;&nbsp; 1456962 |
| WEC Energy Group, Inc., 1.80%, 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215000 | &nbsp;&nbsp;&nbsp;&nbsp; 1794730 |
| **Oil, gas & consumable fuels - 0.5%** | **Oil, gas & consumable fuels - 0.5%** |  |
| TransCanada PipeLines Ltd., 4.10%, 04/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840000 | &nbsp;&nbsp;&nbsp;&nbsp; 1753588 |
| **Road & rail - 0.9%** | **Road & rail - 0.9%** |  |
| Norfolk Southern Corp., 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540000 | &nbsp;&nbsp;&nbsp;&nbsp; 1372181 |
| Union Pacific Corp., 2.80%, 02/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570000 | &nbsp;&nbsp;&nbsp;&nbsp; 2275686 |
| **Specialty retail - 0.2%** | **Specialty retail - 0.2%** |  |
| Lowe's Cos, Inc., 2.63%, 04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 893889 |
| **Tobacco - 0.6%** | **Tobacco - 0.6%** |  |
| Altria Group, Inc., 2.45%, 02/04/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615000 | &nbsp;&nbsp;&nbsp;&nbsp; 1261849 |
| Reynolds American, Inc., 4.45%, 06/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 942500 |
| **Transportation - 0.4%** | **Transportation - 0.4%** |  |
| Burlington Northern Santa Fe LLC, 2.88%, 06/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp; 1101412 |
| Union Pacific Railroad Co., Pass Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004, 5.40%, 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2924 |
| &nbsp;&nbsp;&nbsp; Series 2005, 5.08%, 01/02/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128314 |
| &nbsp;&nbsp;&nbsp; Series 2006, 5.87%, 07/02/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155860 |
| **Total corporate bonds (cost $142,958,282)** | **Total corporate bonds (cost $142,958,282)** | **&nbsp;&nbsp;&nbsp;&nbsp;130681564** |
| **MORTGAGE AND ASSET-BACKED SECURITIES - 46.4%** | **MORTGAGE AND ASSET-BACKED SECURITIES - 46.4%** |  |
| **Asset-backed securities - 11.1%** | **Asset-backed securities - 11.1%** |  |
| Ally Auto Receivables Trust, Series 2022-3, Class A2, 5.29%, 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890000 | &nbsp;&nbsp;&nbsp;&nbsp; 1892847 |
| Avis Budget Rental Car Funding AESOP LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class A, 144A, 3.83%, 08/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135000 | &nbsp;&nbsp;&nbsp;&nbsp; 3944181 |
| &nbsp;&nbsp;&nbsp; Series 2022-4A, Class A, 144A, 4.77%, 02/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3956442 |
| BMW Vehicle Lease Trust, Series 2022-1, Class A2, 0.67%, 05/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431616 |
| BMW Vehicle Owner Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-A, Class A2A, 2.52%, 12/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781167 | &nbsp;&nbsp;&nbsp;&nbsp; 1762272 |
| &nbsp;&nbsp;&nbsp; Series 2022-A, Class A3, 3.21%, 08/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4110000 | &nbsp;&nbsp;&nbsp;&nbsp; 4012227 |
| Capital One Prime Auto Receivables Trust, Series 2022-1, Class A3, 3.17%, 04/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020000 | &nbsp;&nbsp;&nbsp;&nbsp; 3911698 |
| GM Financial Consumer Automobile Receivables Trust, Series 2020-3, Class A3, 0.45%, 04/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637199 | &nbsp;&nbsp;&nbsp;&nbsp; 2587811 |
| Hertz Vehicle Financing LLC, Series 2021-1A, Class A, 144A, 1.21%, 12/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6265000 | &nbsp;&nbsp;&nbsp;&nbsp; 5828425 |
| Hertz Vehicle Financing III LLC, Series 2022-1A, Class A, 144A, 1.99%, 06/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1953173 |
| Honda Auto Receivables Owner Trust, Series 2022-2, Class A3, 3.73%, 07/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030000 | &nbsp;&nbsp;&nbsp;&nbsp; 1012678 |
| Mercedes-Benz Auto Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A2, 5.26%, 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp;&nbsp; 3706595 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A2, 5.09%, 01/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185000 | &nbsp;&nbsp;&nbsp;&nbsp; 2185935 |
| Toyota Auto Receivables Owner Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-D, Class A2A, 5.27%, 01/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2003783 |
| &nbsp;&nbsp;&nbsp; Series 2023-A, Class A2, 5.05%, 01/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925000 | &nbsp;&nbsp;&nbsp;&nbsp; 1924452 |
| World Omni Auto Receivables Trust, Series 2020-C, Class A3, 0.48%, 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275500 | &nbsp;&nbsp;&nbsp;&nbsp; 2212002 |
| **Commercial mortgage-backed securities - 10.0%** | **Commercial mortgage-backed securities - 10.0%** |  |
| BANK, Series 2020-BNK30, Class A2, 1.36%, 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170000 | &nbsp;&nbsp;&nbsp;&nbsp; 1058863 |
| Benchmark Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-B5, Class A2, 4.08%, 07/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762440 |
| &nbsp;&nbsp;&nbsp; Series 2020-B22, Class A2, 1.16%, 01/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741000 | &nbsp;&nbsp;&nbsp;&nbsp; 2448495 |
| &nbsp;&nbsp;&nbsp; Series 2021-B23, Class A2, 1.62%, 02/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160000 | &nbsp;&nbsp;&nbsp;&nbsp; 1055341 |
| &nbsp;&nbsp;&nbsp; Series 2021-B24, Class A2, 1.95%, 03/17/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935000 | &nbsp;&nbsp;&nbsp;&nbsp; 1767043 |
| &nbsp;&nbsp;&nbsp; Series 2022-B33, Class A2, 3.32%, 03/17/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905000 | &nbsp;&nbsp;&nbsp;&nbsp; 1770952 |
| CFCRE Commercial Mortgage Trust, Series 2016-C3, Class A3, 3.87%, 01/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855000 | &nbsp;&nbsp;&nbsp;&nbsp; 1788768 |
| Citigroup Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-GC21, Class AAB, 3.48%, 05/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207068 |
| &nbsp;&nbsp;&nbsp; Series 2015-GC29, Class A3, 2.94%, 04/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408075 | &nbsp;&nbsp;&nbsp;&nbsp; 1343227 |
| COMM Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-CCRE11, Class ASB, 3.66%, 08/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97245 |
| &nbsp;&nbsp;&nbsp; Series 2013-CCRE9, Class ASB, 3.83%, 07/12/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35629 |
| &nbsp;&nbsp;&nbsp; Series 2014-UBS2, Class A4, 3.69%, 03/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017333 | &nbsp;&nbsp;&nbsp;&nbsp; 1978916 |
| DBJPM Mortgage Trust, Series 2020-C9, Class A2, 1.90%, 08/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385000 | &nbsp;&nbsp;&nbsp;&nbsp; 4068814 |
| Deephaven Residential Mortgage Trust, Series 2021-3, Class A1, 144A, VR, 1.19%, 08/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470192 |
| Flagstar Mortgage Trust, Series 2021-6INV, Class A4, 144A, VR, 2.50%, 08/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837040 | &nbsp;&nbsp;&nbsp;&nbsp; 1533570 |
| GS Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-GCJ14, Class AAB, 3.82%, 08/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18973 |
| &nbsp;&nbsp;&nbsp; Series 2014-GCJ22, Class A5, 3.86%, 06/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345743 |
| JP Morgan Chase Commercial Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-LC11, Class A5, 2.96%, 04/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482440 | &nbsp;&nbsp;&nbsp;&nbsp; 1475309 |
| &nbsp;&nbsp;&nbsp; Series 2014-C20, Class ASB, 3.46%, 07/17/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360350 |
| JP Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A3, 144A, VR, 2.50%, 07/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998450 |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A4, 144A, VR, 2.50%, 07/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725954 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A2, 144A, VR, 3.00%, 07/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820574 | &nbsp;&nbsp;&nbsp;&nbsp; 1583403 |
| &nbsp;&nbsp;&nbsp; Series 2022-4, Class A2A, 144A, VR, 3.00%, 10/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 718127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 624575 |
| &nbsp;&nbsp;&nbsp; Series 2022-4, Class A3, 144A, VR, 3.00%, 10/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537713 |
| &nbsp;&nbsp;&nbsp; Series 2022-6, Class A3, 144A, VR, 3.00%, 05/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330482 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A3A, 144A, VR, 5.00%, 06/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340000 | &nbsp;&nbsp;&nbsp;&nbsp; 1318853 |
| LSTAR Commercial Mortgage Trust, Series 2016-4, Class A3, 144A, 2.81%, 03/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438029 |
| Mello Mortgage Capital Acceptance, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-MTG1, Class A1, 144A, VR, 2.50%, 04/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758342 |
| &nbsp;&nbsp;&nbsp; Series 2021-MTG3, Class A3, 144A, VR, 2.50%, 07/01/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976892 |
| Rate Mortgage Trust, Series 2021-J4, Class A1, 144A, VR, 2.50%, 11/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870680 |
| UBS Commercial Mortgage Trust, Series 2017-C2, Class A3, 3.23%, 08/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 818790 |
| Wells Fargo Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-C36, Class A3, 2.81%, 11/18/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024997 | &nbsp;&nbsp;&nbsp;&nbsp; 1887628 |
| &nbsp;&nbsp;&nbsp; Series 2020-C56, Class A2, 2.50%, 06/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3409000 | &nbsp;&nbsp;&nbsp;&nbsp; 3224036 |
| Wells Fargo Mortgage Backed Securities Trust, Series 2021-2, Class A3, 144A, VR, 2.50%, 06/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 902104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 801498 |
| WFRBS Commercial Mortgage Trust, Series 2014-C21, Class A4, 3.41%, 08/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314881 |
| **Federal agency mortgage-backed obligations - 25.3%** | **Federal agency mortgage-backed obligations - 25.3%** |  |
| Fannie Mae Pool, |  |  |
| &nbsp;&nbsp;&nbsp; TBA, 2.00%, 02/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 27740000 | &nbsp;&nbsp;&nbsp;&nbsp; 23314603 |
| &nbsp;&nbsp;&nbsp; TBA, 2.00%, 03/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5590000 | &nbsp;&nbsp;&nbsp;&nbsp; 4701714 |
| &nbsp;&nbsp;&nbsp; TBA, 2.50%, 02/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 15320000 | &nbsp;&nbsp;&nbsp;&nbsp; 13412627 |
| &nbsp;&nbsp;&nbsp; TBA, 2.50%, 03/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150000 | &nbsp;&nbsp;&nbsp;&nbsp; 2759787 |
| &nbsp;&nbsp;&nbsp; TBA, 3.00%, 02/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 12600000 | &nbsp;&nbsp;&nbsp;&nbsp; 11444344 |
| &nbsp;&nbsp;&nbsp; TBA, 3.50%, 02/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 11190000 | &nbsp;&nbsp;&nbsp;&nbsp; 10493450 |
| &nbsp;&nbsp;&nbsp; TBA, 4.00%, 03/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 18285000 | &nbsp;&nbsp;&nbsp;&nbsp; 17657167 |
| &nbsp;&nbsp;&nbsp; TBA, 4.50%, 03/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8260000 | &nbsp;&nbsp;&nbsp;&nbsp; 8154814 |
| &nbsp;&nbsp;&nbsp; TBA, 5.00%, 03/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170000 | &nbsp;&nbsp;&nbsp;&nbsp; 2176781 |
| &nbsp;&nbsp;&nbsp; TBA, 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490000 | &nbsp;&nbsp;&nbsp;&nbsp; 1512816 |
| Fannie Mae-Aces, Series 2021-M23, Class AB, 0.50%, 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574830 | &nbsp;&nbsp;&nbsp;&nbsp; 2121611 |
| Ginnie Mae I Pool, |  |  |
| &nbsp;&nbsp;&nbsp; Series 0091, Class AD, 2.73%, 06/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 989906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 974173 |
| &nbsp;&nbsp;&nbsp; Series 2583, Class AB, 2.14%, 08/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75273 |
| **Total mortgage and asset-backed securities (cost $183,173,566)** | **Total mortgage and asset-backed securities (cost $183,173,566)** | **&nbsp;&nbsp;&nbsp;&nbsp;180922441** |
| **U.S. TREASURIES - 39.4%** | **U.S. TREASURIES - 39.4%** |  |
| U.S. Treasury Bonds, |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 15020000 | &nbsp;&nbsp;&nbsp;&nbsp; 10942305 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7018000 | &nbsp;&nbsp;&nbsp;&nbsp; 5272821 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300133 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 19935000 | &nbsp;&nbsp;&nbsp;&nbsp; 17639360 |
| U.S. Treasury Notes, |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 33185000 | &nbsp;&nbsp;&nbsp;&nbsp; 31882230 |
| &nbsp;&nbsp;&nbsp; 1.63%, 04/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593000 | &nbsp;&nbsp;&nbsp;&nbsp; 4558299 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20430000 | &nbsp;&nbsp;&nbsp;&nbsp; 18406153 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 41940000 | &nbsp;&nbsp;&nbsp;&nbsp; 41428856 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4830000 | &nbsp;&nbsp;&nbsp;&nbsp; 4544728 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/30/24 | &nbsp;&nbsp;&nbsp;&nbsp; 18655000 | &nbsp;&nbsp;&nbsp;&nbsp; 18716940 |
| **Total U.S. Treasuries (cost $155,488,006)** | **Total U.S. Treasuries (cost $155,488,006)** | **&nbsp;&nbsp;&nbsp;&nbsp;153691825** |
| **Total investment portfolio - 119.3% (cost $481,619,854)** | **Total investment portfolio - 119.3% (cost $481,619,854)** | **&nbsp;&nbsp;&nbsp;&nbsp;465295830** |
| Liabilities in excess of other assets - (19.3)% | Liabilities in excess of other assets - (19.3)% | &nbsp;&nbsp;&nbsp;&nbsp;(75177501) |
| **Total net assets - 100.0%** | **Total net assets - 100.0%** | $**&nbsp;&nbsp;&nbsp;&nbsp;390118329** |

---

---

| |
|:---|
| *144A - Securities are purchased under Rule 144A of the Securities Act of 1933 or are private placements and, unless registered under the Securities Act of 1933 or exempted from registration, generally may only be sold to qualified institutional buyers.* |
| *TBA - To-be-announced security. Securities are being used in dollar roll transactions.* |
| *VR - Variable rate security. Interest rate adjusts periodically based on changes in current interest rates. Rate shown is the rate in effect as of the date of this report.* |
| **Fair value measurements \|** The Fund utilizes a three-level hierarchy of inputs to establish a classification of fair value measurements. The three levels are defined as: |
| Level 1—Valuations based on unadjusted quoted prices for identical securities in active markets; |
| Level 2—Valuations based on inputs other than quoted prices that are observable, either directly or indirectly, including inputs in markets that are not considered active; and |
| Level 3—Valuations based on inputs that are unobservable and significant to the fair value measurement, and may include the Valuation Committee's own assumptions on determining fair value of investments. |
| Inputs that are used in determining fair value of an investment may include price information, credit data, volatility statistics, and other factors. These inputs can be either observable or unobservable. The availability of observable inputs can vary between investments and is affected by various factors such as the type of investment and the volume and/or level of activity for that investment or similar investments in the marketplace. The inputs will be considered by the Valuation Committee, along with any other relevant factors in the calculation of an investment's fair value. The Fund uses prices and inputs that are current as of the valuation date, which may include periods of market dislocations. During these periods, the availability of prices and inputs may be reduced for many investments. This condition could cause an investment to be reclassified between the various levels within the hierarchy. Investments falling into the Level 3 category may be classified as such due to a lack of market transparency and corroboration to support the quoted prices. Additionally, valuation models may be used as the pricing source for any remaining investments classified as Level 3. These models may rely on one or more significant unobservable inputs and/or significant assumptions by the Valuation Committee. Inputs used in valuations may include, but are not limited to, financial statement analysis, capital account balances, discount rates and estimated cash flows, and comparable entity data. |
| All investments are categorized as Level 2 as of the date of this report. |
| For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual report. |
| The Global Industry Classification Standard (GICS<sup>®</sup>) was developed by and/or is the exclusive property of Morgan Stanley Capital International, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |

---

## 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 Core Bond Fund

- **b. EDGAR series identifier (if any):** S000058959

- **c. LEI of Series:** 549300W8XSNN5SVK9D74

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $556602582.78

**Total Liabilities:** $166483572.13

**Net Assets:** $390119010.65

**Delayed Delivery Securities:** $166194890.26

**Cash Not Reported:** $19353508.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2127.470000000000 | **1-Year:** 13942.050000000000 | **5-Year:** 43916.870000000000 | **10-Year:** 72420.300000000000 | **30-Year:** 113854.030000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 289.870000000000 | **30-Year:** 232.390000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193357 | 4.25%                | -0.58%               | 3.45%                |
| Class ID C000193358 | 4.20%                | -0.62%               | 3.37%                |
| Class ID C000193359 | 4.18%                | -0.43%               | 3.35%                |
| Class ID C000193360 | 4.13%                | -0.44%               | 3.35%                |
| Class ID C000193361 | 4.27%                | -0.54%               | 3.45%                |
| Class ID C000193362 | 4.27%                | -0.52%               | 3.44%                |
| Class ID C000193363 | 4.15%                | -0.49%               | 3.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2768541.43             | $17100020.87                               |
| Month 2  | $2353954.54              | $-5087511.55                               |
| Month 3  | $-992037.10              | $12734920.11                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Agg Total Return Value Unhedged USD

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IPALCO ENTERPRISES INC         | IPALCO Enterprises Inc                                         | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1835540.28   | 0.47%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                            | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1210550.04   | 0.31%             | 2033-07-25      | Variable      | 4.91%                 | 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        |    379984 | PA      | $330482.03    | 0.08%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP           | JetBlue 2020-1 Class A Pass Through Trust                      | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1203740 | PA      | $1095054.40   | 0.28%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus | LSTAR Commercial Mortgage Trust 2016-4                         | CUSIP: 50219QAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $438029.25    | 0.11%             | 2049-03-10      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                   | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1490000 | PA      | $1334338.85   | 0.34%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C2                          | CUSIP: 90276CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877386 | PA      | $818790.21    | 0.21%             | 2050-08-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP             | Union Pacific Corp                                             | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2275686.43   | 0.58%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNP RR CO 2004 PASS TRST       | Union Pacific Railroad Co 2004 Pass Through Trust              | CUSIP: 90783TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2941 | PA      | $2923.72      | 0.00%             | 2025-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNP RR CO 2005 PASS TRST       | Union Pacific Railroad Co 2005 Pass Through Trust              | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126822 | PA      | $128314.22    | 0.03%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UNP RR CO 2006 PASS TRST       | Union Pacific Railroad Co 2006 Pass Through Trust              | CUSIP: 90783WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149859 | PA      | $155860.61    | 0.04%             | 2030-07-02      | Fixed         | 5.87%                 | 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        |    372192 | PA      | $330744.00    | 0.08%             | 2030-03-01      | Fixed         | 3.50%                 | 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        |    150816 | PA      | $134842.44    | 0.03%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33185000 | PA      | $31882229.58  | 8.17%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4830000 | PA      | $4544728.13   | 1.16%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP               | Ventas Realty LP                                               | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1505986.32   | 0.39%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                     | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    405000 | PA      | $388301.32    | 0.10%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                                 | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $996861.01    | 0.26%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                                 | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    455000 | PA      | $443649.83    | 0.11%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                        | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2233234.27   | 0.57%             | 2030-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU | WFRBS Commercial Mortgage Trust 2014-C21                       | CUSIP: 92939FAT6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    323312 | PA      | $314881.40    | 0.08%             | 2047-08-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC           | WEC Energy Group Inc                                           | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1794729.93   | 0.46%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2021-2 Trust            | CUSIP: 949798AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    902104 | PA      | $801498.30    | 0.21%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C36                 | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   2024997 | PA      | $1887627.63   | 0.48%             | 2059-11-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                               | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3285605.33   | 0.84%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3637431.77   | 0.93%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                               | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1210289.29   | 0.31%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C56                 | CUSIP: 95002RAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3409000 | PA      | $3224035.84   | 0.83%             | 2053-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT        | Wisconsin Power and Light Co                                   | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1379952.68   | 0.35%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT        | Wisconsin Power and Light Co                                   | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1687295.62   | 0.43%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE       | Wisconsin Public Service Corp                                  | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    880000 | PA      | $610405.04    | 0.16%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2020-C                       | CUSIP: 98163CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2275500 | PA      | $2212002.17   | 0.57%             | 2025-11-17      | Fixed         | 0.48%                 | 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        |    838425 | PA      | $803315.30    | 0.21%             | 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        |   4882264 | PA      | $4749638.51   | 1.22%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27740000 | PA      | $23314603.13  | 5.98%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5590000 | PA      | $4701714.06   | 1.21%             | 2053-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15320000 | PA      | $13412626.76  | 3.44%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3150000 | PA      | $2759786.91   | 0.71%             | 2053-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12600000 | PA      | $11444343.75  | 2.93%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11190000 | PA      | $10493450.14  | 2.69%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  18285000 | PA      | $17657167.34  | 4.53%             | 2053-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8260000 | PA      | $8154814.02   | 2.09%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2170000 | PA      | $2176781.23   | 0.56%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                      | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1490000 | PA      | $1512815.61   | 0.39%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust    | Ally Auto Receivables Trust 2022-3                             | CUSIP: 02008DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890000 | PA      | $1892846.72   | 0.49%             | 2025-06-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                       | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4135000 | PA      | $3944181.33   | 1.01%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust        | BMW Vehicle Lease Trust 2022-1                                 | CUSIP: 05601XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434285 | PA      | $431615.53    | 0.11%             | 2024-05-28      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust        | BMW Vehicle Owner Trust 2022-A                                 | CUSIP: 05602RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1781167 | PA      | $1762272.35   | 0.45%             | 2024-12-26      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust        | BMW Vehicle Owner Trust 2022-A                                 | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4110000 | PA      | $4012226.80   | 1.03%             | 2026-08-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                           | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    965000 | PA      | $938940.02    | 0.24%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2108459.67   | 0.54%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT         | British Airways 2020-1 Class A Pass Through Trust              | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1079776 | PA      | $994728.81    | 0.25%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1101411.71   | 0.28%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C3                        | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855000 | PA      | $1788767.97   | 0.46%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | Comm 2014-UBS2 Mortgage Trust                                  | CUSIP: 12591UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2017333 | PA      | $1978916.45   | 0.51%             | 2047-03-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                           | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1601775.31   | 0.41%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE       | Equitable Financial Life Global Funding                        | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    625000 | PA      | $555343.34    | 0.14%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                | CUSIP: 3136BKAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2574830 | PA      | $2121611.01   | 0.54%             | 2031-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-6INV                              | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837040 | PA      | $1533570.19   | 0.39%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO       | Florida Power & Light Co                                       | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1570621.45   | 0.40%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                        | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2217193.98   | 0.57%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                              | CUSIP: 36178M2Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75435 | PA      | $75273.26     | 0.02%             | 2023-08-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                              | CUSIP: 36180BC41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    989906 | PA      | $974172.78    | 0.25%             | 2032-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2013-GCJ14                        | CUSIP: 36198FAF9<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |     19027 | PA      | $18972.80     | 0.00%             | 2046-08-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2014-GC22                         | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $345743.55    | 0.09%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2020-3      | CUSIP: 362590AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2637199 | PA      | $2587810.92   | 0.66%             | 2025-04-16      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE        | GSK Consumer Healthcare Capital US LLC                         | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1981970.14   | 0.51%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    895000 | PA      | $844528.35    | 0.22%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2523887.08   | 0.65%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2399257.21   | 0.62%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3325011.75   | 0.85%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                              | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1820000 | PA      | $1825696.24   | 0.47%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing LLC                                    | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   6265000 | PA      | $5828424.73   | 1.49%             | 2025-12-26      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                                | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1953172.83   | 0.50%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT       | Indianapolis Power & Light Co                                  | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1823683.27   | 0.47%             | 2032-12-01      | Fixed         | 5.65%                 | 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        |   1196028 | PA      | $998450.08    | 0.26%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-3                                | CUSIP: 46592KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815929 | PA      | $725953.86    | 0.19%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-1                              | CUSIP: 465978AH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1318853.19   | 0.34%             | 2053-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | CUSIP: 46639YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482440 | PA      | $1475308.59   | 0.38%             | 2046-04-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20  | CUSIP: 46642CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367095 | PA      | $360349.72    | 0.09%             | 2047-07-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                            | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2216030.55   | 0.57%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1542992.04   | 0.40%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                            | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3635396.28   | 0.93%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-1                              | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820574 | PA      | $1583402.71   | 0.41%             | 2052-07-25      | 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        |    718127 | PA      | $624574.61    | 0.16%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-4                              | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    618255 | PA      | $537713.24    | 0.14%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA        | JetBlue 2019-1 Class AA Pass Through Trust                     | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1333453 | PA      | $1118620.65   | 0.29%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $893889.21    | 0.23%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-MTG1                    | CUSIP: 585495AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908406 | PA      | $758342.29    | 0.19%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2021-MTG3                    | CUSIP: 58549RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175484 | PA      | $976892.27    | 0.25%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2022-1                    | CUSIP: 58768PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3706595.25   | 0.95%             | 2025-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2023-1                    | CUSIP: 58770AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2185000 | PA      | $2185935.40   | 0.56%             | 2026-01-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1890230.02   | 0.48%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $3937038.88   | 1.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | Norfolk Southern Corp                                          | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1372180.99   | 0.35%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                           | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    935000 | PA      | $1010534.92   | 0.26%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                           | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2027992.80   | 0.52%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                            | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1456961.73   | 0.37%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | Rate Mortgage Trust 2021-J4                                    | CUSIP: 75410JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042974 | PA      | $870679.58    | 0.22%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP             | Raytheon Technologies Corp                                     | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1034266.07   | 0.27%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC          | Reynolds American Inc                                          | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    960000 | PA      | $942499.86    | 0.24%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                             | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2396038.41   | 0.61%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                     | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1132529.24   | 0.29%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2023-A Owner Trust                     | CUSIP: 891940AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1924451.64   | 0.49%             | 2026-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2022-D Owner Trust                     | CUSIP: 89239HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003782.60   | 0.51%             | 2026-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                      | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1840000 | PA      | $1753588.32   | 0.45%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                          | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1928822.12   | 0.49%             | 2033-10-28      | Variable      | 6.12%                 | 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        |    243426 | PA      | $220645.85    | 0.06%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                     | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1573661.80   | 0.40%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15020000 | PA      | $10942304.61  | 2.80%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19935000 | PA      | $17639360.16  | 4.52%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 912828R28<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4593000 | PA      | $4558298.83   | 1.17%             | 2023-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41940000 | PA      | $41428856.25  | 10.62%            | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20430000 | PA      | $18406153.13  | 4.72%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18655000 | PA      | $18716940.38  | 4.80%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1224987.20   | 0.31%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                       | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $2951743.75   | 0.76%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                               | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1261848.82   | 0.32%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO           | Appalachian Power Co                                           | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1654512.26   | 0.42%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                       | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3956442.40   | 1.01%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3087899.45   | 0.79%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3618679.88   | 0.93%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                           | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1654000.74   | 0.42%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                | CUSIP: 06541UBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1058862.75   | 0.27%             | 2053-12-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B5 Mortgage Trust                               | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $762439.52    | 0.20%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B23 Mortgage Trust                              | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1055340.62   | 0.27%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B22 Mortgage Trust                              | CUSIP: 08163BAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2741000 | PA      | $2448494.73   | 0.63%             | 2054-01-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                              | CUSIP: 08163CAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935000 | PA      | $1767043.16   | 0.45%             | 2054-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B33 Mortgage Trust                              | CUSIP: 08163PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905000 | PA      | $1770952.39   | 0.45%             | 2055-03-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                  | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240153.32    | 0.06%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2403414.15   | 0.62%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE9 Mortgage Trust                                 | CUSIP: 12625UBA0<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |     35698 | PA      | $35628.80     | 0.01%             | 2045-07-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE11 Mortgage Trust                                | CUSIP: 12626LAC6<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |     97768 | PA      | $97245.19     | 0.02%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva | Capital One Prime Auto Receivables Trust 2022-1                | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4020000 | PA      | $3911697.58   | 1.00%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                         | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2006144.59   | 0.51%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1462773.93   | 0.37%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3804902.64   | 0.98%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2014-GC21                  | CUSIP: 17322MAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210035 | PA      | $207068.32    | 0.05%             | 2047-05-10      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC29                  | CUSIP: 17323VAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1408075 | PA      | $1343226.66   | 0.34%             | 2048-04-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                  | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2484235.85   | 0.64%             | 2033-01-25      | Variable      | 3.06%                 | 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        |    485000 | PA      | $450195.80    | 0.12%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                     | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4385000 | PA      | $4068813.87   | 1.04%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2754094.41   | 0.71%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-3                    | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545394 | PA      | $470192.43    | 0.12%             | 2066-08-25      | Variable      | 1.19%                 | 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        |   1467139 | PA      | $1284749.45   | 0.33%             | 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        |   1250000 | PA      | $1139088.28   | 0.29%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC       | Duke Energy Progress LLC                                       | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    725000 | PA      | $701778.56    | 0.18%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                        | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1702197.15   | 0.44%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                          | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1100970.95   | 0.28%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2022-2 Owner Trust                      | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1012678.39   | 0.26%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2162120.28   | 0.55%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7018000 | PA      | $5272820.75   | 1.35%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    751000 | PA      | $607547.27    | 0.16%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-28

**Name of Applicant:** Carillon Series Trust

**Signature:** /s/ Carolyn Gill

**Name of Signer:** Carolyn Gill

**Title:** Principal Financial Officer