# EDGAR Filing Document

**Accession Number:** 0000897111
**File Stem:** 0001193125-26-238830
**Filing Date:** 2026-5
**Character Count:** 190284
**Document Hash:** 538f6441f0ffd063bac535ad44010ad6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-238830.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001193125-26-238830

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07470
- **FILM NUMBER:** 261019182

**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** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 32.4%** | **Par**  | **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 |  | 16705000 | $12173116 |
| &nbsp;&nbsp; 4.63%, 11/15/2045 |  | 126531000 | 122043104 |
| &nbsp;&nbsp; 4.25%, 08/15/2054 |  | 113316000 | 101488643 |
| &nbsp;&nbsp; 4.75%, 08/15/2055 |  | 39285000 | 38284460 |
| &nbsp;&nbsp; 4.75%, 02/15/2056 |  | 93115000 | 90816223 |
|  U.S. Treasury Inflation Indexed Bonds, 2.38%, 02/15/2055 |  | 15182948 | 14108720 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 3.88%, 08/31/2032 |  | 118615000 | 117127679 |
| &nbsp;&nbsp; 3.88%, 08/15/2034 |  | 56082000 | 54655852 |
| &nbsp;&nbsp; 4.25%, 08/15/2035 |  | 140784000 | 140256060 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $709,429,030) | **TOTAL U.S. TREASURY SECURITIES** (Cost $709,429,030) | **TOTAL U.S. TREASURY SECURITIES** (Cost $709,429,030) | 690953857 |
| **CORPORATE BONDS - 21.7%** | **Par**  | **Par**  | **Value**  |
| **Airlines - 1.3%** | **Airlines - 1.3%** | **Airlines - 1.3%** | **Airlines - 1.3%** |
|  Air Canada, Pass Through Trust, Series 2020-2, Class A, 5.25%, 04/01/2029 <sup>(a)</sup> |  | 1598418 | 1619098 |
|  Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 4.80%, 08/15/2027 <sup>(a)</sup> |  | 7184189 | 7185148 |
| 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 |  | 1562439 | 1510188 |
| &nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 02/15/2032 |  | 2003040 | 1865203 |
| 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> |  | 1193000 | 1128318 |
| &nbsp;&nbsp; Series 2021-1, Class A, 2.90%, 03/15/2035 <sup>(a)</sup> |  | 582680 | 534414 |
|  Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 06/10/2028 |  | 7171060 | 6934442 |
| 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 |  | 1908483 | 1870498 |
| &nbsp;&nbsp; Series 2016-2, Class AA, 2.88%, 10/07/2028 |  | 1222494 | 1179225 |
| &nbsp;&nbsp; Series 2018-1, Class AA, 3.50%, 09/01/2031 |  | 3287678 | 3193818 |
| &nbsp;&nbsp; Series 2019-1, Class AA, 4.15%, 08/25/2031 |  | 1008702 | 986649 |
|  |  |  | 28007001 |
| **Auto Manufacturers - 2.1%** | **Auto Manufacturers - 2.1%** | **Auto Manufacturers - 2.1%** | **Auto Manufacturers - 2.1%** |
|  American Honda Finance Corp., 5.20%, 03/05/2035 |  | 5310000 | 5209207 |
|  Ford Motor Credit Co. LLC, 5.42%, 04/09/2031 |  | 6235000 | 6122958 |
|  General Motors Financial Co., Inc., 6.00%, 01/09/2028 |  | 16995000 | 17375286 |
|  Toyota Motor Credit Corp., 4.80%, 05/15/2030 |  | 4495000 | 4544615 |
| 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 | 8247647 |
| &nbsp;&nbsp; 3.75%, 05/13/2030 <sup>(a)</sup> |  | 4055000 | 3868180 |
|  |  |  | 45367893 |
| **Banks - 6.2%** | **Banks - 6.2%** | **Banks - 6.2%** | **Banks - 6.2%** |
| 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 |  | 9825000 | 9901546 |
| &nbsp;&nbsp; 5.51% to 01/24/2035 then SOFR + 1.31%, 01/24/2036 |  | 14728000 | 15019329 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 |  | 5330000 | 5311507 |
| &nbsp;&nbsp; 4.91% to 05/24/2032 then SOFR + 2.09%, 05/24/2033 |  | 9025000 | 8984142 |
| &nbsp;&nbsp; 5.45% to 06/11/2034 then SOFR + 1.45%, 06/11/2035 |  | 2730000 | 2767964 |
| &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 |  | 12005000 | 12041571 |
|  HSBC Holdings PLC, 4.95%, 03/31/2030 |  | 6135000 | 6206747 |
| 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 |  | 3355000 | 3354289 |
| &nbsp;&nbsp; 4.91% to 07/25/2032 then SOFR + 2.08%, 07/25/2033 |  | 9350000 | 9356452 |
| &nbsp;&nbsp; 5.50% to 01/24/2035 then SOFR + 1.32%, 01/24/2036 |  | 14730000 | 15076724 |
|  Royal Bank of Canada, 4.65% to 10/18/2029 then SOFR + 1.08%, 10/18/2030 |  | 8400000 | 8419672 |
|  The PNC Financial Services Group, Inc., 6.04% to 10/28/2032 then SOFR + 2.14%, 10/28/2033 |  | 4645000 | 4912654 |
|  US Bancorp, 5.38% to 01/23/2029 then SOFR + 1.56%, 01/23/2030 |  | 9805000 | 10041317 |
| 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 |  | 11440000 | 11341165 |
| &nbsp;&nbsp; 5.21% to 12/03/2034 then SOFR + 1.38%, 12/03/2035 |  | 9880000 | 9836304 |
|  |  |  | 132571383 |
| **Capital Markets - 2.2%** | **Capital Markets - 2.2%** | **Capital Markets - 2.2%** | **Capital Markets - 2.2%** |
|  Morgan Stanley, 5.59% to 01/18/2035 then SOFR + 1.42%, 01/18/2036 |  | 14730000 | 15017600 |
|  State Street Corp., 5.15% to 02/28/2035 then SOFR + 1.22%, 02/28/2036 |  | 5365000 | 5376990 |
|  The Bank of New York Mellon Corp., 4.97% to 04/26/2033 then SOFR + 1.61%, 04/26/2034 |  | 4940000 | 4952631 |
|  The Goldman Sachs Group, Inc., 5.54% to 01/28/2035 then SOFR + 1.38%, 01/28/2036 |  | 14730000 | 14972837 |
| UBS Group AG | UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 3.13% to 08/13/2029 then 3 mo. LIBOR USD + 1.47%, 08/13/2030 <sup>(a)(b)</sup> |  | 1210000 | 1150867 |
| &nbsp;&nbsp; 5.96% (1 yr. CMT Rate + 2.20%), 01/12/2034 <sup>(a)</sup> |  | 4655000 | 4856644 |
|  |  |  | 46327569 |
| **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 |  | 6420000 | 6475258 |
| **Containers & Packaging - 0.2%** | **Containers & Packaging - 0.2%** | **Containers & Packaging - 0.2%** | **Containers & Packaging - 0.2%** |
|  Sonoco Products Co., 3.13%, 05/01/2030 |  | 5500000 | 5170131 |
| **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 |  | 6125000 | 6132553 |
| **Electric - 4.5%** | **Electric - 4.5%** | **Electric - 4.5%** | **Electric - 4.5%** |
|  Appalachian Power Co., 2.70%, 04/01/2031 |  | 8115000 | 7380252 |
|  DTE Electric Co., 5.20%, 04/01/2033 |  | 7735000 | 7918915 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| &nbsp;&nbsp; 5.88%, 11/15/2033 |  | 2400000 | 2548057 |
| &nbsp;&nbsp; 5.65%, 04/01/2040 |  | 6046000 | 6145267 |
|  Duke Energy Indiana LLC, 5.25%, 03/01/2034 |  | 4530000 | 4639141 |
|  Duke Energy Progress LLC, 5.25%, 03/15/2033 |  | 8400000 | 8646883 |
| Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC |
| &nbsp;&nbsp; 5.30%, 09/15/2033 |  | 6130000 | 6285416 |
| &nbsp;&nbsp; 5.45%, 06/01/2034 |  | 5455000 | 5611750 |
| &nbsp;&nbsp; 3.35%, 06/15/2052 |  | 5930000 | 3932531 |
|  Entergy Louisiana LLC, 5.35%, 03/15/2034 |  | 5700000 | 5859730 |
|  Indianapolis Power & Light Co., 5.65%, 12/01/2032 <sup>(a)</sup> |  | 6805000 | 7033297 |
|  MidAmerican Energy Co., 5.35%, 01/15/2034 |  | 3940000 | 4044958 |
|  Monongahela Power Co., 5.85%, 02/15/2034 <sup>(a)</sup> |  | 5520000 | 5795936 |
|  Public Service Co. of New Hampshire, 5.35%, 10/01/2033 |  | 9755000 | 10053844 |
|  San Diego Gas & Electric Co., 5.40%, 04/15/2035 |  | 6605000 | 6716944 |
|  Wisconsin Public Service Corp., 2.85%, 12/01/2051 |  | 3980000 | 2428784 |
|  |  |  | 95041705 |
| **Electric Utilities - 1.8%** | **Electric Utilities - 1.8%** | **Electric Utilities - 1.8%** | **Electric Utilities - 1.8%** |
|  IPALCO Enterprises, Inc., 4.25%, 05/01/2030 |  | 8270000 | 7962241 |
|  Union Electric Co., 5.20%, 04/01/2034 |  | 6565000 | 6669216 |
|  Virginia Electric and Power Co., 5.15%, 03/15/2035 |  | 6965000 | 6951133 |
| 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 |  | 4850000 | 4207433 |
| &nbsp;&nbsp; 3.95%, 09/01/2032 |  | 7150000 | 6812987 |
| &nbsp;&nbsp; 4.95%, 04/01/2033 |  | 5725000 | 5744760 |
|  |  |  | 38347770 |
| **Ground Transportation - 0.3%** | **Ground Transportation - 0.3%** | **Ground Transportation - 0.3%** | **Ground Transportation - 0.3%** |
|  Union Pacific Corp., 5.10%, 02/20/2035 |  | 5390000 | 5485672 |
| **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 |  | 5375000 | 5346868 |
| **Insurance - 0.4%** | **Insurance - 0.4%** | **Insurance - 0.4%** | **Insurance - 0.4%** |
|  MetLife, Inc., 5.38%, 07/15/2033 |  | 9195000 | 9485695 |
| **Multi-Utilities - 0.2%** | **Multi-Utilities - 0.2%** | **Multi-Utilities - 0.2%** | **Multi-Utilities - 0.2%** |
|  Dominion Energy, Inc., 3.38%, 04/01/2030 |  | 4840000 | 4621181 |
| **Oil & Gas - 0.5%** | **Oil & Gas - 0.5%** | **Oil & Gas - 0.5%** | **Oil & Gas - 0.5%** |
|  BP Capital Markets America, Inc., 5.23%, 11/17/2034 |  | 11120000 | 11348437 |
| **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 |  | 8130000 | 7974918 |
| **Tobacco - 0.3%** | **Tobacco - 0.3%** | **Tobacco - 0.3%** | **Tobacco - 0.3%** |
|  Altria Group, Inc., 2.45%, 02/04/2032 |  | 6175000 | 5418504 |
| **Transportation - 0.4%** | **Transportation - 0.4%** | **Transportation - 0.4%** | **Transportation - 0.4%** |
|  Canadian Pacific Railway Co., 5.20%, 03/30/2035 |  | 8715000 | 8872729 |
| **TOTAL CORPORATE BONDS** (Cost $462,853,196) | **TOTAL CORPORATE BONDS** (Cost $462,853,196) | **TOTAL CORPORATE BONDS** (Cost $462,853,196) | 461995267 |
| **ASSET-BACKED SECURITIES - 19.9%** | **Par**  | **Par**  | **Value**  |
| AMSR Trust | AMSR Trust | AMSR Trust | AMSR Trust |
| &nbsp;&nbsp; Series 2021-SFR3, Class A, 1.48%, 10/17/2038 <sup>(a)</sup> |  | 3635000 | 3575800 |
| &nbsp;&nbsp; Series 2021-SFR4, Class A, 2.12%, 12/17/2038 <sup>(a)</sup> |  | 2381443 | 2342936 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.00%, 10/17/2039 <sup>(a)</sup> |  | 2385000 | 2361054 |
| &nbsp;&nbsp; Series 2023-SFR1, Class A, 4.00%, 04/17/2040 <sup>(a)</sup> |  | 3155000 | 3109494 |
| &nbsp;&nbsp; Series 2023-SFR2, Class A, 3.95%, 06/17/2040 <sup>(a)</sup> |  | 945000 | 929496 |
| &nbsp;&nbsp; Series 2024-SFR1, Class A, 4.29%, 07/17/2041 <sup>(a)(c)</sup> |  | 2080000 | 2044162 |
| &nbsp;&nbsp; Series 2024-SFR2, Class A, 4.15%, 11/17/2041 <sup>(a)</sup> |  | 1620000 | 1581258 |
| &nbsp;&nbsp; Series 2025-SFR1, Class A, 3.66%, 06/17/2042 <sup>(a)</sup> |  | 3730000 | 3551722 |
| &nbsp;&nbsp; Series 2025-SFR2, Class A, 4.28%, 11/17/2042 <sup>(a)</sup> |  | 2380000 | 2327393 |
| &nbsp;&nbsp; Series 2026-SFR1, Class A, 3.78%, 04/17/2031 |  | 3625000 | 3403699 |
| 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> |  | 13900000 | 13812993 |
| &nbsp;&nbsp; Series 2023-4A, Class A, 5.49%, 06/20/2029 <sup>(a)</sup> |  | 2705000 | 2755784 |
| &nbsp;&nbsp; Series 2024-1A, Class A, 5.36%, 06/20/2030 <sup>(a)</sup> |  | 1960000 | 2003058 |
| &nbsp;&nbsp; Series 2024-3A, Class A, 5.23%, 12/20/2030 <sup>(a)</sup> |  | 2135000 | 2170349 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.80%, 08/20/2029 <sup>(a)</sup> |  | 5545000 | 5583416 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 5.12%, 08/20/2031 <sup>(a)</sup> |  | 12180000 | 12345281 |
| &nbsp;&nbsp; Series 2025-4A, Class A, 4.40%, 02/20/2032 <sup>(a)</sup> |  | 19365000 | 19095265 |
| &nbsp;&nbsp; Series 2026-1A, Class A, 4.28%, 08/20/2030 <sup>(a)</sup> |  | 6625000 | 6567670 |
| &nbsp;&nbsp; Series 2026-2A, Class A, 4.60%, 08/20/2032 <sup>(a)</sup> |  | 6920000 | 6832564 |
| 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 |  | 864308 | 868699 |
| &nbsp;&nbsp; Series 2025-A, Class A2B, 3.96% (30 day avg SOFR US + 0.30%), 10/25/2027 |  | 4181397 | 4181390 |
|  Bridge Trust, Series 2025-SFR1, Class A, 4.05%, 09/17/2042 <sup>(a)</sup> |  | 9130886 | 8714876 |
| 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 2024-1, Class A2A, 4.61%, 10/15/2027 |  | 386473 | 386620 |
| &nbsp;&nbsp; Series 2024-1, Class A2B, 3.99% (30 day avg SOFR US + 0.32%), 10/15/2027 |  | 352148 | 352144 |
|  CarMax Auto Owner Trust, Series 2025-3, Class A2A, 4.42%, 08/15/2028 |  | 5195468 | 5202030 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> |  | 9187229 | 9086041 |
| &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> |  | 1136355 | 1120226 |
| &nbsp;&nbsp; Series 2021-SFR3, Class A, 2.14%, 12/17/2038 <sup>(a)</sup> |  | 723058 | 711427 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> |  | 1271134 | 1267833 |
| <br> Ford Credit Auto Owner Trust | <br> Ford Credit Auto Owner Trust | <br> Ford Credit Auto Owner Trust | <br> Ford Credit Auto Owner Trust |
| &nbsp;&nbsp; Series 2024-C, Class A2B, 4.07% (30 day avg SOFR US + 0.40%), 08/15/2027 |  | 844927 | 845072 |
| &nbsp;&nbsp; Series 2024-D, Class A2A, 4.59%, 10/15/2027 |  | 790683 | 791472 |
| &nbsp;&nbsp; Series 2024-D, Class A2B, 3.99% (30 day avg SOFR US + 0.32%), 10/15/2027 |  | 913294 | 913325 |
|  FRTKL, Series 2021-SFR1, Class A, 1.57%, 09/17/2038 <sup>(a)</sup> |  | 2005000 | 1973814 |
| 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 2025-1, Class A2B, 4.00% (30 day avg SOFR US + 0.33%), 01/18/2028 |  | 3410741 | 3410840 |
| &nbsp;&nbsp; Series 2025-2, Class A2A, 4.40%, 02/16/2028 |  | 1472178 | 1473835 |
| &nbsp;&nbsp; Series 2025-3, Class A2A, 4.32%, 06/16/2028 |  | 3213827 | 3219564 |
| 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 | 11630736 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 5.13%, 09/25/2031 <sup>(a)</sup> |  | 9615000 | 9688219 |
| &nbsp;&nbsp; Series 2025-3A, Class A, 5.06%, 12/26/2029 <sup>(a)</sup> |  | 13205000 | 13343296 |
| &nbsp;&nbsp; Series 2025-4A, Class A, 5.41%, 12/25/2031 <sup>(a)</sup> |  | 8700000 | 8873455 |
| &nbsp;&nbsp; Series 2025-5A, Class A, 4.62%, 05/25/2030 <sup>(a)</sup> |  | 4380000 | 4366824 |
|  Hertz Vehicle Financing III LP, Series 2021-2A, Class A, 1.68%, 12/27/2027 <sup>(a)</sup> |  | 15255000 | 15041659 |
| 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> |  | 3070690 | 3013151 |
| &nbsp;&nbsp; Series 2021-3, Class A, 2.20%, 01/17/2041 <sup>(a)</sup> |  | 2334518 | 2192199 |
| 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 |  | 2096036 | 2110058 |
| &nbsp;&nbsp; Series 2025-2, Class A2A, 4.30%, 01/18/2028 |  | 2880928 | 2883052 |
| &nbsp;&nbsp; Series 2025-3, Class A2B, 4.02% (30 day avg SOFR US + 0.35%), 03/21/2028 |  | 8229145 | 8229224 |
| 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 |  | 90178 | 90209 |
| &nbsp;&nbsp; Series 2024-B, Class A2B, 4.04% (30 day avg SOFR US + 0.37%), 06/15/2027 |  | 78649 | 78651 |
| &nbsp;&nbsp; Series 2025-A, Class A2A, 4.33%, 12/15/2027 |  | 3847765 | 3850146 |
| &nbsp;&nbsp; Series 2025-A, Class A2B, 4.01% (30 day avg SOFR US + 0.34%), 12/15/2027 |  | 4674148 | 4674871 |
| &nbsp;&nbsp; Series 2025-C, Class A2A, 3.97%, 07/17/2028 |  | 20995000 | 20982747 |
|  Invitation Homes Trust, Series 2024-SFR1, Class A, 4.00%, 09/17/2041 <sup>(a)</sup> |  | 5446343 | 5305687 |
|  Mercedes-Benz Auto Receivables Trust, Series 2025-1, Class A2B, 3.99% (30 day avg SOFR US + 0.32%), 02/15/2028 |  | 3834720 | 3834782 |
| Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust |
| &nbsp;&nbsp; Series 2024-B, Class A2B, 4.05% (30 day avg SOFR US + 0.38%), 06/15/2027 |  | 1005225 | 1005276 |
| &nbsp;&nbsp; Series 2025-A, Class A2A, 4.50%, 02/15/2028 |  | 12371661 | 12395548 |
| 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> |  | 4764980 | 4743280 |
| &nbsp;&nbsp; Series 2021-SFR5, Class A, 1.43%, 07/17/2038 <sup>(a)</sup> |  | 2547280 | 2524704 |
| &nbsp;&nbsp; Series 2021-SFR7, Class A, 1.69%, 08/17/2040 <sup>(a)</sup> |  | 2474781 | 2316056 |
| &nbsp;&nbsp; Series 2021-SFR8, Class A, 1.51%, 10/17/2038 <sup>(a)</sup> |  | 7507043 | 7393936 |
| &nbsp;&nbsp; Series 2021-SFR9, Class A, 2.01%, 11/17/2040 <sup>(a)</sup> |  | 1517873 | 1424082 |
| &nbsp;&nbsp; Series 2022-SFR2, Class A, 2.95%, 04/17/2027 <sup>(a)</sup> |  | 8959052 | 8808804 |
| &nbsp;&nbsp; Series 2022-SFR4, Class A, 4.44%, 05/17/2041 <sup>(a)</sup> |  | 962773 | 951228 |
| &nbsp;&nbsp; Series 2024-SFR4, Class A, 3.10%, 07/17/2041 <sup>(a)</sup> |  | 12831087 | 12171001 |
| &nbsp;&nbsp; Series 2024-SFR5, Class A, 3.00%, 08/09/2029 <sup>(a)</sup> |  | 1196657 | 1129838 |
| &nbsp;&nbsp; Series 2025-SFR1, Class A, 3.40%, 02/17/2042 <sup>(a)</sup> |  | 3129080 | 2978338 |
| &nbsp;&nbsp; Series 2025-SFR3, Class A, 3.39%, 07/17/2042 <sup>(a)</sup> |  | 4135000 | 3909554 |
| &nbsp;&nbsp; Series 2025-SFR4, Class A, 4.30%, 08/17/2042 <sup>(a)</sup> |  | 5840000 | 5699959 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 3.85%, 10/17/2042 <sup>(a)</sup> |  | 8740966 | 8362864 |
| &nbsp;&nbsp; Series 2025-SFR6, Class A, 4.00%, 12/17/2042 <sup>(a)</sup> |  | 12645000 | 12202946 |
| &nbsp;&nbsp; Series 2026-SFR1, Class A, 3.85%, 02/17/2043 <sup>(a)</sup> |  | 4385000 | 4179642 |
| STAR Trust | STAR Trust | STAR Trust | STAR Trust |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 5.32% (1 mo. Term SOFR + 1.65%), 05/17/2039 <sup>(a)</sup> |  | 9561257 | 9537354 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 5.12% (1 mo. Term SOFR + 1.45%), 02/17/2042 <sup>(a)</sup> |  | 4264372 | 4264086 |
| &nbsp;&nbsp; Series 2026-SFR7, Class A, 5.08% (1 mo. Term SOFR + 1.40%), 05/17/2043 <sup>(a)</sup> |  | 6175000 | 6177729 |
| Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust |
| &nbsp;&nbsp; Series 2025-B, Class A2A, 4.46%, 03/15/2028 |  | 2438415 | 2440861 |
| &nbsp;&nbsp; Series 2025-C, Class A2A, 4.29%, 06/15/2028 |  | 8705179 | 8711032 |
| &nbsp;&nbsp; Series 2025-C, Class A2B, 3.97% (30 day avg SOFR US + 0.30%), 06/15/2028 |  | 9035051 | 9029840 |
|  Tricon American Homes Trust, Series 2020-SFR1, Class A, 1.50%, 07/17/2038 <sup>(a)</sup> |  | 2159967 | 2140151 |
| Tricon Residential Trust | Tricon Residential Trust | Tricon Residential Trust | Tricon Residential Trust |
| &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.94%, 07/17/2038 <sup>(a)</sup> |  | 3529410 | 3500096 |
| &nbsp;&nbsp; Series 2023-SFR1, Class A, 5.10%, 07/17/2040 <sup>(a)</sup> |  | 2205833 | 2196133 |
| &nbsp;&nbsp; Series 2025-SFR1, Class A, 4.77% (1 mo. Term SOFR + 1.10%), 03/17/2042 <sup>(a)</sup> |  | 7366044 | 7352233 |
| &nbsp;&nbsp; Series 2025-SFR2, Class A, 5.20%, 08/17/2044 <sup>(a)</sup> |  | 5747683 | 5727328 |
|  USB Auto Owner Trust, Series 2025-1A, Class A2, 4.51%, 06/15/2028 <sup>(a)</sup> |  | 2176062 | 2178826 |
| 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 |  | 2455016 | 2457883 |
| &nbsp;&nbsp; Series 2025-C, Class A2A, 4.19%, 10/16/2028 |  | 6085973 | 6087733 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $423,941,597) | **TOTAL ASSET-BACKED SECURITIES** (Cost $423,941,597) | **TOTAL ASSET-BACKED SECURITIES** (Cost $423,941,597) | 425099909 |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES - 14.8%** | **Par**  | **Par**  | **Value**  |
| Angel Oak Mortgage Trust | Angel Oak Mortgage Trust | Angel Oak Mortgage Trust | Angel Oak Mortgage Trust |
| &nbsp;&nbsp; Series 2025-11, Class A1, 4.98%, 10/25/2070 <sup>(a)(d)</sup> |  | 1483719 | 1477285 |
| &nbsp;&nbsp; Series 2025-12, Class A1, 5.04%, 12/25/2070 <sup>(a)(d)</sup> |  | 1968593 | 1962167 |
| &nbsp;&nbsp; Series 2025-13, Class A1, 4.93%, 10/25/2070 <sup>(a)(c)</sup> |  | 2686224 | 2671578 |
| &nbsp;&nbsp; Series 2026-1, Class A1, 4.75%, 02/25/2071 <sup>(a)(d)</sup> |  | 4138397 | 4100474 |
| Barclays Mortgage Loan Trust | Barclays Mortgage Loan Trust | Barclays Mortgage Loan Trust | Barclays Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.84%, 12/25/2065 <sup>(a)(c)</sup> |  | 5421146 | 5362813 |
| &nbsp;&nbsp; Series 2026-NQM2, Class A1, 4.70%, 12/25/2065 <sup>(a)(d)</sup> |  | 2270407 | 2239985 |
|  BBCMS Mortgage Trust, Series 2025-5C37, Class A3, 5.02%, 09/15/2058 |  | 4430000 | 4482092 |
| 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 | 1111750 |
| &nbsp;&nbsp; Series 2021-B23, Class A2, 1.62%, 02/15/2054 |  | 4366434 | 4025693 |
| &nbsp;&nbsp; Series 2021-B24, Class A2, 1.95%, 03/15/2054 |  | 1254032 | 1168153 |
| &nbsp;&nbsp; Series 2022-B33, Class A2, 3.32%, 03/15/2055 |  | 8420000 | 8272027 |
| &nbsp;&nbsp; Series 2025-V17, Class A3, 5.07%, 09/15/2058 |  | 4435000 | 4491116 |
| &nbsp;&nbsp; Series 2025-V18, Class A3, 5.18%, 10/15/2058 |  | 3720000 | 3788036 |
|  BMO Mortgage Trust, Series 2025-5C12, Class A3, 5.18%, 10/15/2058 |  | 2425000 | 2462023 |
|  BRAVO Residential Funding Trust, Series 2026-NQM2, Class A1, 4.62%, 11/25/2065 <sup>(a)(d)</sup> |  | 1989634 | 1966913 |
|  Chase Home Lending Mortgage Trust, Series 2026-1, Class A11, 4.76% (30 day avg SOFR US + 1.10%), 11/25/2056 <sup>(a)</sup> |  | 8959015 | 8868014 |
| 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)(d)</sup> |  | 8317559 | 6919494 |
| &nbsp;&nbsp; Series 2021-J3, Class A3A, 2.50%, 09/25/2051 <sup>(a)(d)</sup> |  | 3981076 | 3311814 |
|  COLT Mortgage Loan Trust, Series 2025-12, Class A1, 4.98%, 01/26/2071 <sup>(a)(d)</sup> |  | 4683742 | 4659163 |
|  Deephaven Residential Mortgage Trust, Series 2026-INV1, Class A1, 4.80%, 12/25/2070 <sup>(a)(d)</sup> |  | 5035565 | 4994796 |
| 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)(d)</sup> |  | 8819855 | 7337361 |
| &nbsp;&nbsp; Series 2021-3INV, Class A18, 5.00%, 06/25/2051 <sup>(a)(d)</sup> |  | 1969544 | 1929690 |
| &nbsp;&nbsp; Series 2021-3INV, Class A2, 2.50%, 06/25/2051 <sup>(a)(d)</sup> |  | 7504997 | 6243137 |
| &nbsp;&nbsp; Series 2021-6INV, Class A4, 2.50%, 08/25/2051 <sup>(a)(d)</sup> |  | 1965821 | 1634165 |
| &nbsp;&nbsp; Series 2021-7, Class A1, 2.50%, 08/25/2051 <sup>(a)(d)</sup> |  | 10913811 | 9124917 |
| GS Mortgage-Backed Securities Corp. Trust, Series 2022-PJ2, Class A4, 2.50%, 06/25/2052 <sup>(a)(d)</sup> |  | 1805769 | 1494261 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |
| &nbsp;&nbsp; Series 2020-INV1, Class A14, 2.90%, 10/25/2050 <sup>(a)(d)</sup> |  | 2409644 | 2083983 |
| &nbsp;&nbsp; Series 2021-INV1, Class A2, 2.50%, 12/25/2051 <sup>(a)(d)</sup> |  | 1399985 | 1164667 |
| &nbsp;&nbsp; Series 2021-MM1, Class A2, 2.50%, 04/25/2052 <sup>(a)(d)</sup> |  | 8073448 | 6700905 |
| &nbsp;&nbsp; Series 2021-PJ2, Class A2, 2.50%, 07/25/2051 <sup>(a)(d)</sup> |  | 2368983 | 1972152 |
| &nbsp;&nbsp; Series 2022-LTV2, Class A21, 4.00%, 12/25/2052 <sup>(a)(d)</sup> |  | 5696141 | 5460496 |
| &nbsp;&nbsp; Series 2022-PJ5, Class A4, 2.50%, 10/25/2052 <sup>(a)(d)</sup> |  | 2357866 | 1963016 |
| &nbsp;&nbsp; Series 2022-PJ6, Class A4, 3.00%, 01/25/2053 <sup>(a)(d)</sup> |  | 2621975 | 2281648 |
| 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)(d)</sup> |  | 2030699 | 1846140 |
| &nbsp;&nbsp; Series 2020-9, Class A4, 2.50%, 05/25/2051 <sup>(a)(d)</sup> |  | 2949196 | 2747885 |
| &nbsp;&nbsp; Series 2021-1, Class A3, 2.50%, 06/25/2051 <sup>(a)(d)</sup> |  | 4643473 | 3860086 |
| &nbsp;&nbsp; Series 2021-10, Class A3A, 2.00%, 12/25/2051 <sup>(a)(d)</sup> |  | 10706605 | 8535477 |
| &nbsp;&nbsp; Series 2021-12, Class A3, 2.50%, 02/25/2052 <sup>(a)(d)</sup> |  | 775434 | 643604 |
| &nbsp;&nbsp; Series 2021-13, Class A3A, 2.00%, 04/25/2052 <sup>(a)(d)</sup> |  | 3650934 | 2910766 |
| &nbsp;&nbsp; Series 2021-14, Class A12, 5.00%, 05/25/2052 <sup>(a)(d)</sup> |  | 3075683 | 2966806 |
| &nbsp;&nbsp; Series 2021-14, Class A3A, 2.00%, 05/25/2052 <sup>(a)(d)</sup> |  | 2799981 | 2225330 |
| &nbsp;&nbsp; Series 2021-15, Class A2, 3.00%, 06/25/2052 <sup>(a)(d)</sup> |  | 8389148 | 7270052 |
| &nbsp;&nbsp; Series 2021-15, Class A3, 2.50%, 06/25/2052 <sup>(a)(d)</sup> |  | 4321571 | 3586856 |
| &nbsp;&nbsp; Series 2021-3, Class A3, 2.50%, 07/25/2051 <sup>(a)(d)</sup> |  | 6207109 | 5159901 |
| &nbsp;&nbsp; Series 2021-4, Class A3, 2.50%, 08/25/2051 <sup>(a)(d)</sup> |  | 3046091 | 2543605 |
| &nbsp;&nbsp; Series 2021-7, Class A3, 2.50%, 11/25/2051 <sup>(a)(d)</sup> |  | 1851280 | 1540105 |
| &nbsp;&nbsp; Series 2021-8, Class A3, 2.50%, 12/25/2051 <sup>(a)(d)</sup> |  | 9608425 | 7999389 |
| &nbsp;&nbsp; Series 2021-INV4, Class A2A, 2.50%, 01/25/2052 <sup>(a)(d)</sup> |  | 2869907 | 2385722 |
| &nbsp;&nbsp; Series 2021-INV8, Class A2, 3.00%, 05/25/2052 <sup>(a)(d)</sup> |  | 6596939 | 5729455 |
| &nbsp;&nbsp; Series 2022-4, Class A2A, 3.00%, 10/25/2052 <sup>(a)(d)</sup> |  | 1822062 | 1576725 |
| &nbsp;&nbsp; Series 2022-6, Class A3, 3.00%, 11/25/2052 <sup>(a)(d)</sup> |  | 913844 | 790751 |
| &nbsp;&nbsp; Series 2022-7, Class 1A2, 3.00%, 12/25/2052 <sup>(a)(d)</sup> |  | 2661350 | 2313983 |
| &nbsp;&nbsp; Series 2024-3, Class A3, 3.00%, 05/25/2054 <sup>(a)(d)</sup> |  | 6656524 | 5789359 |
| &nbsp;&nbsp; Series 2024-7, Class A3, 3.00%, 04/25/2053 <sup>(a)(d)</sup> |  | 4549199 | 3925285 |
| &nbsp;&nbsp; Series 2025-12MPR, Class A1D, 5.06%, 06/25/2056 <sup>(a)(c)</sup> |  | 8684690 | 8599715 |
| &nbsp;&nbsp; Series 2025-5MPR, Class A1D, 5.50%, 11/25/2055 <sup>(a)(c)</sup> |  | 6847207 | 6837032 |
| &nbsp;&nbsp; Series 2025-7MPR, Class A1D, 5.32%, 02/25/2056 <sup>(a)(c)</sup> |  | 5553579 | 5536097 |
| &nbsp;&nbsp; Series 2025-NQM5, Class A1, 4.88%, 05/25/2066 <sup>(a)(d)</sup> |  | 1396487 | 1385590 |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.75%, 06/25/2066 <sup>(a)(d)</sup> |  | 3527146 | 3489571 |
| Mello Mortgage Capital Acceptance | Mello Mortgage Capital Acceptance | Mello Mortgage Capital Acceptance | Mello Mortgage Capital Acceptance |
| &nbsp;&nbsp; Series 2021-MTG1, Class A1, 2.50%, 04/25/2051 <sup>(a)(d)</sup> |  | 4419980 | 3668755 |
| &nbsp;&nbsp; Series 2022-INV1, Class A2, 3.00%, 03/25/2052 <sup>(a)(d)</sup> |  | 3141705 | 2727635 |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2021-4, Class A3, 2.50%, 07/25/2051 <sup>(a)(d)</sup> |  | 2595001 | 2157206 |
| &nbsp;&nbsp; Series 2023-1, Class A1, 4.00%, 02/25/2053 <sup>(a)(d)</sup> |  | 611508 | 566950 |
| OBX Trust | OBX Trust | OBX Trust | OBX Trust |
| &nbsp;&nbsp; Series 2021-INV2, Class A3, 2.50%, 10/25/2051 <sup>(a)(d)</sup> |  | 2223671 | 1845632 |
| &nbsp;&nbsp; Series 2022-INV4, Class A1, 3.50%, 06/25/2052 <sup>(a)(d)</sup> |  | 1634510 | 1471250 |
| &nbsp;&nbsp; Series 2022-J1, Class A2, 2.50%, 02/25/2052 <sup>(a)(d)</sup> |  | 3275378 | 2724833 |
| &nbsp;&nbsp; Series 2023-INV1, Class A1, 3.00%, 01/25/2052 <sup>(a)(d)</sup> |  | 5645971 | 4903537 |
| &nbsp;&nbsp; Series 2023-J1, Class A1, 4.50%, 01/25/2053 <sup>(a)(d)</sup> |  | 2625378 | 2491957 |
| &nbsp;&nbsp; Series 2026-INV1, Class AF, 5.01% (30 day avg SOFR US + 1.35%), 02/25/2056 <sup>(a)</sup> |  | 5407602 | 5406799 |
| &nbsp;&nbsp; Series 2026-NQM3, Class A1, 4.65%, 01/25/2066 <sup>(a)(d)</sup> |  | 5071271 | 5021471 |
|  PMT Loan Trust, Series 2026-J2, Class A24, 5.01% (30 day avg SOFR US + 1.35%), 03/25/2057 <sup>(a)</sup> |  | 6363780 | 6342628 |
|  PRMI Securitization Trust, Series 2021-1, Class A3, 2.50%, 04/25/2051 <sup>(a)(d)</sup> |  | 3743359 | 3362185 |
|  PRPM Trust, Series 2025-NQM6, Class A1, 4.99%, 12/25/2070 <sup>(a)(d)</sup> |  | 2149550 | 2135326 |
|  RIDE Trust, Series 2025-SHRE, Class A, 5.08%, 02/14/2047 <sup>(a)(d)</sup> |  | 2125000 | 2154260 |
| 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)(d)</sup> |  | 5259597 | 4375532 |
| &nbsp;&nbsp; Series 2021-9, Class A1, 2.50%, 01/25/2052 <sup>(a)(d)</sup> |  | 4653071 | 3870722 |
| &nbsp;&nbsp; Series 2025-S2, Class A1, 4.00%, 11/25/2055 <sup>(a)(d)</sup> |  | 4012072 | 3719728 |
|  SLG Office Trust, Series 2021-OVA, Class A, 2.59%, 07/15/2041 <sup>(a)</sup> |  | 8160000 | 7257157 |
|  UWM Mortgage Trust, Series 2021-INV4, Class A10, 5.00%, 12/25/2051 <sup>(a)(d)</sup> |  | 2028083 | 1986959 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp; Series 2025-12, Class A1, 4.96%, 12/25/2070 <sup>(a)(d)</sup> |  | 5032690 | 5010946 |
| &nbsp;&nbsp; Series 2026-2, Class A1, 4.59%, 02/25/2071 <sup>(a)(d)</sup> |  | 10458904 | 10356005 |
|  Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class A3, 5.19%, 10/15/2058 |  | 1630000 | 1655835 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2021-1, Class A1, 2.50%, 12/25/2050 <sup>(a)(d)</sup> |  | 924280 | 768921 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $317,041,569) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $317,041,569) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $317,041,569) | 315903300 |
| **AGENCY MORTGAGE-BACKED SECURITIES - 14.6%** | **Par**  | **Par**  | **Value**  |
| Fannie Mae Pool | Fannie Mae Pool | Fannie Mae Pool | Fannie Mae Pool |
| &nbsp;&nbsp; 5.00%, 04/15/2056 <sup>(e)</sup> |  | 60585000 | 59744483 |
| &nbsp;&nbsp; 5.50%, 05/15/2056 <sup>(e)</sup> |  | 233320000 | 234075658 |
| &nbsp;&nbsp; Series BM7908, 2.00%, 02/01/2052 |  | 11804847 | 9279600 |
| &nbsp;&nbsp; Series BO6601, 2.00%, 03/01/2051 |  | 6461786 | 5079577 |
| &nbsp;&nbsp; Series BO6629, 2.00%, 04/01/2051 |  | 711250 | 559117 |
|  Federal Home Loan Mortgage Corp., Pool SE9118, 2.00%, 02/01/2052 |  | 4611997 | 3625352 |
| **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $313,330,955) | **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $313,330,955) | **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $313,330,955) | 312363787 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 3.9%** | **Par**  | **Par**  | **Value**  |
|  Brazil Letras do Tesouro Nacional |  |  |  |
| &nbsp;&nbsp; 14.18%, 04/01/2026 <sup>(f)</sup> | BRL  | 136500 | 26337776 |
| &nbsp;&nbsp; 13.74%, 07/01/2026 <sup>(f)</sup> | BRL  | 94000 | 17573934 |
|  Secretaria Tesouro Nacional, 10.00%, 01/01/2031 | BRL  | 216843000 | 37617218 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $75,617,485) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $75,617,485) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $75,617,485) | 81528928 |
| **MEDIUM-TERM NOTES - 1.6%** | **Par**  | **Par**  | **Value**  |
| BNP Paribas Issuance BV | BNP Paribas Issuance BV | BNP Paribas Issuance BV | BNP Paribas Issuance BV |
| &nbsp;&nbsp; 04/20/2026 <sup>(a)(h)</sup> |  | 1897000 | 1684536 |
| &nbsp;&nbsp; 05/13/2026 <sup>(a)(i)</sup> |  | 1194000 | 1265640 |
| &nbsp;&nbsp; 05/26/2026 <sup>(a)(j)</sup> |  | 1115000 | 1095710 |
|  BofA Finance LLC, 04/29/2026 <sup>(k)</sup> |  | 1144000 | 1169740 |
| Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. |
| &nbsp;&nbsp; 04/01/2026 <sup>(l)</sup> |  | 1070000 | 1344605 |
| &nbsp;&nbsp; 04/09/2026 <sup>(m)</sup> | GBP  | 801000 | 1304827 |
| &nbsp;&nbsp; 04/13/2026 <sup>(o)</sup> |  | 1119000 | 1318965 |
| &nbsp;&nbsp; 04/13/2026 <sup>(n)</sup> |  | 1024000 | 775250 |
| &nbsp;&nbsp; 04/20/2026 <sup>(o)</sup> |  | 2059000 | 2313492 |
| &nbsp;&nbsp; 04/29/2026 <sup>(p)</sup> | GBP  | 804000 | 1217844 |
| &nbsp;&nbsp; 05/13/2026 <sup>(q)</sup> | GBP  | 900000 | 1392265 |
| &nbsp;&nbsp; 05/15/2026 <sup>(r)</sup> |  | 555000 | 557991 |
| &nbsp;&nbsp; 06/11/2026 <sup>(r)</sup> |  | 487000 | 458072 |
| &nbsp;&nbsp; 06/25/2026 <sup>(a)(s)</sup> |  | 334000 | 778207 |
| &nbsp;&nbsp; 06/30/2026 <sup>(t)</sup> |  | 4014000 | 3726196 |
| &nbsp;&nbsp; 06/30/2026 <sup>(u)</sup> | EUR  | 1238000 | 1682682 |
| &nbsp;&nbsp; 07/02/2026 <sup>(r)</sup> |  | 1103000 | 1103000 |
| Morgan Stanley Finance LLC | Morgan Stanley Finance LLC | Morgan Stanley Finance LLC | Morgan Stanley Finance LLC |
| &nbsp;&nbsp; 04/01/2026 <sup>(a)(v)</sup> | GBP  | 834000 | 1355681 |
| &nbsp;&nbsp; 04/20/2026 <sup>(a)(w)</sup> |  | 333000 | 414169 |
| &nbsp;&nbsp; 05/20/2026 <sup>(a)(w)</sup> |  | 992000 | 1164360 |
| &nbsp;&nbsp; 05/20/2026 <sup>(a)(x)</sup> |  | 1061000 | 738721 |
| &nbsp;&nbsp; 07/02/2026 <sup>(a)(y)</sup> | EUR  | 1033000 | 1193999 |
| Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. |
| &nbsp;&nbsp; 04/08/2026 <sup>(a)(z)</sup> |  | 1109000 | 1360244 |
| &nbsp;&nbsp; 06/03/2026 <sup>(a)(1)</sup> |  | 1055000 | 1245934 |
| &nbsp;&nbsp; 06/03/2026 <sup>(a)(2)</sup> |  | 970000 | 794973 |
| &nbsp;&nbsp; 06/08/2026 <sup>(a)(1)</sup> |  | 1143000 | 1316279 |
| &nbsp;&nbsp; 06/08/2026 <sup>(a)(2)</sup> |  | 1020000 | 899783 |
| &nbsp;&nbsp; 06/22/2026 <sup>(a)(3)</sup> |  | 1137000 | 1107734 |
| **TOTAL MEDIUM-TERM NOTES** (Cost $33,102,926) | **TOTAL MEDIUM-TERM NOTES** (Cost $33,102,926) | **TOTAL MEDIUM-TERM NOTES** (Cost $33,102,926) | 34780899 |
| **SHORT-TERM INVESTMENTS - 3.4%** | **Par**  | **Par**  | **Value**  |
| **U.S. Treasury Bills - 3.4%** |  |  |  |
| 3.62%, 06/23/2026 <sup>(g)</sup> |  | 72730000 | 72130451 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $72,129,724) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $72,129,724) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $72,129,724) | 72130451 |
| **TOTAL INVESTMENTS - 112.3% (**Cost $2,407,446,482**)** | **TOTAL INVESTMENTS - 112.3% (**Cost $2,407,446,482**)** | **TOTAL INVESTMENTS - 112.3% (**Cost $2,407,446,482**)** | 2394756398 |
| Liabilities in Excess of Other Assets - (12.3)% | Liabilities in Excess of Other Assets - (12.3)% | Liabilities in Excess of Other Assets - (12.3)% | (261643801) |
| **TOTAL NET ASSETS - 100.0%** |  |  | $2133112597 |
| 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. |  |

---

---

| |
|:---|
| 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 |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |

---

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

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

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

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

(e) To-be-announced security.

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

(g) The rate shown is the annualized yield as of March 31, 2026.

(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 USDJPY Fixing 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 USD CMS 5Y5Y 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 USDBRL Fixing 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 5Y5Y SOFR Swap Rate from its initial underlying value to its final underlying value.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation** <br> (Depreciation) |
| Barclays Capital, Inc. | 04/29/2026 | USD | 1107645 | GBP | 804000 | $43511 |
| Goldman Sachs | 04/01/2026 | BRL | 87362734 | USD | 16687245 | 175613 |
| J.P. Morgan Securities, Inc. | 04/01/2026 | BRL | 177221596 | USD | 33784365 | 423157 |
| J.P. Morgan Securities, Inc. | 06/02/2026 | USD | 23744071 | BRL | 124466422 | 47037 |
| J.P. Morgan Securities, Inc. | 05/26/2026 | USD | 42313498 | CHF | 32472860 | 1447073 |
| J.P. Morgan Securities, Inc. | 04/01/2026 | USD | 1123577 | GBP | 834000 | 19704 |
| J.P. Morgan Securities, Inc. | 04/09/2026 | USD | 1082366 | GBP | 801000 | 22185 |
| J.P. Morgan Securities, Inc. | 05/13/2026 | USD | 1228068 | GBP | 900000 | 36923 |
| Barclays Capital, Inc. | 05/29/2026 | CAD | 25656852 | USD | 18831878 | (340149) |
| Goldman Sachs | 04/01/2026 | USD | 15917306 | BRL | 87362734 | (945552) |
| Goldman Sachs | 05/05/2026 | USD | 3894777 | BRL | 20610379 | (56177) |
| Goldman Sachs | 05/26/2026 | USD | 11419000 | BRL | 60526786 | (124262) |
| Goldman Sachs | 07/01/2026 | USD | 15631124 | BRL | 88180285 | (1040522) |
| J.P. Morgan Securities, Inc. | 04/01/2026 | USD | 33378828 | BRL | 177221596 | (828694) |
| J.P. Morgan Securities, Inc. | 06/30/2026 | USD | 1429982 | EUR | 1238000 | (6900) |
| J.P. Morgan Securities, Inc. | 07/02/2026 | USD | 1198964 | EUR | 1033000 | (73) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $(1127126) |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| 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** |
| **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** | **Sell Protection** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Reference Obligation \*** | **Financing Rate**<br> **Received (Paid)** | **Payment** <br> **Frequency** | **Rating of <br> Reference Entity** | **Maturity**<br> **Date** | **Notional** <br> **Amount (b)** | **Value (c)** | **Premiums Paid**<br> (Received) | **Unrealized**<br> **Appreciation** <br> (Depreciation) |
| **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** |
| CDX North American Investment Grade Index<br> Series 46 | 1.00% | Quarterly | Baa2/BBB | 06/20/2031 | $100250000 | $1761648 | $1683265 | $78383 |
| CDX North American High Yield Index <br> Series 46 | 5.00% | Quarterly | B2/B | 06/20/2031 | 144645000 | 7022817 | 6113345 | 909472 |
|  | 0.000% |  |  |  |  | $8784465 | $7796610 | $987855 |
| \* 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 $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. | There is $1,650,090 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report. |

---

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
Carillon Reams 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 March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | $– | $690953857 | $– | $690953857 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 461995267 | – | 461995267 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 425099909 | – | 425099909 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Commercial Mortgage-Backed Securities | – | 315903300 | – | 315903300 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Mortgage-Backed Securities | – | 312363787 | – | 312363787 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Debt Obligations | – | 81528928 | – | 81528928 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Medium-Term Notes | – | 34780899 | – | 34780899 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Bills | – | 72130451 | – | 72130451 |
| Total Investments | $– | $2394756398 | $– | $2394756398 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps | $– | $8784465 | $– | $8784465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | 2215203 | – | 2215203 |
| Total Other Financial Instruments | $– | $10999668 | $– | $10999668 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | $– | $(3342329) | $– | $(3342329) |
| Total Other Financial Instruments | $– | $(3342329) | $– | $(3342329) |

---

\* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. <br>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:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2908919368.75

**Total Liabilities:** $777935871.41

**Net Assets:** $2130983497.34

**Delayed Delivery Securities:** $771012689.69

**Cash Not Reported:** $23210199.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4442.470000000000 | **1-Year:** 59007.970000000000 | **5-Year:** 252818.360000000000 | **10-Year:** 440345.610000000000 | **30-Year:** 609408.640000000000

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

- **3-Month:** 418.970000000000 | **1-Year:** 809.130000000000 | **5-Year:** 12421.760000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193364 | 0.33%                | 1.77%                | -1.74%               |
| Class ID C000193365 | 0.27%                | 1.72%                | -1.81%               |
| Class ID C000193366 | 0.33%                | 1.82%                | -1.74%               |
| Class ID C000193369 | 0.36%                | 1.80%                | -1.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2893712.47              | $-17167.94                                 |
| Month 2  | $3700657.93              | $29922456.37                               |
| Month 3  | $-1541094.48             | $-44494124.53                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                     | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5859729.90   | 0.27%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                      | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6285415.73   | 0.29%             | 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        |   5455000 | PA      | $5611750.46   | 0.26%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                           | CUSIP: 3140JCYE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11804847 | PA      | $9279599.88   | 0.44%             | 2052-02-01      | Fixed         | 2.00%                 | 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        |   3847764 | PA      | $3850145.88   | 0.18%             | 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        |   4674148 | PA      | $4674871.09   | 0.22%             | 2027-12-15      | Floating      | 4.01%                 | 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      | $20982747.32  | 0.98%             | 2028-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT       | Indianapolis Power & Light Co                             | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   6805000 | PA      | $7033297.00   | 0.33%             | 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        |   5446343 | PA      | $5305687.27   | 0.25%             | 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      | $7962241.21   | 0.37%             | 2030-05-01      | Fixed         | 4.25%                 | 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        |   2799981 | PA      | $2225329.87   | 0.10%             | 2052-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2026-NQM1                        | CUSIP: 46660DAE5<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |   3527146 | PA      | $3489571.38   | 0.16%             | 2066-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR5 Trust                      | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1196657 | PA      | $1129838.38   | 0.05%             | 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        |   8959052 | PA      | $8808803.79   | 0.41%             | 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        |    962773 | PA      | $951228.15    | 0.04%             | 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      | $1424082.35   | 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        |   7507043 | PA      | $7393935.90   | 0.35%             | 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        |  12831087 | PA      | $12171000.94  | 0.57%             | 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        |   3129080 | PA      | $2978338.14   | 0.14%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                            | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   6965000 | PA      | $6951133.31   | 0.33%             | 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        |   4055000 | PA      | $3868180.39   | 0.18%             | 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      | $8247647.21   | 0.39%             | 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        |  11440000 | PA      | $11341165.38  | 0.53%             | 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        |   9880000 | PA      | $9836303.63   | 0.46%             | 2035-12-03      | Variable      | 5.21%                 | 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        |    924280 | PA      | $768921.16    | 0.04%             | 2050-12-25      | Variable      | 2.50%                 | 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      | $1655834.69   | 0.08%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT        | Wisconsin Power and Light Co                              | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4207432.72   | 0.20%             | 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      | $6812987.25   | 0.32%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT        | Wisconsin Power and Light Co                              | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5744760.01   | 0.27%             | 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        |   3980000 | PA      | $2428783.66   | 0.11%             | 2051-12-01      | Fixed         | 2.85%                 | 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        |   2455016 | PA      | $2457883.19   | 0.12%             | 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        |   6085973 | PA      | $6087733.31   | 0.29%             | 2028-10-16      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260505                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-56176.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260526                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-124261.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260602                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $47036.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260701                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1040522.28  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260529                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-340149.34   | -0.02%            |  |  |  | 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        |    386473 | PA      | $386620.41    | 0.02%             | 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        |    352148 | PA      | $352143.88    | 0.02%             | 2027-10-15      | Floating      | 3.99%                 | 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        |   5195468 | PA      | $5202029.57   | 0.24%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                           | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   7735000 | PA      | $7918914.86   | 0.37%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                       | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4621181.47   | 0.22%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                   | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2548057.13   | 0.12%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-11                          | CUSIP: 03466FAC1<br>LEI: 254900U7QMG1IM2AZ079 | Long             | ABS-MBS          | CORP              | US        |   1483719 | PA      | $1477285.42   | 0.07%             | 2070-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-12                          | CUSIP: 03466KAC0<br>LEI: 254900ZULW8CAJ29C630 | Long             | ABS-MBS          | CORP              | US        |   1968593 | PA      | $1962166.65   | 0.09%             | 2070-12-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-13                          | CUSIP: 034952AC5<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-MBS          | CORP              | US        |   2686224 | PA      | $2671578.01   | 0.13%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO           | Appalachian Power Co                                      | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   8115000 | PA      | $7380252.48   | 0.35%             | 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        |  13900000 | PA      | $13812992.95  | 0.65%             | 2027-08-20      | Fixed         | 1.38%                 | 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      | $2755784.21   | 0.13%             | 2029-06-20      | Fixed         | 5.49%                 | 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      | $2003057.48   | 0.09%             | 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      | $2170349.41   | 0.10%             | 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      | $5583415.76   | 0.26%             | 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      | $12345281.38  | 0.58%             | 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        |  19365000 | PA      | $19095264.92  | 0.90%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RLG7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6920000 | PA      | $6832564.42   | 0.32%             | 2032-08-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6625000 | PA      | $6567669.90   | 0.31%             | 2030-08-20      | Fixed         | 4.28%                 | 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      | $4482092.37   | 0.21%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                      | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9825000 | PA      | $9901545.49   | 0.46%             | 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        |  14728000 | PA      | $15019329.41  | 0.70%             | 2036-01-24      | Variable      | 5.51%                 | 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        |   4940000 | PA      | $4952631.28   | 0.23%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2026-NQM1                    | CUSIP: 06745EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5421146 | PA      | $5362812.95   | 0.25%             | 2065-12-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2026-NQM2                    | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2270407 | PA      | $2239985.20   | 0.11%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2026-1                  | CUSIP: 16161YCB0<br>LEI: 529900FU45ZZQULAKB21 | Long             | ABS-MBS          | CORP              | US        |   8959015 | PA      | $8868014.16   | 0.42%             | 2056-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W3K5<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   4014000 | PA      | $3726196.20   | 0.17%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W4K4<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   2059000 | PA      | $2313492.40   | 0.11%             | 2026-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W4X6<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1070000 | PA      | $1344604.80   | 0.06%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W5A5<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1024000 | PA      | $775249.92    | 0.04%             | 2026-04-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W6E6<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    555000 | PA      | $557991.45    | 0.03%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291WAN1<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    487000 | PA      | $458072.20    | 0.02%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291WAS0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1119000 | PA      | $1318965.30   | 0.06%             | 2026-04-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $8984141.66   | 0.42%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2767964.20   | 0.13%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5311506.77   | 0.25%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12005000 | PA      | $12041570.95  | 0.57%             | 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        |   8317559 | PA      | $6919494.06   | 0.32%             | 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        |   3981076 | PA      | $3311813.68   | 0.16%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17333Q138<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       334 | NS      | $778206.64    | 0.04%             | 2026-06-25      | None          | 0.00%                 | 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        |   3834720 | PA      | $3834782.42   | 0.18%             | 2028-02-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                               | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   9195000 | PA      | $9485694.68   | 0.45%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                | CUSIP: 61778J7A2<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |   1061000 | PA      | $738721.25    | 0.03%             | 2026-05-20      | Fixed         | 0.00%                 | 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        |   2176062 | PA      | $2178826.28   | 0.10%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16705000 | PA      | $12173116.25  | 0.57%             | 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        | 113316000 | PA      | $101488642.50 | 4.76%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39285000 | PA      | $38284460.16  | 1.80%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 126531000 | PA      | $122043103.59 | 5.73%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93115000 | PA      | $90816223.44  | 4.26%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56082000 | PA      | $54655852.13  | 2.56%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140784000 | PA      | $140256060.00 | 6.58%             | 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        | 118615000 | PA      | $117127679.40 | 5.50%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: YI9317052<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    900000 | PA      | $1392264.93   | 0.07%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: YI4560888<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    804000 | PA      | $1217844.19   | 0.06%             | 2026-04-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: DC7463565<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    801000 | PA      | $1304826.79   | 0.06%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: DH5657431<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1238000 | PA      | $1682681.77   | 0.08%             | 2026-06-30      | Fixed         | 0.00%                 | 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        |    864308 | PA      | $868699.05    | 0.04%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V18 Mortgage Trust                         | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3720000 | PA      | $3788036.20   | 0.18%             | 2058-10-15      | Fixed         | 5.18%                 | 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      | $4491116.50   | 0.21%             | 2058-09-15      | Fixed         | 5.07%                 | 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      | $2462023.20   | 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        |   4181397 | PA      | $4181389.47   | 0.20%             | 2027-10-25      | Floating      | 3.96%                 | 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        |   2949196 | PA      | $2747884.88   | 0.13%             | 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        |   4643473 | PA      | $3860086.20   | 0.18%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust                                  | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6847207 | PA      | $6837031.70   | 0.32%             | 2055-11-25      | Variable      | 5.50%                 | 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        |   5553579 | PA      | $5536097.50   | 0.26%             | 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        |   4549199 | PA      | $3925285.24   | 0.18%             | 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        |   9350000 | PA      | $9356451.50   | 0.44%             | 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        |   3355000 | PA      | $3354289.41   | 0.16%             | 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        |  14730000 | PA      | $15076724.31  | 0.71%             | 2036-01-24      | 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        |   2030699 | PA      | $1846140.39   | 0.09%             | 2047-05-25      | Variable      | 3.50%                 | 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        |   6656524 | PA      | $5789358.92   | 0.27%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-12MPR                | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8684690 | PA      | $8599715.47   | 0.40%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM5                 | CUSIP: 46664DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1396487 | PA      | $1385589.70   | 0.07%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP       | Toyota Motor Credit Corp                                  | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4544615.45   | 0.21%             | 2030-05-15      | Fixed         | 4.80%                 | 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        |   9035051 | PA      | $9029840.26   | 0.42%             | 2028-06-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   8130000 | PA      | $7974918.05   | 0.37%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2025-SFR1 Trust                        | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7366044 | PA      | $7352232.61   | 0.35%             | 2042-03-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes          | Tricon American Homes 2020-SFR1                           | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2159967 | PA      | $2140151.07   | 0.10%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2021-SFR1 Trust                        | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3529410 | PA      | $3500095.66   | 0.16%             | 2038-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2023-SFR1 Trust                        | CUSIP: 89616WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2205833 | PA      | $2196133.37   | 0.10%             | 2040-07-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                               | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72730000 | PA      | $72130450.97  | 3.38%             | 2026-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                         | CUSIP: ZM0253397<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     94000 | PA      | $17573933.53  | 0.82%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                         | CUSIP: ZF1596302<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    136500 | PA      | $26337776.31  | 1.24%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: DF7962783<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |   1115000 | PA      | $1095710.50   | 0.05%             | 2026-05-26      | 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      | $1973813.83   | 0.09%             | 2038-09-17      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                          | CUSIP: 3133SKDX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4611997 | PA      | $3625351.77   | 0.17%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                           | CUSIP: 3140K2KP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6461786 | PA      | $5079576.99   | 0.24%             | 2051-03-01      | Fixed         | 2.00%                 | 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        |    913294 | PA      | $913324.49    | 0.04%             | 2027-10-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                  | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6235000 | PA      | $6122957.61   | 0.29%             | 2031-04-09      | Fixed         | 5.42%                 | 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        |   2621975 | PA      | $2281647.53   | 0.11%             | 2053-01-25      | Variable      | 3.00%                 | 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        |   5696141 | PA      | $5460495.53   | 0.26%             | 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        |   2357866 | PA      | $1963015.56   | 0.09%             | 2052-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                         | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6135000 | PA      | $6206746.92   | 0.29%             | 2030-03-31      | Fixed         | 4.95%                 | 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      | $15041658.83  | 0.71%             | 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      | $11630735.48  | 0.55%             | 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        |   9615000 | PA      | $9688219.19   | 0.45%             | 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        |  13205000 | PA      | $13343295.97  | 0.63%             | 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        |   8700000 | PA      | $8873454.51   | 0.42%             | 2031-12-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                           | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4380000 | PA      | $4366823.65   | 0.20%             | 2030-05-25      | Fixed         | 4.62%                 | 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        |   2334518 | PA      | $2192198.77   | 0.10%             | 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        |   3070690 | PA      | $3013150.73   | 0.14%             | 2026-12-17      | Fixed         | 1.90%                 | 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        |   2096036 | PA      | $2110058.21   | 0.10%             | 2028-08-15      | Fixed         | 5.21%                 | 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        |   2880928 | PA      | $2883052.45   | 0.14%             | 2028-01-18      | Fixed         | 4.30%                 | 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        |   8229145 | PA      | $8229223.96   | 0.39%             | 2028-03-21      | Floating      | 4.02%                 | 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        |     90178 | PA      | $90209.42     | 0.00%             | 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        |     78649 | PA      | $78651.19     | 0.00%             | 2027-06-15      | Floating      | 4.04%                 | 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        |   1005225 | PA      | $1005275.79   | 0.05%             | 2027-06-15      | Floating      | 4.05%                 | 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        |  12371661 | PA      | $12395548.00  | 0.58%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UDV5<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |   1137000 | PA      | $1107733.62   | 0.05%             | 2026-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UDW3<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |   1143000 | PA      | $1316278.80   | 0.06%             | 2026-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UDX1<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |   1020000 | PA      | $899782.80    | 0.04%             | 2026-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UDY9<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |   1055000 | PA      | $1245933.90   | 0.06%             | 2026-06-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UDZ6<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |    970000 | PA      | $794973.20    | 0.04%             | 2026-06-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UEA0<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |   1109000 | PA      | $1360243.95   | 0.06%             | 2026-04-08      | 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        |   2223671 | PA      | $1845631.53   | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-J1 Trust                                         | CUSIP: 67116WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3275378 | PA      | $2724833.07   | 0.13%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-INV4 Trust                                       | CUSIP: 67448EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634510 | PA      | $1471250.36   | 0.07%             | 2052-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM3 Trust                                       | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |   5071271 | PA      | $5021470.54   | 0.24%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR4 Trust                      | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5840000 | PA      | $5699958.55   | 0.27%             | 2042-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR3 Trust                      | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4135000 | PA      | $3909553.60   | 0.18%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR6 Trust                      | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12645000 | PA      | $12202945.97  | 0.57%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR5 Trust                      | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8740966 | PA      | $8362864.37   | 0.39%             | 2042-10-17      | Fixed         | 3.85%                 | 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        | 216843000 | PA      | $37617217.75  | 1.77%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260526                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1447072.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19704.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260409                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22185.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260429                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $43511.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260513                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $36922.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.46 06/20/2031 (SELL PROTECTION)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $7201537.07   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.IG.46 06/20/2031 (SELL PROTECTION)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $1764433.42   | 0.08%             |  |  |  | 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      | $1111750.47   | 0.05%             | 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        |   4366434 | PA      | $4025692.90   | 0.19%             | 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        |   1254032 | PA      | $1168153.10   | 0.05%             | 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      | $8272026.92   | 0.39%             | 2055-03-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BOFA FINANCE LLC               | BofA Finance LLC                                          | CUSIP: 09711CBJ2<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | SN               | CORP              | US        |   1144000 | PA      | $1169740.00   | 0.05%             | 2026-04-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                            | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  11120000 | PA      | $11348437.16  | 0.53%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust Series 2026-NQM2          | CUSIP: 105934AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1989634 | PA      | $1966913.24   | 0.09%             | 2065-11-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                   | Bridge 2025-SFR1 Trust                                    | CUSIP: 10807GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9130886 | PA      | $8714875.45   | 0.41%             | 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        |    582680 | PA      | $534414.13    | 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        |   1193000 | PA      | $1128318.13   | 0.05%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                               | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   8715000 | PA      | $8872728.51   | 0.42%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-12 Mortgage Loan Trust                          | CUSIP: 19688UAD4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |   4683742 | PA      | $4659162.81   | 0.22%             | 2071-01-26      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2026-INV1            | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5035565 | PA      | $4994795.66   | 0.23%             | 2070-12-25      | Variable      | 4.80%                 | 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        |   7171060 | PA      | $6934441.59   | 0.33%             | 2028-06-10      | Fixed         | 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        |   6596939 | PA      | $5729454.50   | 0.27%             | 2052-05-25      | 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        |   4321571 | PA      | $3586856.00   | 0.17%             | 2052-06-25      | Variable      | 2.50%                 | 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        |   1822062 | PA      | $1576724.89   | 0.07%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-6                         | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913844 | PA      | $790750.99    | 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        |   2661350 | PA      | $2313982.58   | 0.11%             | 2052-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                              | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4655000 | PA      | $4856643.33   | 0.23%             | 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        |   6565000 | PA      | $6669215.63   | 0.31%             | 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        |   5390000 | PA      | $5485671.75   | 0.26%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT       | United Airlines 2018-1 Class AA Pass Through Trust        | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3287678 | PA      | $3193818.44   | 0.15%             | 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        |   1008702 | PA      | $986648.47    | 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        |   1222494 | PA      | $1179224.79   | 0.06%             | 2028-10-07      | Fixed         | 2.88%                 | 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        |   1908483 | PA      | $1870498.20   | 0.09%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9805000 | PA      | $10041317.17  | 0.47%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| United Wholsale Mortgage LLC   | UWM Mortgage Trust 2021-INV4                              | CUSIP: 918307AT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2028083 | PA      | $1986958.56   | 0.09%             | 2051-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: YI9316849<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |   1194000 | PA      | $1265640.00   | 0.06%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: YI2949653<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |   1897000 | PA      | $1684536.00   | 0.08%             | 2026-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                 | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |  60585000 | PA      | $59744482.48  | 2.80%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                 | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 233320000 | PA      | $234075658.15 | 10.98%            | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                           | CUSIP: 3140K2LK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711250 | PA      | $559117.34    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR2 Trust                            | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1136355 | PA      | $1120226.28   | 0.05%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR1 Trust                            | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9187229 | PA      | $9086041.33   | 0.43%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR3 Trust                            | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271134 | PA      | $1267832.80   | 0.06%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes  2021-SFR3 Trus | FirstKey Homes 2021-SFR3 Trust                            | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723058 | PA      | $711427.01    | 0.03%             | 2038-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-6INV                         | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1965821 | PA      | $1634165.15   | 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        |   7504997 | PA      | $6243137.23   | 0.29%             | 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        |   1969544 | PA      | $1929690.42   | 0.09%             | 2051-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-7                            | CUSIP: 33852JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10913811 | PA      | $9124916.96   | 0.43%             | 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        |   8819855 | PA      | $7337361.04   | 0.34%             | 2051-11-25      | Variable      | 2.50%                 | 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        |    844927 | PA      | $845071.45    | 0.04%             | 2027-08-15      | Floating      | 4.07%                 | 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        |    790683 | PA      | $791472.19    | 0.04%             | 2027-10-15      | Fixed         | 4.59%                 | 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        |   1399985 | PA      | $1164667.11   | 0.05%             | 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        |   2368983 | PA      | $1972152.42   | 0.09%             | 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        |   8073448 | PA      | $6700905.02   | 0.31%             | 2052-04-25      | Variable      | 2.50%                 | 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        |   3075683 | PA      | $2966805.69   | 0.14%             | 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        |   8389148 | PA      | $7270052.05   | 0.34%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2023-SFR1 Trust                                      | CUSIP: 66981XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3155000 | PA      | $3109493.86   | 0.15%             | 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      | $2361053.88   | 0.11%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2021-SFR4 Trust                                      | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2381443 | PA      | $2342935.62   | 0.11%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $4912653.73   | 0.23%             | 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        |   3743359 | PA      | $3362184.64   | 0.16%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2025-NQM6 Trust                                      | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2149550 | PA      | $2135326.31   | 0.10%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                 | PMT Loan Trust 2026-J2                                    | CUSIP: 729921BA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6363780 | PA      | $6342627.60   | 0.30%             | 2057-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR5 Trust                      | CUSIP: 74333FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2547280 | PA      | $2524703.88   | 0.12%             | 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        |   2474781 | PA      | $2316056.11   | 0.11%             | 2040-08-17      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR3                            | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4764980 | PA      | $4743280.41   | 0.22%             | 2026-05-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                           | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5346867.73   | 0.25%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2022-INV1               | CUSIP: 585490AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3141705 | PA      | $2727634.65   | 0.13%             | 2052-03-25      | Variable      | 3.00%                 | 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        |   4419980 | PA      | $3668755.46   | 0.17%             | 2051-04-25      | 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        |   6207109 | PA      | $5159901.13   | 0.24%             | 2051-07-25      | Variable      | 2.50%                 | 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        |   1851280 | PA      | $1540105.38   | 0.07%             | 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        |   9608425 | PA      | $7999388.87   | 0.38%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-12                          | CUSIP: 46592WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775434 | PA      | $643604.40    | 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        |   3650934 | PA      | $2910765.77   | 0.14%             | 2052-04-25      | Variable      | 2.00%                 | 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        |   3046091 | PA      | $2543604.50   | 0.12%             | 2051-08-25      | Variable      | 2.50%                 | 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        |  10706605 | PA      | $8535476.69   | 0.40%             | 2051-12-25      | Variable      | 2.00%                 | 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        |   2869907 | PA      | $2385722.18   | 0.11%             | 2052-01-25      | Variable      | 2.50%                 | 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        |   8705179 | PA      | $8711031.80   | 0.41%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2025-SFR2 Trust                        | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5747683 | PA      | $5727327.92   | 0.27%             | 2044-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                              | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1210000 | PA      | $1150867.14   | 0.05%             | 2030-08-13      | Variable      | 3.13%                 | 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        |  15182948 | PA      | $14108719.95  | 0.66%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $6132552.98   | 0.29%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-12                        | CUSIP: 92490FAF7<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   5032690 | PA      | $5010945.64   | 0.24%             | 2070-12-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2023-SFR2 Trust                                      | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945000 | PA      | $929495.95    | 0.04%             | 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      | $2044161.81   | 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      | $1581258.02   | 0.07%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2025-SFR2 Trust                                      | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2380000 | PA      | $2327393.43   | 0.11%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2021-SFR3 Trust                                      | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3635000 | PA      | $3575800.03   | 0.17%             | 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      | $3551722.04   | 0.17%             | 2042-06-17      | Fixed         | 3.65%                 | 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        |   1598418 | PA      | $1619098.28   | 0.08%             | 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        |   7184189 | PA      | $7185147.84   | 0.34%             | 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        |   6175000 | PA      | $5418504.21   | 0.25%             | 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        |   1562439 | PA      | $1510188.15   | 0.07%             | 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        |   2003040 | PA      | $1865203.37   | 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        |   6420000 | PA      | $6475257.58   | 0.30%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE         | American Honda Finance Corp                               | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5209207.12   | 0.24%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2026-1                           | CUSIP: 034947AC5<br>LEI: 2549004SH6MLXHN5ZV45 | Long             | ABS-MBS          | CORP              | US        |   4138397 | PA      | $4100474.07   | 0.19%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC       | Duke Energy Progress LLC                                  | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8646882.64   | 0.41%             | 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        |   4530000 | PA      | $4639140.57   | 0.22%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                      | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $3932531.09   | 0.18%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                   | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   6046000 | PA      | $6145266.92   | 0.29%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2025-2 | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1472178 | PA      | $1473834.71   | 0.07%             | 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        |   2409644 | PA      | $2083982.86   | 0.10%             | 2050-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2022-PJ2         | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1805769 | PA      | $1494261.14   | 0.07%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2025-1 | CUSIP: 362955AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3410741 | PA      | $3410840.02   | 0.16%             | 2028-01-18      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                           | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  16995000 | PA      | $17375285.56  | 0.82%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term  | GM Financial Consumer Automobile Receivables Trust 2025-3 | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3213827 | PA      | $3219564.04   | 0.15%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14730000 | PA      | $14972837.01  | 0.70%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO          | MidAmerican Energy Co                                     | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $4044958.33   | 0.19%             | 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        |   5520000 | PA      | $5795936.46   | 0.27%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                            | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14730000 | PA      | $15017600.30  | 0.70%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2021-4     | CUSIP: 61772MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2595001 | PA      | $2157206.25   | 0.10%             | 2051-07-25      | Variable      | 2.50%                 | 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        |    611508 | PA      | $566950.03    | 0.03%             | 2053-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                | CUSIP: 61778J6X3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |    333000 | PA      | $414168.75    | 0.02%             | 2026-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                | CUSIP: 61778J6Z8<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |    992000 | PA      | $1164360.00   | 0.05%             | 2026-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2026-SFR1 Trust                                      | CUSIP: 66982GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3625000 | PA      | $3403699.19   | 0.16%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-J1 Trust                                         | CUSIP: 67116MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625378 | PA      | $2491956.50   | 0.12%             | 2053-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-INV1 Trust                                       | CUSIP: 67123WAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5407602 | PA      | $5406799.27   | 0.25%             | 2056-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-INV1                                             | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5645971 | PA      | $4903537.47   | 0.23%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2026-SFR1 Trust                      | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4385000 | PA      | $4179642.12   | 0.20%             | 2043-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP               | Public Service Co of New Hampshire                        | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   9755000 | PA      | $10053844.23  | 0.47%             | 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        |   2125000 | PA      | $2154260.19   | 0.10%             | 2047-02-14      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                      | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8400000 | PA      | $8419672.21   | 0.40%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                 | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8160000 | PA      | $7257157.20   | 0.34%             | 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        |   9561257 | PA      | $9537354.29   | 0.45%             | 2039-05-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                | San Diego Gas & Electric Co                               | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $6716944.05   | 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        |   4653071 | PA      | $3870721.86   | 0.18%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-S2                            | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4012072 | PA      | $3719728.09   | 0.17%             | 2055-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-4                             | CUSIP: 81748WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5259597 | PA      | $4375532.35   | 0.21%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                        | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5170131.51   | 0.24%             | 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        |   4264372 | PA      | $4264086.23   | 0.20%             | 2042-02-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Starwood Capital Group         | STAR 2026-SFR7 Trust                                      | CUSIP: 85520GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6175000 | PA      | $6177729.35   | 0.29%             | 2043-05-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                         | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $5376989.59   | 0.25%             | 2036-02-28      | Variable      | 5.15%                 | 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        |   2438415 | PA      | $2440860.71   | 0.11%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2026-2                         | CUSIP: 92490GAF5<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |  10458904 | PA      | $10356004.72  | 0.49%             | 2071-02-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1774245.90  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260401                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $598770.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC         | Morgan Stanley Finance LLC                                | CUSIP: DC6186597<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |    834000 | PA      | $1355680.51   | 0.06%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Carillon Series Trust

**Signature:** /s/ Carolyn Gill

**Name of Signer:** Carolyn Gill

**Title:** Principal Financial Officer