# EDGAR Filing Document

**Accession Number:** 0000897111
**File Stem:** 0001193125-25-299997
**Filing Date:** 2025-11
**Character Count:** 186556
**Document Hash:** f3858d15c33c97bb67cd07fdac0836ea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-299997.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001193125-25-299997

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07470
- **FILM NUMBER:** 251528789

**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 Plus Bond Fund (Series ID: S000058960)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000193364 | Class A      | SCPDX           |
| C000193365 | Class C      | SCPEX           |
| C000193366 | Class I      | SCPZX           |
| C000193369 | Class R-6    | SCPWX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 29.7%** | **U.S. TREASURY SECURITIES - 29.7%** | **Par** | **Value**  |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp; 2.38%, 02/15/2042 |  | 16555000 | $12267514 |
| &nbsp;&nbsp; 4.25%, 08/15/2054 |  | 181980000 | 167990288 |
| &nbsp;&nbsp; 4.75%, 08/15/2055 |  | 28290000 | 28387247 |
|  U.S. Treasury Inflation Indexed Bonds, 2.38%, 02/15/2055 |  | 63708585 | 62190529 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 3.88%, 09/30/2029 |  | 11250000 | 11326904 |
| &nbsp;&nbsp; 4.38%, 12/31/2029 |  | 30220000 | 31001471 |
| &nbsp;&nbsp; 3.88%, 08/31/2032 |  | 74030000 | 73810223 |
| &nbsp;&nbsp; 3.88%, 08/15/2034 |  | 71877000 | 70776383 |
| &nbsp;&nbsp; 4.25%, 08/15/2035 |  | 136595000 | 137704834 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $604,475,913) | **TOTAL U.S. TREASURY SECURITIES** (Cost $604,475,913) | **TOTAL U.S. TREASURY SECURITIES** (Cost $604,475,913) | 595455393 |
| **ASSET-BACKED SECURITIES - 25.2%** | **ASSET-BACKED SECURITIES - 25.2%** | **Par** | **Value**  |
|  American Homes 4 Rent Trust, Series 2015-SFR2, Class A, 3.73%, 10/17/2052 <sup>(a)</sup> |  | 5411428 | 5400840 |
| AMSR Trust | AMSR Trust | AMSR Trust | AMSR Trust |
| &nbsp;&nbsp; Series 2020-SFR5, Class A, 1.38%, 11/17/2037 <sup>(a)</sup> |  | 1244481 | 1239761 |
| &nbsp;&nbsp; Series 2021-SFR3, Class A, 1.48%, 10/17/2038 <sup>(a)</sup> |  | 3635000 | 3528090 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.00%, 10/17/2039 <sup>(a)</sup> |  | 2385000 | 2365661 |
| &nbsp;&nbsp; Series 2023-SFR1, Class A, 4.00%, 04/17/2040 <sup>(a)</sup> |  | 2805000 | 2772296 |
| &nbsp;&nbsp; Series 2023-SFR2, Class A, 3.95%, 06/17/2040 <sup>(a)</sup> |  | 945000 | 933675 |
| &nbsp;&nbsp; Series 2024-SFR1, Class A, 4.29%, 07/17/2041 <sup>(a)(b)</sup> |  | 2080000 | 2072580 |
| &nbsp;&nbsp; Series 2024-SFR2, Class A, 4.15%, 11/17/2041 <sup>(a)</sup> |  | 1620000 | 1596853 |
| &nbsp;&nbsp; Series 2025-SFR1, Class A, 3.66%, 06/17/2042 <sup>(a)</sup> |  | 3730000 | 3586025 |
| &nbsp;&nbsp; Series 2025-SFR2, Class A, 4.28%, 11/17/2042 <sup>(a)</sup> |  | 3800000 | 3744495 |
| Avis Budget Rental Car Funding AESOP LLC | Avis Budget Rental Car Funding AESOP LLC | Avis Budget Rental Car Funding AESOP LLC | Avis Budget Rental Car Funding AESOP LLC |
| &nbsp;&nbsp; Series 2021-1A, Class A, 1.38%, 08/20/2027 <sup>(a)</sup> |  | 16680000 | 16360093 |
| &nbsp;&nbsp; Series 2022-3A, Class A, 4.62%, 02/20/2027 <sup>(a)</sup> |  | 4608333 | 4611673 |
| &nbsp;&nbsp; Series 2023-4A, Class A, 5.49%, 06/20/2029 <sup>(a)</sup> |  | 2705000 | 2783011 |
| &nbsp;&nbsp; Series 2024-1A, Class A, 5.36%, 06/20/2030 <sup>(a)</sup> |  | 1960000 | 2027108 |
| &nbsp;&nbsp; Series 2024-3A, Class A, 5.23%, 12/20/2030 <sup>(a)</sup> |  | 2135000 | 2201154 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.80%, 08/20/2029 <sup>(a)</sup> |  | 5545000 | 5616658 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 5.12%, 08/20/2031 <sup>(a)</sup> |  | 12180000 | 12515913 |
| &nbsp;&nbsp; Series 2025-4A, Class A, 4.40%, 02/20/2032 <sup>(a)</sup> |  | 18540000 | 18430718 |
| BMW Vehicle Owner Trust | BMW Vehicle Owner Trust | BMW Vehicle Owner Trust | BMW Vehicle Owner Trust |
| &nbsp;&nbsp; Series 2023-A, Class A3, 5.47%, 02/25/2028 |  | 1730942 | 1743167 |
| &nbsp;&nbsp; Series 2024-A, Class A2A, 5.42%, 02/25/2027 |  | 1430422 | 1432964 |
| &nbsp;&nbsp; Series 2024-A, Class A2B, 4.70% (30 day avg SOFR US + 0.34%), 02/25/2027 |  | 807512 | 807829 |
| &nbsp;&nbsp; Series 2025-A, Class A2B, 4.66% (30 day avg SOFR US + 0.30%), 10/25/2027 |  | 11197739 | 11197751 |
|  Bridge Trust, Series 2025-SFR1, Class A, 4.05%, 09/17/2042 <sup>(a)</sup> |  | 9145000 | 8790522 |
| Capital One Prime Auto Receivables Trust | Capital One Prime Auto Receivables Trust | Capital One Prime Auto Receivables Trust | Capital One Prime Auto Receivables Trust |
| &nbsp;&nbsp; Series 2023-1, Class A3, 4.87%, 02/15/2028 |  | 6626880 | 6652199 |
| &nbsp;&nbsp; Series 2024-1, Class A2A, 4.61%, 10/15/2027 |  | 1671637 | 1673934 |
| &nbsp;&nbsp; Series 2024-1, Class A2B, 4.69% (30 day avg SOFR US + 0.32%), 10/15/2027 |  | 1523170 | 1523457 |
|  CarMax Auto Owner Trust, Series 2025-3, Class A2A, 4.42%, 08/15/2028 |  | 6395000 | 6423419 |
|  Citizens Auto Receivables Trust, Series 2024-2, Class A2B, 4.91% (30 day avg SOFR US + 0.54%), 11/16/2026 <sup>(a)</sup> |  | 386827 | 386899 |
|  Corevest American Finance Trust, Series 2020-4, Class A, 1.17%, 12/15/2052 <sup>(a)</sup> |  | 522199 | 520067 |
|  Discover Card Execution Note Trust, Series 2023-A2, Class A, 4.93%, 06/15/2028 |  | 5115000 | 5147710 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2020-SFR2, Class A, 1.27%, 10/19/2037 <sup>(a)</sup> |  | 12336191 | 12278605 |
| &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> |  | 9894265 | 9662489 |
| &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> |  | 1200717 | 1168207 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> |  | 1285373 | 1281192 |
| Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust |
| &nbsp;&nbsp; Series 2024-B, Class A2A, 5.40%, 04/15/2027 |  | 1314514 | 1317786 |
| &nbsp;&nbsp; Series 2024-B, Class A2B, 4.77% (30 day avg SOFR US + 0.40%), 04/15/2027 |  | 2153234 | 2153402 |
| &nbsp;&nbsp; Series 2024-C, Class A2B, 4.77% (30 day avg SOFR US + 0.40%), 08/15/2027 |  | 2514696 | 2516362 |
| &nbsp;&nbsp; Series 2024-D, Class A2A, 4.59%, 10/15/2027 |  | 1919645 | 1923559 |
| &nbsp;&nbsp; Series 2024-D, Class A2B, 4.69% (30 day avg SOFR US + 0.32%), 10/15/2027 |  | 2217323 | 2217955 |
|  FRTKL, Series 2021-SFR1, Class A, 1.57%, 09/17/2038 <sup>(a)</sup> |  | 2005000 | 1950383 |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust |
| &nbsp;&nbsp; Series 2024-1, Class A2A, 5.12%, 02/16/2027 |  | 11693 | 11698 |
| &nbsp;&nbsp; Series 2024-1, Class A2B, 4.77% (30 day avg SOFR US + 0.40%), 02/16/2027 |  | 17350 | 17351 |
| &nbsp;&nbsp; Series 2024-3, Class A2A, 5.35%, 06/16/2027 |  | 890012 | 891599 |
| &nbsp;&nbsp; Series 2024-3, Class A2B, 4.73% (30 day avg SOFR US + 0.36%), 06/16/2027 |  | 890012 | 890274 |
| &nbsp;&nbsp; Series 2025-1, Class A2B, 4.70% (30 day avg SOFR US + 0.33%), 01/18/2028 |  | 9580568 | 9583257 |
| &nbsp;&nbsp; Series 2025-2, Class A2A, 4.40%, 02/16/2028 |  | 2937391 | 2941974 |
| &nbsp;&nbsp; Series 2025-3, Class A2A, 4.32%, 06/16/2028 |  | 12095000 | 12136827 |
| Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.91%, 09/25/2029 <sup>(a)</sup> |  | 11545000 | 11646404 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 5.13%, 09/25/2031 <sup>(a)</sup> |  | 7910000 | 8017564 |
| &nbsp;&nbsp; Series 2025-3A, Class A, 5.06%, 12/26/2029 <sup>(a)</sup> |  | 12125000 | 12305796 |
| &nbsp;&nbsp; Series 2025-4A, Class A, 5.41%, 12/25/2031 <sup>(a)</sup> |  | 8440000 | 8624708 |
|  Hertz Vehicle Financing III LP, Series 2021-2A, Class A, 1.68%, 12/27/2027 <sup>(a)</sup> |  | 15255000 | 14869338 |
| Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust |
| &nbsp;&nbsp; Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> |  | 3776748 | 3668244 |
| &nbsp;&nbsp; Series 2021-3, Class A, 2.20%, 01/17/2041 <sup>(a)</sup> |  | 2440868 | 2266993 |
| Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust |
| &nbsp;&nbsp; Series 2024-1, Class A3, 5.21%, 08/15/2028 |  | 3211411 | 3241768 |
| &nbsp;&nbsp; Series 2024-2, Class A2, 5.48%, 11/18/2026 |  | 2331257 | 2334440 |
| &nbsp;&nbsp; Series 2025-2, Class A2A, 4.30%, 01/18/2028 |  | 4085000 | 4091275 |
| &nbsp;&nbsp; Series 2025-3, Class A2A, 4.19%, 03/21/2028 |  | 12060000 | 12094238 |
| &nbsp;&nbsp; Series 2025-3, Class A2B, 4.74% (30 day avg SOFR US + 0.35%), 03/21/2028 |  | 8535000 | 8541563 |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust |
| &nbsp;&nbsp; Series 2024-B, Class A2A, 5.15%, 06/15/2027 |  | 1835651 | 1839807 |
| &nbsp;&nbsp; Series 2024-B, Class A2B, 4.74% (30 day avg SOFR US + 0.37%), 06/15/2027 |  | 1600974 | 1601328 |
| &nbsp;&nbsp; Series 2025-A, Class A2A, 4.33%, 12/15/2027 |  | 7380000 | 7389286 |
| &nbsp;&nbsp; Series 2025-A, Class A2B, 4.71% (30 day avg SOFR US + 0.34%), 12/15/2027 |  | 8965000 | 8968411 |
| &nbsp;&nbsp; Series 2025-B, Class A2A, 4.45%, 08/15/2028 |  | 8060000 | 8092342 |
| &nbsp;&nbsp; Series 2025-C, Class A2A, 3.97%, 07/17/2028 |  | 20995000 | 21006533 |
|  Invitation Homes Trust, Series 2024-SFR1, Class A, 4.00%, 09/17/2041 <sup>(a)</sup> |  | 6109534 | 5986763 |
| Mercedes-Benz Auto Lease Trust | Mercedes-Benz Auto Lease Trust | Mercedes-Benz Auto Lease Trust | Mercedes-Benz Auto Lease Trust |
| &nbsp;&nbsp; Series 2024-A, Class A2B, 4.79% (30 day avg SOFR US + 0.42%), 02/16/2027 |  | 1318046 | 1318590 |
| &nbsp;&nbsp; Series 2024-B, Class A2B, 4.81% (30 day avg SOFR US + 0.44%), 12/15/2026 |  | 811986 | 812265 |
| Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust |
| &nbsp;&nbsp; Series 2024-1, Class A2B, 4.74% (30 day avg SOFR US + 0.37%), 05/17/2027 |  | 55950 | 55953 |
| &nbsp;&nbsp; Series 2025-1, Class A2B, 4.69% (30 day avg SOFR US + 0.32%), 02/15/2028 |  | 9812154 | 9814026 |
| Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust |
| &nbsp;&nbsp; Series 2024-A, Class A2B, 4.75% (30 day avg SOFR US + 0.38%), 12/15/2026 |  | 2928242 | 2928945 |
| &nbsp;&nbsp; Series 2024-B, Class A2B, 4.75% (30 day avg SOFR US + 0.38%), 06/15/2027 |  | 4556480 | 4558540 |
| &nbsp;&nbsp; Series 2025-A, Class A2A, 4.50%, 02/15/2028 |  | 15825000 | 15892528 |
| Porsche Financial Auto Securitization Trust | Porsche Financial Auto Securitization Trust | Porsche Financial Auto Securitization Trust | Porsche Financial Auto Securitization Trust |
| &nbsp;&nbsp; Series 2024-1A, Class A2A, 4.45%, 01/24/2028 <sup>(a)</sup> |  | 1345096 | 1345681 |
| &nbsp;&nbsp; Series 2024-1A, Class A2B, 4.67% (30 day avg SOFR US + 0.28%), 01/24/2028 <sup>(a)</sup> |  | 1131538 | 1131729 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2021-SFR3, Class A, 1.64%, 05/17/2026 <sup>(a)</sup> |  | 4784692 | 4748516 |
| &nbsp;&nbsp; Series 2021-SFR5, Class A, 1.43%, 07/17/2038 <sup>(a)</sup> |  | 2660140 | 2617413 |
| &nbsp;&nbsp; Series 2021-SFR7, Class A, 1.69%, 08/17/2040 <sup>(a)</sup> |  | 2479855 | 2313893 |
| &nbsp;&nbsp; Series 2021-SFR8, Class A, 1.51%, 10/17/2038 <sup>(a)</sup> |  | 2755778 | 2697571 |
| &nbsp;&nbsp; Series 2021-SFR9, Class A, 2.01%, 11/17/2040 <sup>(a)</sup> |  | 1517873 | 1420987 |
| &nbsp;&nbsp; Series 2022-SFR2, Class A, 2.95%, 04/17/2027 <sup>(a)</sup> |  | 9293378 | 9088880 |
| &nbsp;&nbsp; Series 2022-SFR4, Class A, 4.44%, 05/17/2041 <sup>(a)</sup> |  | 965069 | 963889 |
| &nbsp;&nbsp; Series 2024-SFR4, Class A, 3.10%, 07/17/2041 <sup>(a)</sup> |  | 5473803 | 5218078 |
| &nbsp;&nbsp; Series 2024-SFR5, Class A, 3.00%, 08/09/2029 <sup>(a)</sup> |  | 1209994 | 1145683 |
| &nbsp;&nbsp; Series 2025-SFR1, Class A, 3.40%, 02/17/2042 <sup>(a)</sup> |  | 1073673 | 1025650 |
| &nbsp;&nbsp; Series 2025-SFR3, Class A, 3.39%, 07/17/2042 <sup>(a)</sup> |  | 6590000 | 6242513 |
| &nbsp;&nbsp; Series 2025-SFR4, Class A, 4.30%, 08/17/2042 <sup>(a)</sup> |  | 8035000 | 7947630 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 3.85%, 10/17/2042 <sup>(a)</sup> |  | 8750000 | 8416304 |
| STAR Trust | STAR Trust | STAR Trust | STAR Trust |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 5.80% (1 mo. Term SOFR + 1.65%), 05/17/2039 <sup>(a)</sup> |  | 9573601 | 9607504 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 5.60% (1 mo. Term SOFR + 1.45%), 02/17/2042 <sup>(a)</sup> |  | 3914833 | 3926212 |
| Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust |
| &nbsp;&nbsp; Series 2024-A, Class A2B, 4.72% (30 day avg SOFR US + 0.35%), 12/15/2026 |  | 10190 | 10190 |
| &nbsp;&nbsp; Series 2024-C, Class A2A, 5.16%, 05/17/2027 |  | 1613199 | 1616389 |
| &nbsp;&nbsp; Series 2024-C, Class A2B, 4.74% (30 day avg SOFR US + 0.37%), 05/17/2027 |  | 1613199 | 1613646 |
| &nbsp;&nbsp; Series 2025-B, Class A2A, 4.46%, 03/15/2028 |  | 4015000 | 4025097 |
| &nbsp;&nbsp; Series 2025-C, Class A2A, 4.29%, 06/15/2028 |  | 10160000 | 10190735 |
| &nbsp;&nbsp; Series 2025-C, Class A2B, 4.67% (30 day avg SOFR US + 0.30%), 06/15/2028 |  | 10545000 | 10549865 |
|  Tricon Residential Trust, Series 2021-SFR1, Class A, 1.94%, 07/17/2038 <sup>(a)</sup> |  | 3531974 | 3461740 |
|  USB Auto Owner Trust, Series 2025-1A, Class A2, 4.51%, 06/15/2028 <sup>(a)</sup> |  | 3610000 | 3622362 |
|  Verizon Master Trust, Series 2024-4, Class A1A, 5.21%, 06/20/2029 |  | 6605000 | 6660709 |
| World Omni Auto Receivables Trust | World Omni Auto Receivables Trust | World Omni Auto Receivables Trust | World Omni Auto Receivables Trust |
| &nbsp;&nbsp; Series 2025-B, Class A2A, 4.38%, 08/15/2028 |  | 3860000 | 3866561 |
| &nbsp;&nbsp; Series 2025-C, Class A2A, 4.19%, 10/16/2028 |  | 6940000 | 6953879 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $501,733,047) | **TOTAL ASSET-BACKED SECURITIES** (Cost $501,733,047) | **TOTAL ASSET-BACKED SECURITIES** (Cost $501,733,047) | 505426396 |
| **CORPORATE BONDS - 24.2%** | **CORPORATE BONDS - 24.2%** | **Par** | **Value**  |
| **Airlines - 1.8%** | **Airlines - 1.8%** | **Airlines - 1.8%** | **Airlines - 1.8%** |
|  Air Canada, Pass Through Trust, Series 2020-2, Class A, 5.25%, 04/01/2029 <sup>(a)</sup> |  | 1789002 | 1829304 |
|  Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 4.80%, 08/15/2027 <sup>(a)</sup> |  | 7679172 | 7689920 |
| American Airlines, Pass Through Trust | American Airlines, Pass Through Trust | American Airlines, Pass Through Trust | American Airlines, Pass Through Trust |
| &nbsp;&nbsp; Series 2017-2, Class AA, 3.35%, 10/15/2029 |  | 1633610 | 1575106 |
| &nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 02/15/2032 |  | 1831092 | 1714410 |
| British Airways, Pass Through Trust | British Airways, Pass Through Trust | British Airways, Pass Through Trust | British Airways, Pass Through Trust |
| &nbsp;&nbsp; Series 2019-1, Class AA, 3.30%, 12/15/2032 <sup>(a)</sup> |  | 1246782 | 1178729 |
| &nbsp;&nbsp; Series 2020-1, Class A, 4.25%, 11/15/2032 <sup>(a)</sup> |  | 2236232 | 2179588 |
| &nbsp;&nbsp; Series 2021-1, Class A, 2.90%, 03/15/2035 <sup>(a)</sup> |  | 607191 | 551043 |
|  Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 06/10/2028 |  | 7490509 | 7174305 |
| JetBlue, Pass Through Trust | JetBlue, Pass Through Trust | JetBlue, Pass Through Trust | JetBlue, Pass Through Trust |
| &nbsp;&nbsp; Series 2019-1, Class AA, 2.75%, 05/15/2032 |  | 4143802 | 3670306 |
| &nbsp;&nbsp; Series 2020-1, Class A, 4.00%, 11/15/2032 |  | 1449872 | 1363535 |
| United Airlines, Pass Through Trust | United Airlines, Pass Through Trust | United Airlines, Pass Through Trust | United Airlines, Pass Through Trust |
| &nbsp;&nbsp; Series 2015-1, Class AA, 3.45%, 12/01/2027 |  | 1993826 | 1953129 |
| &nbsp;&nbsp; Series 2016-2, Class AA, 2.88%, 10/07/2028 |  | 1265954 | 1205797 |
| &nbsp;&nbsp; Series 2018-1, Class AA, 3.50%, 09/01/2031 |  | 3444905 | 3304811 |
| &nbsp;&nbsp; Series 2019-1, Class AA, 4.15%, 08/25/2031 |  | 1046858 | 1021387 |
|  |  |  | 36411370 |
| **Auto Manufacturers - 2.7%** | **Auto Manufacturers - 2.7%** | **Auto Manufacturers - 2.7%** | **Auto Manufacturers - 2.7%** |
|  American Honda Finance Corp., 5.20%, 03/05/2035 |  | 5210000 | 5292890 |
|  Ford Motor Credit Co. LLC, 6.95%, 03/06/2026 |  | 3270000 | 3296037 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 6.05%, 10/10/2025 |  | 2555000 | 2555937 |
| &nbsp;&nbsp; 1.25%, 01/08/2026 |  | 9890000 | 9808180 |
| &nbsp;&nbsp; 6.00%, 01/09/2028 |  | 16680000 | 17276406 |
|  Toyota Motor Credit Corp., 4.80%, 05/15/2030 |  | 4415000 | 4521635 |
| Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |
| &nbsp;&nbsp; 5.30%, 03/22/2027 <sup>(a)</sup> |  | 8180000 | 8288335 |
| &nbsp;&nbsp; 3.75%, 05/13/2030 <sup>(a)</sup> |  | 3980000 | 3822238 |
|  |  |  | 54861658 |
| **Banks - 6.6%** | **Banks - 6.6%** | **Banks - 6.6%** | **Banks - 6.6%** |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 4.98% to 01/24/2028 then SOFR + 0.83%, 01/24/2029 |  | 9645000 | 9823279 |
| &nbsp;&nbsp; 5.51% to 01/24/2035 then SOFR + 1.31%, 01/24/2036 |  | 14458000 | 15113131 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 |  | 5235000 | 5259360 |
| &nbsp;&nbsp; 4.91% to 05/24/2032 then SOFR + 2.09%, 05/24/2033 |  | 8860000 | 8967066 |
| &nbsp;&nbsp; 5.45% to 06/11/2034 then SOFR + 1.45%, 06/11/2035 |  | 2680000 | 2779101 |
| &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 |  | 11785000 | 12046648 |
|  HSBC Holdings PLC, 4.95%, 03/31/2030 |  | 6025000 | 6179217 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 4.51% to 10/22/2027 then SOFR + 0.86%, 10/22/2028 |  | 3295000 | 3323153 |
| &nbsp;&nbsp; 4.91% to 07/25/2032 then SOFR + 2.08%, 07/25/2033 |  | 9180000 | 9360909 |
| &nbsp;&nbsp; 5.50% to 01/24/2035 then SOFR + 1.32%, 01/24/2036 |  | 14460000 | 15128188 |
|  Royal Bank of Canada, 4.65% to 10/18/2029 then SOFR + 1.08%, 10/18/2030 |  | 8245000 | 8339583 |
|  The PNC Financial Services Group, Inc., 6.04% to 10/28/2032 then SOFR + 2.14%, 10/28/2033 |  | 4560000 | 4920366 |
|  US Bancorp, 5.38% to 01/23/2029 then SOFR + 1.56%, 01/23/2030 |  | 9625000 | 9951466 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 4.48% to 04/04/2030 then 3 mo. Term SOFR + 4.03%, 04/04/2031 |  | 11230000 | 11291467 |
| &nbsp;&nbsp; 5.21% to 12/03/2034 then SOFR + 1.38%, 12/03/2035 |  | 9700000 | 9910898 |
|  |  |  | 132393832 |
| **Capital Markets - 2.6%** | **Capital Markets - 2.6%** | **Capital Markets - 2.6%** | **Capital Markets - 2.6%** |
|  Morgan Stanley, 5.59% to 01/18/2035 then SOFR + 1.42%, 01/18/2036 |  | 14460000 | 15139715 |
|  State Street Corp., 5.15% to 02/28/2035 then SOFR + 1.22%, 02/28/2036 |  | 5265000 | 5384650 |
|  The Bank of New York Mellon Corp., 4.97% to 04/26/2033 then SOFR + 1.61%, 04/26/2034 |  | 4850000 | 4942890 |
|  The Goldman Sachs Group, Inc., 5.54% to 01/28/2035 then SOFR + 1.38%, 01/28/2036 |  | 14460000 | 15093986 |
| UBS Group AG | UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 1.36% to 01/30/2026 then 1 yr. CMT Rate + 1.08%, 01/30/2027 <sup>(a)</sup> |  | 4805000 | 4756457 |
| &nbsp;&nbsp; 3.13% to 08/13/2029 then 3 mo. LIBOR US + 1.47%, 08/13/2030 <sup>(a)(c)</sup> |  | 1190000 | 1136589 |
| &nbsp;&nbsp; 5.96% (1 yr. CMT Rate + 2.20%), 01/12/2034 <sup>(a)</sup> |  | 4570000 | 4888582 |
|  |  |  | 51342869 |
| **Consumer Finance - 0.3%** | **Consumer Finance - 0.3%** | **Consumer Finance - 0.3%** | **Consumer Finance - 0.3%** |
|  American Express Co., 5.04% to 07/26/2027 then SOFR + 0.93%, 07/26/2028 |  | 6305000 | 6412579 |
| **Containers & Packaging - 0.3%** | **Containers & Packaging - 0.3%** | **Containers & Packaging - 0.3%** | **Containers & Packaging - 0.3%** |
|  Sonoco Products Co., 3.13%, 05/01/2030 |  | 6620000 | 6254774 |
| **Diversified Telecommunication Services - 0.3%** | **Diversified Telecommunication Services - 0.3%** | **Diversified Telecommunication Services - 0.3%** | **Diversified Telecommunication Services - 0.3%** |
|  Verizon Communications, Inc., 5.25%, 04/02/2035 |  | 6015000 | 6116737 |
| **Electric - 4.7%** | **Electric - 4.7%** | **Electric - 4.7%** | **Electric - 4.7%** |
|  Appalachian Power Co., 2.70%, 04/01/2031 |  | 7965000 | 7258546 |
|  DTE Electric Co., 5.20%, 04/01/2033 |  | 7735000 | 8033159 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| &nbsp;&nbsp; 5.88%, 11/15/2033 |  | 2360000 | 2546285 |
| &nbsp;&nbsp; 5.65%, 04/01/2040 |  | 5936000 | 6193473 |
|  Duke Energy Indiana LLC, 5.25%, 03/01/2034 |  | 4450000 | 4591301 |
|  Duke Energy Progress LLC, 5.25%, 03/15/2033 |  | 8245000 | 8579564 |
| Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC |
| &nbsp;&nbsp; 5.30%, 09/15/2033 |  | 6130000 | 6355166 |
| &nbsp;&nbsp; 5.45%, 06/01/2034 |  | 5355000 | 5597575 |
| &nbsp;&nbsp; 3.35%, 06/15/2052 |  | 5820000 | 4036423 |
|  Entergy Louisiana LLC, 5.35%, 03/15/2034 |  | 5595000 | 5805628 |
|  Indianapolis Power & Light Co., 5.65%, 12/01/2032 <sup>(a)</sup> |  | 6805000 | 7127096 |
|  MidAmerican Energy Co., 5.35%, 01/15/2034 |  | 3940000 | 4114739 |
|  Monongahela Power Co., 5.85%, 02/15/2034 <sup>(a)</sup> |  | 5420000 | 5728439 |
|  Public Service Co. of New Hampshire, 5.35%, 10/01/2033 |  | 9575000 | 10019134 |
|  San Diego Gas & Electric Co., 5.40%, 04/15/2035 |  | 6255000 | 6459642 |
|  Wisconsin Public Service Corp., 2.85%, 12/01/2051 |  | 3910000 | 2474502 |
|  |  |  | 94920672 |
| **Electric Utilities - 1.9%** | **Electric Utilities - 1.9%** | **Electric Utilities - 1.9%** | **Electric Utilities - 1.9%** |
|  IPALCO Enterprises, Inc., 4.25%, 05/01/2030 |  | 8270000 | 8094757 |
|  Union Electric Co., 5.20%, 04/01/2034 |  | 6445000 | 6640050 |
|  Virginia Electric and Power Co., 5.15%, 03/15/2035 |  | 6840000 | 6965023 |
| Wisconsin Power and Light Co. | Wisconsin Power and Light Co. | Wisconsin Power and Light Co. | Wisconsin Power and Light Co. |
| &nbsp;&nbsp; 1.95%, 09/16/2031 |  | 4760000 | 4117732 |
| &nbsp;&nbsp; 3.95%, 09/01/2032 |  | 7150000 | 6862825 |
| &nbsp;&nbsp; 4.95%, 04/01/2033 |  | 5725000 | 5798988 |
|  |  |  | 38479375 |
| **Ground Transportation - 0.3%** | **Ground Transportation - 0.3%** | **Ground Transportation - 0.3%** | **Ground Transportation - 0.3%** |
|  Union Pacific Corp, 5.10%, 02/20/2035 |  | 5275000 | 5423301 |
| **Hotels, Restaurants & Leisure - 0.3%** | **Hotels, Restaurants & Leisure - 0.3%** | **Hotels, Restaurants & Leisure - 0.3%** | **Hotels, Restaurants & Leisure - 0.3%** |
|  McDonald's Corp., 4.95%, 03/03/2035 |  | 5275000 | 5344407 |
| **Insurance - 0.5%** | **Insurance - 0.5%** | **Insurance - 0.5%** | **Insurance - 0.5%** |
|  MetLife, Inc., 5.38%, 07/15/2033 |  | 9025000 | 9506644 |
| **Multi-Utilities - 0.2%** | **Multi-Utilities - 0.2%** | **Multi-Utilities - 0.2%** | **Multi-Utilities - 0.2%** |
|  Dominion Energy, Inc., 3.38%, 04/01/2030 |  | 4750000 | 4562447 |
| **Oil & Gas - 0.6%** | **Oil & Gas - 0.6%** | **Oil & Gas - 0.6%** | **Oil & Gas - 0.6%** |
|  BP Capital Markets America, Inc., 5.23%, 11/17/2034 |  | 10915000 | 11273918 |
| **Oil, Gas & Consumable Fuels - 0.4%** | **Oil, Gas & Consumable Fuels - 0.4%** | **Oil, Gas & Consumable Fuels - 0.4%** | **Oil, Gas & Consumable Fuels - 0.4%** |
|  TransCanada PipeLines Ltd., 4.10%, 04/15/2030 |  | 7980000 | 7863327 |
| **Tobacco - 0.3%** | **Tobacco - 0.3%** | **Tobacco - 0.3%** | **Tobacco - 0.3%** |
|  Altria Group, Inc., 2.45%, 02/04/2032 |  | 6060000 | 5334438 |
| **Transportation - 0.4%** | **Transportation - 0.4%** | **Transportation - 0.4%** | **Transportation - 0.4%** |
|  Canadian Pacific Railway Co., 5.20%, 03/30/2035 |  | 8555000 | 8816944 |
| **TOTAL CORPORATE BONDS** (Cost $479,803,809) | **TOTAL CORPORATE BONDS** (Cost $479,803,809) | **TOTAL CORPORATE BONDS** (Cost $479,803,809) | 485319292 |
| **AGENCY MORTGAGE-BACKED SECURITIES - 17.3%** | **AGENCY MORTGAGE-BACKED SECURITIES - 17.3%** | **Par** | **Value**  |
| Fannie Mae Pool | Fannie Mae Pool | Fannie Mae Pool | Fannie Mae Pool |
| &nbsp;&nbsp; 4.00%, 10/15/2055 <sup>(d)</sup> |  | 58225000 | 54869054 |
| &nbsp;&nbsp; 4.50%, 10/15/2055 <sup>(d)</sup> |  | 50345000 | 48827494 |
| &nbsp;&nbsp; 5.00%, 10/15/2055 <sup>(d)</sup> |  | 60010000 | 59509346 |
| &nbsp;&nbsp; 5.50%, 10/15/2055 <sup>(d)</sup> |  | 144325000 | 145513945 |
| &nbsp;&nbsp; 6.00%, 10/15/2055 <sup>(d)</sup> |  | 38585000 | 39417960 |
| **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $343,993,846) | **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $343,993,846) | **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $343,993,846) | 348137799 |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES - 14.0%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES - 14.0%** | **Par** | **Value**  |
| BANK | BANK | BANK | BANK |
| &nbsp;&nbsp; Series 2020-BN30, Class A2, 1.36%, 12/15/2053 |  | 2016000 | 2004092 |
| &nbsp;&nbsp; Series 2024-BNK47, Class A5, 5.72%, 06/15/2057 |  | 3535000 | 3762238 |
| &nbsp;&nbsp; Series 2024-BNK48, Class A5, 5.05%, 10/15/2057 |  | 1569000 | 1596870 |
| &nbsp;&nbsp; Series 2025-BNK49, Class A5, 5.62%, 03/15/2058 <sup>(e)</sup> |  | 4195000 | 4441565 |
| &nbsp;&nbsp; Series 2025-BNK50, Class A5, 5.65%, 05/15/2068 <sup>(e)</sup> |  | 2178000 | 2307186 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |
| &nbsp;&nbsp; Series 2023-C22, Class A5, 6.80%, 11/15/2056 <sup>(e)</sup> |  | 2559840 | 2877671 |
| &nbsp;&nbsp; Series 2024-C24, Class A5, 5.42%, 02/15/2057 |  | 2625000 | 2740486 |
| &nbsp;&nbsp; Series 2025-5C37, Class A3, 5.02%, 09/15/2058 |  | 4430000 | 4532208 |
| &nbsp;&nbsp; Series 2025-C32, Class A5, 5.72%, 02/15/2062 |  | 1415000 | 1508334 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2018-B5, Class A2, 4.08%, 07/15/2051 |  | 1115631 | 1105033 |
| &nbsp;&nbsp; Series 2021-B23, Class A2, 1.62%, 02/15/2054 |  | 4463038 | 4198656 |
| &nbsp;&nbsp; Series 2021-B24, Class A2, 1.95%, 03/15/2054 |  | 3638000 | 3525540 |
| &nbsp;&nbsp; Series 2022-B33, Class A2, 3.32%, 03/15/2055 |  | 8420000 | 8189691 |
| &nbsp;&nbsp; Series 2025-V17, Class A3, 5.07%, 09/15/2058 |  | 4435000 | 4543556 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp; Series 2024-C9, Class A5, 5.76%, 07/15/2057 |  | 3984000 | 4239193 |
| &nbsp;&nbsp; Series 2025-5C12, Class A3, 5.18%, 10/15/2058 |  | 2425000 | 2493613 |
| &nbsp;&nbsp; Series 2025-C11, Class A5, 5.69%, 02/15/2058 |  | 3635000 | 3854970 |
| &nbsp;&nbsp; Series 2025-C12, Class A5, 5.87%, 06/15/2058 <sup>(e)</sup> |  | 4365000 | 4685987 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| &nbsp;&nbsp; Series 2021-INV1, Class A3A, 2.50%, 05/25/2051 <sup>(a)(e)</sup> |  | 8543422 | 7078358 |
| &nbsp;&nbsp; Series 2021-J3, Class A3A, 2.50%, 09/25/2051 <sup>(a)(e)</sup> |  | 4158577 | 3444146 |
|  DBJPM Mortgage Trust, Series 2020-C9, Class A2, 1.90%, 08/15/2053 |  | 352473 | 351814 |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |
| &nbsp;&nbsp; Series 2021-12, Class A2, 2.50%, 11/25/2051 <sup>(a)(e)</sup> |  | 9111354 | 7551745 |
| &nbsp;&nbsp; Series 2021-3INV, Class A18, 5.00%, 06/25/2051 <sup>(a)(e)</sup> |  | 2042938 | 2015458 |
| &nbsp;&nbsp; Series 2021-3INV, Class A2, 2.50%, 06/25/2051 <sup>(a)(e)</sup> |  | 3763307 | 3119134 |
| &nbsp;&nbsp; Series 2021-4, Class A1, 2.50%, 06/01/2051 <sup>(a)(e)</sup> |  | 11620455 | 9652856 |
| &nbsp;&nbsp; Series 2021-6INV, Class A4, 2.50%, 08/25/2051 <sup>(a)(e)</sup> |  | 2033689 | 1688121 |
| &nbsp;&nbsp; Series 2021-7, Class A1, 2.50%, 08/25/2051 <sup>(a)(e)</sup> |  | 11230525 | 9307612 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |
| &nbsp;&nbsp; Series 2020-INV1, Class A14, 2.91%, 10/25/2050 <sup>(a)(e)</sup> |  | 2510556 | 2168494 |
| &nbsp;&nbsp; Series 2021-INV1, Class A2, 2.50%, 12/25/2051 <sup>(a)(e)</sup> |  | 1449730 | 1200671 |
| &nbsp;&nbsp; Series 2021-MM1, Class A2, 2.50%, 04/25/2052 <sup>(a)(e)</sup> |  | 8378544 | 6954845 |
| &nbsp;&nbsp; Series 2021-PJ2, Class A2, 2.50%, 07/25/2051 <sup>(a)(e)</sup> |  | 2475824 | 2052032 |
| &nbsp;&nbsp; Series 2022-LTV2, Class A21, 4.00%, 12/25/2052 <sup>(a)(e)</sup> |  | 6202659 | 5885437 |
| &nbsp;&nbsp; Series 2022-PJ5, Class A4, 2.50%, 10/25/2052 <sup>(a)(e)</sup> |  | 2416116 | 2001034 |
| &nbsp;&nbsp; Series 2022-PJ6, Class A4, 3.00%, 01/25/2053 <sup>(a)(e)</sup> |  | 2727767 | 2363714 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2017-2, Class A7, 3.50%, 05/25/2047 <sup>(a)(e)</sup> |  | 2150276 | 1945798 |
| &nbsp;&nbsp; Series 2020-9, Class A4, 2.50%, 05/25/2051 <sup>(a)(e)</sup> |  | 3161231 | 2942799 |
| &nbsp;&nbsp; Series 2021-1, Class A3, 2.50%, 06/25/2051 <sup>(a)(e)</sup> |  | 4836762 | 4020936 |
| &nbsp;&nbsp; Series 2021-10, Class A3A, 2.00%, 12/25/2051 <sup>(a)(e)</sup> |  | 11105878 | 8788481 |
| &nbsp;&nbsp; Series 2021-12, Class A3, 2.50%, 02/25/2052 <sup>(a)(e)</sup> |  | 801874 | 665618 |
| &nbsp;&nbsp; Series 2021-13, Class A3A, 2.00%, 04/25/2052 <sup>(a)(e)</sup> |  | 3745754 | 2980163 |
| &nbsp;&nbsp; Series 2021-14, Class A12, 5.00%, 05/25/2052 <sup>(a)(e)</sup> |  | 3182367 | 3090437 |
| &nbsp;&nbsp; Series 2021-14, Class A3A, 2.00%, 05/25/2052 <sup>(a)(e)</sup> |  | 2897102 | 2310543 |
| &nbsp;&nbsp; Series 2021-15, Class A2, 3.00%, 06/25/2052 <sup>(a)(e)</sup> |  | 8635793 | 7472880 |
| &nbsp;&nbsp; Series 2021-15, Class A3, 2.50%, 06/25/2052 <sup>(a)(e)</sup> |  | 2883650 | 2397115 |
| &nbsp;&nbsp; Series 2021-3, Class A3, 2.50%, 07/25/2051 <sup>(a)(e)</sup> |  | 6407295 | 5326243 |
| &nbsp;&nbsp; Series 2021-4, Class A3, 2.50%, 08/25/2051 <sup>(a)(e)</sup> |  | 3140858 | 2601268 |
| &nbsp;&nbsp; Series 2021-7, Class A3, 2.50%, 11/25/2051 <sup>(a)(e)</sup> |  | 1902563 | 1581559 |
| &nbsp;&nbsp; Series 2021-8, Class A3, 2.50%, 12/25/2051 <sup>(a)(e)</sup> |  | 9961119 | 8280459 |
| &nbsp;&nbsp; Series 2021-INV4, Class A2A, 2.50%, 01/25/2052 <sup>(a)(e)</sup> |  | 2969074 | 2460777 |
| &nbsp;&nbsp; Series 2021-INV8, Class A2, 3.00%, 05/25/2052 <sup>(a)(e)</sup> |  | 7296444 | 6318268 |
| &nbsp;&nbsp; Series 2022-1, Class A2, 3.00%, 07/25/2052 <sup>(a)(e)</sup> |  | 4084776 | 3529402 |
| &nbsp;&nbsp; Series 2022-4, Class A2A, 3.00%, 10/25/2052 <sup>(a)(e)</sup> |  | 1894026 | 1636511 |
| &nbsp;&nbsp; Series 2022-6, Class A3, 3.00%, 11/25/2052 <sup>(a)(e)</sup> |  | 950160 | 823350 |
| &nbsp;&nbsp; Series 2022-7, Class 1A2, 3.00%, 12/25/2052 <sup>(a)(e)</sup> |  | 2713280 | 2353942 |
| &nbsp;&nbsp; Series 2024-3, Class A3, 3.00%, 05/25/2054 <sup>(a)(e)</sup> |  | 6977514 | 6018110 |
| &nbsp;&nbsp; Series 2024-7, Class A3, 3.00%, 04/25/2053 <sup>(a)(e)</sup> |  | 4687275 | 4047171 |
| &nbsp;&nbsp; Series 2025-5MPR, Class A1D, 5.50%, 11/25/2055 <sup>(a)(b)</sup> |  | 9635997 | 9675185 |
| &nbsp;&nbsp; Series 2025-7MPR, Class A1D, 5.32%, 02/25/2056 <sup>(a)(b)</sup> |  | 6034791 | 6038626 |
|  Mello Mortgage Capital Acceptance, Series 2021-MTG1, Class A1, 2.50%, 04/25/2051 <sup>(a)(e)</sup> |  | 4528541 | 3750551 |
|  Morgan Stanley Residential Mortgage Loan Trust, Series 2023-1, Class A1, 4.00%, 02/25/2053 <sup>(a)(e)</sup> |  | 640201 | 593273 |
| OBX Trust | OBX Trust | OBX Trust | OBX Trust |
| &nbsp;&nbsp; Series 2021-INV2, Class A3, 2.50%, 10/25/2051 <sup>(a)(e)</sup> |  | 2295139 | 1902161 |
| &nbsp;&nbsp; Series 2022-J2, Class A2, 3.00%, 08/25/2052 <sup>(a)(e)</sup> |  | 6361916 | 5493915 |
| &nbsp;&nbsp; Series 2023-INV1, Class A1, 3.00%, 01/25/2052 <sup>(a)(e)</sup> |  | 5803475 | 5010941 |
| &nbsp;&nbsp; Series 2023-J1, Class A1, 4.50%, 01/25/2053 <sup>(a)(e)</sup> |  | 2729302 | 2613212 |
|  PRMI Securitization Trust, Series 2021-1, Class A3, 2.50%, 04/25/2051 <sup>(a)(e)</sup> |  | 3905182 | 3477889 |
|  Provident Funding Mortgage Trust, Series 2021-INV2, Class 1A4, 2.00%, 11/25/2051 <sup>(a)(e)</sup> |  | 1625621 | 1409067 |
|  PSMC Trust, Series 2021-2, Class A3, 2.50%, 05/25/2051 <sup>(a)(e)</sup> |  | 3445424 | 3116334 |
|  RIDE Trust, Series 2025-SHRE, Class A, 5.62%, 02/14/2047 <sup>(a)(e)</sup> |  | 5000000 | 5136401 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |
| &nbsp;&nbsp; Series 2021-4, Class A1, 2.50%, 06/25/2051 <sup>(a)(e)</sup> |  | 5461032 | 4533082 |
| &nbsp;&nbsp; Series 2021-9, Class A1, 2.50%, 01/25/2052 <sup>(a)(e)</sup> |  | 3937060 | 3268067 |
|  SLG Office Trust, Series 2021-OVA, Class A, 2.59%, 07/15/2041 <sup>(a)</sup> |  | 6305000 | 5604123 |
|  Towd Point Mortgage Trust, Series 2015-5, Class M2, 3.50%, 05/25/2055 <sup>(a)(e)</sup> |  | 1629066 | 1620697 |
|  UWM Mortgage Trust, Series 2021-INV4, Class A10, 5.00%, 12/25/2051 <sup>(a)(e)</sup> |  | 2088724 | 2060721 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2025-5C6, Class A3, 5.19%, 10/15/2058 |  | 1630000 | 1677068 |
| &nbsp;&nbsp; Series 2025-C64, Class A5, 5.65%, 02/15/2058 |  | 1865000 | 1973504 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2021-1, Class A1, 2.50%, 12/25/2050 <sup>(a)(e)</sup> |  | 977727 | 810319 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $279,202,147) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $279,202,147) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $279,202,147) | 280799326 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 1.7%** | **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 1.7%** | **Par** | **Value**  |
|  Secretaria Tesouro Nacional, 10.00%, 01/01/2031 | BRL | 204760000 | 34631595 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $31,226,054) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $31,226,054) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $31,226,054) | 34631595 |
| **MEDIUM-TERM NOTES - 0.6%** | **MEDIUM-TERM NOTES - 0.6%** | **Par** | **Value**  |
| BNP Paribas Issuance BV | BNP Paribas Issuance BV | BNP Paribas Issuance BV | BNP Paribas Issuance BV |
| &nbsp;&nbsp; 10/15/2025 <sup>(a)(g)</sup> |  | 903000 | 1100576 |
| &nbsp;&nbsp; 11/14/2025 <sup>(a)(g)</sup> |  | 1070000 | 1192301 |
| &nbsp;&nbsp; 12/30/2025 <sup>(a)(h)</sup> | EUR | 1019000 | 1221723 |
| Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. |
| &nbsp;&nbsp; 10/15/2025 <sup>(i)</sup> | GBP | 651000 | 847679 |
| &nbsp;&nbsp; 11/13/2025 <sup>(i)</sup> | GBP | 889000 | 1387560 |
| &nbsp;&nbsp; 11/17/2025 <sup>(j)</sup> |  | 1037000 | 1074581 |
| &nbsp;&nbsp; 11/17/2025 <sup>(k)</sup> |  | 1037000 | 1158951 |
| &nbsp;&nbsp; 12/29/2025 <sup>(a)(l)</sup> |  | 322000 | 224682 |
| &nbsp;&nbsp; 12/30/2025 <sup>(m)</sup> |  | 1254000 | 1303571 |
| Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. |
| &nbsp;&nbsp; 11/04/2025 <sup>(a)(n)</sup> |  | 765000 | 940147 |
| &nbsp;&nbsp; 11/04/2025 <sup>(a)(o)</sup> |  | 893000 | 762095 |
| &nbsp;&nbsp; 12/31/2025 <sup>(a)(p)</sup> | EUR | 939000 | 1102436 |
| **TOTAL MEDIUM-TERM NOTES** (Cost $11,661,852) | **TOTAL MEDIUM-TERM NOTES** (Cost $11,661,852) | **TOTAL MEDIUM-TERM NOTES** (Cost $11,661,852) | 12316302 |
| **SHORT-TERM INVESTMENTS - 2.1%** | **SHORT-TERM INVESTMENTS - 2.1%** | **Par** | **Value**  |
| **U.S. Treasury Bills - 2.1%** |  |  |  |
| 4.11%, 12/09/2025 <sup>(f)</sup> |  | 42005000 | 41693857 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $41,678,453) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $41,678,453) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $41,678,453) | 41693857 |
| **TOTAL INVESTMENTS - 114.8% (**Cost $2,293,775,121**)** | **TOTAL INVESTMENTS - 114.8% (**Cost $2,293,775,121**)** | **TOTAL INVESTMENTS - 114.8% (**Cost $2,293,775,121**)** | 2303779960 |
| Liabilities in Excess of Other Assets - (14.8)% | Liabilities in Excess of Other Assets - (14.8)% | Liabilities in Excess of Other Assets - (14.8)% | (296617537) |
| **TOTAL NET ASSETS - 100.0%** |  |  | $2007162423 |
| two | two | two | –% |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PLC - Public Limited Company |
| SOFR - Secured Overnight Financing Rate |
| BRL - Brazilian Real |
| EUR - Euro |
| GBP - British Pound |

---

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

(b) Step coupon bond. The rate disclosed is as of September 30, 2025.

(c) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(d) To-be-announced security.

(e) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral
 increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of September 30, 2025.

(f) Zero Coupon instrument. The rate shown is the annualized effective yield as of September 30, 2025.

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

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

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

(j) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the
 stated principal amount, depending on the performance of the synthetic 2Y2Y SOFR CMS Rate from its initial underlying value to its final underlying value.

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

(l) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the
 stated principal amount, depending on the performance of each of the S&P 500 Index and the ICE IBA - USD SOFR ICE Swap Rate 5Y (each, an "underlying") from its initial underlying value to its final underlying value.

(m) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the
 stated principal amount, depending on the performance of the synthetic SOFR CMS7 from its initial underlying value to its final underlying value.

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

(o) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the
 stated principal amount, depending on the performance of each of the 4Y USD Swap Reference Rate and the 2Y USD Swap Reference Rate (each, an "underlying") from its initial underlying value to its final underlying value.

(p) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the
 stated principal amount, depending on the performance of the 7Y EUR CMS from its initial underlying value to its final underlying value.

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** |
| **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Counterparty** | **Settlement**<br> **Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Barclays Capital, Inc. | 11/03/2025 | AUD | 30643000 | USD | 20047784 | $238929 |
| Barclays Capital, Inc. | 10/27/2025 | INR | 1499004070 | USD | 17265654 | (408593) |
| Barclays Capital, Inc. | 11/13/2025 | USD | 1201283 | GBP | 889000 | 5462 |
| Goldman Sachs | 10/02/2025 | BRL | 114283647 | USD | 21487543 | (25278) |
| Goldman Sachs | 12/03/2025 | CAD | 29841208 | USD | 21719362 | (211664) |
| Goldman Sachs | 10/27/2025 | INR | 96556900 | USD | 1100000 | (14169) |
| Goldman Sachs | 10/02/2025 | USD | 20287158 | BRL | 114283647 | (1175107) |
| Goldman Sachs | 10/15/2025 | USD | 880094 | GBP | 651000 | 4483 |
| J.P. Morgan Securities, Inc. | 10/02/2025 | BRL | 114283647 | USD | 21401432 | 60833 |
| J.P. Morgan Securities, Inc. | 10/02/2025 | USD | 21487543 | BRL | 114283647 | 25278 |
| J.P. Morgan Securities, Inc. | 12/02/2025 | USD | 31021267 | BRL | 169489394 | (347388) |
| J.P. Morgan Securities, Inc. | 11/28/2025 | USD | 41545313 | CHF | 32964129 | (157258) |
| J.P. Morgan Securities, Inc. | 10/30/2025 | USD | 18853745 | CNY | 134385390 | (62015) |
| J.P. Morgan Securities, Inc. | 12/30/2025 | USD | 1195597 | EUR | 1019000 | (7133) |
| J.P. Morgan Securities, Inc. | 12/31/2025 | USD | 1107885 | EUR | 939000 | (474) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $(2074094) |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc<br> CNY - Chinese Yuan | CHF - Swiss Franc<br> CNY - Chinese Yuan | CHF - Swiss Franc<br> CNY - Chinese Yuan | CHF - Swiss Franc<br> CNY - Chinese Yuan | CHF - Swiss Franc<br> CNY - Chinese Yuan | CHF - Swiss Franc<br> CNY - Chinese Yuan | CHF - Swiss Franc<br> CNY - Chinese Yuan |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** | **Carillon Reams Core Plus Bond Fund** |
| **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** | **Schedule of Credit Default Swap Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Reference Obligation \*** | **Financing Rate**<br> **Received (Paid)** | **Payment** <br> **Frequency** | **Rating of**<br> **Reference Entity** | **Maturity Date** | **Notional**<br> **Amount (b)** | **Value (c)** | **Premiums Paid**<br> (Received) | **Net Unrealized**<br> **Appreciation**<br> (Depreciation) |
| **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** |
| CDX North American High Yield Index Series 45 | 5.00% | Quarterly | B2/B | 12/20/2030 | $91560000 | $6978419 | $6996991 | $(18572) |
|  | 0.000% |  |  |  |  | $6978419 | $6996991 | $(18572) |
| \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. | \* Intercontinental Exchange is the central clearing party. |
| (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. | (a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index. |
| (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | (b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | (c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $44,236 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. |

---

------

#### Summary of Fair Value Disclosure as of September 30, 2025 (Unaudited)
Carillon Reams Core Plus Bond Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

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

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

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

The following is a summary of the fair valuation hierarchy of the Fund's securities as of September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | $– | $595455393 | $– | $595455393 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 505426396 | – | 505426396 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 485319292 | – | 485319292 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Mortgage-Backed Securities | – | 348137799 | – | 348137799 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Commercial Mortgage-Backed Securities | – | 280799326 | – | 280799326 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Debt Obligations | – | 34631595 | – | 34631595 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Medium-Term Notes | – | 12316302 | – | 12316302 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bills | – | 41693857 | – | 41693857 |
| Total Investments | $– | $2303779960 | $– | $2303779960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* | $– | $6978419 | $– | $6978419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | – | (2074094) | – | (2074094) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** St. Petersburg

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33716

  - **Telephone number:** 7275671000

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

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

- **b. EDGAR series identifier (if any):** S000058960

- **c. LEI of Series:** 549300N9BW5L4SFJTG17

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2726857217.14

**Total Liabilities:** $720711387.21

**Net Assets:** $2006145829.93

**Delayed Delivery Securities:** $712891702.01

**Cash Not Reported:** $37716166.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4263.020000000000 | **1-Year:** 51797.440000000000 | **5-Year:** 214063.790000000000 | **10-Year:** 438135.340000000000 | **30-Year:** 609579.960000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 12501.470000000000 | **10-Year:** 668.790000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193364 | -0.15%               | 1.13%                | 1.33%                |
| Class ID C000193365 | -0.21%               | 1.07%                | 1.25%                |
| Class ID C000193366 | -0.12%               | 1.18%                | 1.32%                |
| Class ID C000193369 | -0.11%               | 1.16%                | 1.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4643337.10              | $-17181970.19                              |
| Month 2  | $2458625.49              | $13868129.38                               |
| Month 3  | $6741483.28              | $12717664.29                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Progress Residential Trust     | Progress Residential 2021-SFR5 Trust                      | CUSIP: 74333FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2660140 | PA      | $2617412.98   | 0.13%             | 2038-07-17      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR7 Trust                      | CUSIP: 74333PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2479855 | PA      | $2313893.46   | 0.12%             | 2040-08-17      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust        | BMW Vehicle Owner Trust 2023-A                            | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730942 | PA      | $1743167.27   | 0.09%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C12 Mortgage Trust                               | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4365000 | PA      | $4685987.26   | 0.23%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust        | BMW Vehicle Owner Trust 2024-A                            | CUSIP: 096919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430422 | PA      | $1432964.24   | 0.07%             | 2027-02-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust        | BMW Vehicle Owner Trust 2024-A                            | CUSIP: 096919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    807512 | PA      | $807828.82    | 0.04%             | 2027-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva | Capital One Prime Auto Receivables Trust 2023-1           | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6626880 | PA      | $6652199.02   | 0.33%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva | Capital One Prime Auto Receivables Trust 2024-1           | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1671637 | PA      | $1673933.71   | 0.08%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva | Capital One Prime Auto Receivables Trust 2024-1           | CUSIP: 14043NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1523170 | PA      | $1523456.85   | 0.08%             | 2027-10-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2025-3                            | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6395000 | PA      | $6423419.38   | 0.32%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W5B3<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1254000 | PA      | $1303570.62   | 0.06%             | 2025-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W7K1<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1037000 | PA      | $1074580.88   | 0.05%             | 2025-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291WA76<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1037000 | PA      | $1158951.20   | 0.06%             | 2025-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8860000 | PA      | $8967066.10   | 0.45%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2779100.91   | 0.14%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5259360.23   | 0.26%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11785000 | PA      | $12046648.10  | 0.60%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | CITIGROUP MORTGAGE LOAN TRUST 2021-INV1                   | CUSIP: 17329PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8543422 | PA      | $7078357.49   | 0.35%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2021-J3                     | CUSIP: 17330BAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4158577 | PA      | $3444145.86   | 0.17%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus | Citizens Auto Receivables Trust 2024-2                    | CUSIP: 17331XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386827 | PA      | $386899.01    | 0.02%             | 2026-11-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17333F629<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       322 | NS      | $224681.94    | 0.01%             | 2025-12-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRTKL                          | FRTKL 2021-SFR1                                           | CUSIP: 30322DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2005000 | PA      | $1950382.80   | 0.10%             | 2038-09-17      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-6INV                         | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2033689 | PA      | $1688120.78   | 0.08%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-3INV                         | CUSIP: 33852CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3763307 | PA      | $3119134.26   | 0.16%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-3INV                         | CUSIP: 33852CAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2042938 | PA      | $2015457.73   | 0.10%             | 2051-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-4                            | CUSIP: 33852FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11620455 | PA      | $9652856.46   | 0.48%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-7                            | CUSIP: 33852JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11230525 | PA      | $9307611.90   | 0.46%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-12                           | CUSIP: 33853GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9111354 | PA      | $7551745.45   | 0.38%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-B                       | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1314514 | PA      | $1317785.66   | 0.07%             | 2027-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-B                       | CUSIP: 34531QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2153234 | PA      | $2153401.51   | 0.11%             | 2027-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-C                       | CUSIP: 34532UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2514696 | PA      | $2516362.42   | 0.13%             | 2027-08-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-D                       | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1919645 | PA      | $1923558.56   | 0.10%             | 2027-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-D                       | CUSIP: 34535VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2217323 | PA      | $2217955.25   | 0.11%             | 2027-10-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                  | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3296037.11   | 0.16%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                           | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9890000 | PA      | $9808180.52   | 0.49%             | 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        |   2555000 | PA      | $2555936.92   | 0.13%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-7                           | CUSIP: 46592NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1902563 | PA      | $1581559.08   | 0.08%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-8                           | CUSIP: 46592TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9961119 | PA      | $8280459.13   | 0.41%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-7MPR                 | CUSIP: 46594CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6034791 | PA      | $6038625.99   | 0.30%             | 2056-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-7                           | CUSIP: 465971AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4687275 | PA      | $4047171.46   | 0.20%             | 2053-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $9360909.43   | 0.47%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3323152.74   | 0.17%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                       | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $15128187.92  | 0.75%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-INV4                        | CUSIP: 46654DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2969074 | PA      | $2460777.27   | 0.12%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-3                    | CUSIP: 46657QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6977514 | PA      | $6018109.70   | 0.30%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                           | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5344406.87   | 0.27%             | 2035-03-03      | Fixed         | 4.95%                 | 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        |   4528540 | PA      | $3750550.83   | 0.19%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust | Mercedes-Benz Auto Lease Trust 2024-B                     | CUSIP: 58769GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    811986 | PA      | $812264.94    | 0.04%             | 2026-12-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust | Mercedes-Benz Auto Lease Trust 2024-A                     | CUSIP: 58770JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1318046 | PA      | $1318589.65   | 0.07%             | 2027-02-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2024-1               | CUSIP: 587918AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55950 | PA      | $55952.65     | 0.00%             | 2027-05-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-J1 Trust                                         | CUSIP: 67116MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2729302 | PA      | $2613212.25   | 0.13%             | 2053-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-INV1                                             | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5803475 | PA      | $5010940.53   | 0.25%             | 2052-01-25      | Variable      | 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        |   4560000 | PA      | $4920365.54   | 0.25%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust      | PRMI Securitization Trust 2021-1                          | CUSIP: 69359DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3905182 | PA      | $3477888.99   | 0.17%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit | Porsche Financial Auto Securitization Trust 2024-1        | CUSIP: 73328EAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345096 | PA      | $1345680.57   | 0.07%             | 2028-01-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit | Porsche Financial Auto Securitization Trust 2024-1        | CUSIP: 73328EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1131538 | PA      | $1131728.88   | 0.06%             | 2028-01-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR4 Trust                      | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8035000 | PA      | $7947629.82   | 0.40%             | 2042-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR3                            | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4784692 | PA      | $4748516.06   | 0.24%             | 2026-05-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR3 Trust                      | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6590000 | PA      | $6242512.60   | 0.31%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR5 Trust                      | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8750000 | PA      | $8416303.88   | 0.42%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                              | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1190000 | PA      | $1136588.92   | 0.06%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                              | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4805000 | PA      | $4756456.53   | 0.24%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                              | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4570000 | PA      | $4888582.42   | 0.24%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO              | Union Electric Co                                         | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $6640050.00   | 0.33%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP             | Union Pacific Corp                                        | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5423300.82   | 0.27%             | 2035-02-20      | Fixed         | 5.10%                 | 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        |   1993826 | PA      | $1953129.32   | 0.10%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds            | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63708585 | PA      | $62190529.00  | 3.10%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: YM2436793<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    651000 | PA      | $847678.96    | 0.04%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: YL2062583<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    889000 | PA      | $1387559.76   | 0.07%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2025-SFR2 Trust                                      | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3744495.30   | 0.19%             | 2030-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO           | Appalachian Power Co                                      | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7258545.76   | 0.36%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  16680000 | PA      | $16360092.61  | 0.82%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RFK5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4608333 | PA      | $4611673.45   | 0.23%             | 2027-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1960000 | PA      | $2027107.46   | 0.10%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2135000 | PA      | $2201154.04   | 0.11%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5545000 | PA      | $5616657.48   | 0.28%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  12180000 | PA      | $12515913.44  | 0.62%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  18540000 | PA      | $18430717.82  | 0.92%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                           | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4195000 | PA      | $4441564.48   | 0.22%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                      | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9645000 | PA      | $9823279.34   | 0.49%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14458000 | PA      | $15113131.16  | 0.75%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK50                                           | CUSIP: 064908AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2178000 | PA      | $2307186.33   | 0.12%             | 2068-05-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                           | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3535000 | PA      | $3762237.93   | 0.19%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK48                                           | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1569000 | PA      | $1596869.68   | 0.08%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                           | CUSIP: 06541UBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2016000 | PA      | $2004092.29   | 0.10%             | 2053-12-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust                                  | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9635997 | PA      | $9675184.57   | 0.48%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-2                           | CUSIP: 46648HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150276 | PA      | $1945798.42   | 0.10%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-14                        | CUSIP: 46653QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2897102 | PA      | $2310542.70   | 0.12%             | 2052-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-INV8                      | CUSIP: 46654RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7296444 | PA      | $6318267.90   | 0.31%             | 2052-05-25      | Variable      | 3.00%                 | 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        |   4084776 | PA      | $3529401.68   | 0.18%             | 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        |   1894026 | PA      | $1636510.71   | 0.08%             | 2052-10-25      | Variable      | 3.00%                 | 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        |    950160 | PA      | $823349.50    | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-7                         | CUSIP: 46655NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2713280 | PA      | $2353941.75   | 0.12%             | 2052-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2024-1 Owner Trust                 | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3211411 | PA      | $3241768.33   | 0.16%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2024-2 Owner Trust                 | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2331257 | PA      | $2334439.85   | 0.12%             | 2026-11-18      | Fixed         | 5.48%                 | 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        |   4143802 | PA      | $3670306.31   | 0.18%             | 2032-05-15      | Fixed         | 2.75%                 | 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        |   1449872 | PA      | $1363534.87   | 0.07%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-4                           | CUSIP: 46652VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140858 | PA      | $2601268.24   | 0.13%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                            | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $15139714.57  | 0.75%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT        | Wisconsin Power and Light Co                              | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5798987.61   | 0.29%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE       | Wisconsin Public Service Corp                             | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $2474501.68   | 0.12%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2023-1     | CUSIP: 61774YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640201 | PA      | $593273.38    | 0.03%             | 2053-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner  | Nissan Auto Receivables 2024-A Owner Trust                | CUSIP: 65479UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2928242 | PA      | $2928944.86   | 0.15%             | 2026-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner  | Nissan Auto Receivables 2024-B Owner Trust                | CUSIP: 65479WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4556480 | PA      | $4558539.98   | 0.23%             | 2027-06-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner  | Nissan Auto Receivables 2025-A Owner Trust                | CUSIP: 65481GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15825000 | PA      | $15892528.44  | 0.79%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2025-B                  | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3860000 | PA      | $3866560.84   | 0.19%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2025-C                  | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6940000 | PA      | $6953878.61   | 0.35%             | 2028-10-16      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UEC6<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    765000 | PA      | $940146.75    | 0.05%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR5 Trust                      | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1209994 | PA      | $1145683.11   | 0.06%             | 2029-08-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2022-SFR2 Trust                      | CUSIP: 74332VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9293378 | PA      | $9088880.04   | 0.45%             | 2027-04-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2022-SFR4 Trust                      | CUSIP: 74332XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965069 | PA      | $963888.75    | 0.05%             | 2041-05-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR9 Trust                      | CUSIP: 74333QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1517873 | PA      | $1420986.64   | 0.07%             | 2040-11-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR8 Trust                      | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2755778 | PA      | $2697571.09   | 0.13%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR4 Trust                      | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5473803 | PA      | $5218078.14   | 0.26%             | 2041-07-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR1 Trust                      | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1073673 | PA      | $1025650.29   | 0.05%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251103                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $238929.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251002                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1175106.77  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251002                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $60832.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251202                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-347388.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251203                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-211664.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251128                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-157257.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNY/USD FWD 20251030                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-62014.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251230                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7132.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251015                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4482.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251113                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5462.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251027                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-422761.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.45 12/20/2030 (SELL PROTECTION)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $7080151.68   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UEB8<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    939000 | PA      | $1090309.36   | 0.05%             | 2025-12-31      | Fixed         | 0.00%                 | 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        |   1789002 | PA      | $1829304.28   | 0.09%             | 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        |   7679172 | PA      | $7689919.90   | 0.38%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5334437.96   | 0.27%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT       | American Airlines 2017-2 Class AA Pass Through Trust      | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1633610 | PA      | $1575106.36   | 0.08%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT        | American Airlines 2019-1 Class AA Pass Through Trust      | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1831092 | PA      | $1714410.05   | 0.09%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6412579.50   | 0.32%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2021-1 Trust       | CUSIP: 95003AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977727 | PA      | $810318.88    | 0.04%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT        | Wisconsin Power and Light Co                              | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4117731.72   | 0.21%             | 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        |   7150000 | PA      | $6862825.54   | 0.34%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-9                           | CUSIP: 46592DAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3161231 | PA      | $2942799.11   | 0.15%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-1                           | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4836762 | PA      | $4020935.94   | 0.20%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-3                           | CUSIP: 46592KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6407295 | PA      | $5326243.23   | 0.27%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-12                          | CUSIP: 46592WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801874 | PA      | $665617.59    | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-13                          | CUSIP: 46592XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3745754 | PA      | $2980162.93   | 0.15%             | 2052-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-10                          | CUSIP: 46654AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11105878 | PA      | $8788481.29   | 0.44%             | 2051-12-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28290000 | PA      | $28387246.88  | 1.42%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11250000 | PA      | $11326904.33  | 0.56%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71877000 | PA      | $70776383.44  | 3.53%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30220000 | PA      | $31001470.46  | 1.55%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19555000 | PA      | $19735272.66  | 0.98%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2023-SFR2 Trust                                      | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945000 | PA      | $933674.84    | 0.05%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2024-SFR1 Trust                                      | CUSIP: 00179CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2080000 | PA      | $2072580.02   | 0.10%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2024-SFR2 Trust                                      | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1596852.83   | 0.08%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2021-SFR3 Trust                                      | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3635000 | PA      | $3528090.29   | 0.18%             | 2038-10-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2025-SFR1 Trust                                      | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3730000 | PA      | $3586025.36   | 0.18%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2705000 | PA      | $2783010.58   | 0.14%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C37                            | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4430000 | PA      | $4532207.89   | 0.23%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C22                             | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2559840 | PA      | $2877670.50   | 0.14%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corp/The                          | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4942890.01   | 0.25%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C24                             | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2740485.56   | 0.14%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                             | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415000 | PA      | $1508334.11   | 0.08%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B5 Mortgage Trust                          | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115631 | PA      | $1105033.03   | 0.06%             | 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        |   4463038 | PA      | $4198655.97   | 0.21%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                         | CUSIP: 08163CAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3638000 | PA      | $3525539.96   | 0.18%             | 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        |   8420000 | PA      | $8189691.11   | 0.41%             | 2055-03-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                         | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4435000 | PA      | $4543555.94   | 0.23%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                         | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6025000 | PA      | $6179216.74   | 0.31%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2025-2 Owner Trust                 | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4085000 | PA      | $4091274.56   | 0.20%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2025-3 Owner Trust                 | CUSIP: 43813QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12060000 | PA      | $12094238.34  | 0.60%             | 2028-03-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2025-3 Owner Trust                 | CUSIP: 43813QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8535000 | PA      | $8541563.42   | 0.43%             | 2028-03-21      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2024-B                     | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835651 | PA      | $1839807.41   | 0.09%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2024-B                     | CUSIP: 44934QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600974 | PA      | $1601327.83   | 0.08%             | 2027-06-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2025-A                     | CUSIP: 44935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7380000 | PA      | $7389286.25   | 0.37%             | 2027-12-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2025-A                     | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8965000 | PA      | $8968411.18   | 0.45%             | 2027-12-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2025-C                     | CUSIP: 44935JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20995000 | PA      | $21006532.55  | 1.05%             | 2028-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2025-B                     | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8060000 | PA      | $8092342.36   | 0.40%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT       | Indianapolis Power & Light Co                             | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   6805000 | PA      | $7127096.03   | 0.36%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust         | Invitation Homes 2024-SFR1 Trust                          | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6109534 | PA      | $5986762.52   | 0.30%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC         | IPALCO Enterprises Inc                                    | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   8270000 | PA      | $8094757.21   | 0.40%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-14                        | CUSIP: 46653QBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3182367 | PA      | $3090437.37   | 0.15%             | 2052-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-15                        | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8635793 | PA      | $7472880.10   | 0.37%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-15                        | CUSIP: 46654TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2883650 | PA      | $2397114.93   | 0.12%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2023-SFR1 Trust                                      | CUSIP: 66981XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2805000 | PA      | $2772295.94   | 0.14%             | 2040-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2022-SFR3 Trust                                      | CUSIP: 66981YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385000 | PA      | $2365661.23   | 0.12%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust           | USB Auto Owner Trust 2025-1                               | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3610000 | PA      | $3622362.45   | 0.18%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117415000 | PA      | $118368996.88 | 5.90%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74030000 | PA      | $73810223.44  | 3.68%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $6116736.69   | 0.30%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust Series 2024-4                        | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6605000 | PA      | $6660708.55   | 0.33%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                            | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6965022.75   | 0.35%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                   | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3822237.81   | 0.19%             | 2030-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                   | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8180000 | PA      | $8288334.86   | 0.41%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                          | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11230000 | PA      | $11291467.41  | 0.56%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                          | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9910897.79   | 0.49%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64            | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1865000 | PA      | $1973503.65   | 0.10%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6            | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1677068.04   | 0.08%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                 | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  58225000 | PA      | $54869054.23  | 2.74%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                 | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  50345000 | PA      | $48827493.46  | 2.43%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                 | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |  60010000 | PA      | $59509346.17  | 2.97%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                 | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        | 144325000 | PA      | $145513945.02 | 7.25%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                 | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |  38585000 | PA      | $39417960.25  | 1.96%             | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3984000 | PA      | $4239192.73   | 0.21%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                               | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3635000 | PA      | $3854969.48   | 0.19%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                              | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425000 | PA      | $2493613.44   | 0.12%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust        | BMW Vehicle Owner Trust 2025-A                            | CUSIP: 096924AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11197739 | PA      | $11197750.52  | 0.56%             | 2027-10-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                            | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  10915000 | PA      | $11273918.38  | 0.56%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                   | Bridge 2025-SFR1 Trust                                    | CUSIP: 10807GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9145000 | PA      | $8790522.42   | 0.44%             | 2042-09-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT         | British Airways 2021-1 Class A Pass Through Trust         | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607191 | PA      | $551042.47    | 0.03%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT        | British Airways 2019-1 Class AA Pass Through Trust        | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1246782 | PA      | $1178729.24   | 0.06%             | 2032-12-15      | Fixed         | 3.30%                 | 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        |   2236232 | PA      | $2179587.54   | 0.11%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                               | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   8555000 | PA      | $8816944.60   | 0.44%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | Corevest American Finance 2020-4 Trust                    | CUSIP: 21873AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522199 | PA      | $520066.51    | 0.03%             | 2052-12-15      | Fixed         | 1.17%                 | 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        |    352473 | PA      | $351813.95    | 0.02%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                           | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   7735000 | PA      | $8033158.96   | 0.40%             | 2033-04-01      | Fixed         | 5.20%                 | 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        |   7490509 | PA      | $7174305.19   | 0.36%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T | Discover Card Execution Note Trust                        | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   5115000 | PA      | $5147709.91   | 0.26%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                       | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4562446.63   | 0.23%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC       | Duke Energy Progress LLC                                  | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8579563.47   | 0.43%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC        | Duke Energy Indiana LLC                                   | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4591301.43   | 0.23%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                   | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2546284.81   | 0.13%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                     | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $5805628.08   | 0.29%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                      | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $4036423.11   | 0.20%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                      | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6355165.75   | 0.32%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                      | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5597575.34   | 0.28%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2020-SFR2 Trust                            | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12336191 | PA      | $12278605.20  | 0.61%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR2 Trust                            | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200717 | PA      | $1168206.93   | 0.06%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR1 Trust                            | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9894265 | PA      | $9662489.34   | 0.48%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR3 Trust                            | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285373 | PA      | $1281191.52   | 0.06%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                   | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   5936000 | PA      | $6193473.05   | 0.31%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2025-2 | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2937391 | PA      | $2941974.05   | 0.15%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2020-INV1             | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510556 | PA      | $2168493.85   | 0.11%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-INV1             | CUSIP: 36263KAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1449730 | PA      | $1200670.93   | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ2              | CUSIP: 36264DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475824 | PA      | $2052032.05   | 0.10%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-MM1              | CUSIP: 36264JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8378544 | PA      | $6954845.30   | 0.35%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ6              | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2727767 | PA      | $2363714.01   | 0.12%             | 2053-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2024-1 | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11693 | PA      | $11697.58     | 0.00%             | 2027-02-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2024-1 | CUSIP: 36268GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17350 | PA      | $17351.17     | 0.00%             | 2027-02-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-LTV2             | CUSIP: 36268SCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6202659 | PA      | $5885437.28   | 0.29%             | 2052-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ5              | CUSIP: 362925AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2416116 | PA      | $2001034.31   | 0.10%             | 2052-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2025-1 | CUSIP: 362955AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9580568 | PA      | $9583256.96   | 0.48%             | 2028-01-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                           | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  16680000 | PA      | $17276405.91  | 0.86%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | Gm Financial Consumer Automobile Receivables Trust 2025-3 | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12095000 | PA      | $12136826.93  | 0.60%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2024-3 | CUSIP: 38013KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890012 | PA      | $891599.26    | 0.04%             | 2027-06-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2024-3 | CUSIP: 38013KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890012 | PA      | $890274.31    | 0.04%             | 2027-06-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $15093986.12  | 0.75%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LP                            | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15255000 | PA      | $14869338.35  | 0.74%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                           | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  11545000 | PA      | $11646404.35  | 0.58%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC 2025-2                    | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7910000 | PA      | $8017564.14   | 0.40%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                           | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  12125000 | PA      | $12305795.88  | 0.61%             | 2029-12-26      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                           | CUSIP: 42806MDF3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   8440000 | PA      | $8624707.71   | 0.43%             | 2031-12-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-3 Trust                     | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2440868 | PA      | $2266992.91   | 0.11%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-2 Trust                     | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3776748 | PA      | $3668243.88   | 0.18%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2025-1               | CUSIP: 58773DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9812154 | PA      | $9814026.46   | 0.49%             | 2028-02-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                               | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $9506643.85   | 0.47%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO          | MidAmerican Energy Co                                     | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $4114738.88   | 0.21%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO           | Monongahela Power Co                                      | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5728439.03   | 0.29%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UED4<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    893000 | PA      | $762095.13    | 0.04%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-INV2 Trust                                       | CUSIP: 67114KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2295139 | PA      | $1902160.85   | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-J2 Trust                                         | CUSIP: 67115QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6361916 | PA      | $5493915.30   | 0.27%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                 | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6305000 | PA      | $5604122.96   | 0.28%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust           | STAR 2022-SFR3 Trust                                      | CUSIP: 78474PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9573601 | PA      | $9607503.89   | 0.48%             | 2039-05-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                        | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $6254774.07   | 0.31%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust           | STAR 2025-SFR5 Trust                                      | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3914833 | PA      | $3926211.72   | 0.20%             | 2042-02-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                         | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $5384650.34   | 0.27%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2015-5                          | CUSIP: 89171VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1629066 | PA      | $1620697.11   | 0.08%             | 2055-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2025-B Owner Trust                | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4015000 | PA      | $4025097.32   | 0.20%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP       | Toyota Motor Credit Corp                                  | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4521634.79   | 0.23%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-C Owner Trust                | CUSIP: 89237QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1613199 | PA      | $1616389.46   | 0.08%             | 2027-05-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-C Owner Trust                | CUSIP: 89237QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1613199 | PA      | $1613646.21   | 0.08%             | 2027-05-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-A Owner Trust                | CUSIP: 89238DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10190 | PA      | $10190.12     | 0.00%             | 2026-12-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2025-C Owner Trust                | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10160000 | PA      | $10190735.02  | 0.51%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2025-C Owner Trust                | CUSIP: 89238VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10545000 | PA      | $10549865.46  | 0.53%             | 2028-06-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   7980000 | PA      | $7863326.89   | 0.39%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2021-SFR1 Trust                        | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3531974 | PA      | $3461739.68   | 0.17%             | 2038-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                               | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42005000 | PA      | $41693857.20  | 2.08%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL       | Brazil Notas do Tesouro Nacional Serie F                  | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 204760000 | PA      | $34631595.09  | 1.73%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: YL2360540<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |   1070000 | PA      | $1192301.00   | 0.06%             | 2025-11-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: YM2794555<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |    903000 | PA      | $1100576.40   | 0.05%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: YK4573449<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |   1019000 | PA      | $1221723.28   | 0.06%             | 2025-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE         | American Honda Finance Corp                               | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $5292889.90   | 0.26%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent          | American Homes 4 Rent 2015-SFR2 Trust                     | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5411428 | PA      | $5400840.22   | 0.27%             | 2052-10-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2020-SFR5 Trust                                      | CUSIP: 03217JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1244481 | PA      | $1239761.01   | 0.06%             | 2037-11-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                     | PSMC 2021-2 Trust                                         | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3445424 | PA      | $3116334.04   | 0.16%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru | Provident Funding Mortgage Trust 2021-INV2                | CUSIP: 74388MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625621 | PA      | $1409067.41   | 0.07%             | 2051-11-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP               | Public Service Co of New Hampshire                        | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   9575000 | PA      | $10019134.08  | 0.50%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                 | RIDE 2025-SHRE                                            | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5136400.50   | 0.26%             | 2047-02-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                      | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8245000 | PA      | $8339582.85   | 0.42%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                | San Diego Gas & Electric Co                               | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   6255000 | PA      | $6459642.21   | 0.32%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-9                             | CUSIP: 81748CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3937060 | PA      | $3268067.18   | 0.16%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-4                             | CUSIP: 81748WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5461032 | PA      | $4533082.46   | 0.23%             | 2051-06-25      | Variable      | 2.50%                 | 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        |   3444905 | PA      | $3304810.40   | 0.16%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT       | United Airlines 2019-1 Class AA Pass Through Trust        | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1046858 | PA      | $1021386.93   | 0.05%             | 2031-08-25      | Fixed         | 4.15%                 | 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        |   1265954 | PA      | $1205797.33   | 0.06%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $9951466.14   | 0.50%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16555000 | PA      | $12267513.59  | 0.61%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 181980000 | PA      | $167990287.50 | 8.37%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC  | UWM Mortgage Trust 2021-INV4                              | CUSIP: 918307AT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2088724 | PA      | $2060721.47   | 0.10%             | 2051-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Carillon Series Trust

**Signature:** /s/ Carolyn Gill

**Name of Signer:** Carolyn Gill

**Title:** Principal Financial Officer