# EDGAR Filing Document

**Accession Number:** 0000897111
**File Stem:** 0001193125-25-299998
**Filing Date:** 2025-11
**Character Count:** 167459
**Document Hash:** c0d45e9e75fef89fa78334c88263ef47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-299998.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001193125-25-299998

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07470
- **FILM NUMBER:** 251528790

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 33.0%** | **U.S. TREASURY SECURITIES - 33.0%** | **Par** | **Value**  |
|  U.S. Treasury Bonds, 4.75%, 08/15/2055 |  | 42420000 | $42565819 |
|  U.S. Treasury Inflation Indexed Bonds, 2.38%, 02/15/2055 |  | 44774144 | 43707260 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 3.63%, 09/30/2031 |  | 36735000 | 36304512 |
| &nbsp;&nbsp; 4.13%, 03/31/2032 |  | 195660000 | 198258609 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 |  | 21125000 | 19638823 |
| &nbsp;&nbsp; 3.88%, 08/31/2032 |  | 84890000 | 84637983 |
| &nbsp;&nbsp; 4.25%, 08/15/2035 |  | 237490000 | 239419606 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $659,951,715) | **TOTAL U.S. TREASURY SECURITIES** (Cost $659,951,715) | **TOTAL U.S. TREASURY SECURITIES** (Cost $659,951,715) | 664532612 |
| **ASSET-BACKED SECURITIES - 16.5%** | **ASSET-BACKED SECURITIES - 16.5%** | **Par** | **Value**  |
| AMSR Trust | AMSR Trust | AMSR Trust | AMSR Trust |
| &nbsp;&nbsp; Series 2023-SFR2, Class A, 3.95%, 06/17/2040 <sup>(a)</sup> |  | 865000 | 854634 |
| &nbsp;&nbsp; Series 2024-SFR2, Class A, 4.15%, 11/17/2041 <sup>(a)</sup> |  | 1430000 | 1409568 |
| &nbsp;&nbsp; Series 2025-SFR2, Class A, 4.28%, 11/17/2042 <sup>(a)</sup> |  | 3790000 | 3734641 |
|  ARES CLO Ltd., Series 2017-44A, Class A1RR, 5.42% (3 mo. Term SOFR + 1.13%), 04/15/2034 <sup>(a)</sup> |  | 9865000 | 9882451 |
| 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 2025-2A, Class A, 5.12%, 08/20/2031 <sup>(a)</sup> |  | 10460000 | 10748477 |
| &nbsp;&nbsp; Series 2025-3A, Class A, 4.17%, 02/20/2030 <sup>(a)</sup> |  | 9870000 | 9836357 |
|  Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR, 5.27% (3 mo. Term SOFR + 0.94%), 04/18/2034 <sup>(a)</sup> |  | 5995000 | 5995869 |
|  Barings Loan Partners CLO Ltd., Series LP-3A, Class AR2, 5.28% (3 mo. Term SOFR + 0.95%), 07/20/2033 <sup>(a)</sup> |  | 6045000 | 6048022 |
|  Battalion CLO IX Ltd., Series 2015-9A, Class ARR, 5.27% (3 mo. Term SOFR + 0.96%), 07/15/2031 <sup>(a)</sup> |  | 10480000 | 10483658 |
|  Bridge Trust, Series 2025-SFR1, Class A, 4.05%, 09/17/2042 <sup>(a)</sup> |  | 9035000 | 8684786 |
|  Carlyle US CLO Ltd.<br> &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A1A2, 5.23% (3 mo. Term SOFR + 0.95%), 04/20/2031 <sup>(a)</sup> |  | 5375000 | 5379445 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-9A, Class AR, 5.43% (3 mo. Term SOFR + 1.11%), 10/20/2034 <sup>(a)</sup> |  | 9670000 | 9673868 |
|  Citizens Auto Receivables Trust, Series 2024-2, Class A2B, 4.91% (30 day avg SOFR US + 0.54%), 11/16/2026 <sup>(a)</sup> |  | 341868 | 341931 |
|  Corevest American Finance Trust, Series 2020-4, Class A, 1.17%, 12/15/2052 <sup>(a)</sup> |  | 228104 | 227172 |
|  Dryden CLO Ltd., Series 2020-86A, Class A1R2, 5.45% (3 mo. Term SOFR + 1.13%), 07/17/2034 <sup>(a)</sup> |  | 9750000 | 9774346 |
|  Fort Greene Park CLO LLC, Series 2025-2A, Class AR, 5.28% (3 mo. Term SOFR + 0.95%), 04/22/2034 <sup>(a)</sup> |  | 13005000 | 13005078 |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust |
| &nbsp;&nbsp; Series 2024-1, Class A2A, 5.12%, 02/16/2027 |  | 10599 | 10604 |
| &nbsp;&nbsp; Series 2024-1, Class A2B, 4.77% (30 day avg SOFR US + 0.40%), 02/16/2027 |  | 10725 | 10726 |
| Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC | Hertz Vehicle Financing III LLC |
| &nbsp;&nbsp; Series 2023-4A, Class A, 6.15%, 03/25/2030 <sup>(a)</sup> |  | 11949000 | 12487169 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.91%, 09/25/2029 <sup>(a)</sup> |  | 10530000 | 10622489 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 5.13%, 09/25/2031 <sup>(a)</sup> |  | 8625000 | 8742287 |
| &nbsp;&nbsp; Series 2025-3A, Class A, 5.06%, 12/26/2029 <sup>(a)</sup> |  | 12545000 | 12732058 |
| &nbsp;&nbsp; Series 2025-4A, Class A, 5.41%, 12/25/2031 <sup>(a)</sup> |  | 8250000 | 8430550 |
| Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust |
| &nbsp;&nbsp; Series 2021-1, Class A, 1.70%, 09/17/2041 <sup>(a)</sup> |  | 5069152 | 4584696 |
| &nbsp;&nbsp; Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> |  | 15185512 | 14749238 |
| &nbsp;&nbsp; Series 2021-3, Class A, 2.20%, 01/17/2041 <sup>(a)</sup> |  | 13096435 | 12163510 |
|  Huntington Auto Trust, Series 2024-1A, Class A2, 5.50%, 03/15/2027 <sup>(a)</sup> |  | 575529 | 575750 |
|  Invitation Homes Trust, Series 2024-SFR1, Class A, 4.00%, 09/17/2041 <sup>(a)</sup> |  | 1098119 | 1076052 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2025-HE1, Class A1, 5.54% (30 day avg SOFR US + 1.15%), 07/20/2055 <sup>(a)</sup> |  | 4735685 | 4732192 |
| &nbsp;&nbsp; Series 2025-HE2, Class A1, 5.63% (30 day avg SOFR US + 1.25%), 11/20/2055 <sup>(a)</sup> |  | 4867721 | 4871573 |
|  Mercedes-Benz Auto Lease Trust, Series 2024-B, Class A2B, 4.81% (30 day avg SOFR US + 0.44%), 12/15/2026 |  | 574563 | 574761 |
|  Mercedes-Benz Auto Receivables Trust, Series 2024-1, Class A2B, 4.74% (30 day avg SOFR US + 0.37%), 05/17/2027 |  | 51365 | 51368 |
|  Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class AR, 5.27% (3 mo. Term SOFR + 0.95%), 07/16/2036 <sup>(a)</sup> |  | 7260000 | 7260080 |
|  Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class A1R, 5.73% (3 mo. Term SOFR + 1.50%), 02/14/2034 <sup>(a)</sup> |  | 5950000 | 5962364 |
| 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> |  | 4663744 | 4628483 |
| &nbsp;&nbsp; Series 2021-SFR7, Class A, 1.69%, 08/17/2040 <sup>(a)</sup> |  | 4758748 | 4440274 |
| &nbsp;&nbsp; Series 2021-SFR8, Class A, 1.51%, 10/17/2038 <sup>(a)</sup> |  | 4695792 | 4596607 |
| &nbsp;&nbsp; Series 2021-SFR9, Class A, 2.01%, 11/17/2040 <sup>(a)</sup> |  | 8540500 | 7995357 |
| &nbsp;&nbsp; Series 2025-SFR3, Class A, 3.39%, 07/17/2042 <sup>(a)</sup> |  | 6465000 | 6124104 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 3.85%, 10/17/2042 <sup>(a)</sup> |  | 8705000 | 8373020 |
| STAR Trust | STAR Trust | STAR Trust | STAR Trust |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 5.80% (1 mo. Term SOFR + 1.65%), 05/17/2039 <sup>(a)</sup> |  | 8181345 | 8210318 |
| &nbsp;&nbsp; Series 2024-SFR4, Class A, 5.90% (1 mo. Term SOFR + 1.75%), 10/17/2041 <sup>(a)</sup> |  | 16393737 | 16455213 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 5.60% (1 mo. Term SOFR + 1.45%), 02/17/2042 <sup>(a)</sup> |  | 6641235 | 6660538 |
|  Thompson Park CLO Ltd., Series 2021-1A, Class A1R, 5.37% (3 mo. Term SOFR + 1.05%), 04/15/2034 <sup>(a)</sup> |  | 11900000 | 11908044 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2025-HE1, Class A1A, 5.71% (30 day avg SOFR US + 1.35%), 07/25/2065 <sup>(a)</sup> |  | 4992993 | 4994067 |
| &nbsp;&nbsp; Series 2025-HE2, Class A1A, 5.69% (30 day avg SOFR US + 1.35%), 09/25/2065 <sup>(a)</sup> |  | 15955000 | 15955160 |
|  Toyota Auto Receivables Owner Trust, Series 2024-A, Class A2B, 4.72% (30 day avg SOFR US + 0.35%), 12/15/2026 |  | 8639 | 8639 |
|  Tricon Residential Trust, Series 2025-SFR1, Class A, 5.25% (1 mo. Term SOFR + 1.10%), 03/17/2042 <sup>(a)</sup> |  | 16007264 | 16037903 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $329,796,685) | **TOTAL ASSET-BACKED SECURITIES** (Cost $329,796,685) | **TOTAL ASSET-BACKED SECURITIES** (Cost $329,796,685) | 332105497 |
| **CORPORATE BONDS - 14.2%** | **CORPORATE BONDS - 14.2%** | **Par** | **Value**  |
| **Airlines - 1.9%** | **Airlines - 1.9%** | **Airlines - 1.9%** | **Airlines - 1.9%** |
|  Air Canada, Pass Through Trust, Series 2020-2, Class A, 5.25%, 04/01/2029 <sup>(a)</sup> |  | 1309889 | 1339398 |
|  Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 4.80%, 08/15/2027 <sup>(a)</sup> |  | 3371685 | 3376404 |
| British Airways, Pass Through Trust | British Airways, Pass Through Trust | British Airways, Pass Through Trust | British Airways, Pass Through Trust |
| &nbsp;&nbsp; Series 2020-1, Class A, 4.25%, 11/15/2032 <sup>(a)</sup> |  | 2014133 | 1963114 |
| &nbsp;&nbsp; Series 2021-1, Class A, 2.90%, 03/15/2035 <sup>(a)</sup> |  | 4267455 | 3872830 |
|  Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 06/10/2028 |  | 10701228 | 10249487 |
| JetBlue, Pass Through Trust | JetBlue, Pass Through Trust | JetBlue, Pass Through Trust | JetBlue, Pass Through Trust |
| &nbsp;&nbsp; Series 2019-1, Class AA, 2.75%, 05/15/2032 |  | 773708 | 685300 |
| &nbsp;&nbsp; Series 2020-1, Class A, 4.00%, 11/15/2032 |  | 3538251 | 3327556 |
| United Airlines, Pass Through Trust | United Airlines, Pass Through Trust | United Airlines, Pass Through Trust | United Airlines, Pass Through Trust |
| &nbsp;&nbsp; Series 2014-1, Class A, 4.00%, 04/11/2026 |  | 2408554 | 2403510 |
| &nbsp;&nbsp; Series 2015-1, Class AA, 3.45%, 12/01/2027 |  | 852883 | 835475 |
| &nbsp;&nbsp; Series 2016-1, Class AA, 3.10%, 07/07/2028 |  | 811912 | 784369 |
| &nbsp;&nbsp; Series 2016-2, Class AA, 2.88%, 10/07/2028 |  | 3323910 | 3165960 |
| &nbsp;&nbsp; Series 2018-1, Class AA, 3.50%, 09/01/2031 |  | 944665 | 906248 |
| &nbsp;&nbsp; Series 2019-1, Class AA, 4.15%, 08/25/2031 |  | 4476744 | 4367822 |
| &nbsp;&nbsp; Series 2019-2, Class AA, 2.70%, 05/01/2032 |  | 206631 | 189459 |
|  |  |  | 37466932 |
| **Auto Manufacturers - 1.8%** | **Auto Manufacturers - 1.8%** | **Auto Manufacturers - 1.8%** | **Auto Manufacturers - 1.8%** |
|  American Honda Finance Corp., 5.20%, 03/05/2035 |  | 4370000 | 4439526 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 6.95%, 03/06/2026 |  | 6950000 | 7005339 |
| &nbsp;&nbsp; 4.27%, 01/09/2027 |  | 2215000 | 2196882 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 5.35%, 07/15/2027 |  | 8930000 | 9091654 |
| &nbsp;&nbsp; 6.00%, 01/09/2028 |  | 7155000 | 7410833 |
|  Volkswagen Group of America Finance LLC, 5.30%, 03/22/2027 <sup>(a)</sup> |  | 6545000 | 6631681 |
|  |  |  | 36775915 |
| **Banks - 3.8%** | **Banks - 3.8%** | **Banks - 3.8%** | **Banks - 3.8%** |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 4.95% to 07/22/2027 then SOFR + 2.04%, 07/22/2028 |  | 2925000 | 2967108 |
| &nbsp;&nbsp; 4.98% to 01/24/2028 then SOFR + 0.83%, 01/24/2029 |  | 8425000 | 8580729 |
| &nbsp;&nbsp; 5.51% to 01/24/2035 then SOFR + 1.31%, 01/24/2036 |  | 2410000 | 2519204 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 |  | 4105000 | 4107219 |
| &nbsp;&nbsp; 5.45% to 06/11/2034 then SOFR + 1.45%, 06/11/2035 |  | 2405000 | 2493932 |
| &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 |  | 10255000 | 10482679 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 5.00% to 07/22/2029 then SOFR + 1.13%, 07/22/2030 |  | 9380000 | 9621473 |
| &nbsp;&nbsp; 5.50% to 01/24/2035 then SOFR + 1.32%, 01/24/2036 |  | 2410000 | 2521365 |
| &nbsp;&nbsp; 5.57% to 04/22/2035 then SOFR + 1.68%, 04/22/2036 |  | 3990000 | 4205559 |
|  Mitsubishi UFJ Financial Group, Inc., 1.54% to 07/20/2026 then 1 yr. CMT Rate + 0.75%, 07/20/2027 |  | 5470000 | 5353005 |
|  US Bancorp, 5.05% to 02/12/2030 then SOFR + 1.06%, 02/12/2031 |  | 8300000 | 8512750 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 4.48% to 04/04/2030 then 3 mo. Term SOFR + 4.03%, 04/04/2031 |  | 4230000 | 4253153 |
| &nbsp;&nbsp; 5.21% to 12/03/2034 then SOFR + 1.38%, 12/03/2035 |  | 2405000 | 2457290 |
| &nbsp;&nbsp; 5.61% to 04/23/2035 then SOFR + 1.74%, 04/23/2036 |  | 8340000 | 8752422 |
|  |  |  | 76827888 |
| **Biotechnology - 0.2%** | **Biotechnology - 0.2%** | **Biotechnology - 0.2%** | **Biotechnology - 0.2%** |
|  Amgen, Inc., 5.15%, 03/02/2028 |  | 3465000 | 3545890 |
| **Capital Markets - 0.7%** | **Capital Markets - 0.7%** | **Capital Markets - 0.7%** | **Capital Markets - 0.7%** |
|  Morgan Stanley, 5.59% to 01/18/2035 then SOFR + 1.42%, 01/18/2036 |  | 2410000 | 2523286 |
|  State Street Corp., 5.15% to 02/28/2035 then SOFR + 1.22%, 02/28/2036 |  | 2425000 | 2480110 |
| The Goldman Sachs Group, Inc. | The Goldman Sachs Group, Inc. | The Goldman Sachs Group, Inc. | The Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 5.21% to 01/28/2030 then SOFR + 1.08%, 01/28/2031 |  | 7010000 | 7236303 |
| &nbsp;&nbsp; 5.54% to 01/28/2035 then SOFR + 1.38%, 01/28/2036 |  | 2410000 | 2515664 |
|  |  |  | 14755363 |
| **Commercial Services - 0.3%** | **Commercial Services - 0.3%** | **Commercial Services - 0.3%** | **Commercial Services - 0.3%** |
|  ERAC USA Finance LLC, 4.60%, 05/01/2028 <sup>(a)</sup> |  | 6410000 | 6492939 |
| **Consumer Finance - 0.4%** | **Consumer Finance - 0.4%** | **Consumer Finance - 0.4%** | **Consumer Finance - 0.4%** |
|  American Express Co., 5.10% to 02/16/2027 then SOFR + 1.00%, 02/16/2028 |  | 6910000 | 7002732 |
| **Diversified Telecommunication Services - 0.4%** | **Diversified Telecommunication Services - 0.4%** | **Diversified Telecommunication Services - 0.4%** | **Diversified Telecommunication Services - 0.4%** |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.55%, 03/21/2031 |  | 3235000 | 2941294 |
| &nbsp;&nbsp; 5.25%, 04/02/2035 |  | 5675000 | 5770986 |
|  |  |  | 8712280 |
| **Electric - 2.3%** | **Electric - 2.3%** | **Electric - 2.3%** | **Electric - 2.3%** |
|  Appalachian Power Co., 2.70%, 04/01/2031 |  | 6185000 | 5636422 |
|  Consolidated Edison Co. of New York, Inc., 3.35%, 04/01/2030 |  | 510000 | 493810 |
|  Duke Energy Florida LLC, 5.88%, 11/15/2033 |  | 3950000 | 4261790 |
|  Duke Energy Indiana LLC, 5.25%, 03/01/2034 |  | 7605000 | 7846483 |
|  Entergy Arkansas LLC, 5.30%, 09/15/2033 |  | 5810000 | 6023412 |
| Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC |
| &nbsp;&nbsp; 2.35%, 06/15/2032 |  | 5485000 | 4820738 |
| &nbsp;&nbsp; 5.35%, 03/15/2034 |  | 11650000 | 12088573 |
|  Public Service Electric and Gas Co., 4.65%, 03/15/2033 |  | 5200000 | 5227337 |
|  |  |  | 46398565 |
| **Electric Utilities - 0.7%** | **Electric Utilities - 0.7%** | **Electric Utilities - 0.7%** | **Electric Utilities - 0.7%** |
|  Duke Energy Corp., 5.00%, 12/08/2027 |  | 3475000 | 3538821 |
|  Virginia Electric and Power Co., 5.15%, 03/15/2035 |  | 3620000 | 3686167 |
|  Wisconsin Power and Light Co., 5.38%, 03/30/2034 |  | 6350000 | 6593842 |
|  |  |  | 13818830 |
| **Ground Transportation - 0.1%** | **Ground Transportation - 0.1%** | **Ground Transportation - 0.1%** | **Ground Transportation - 0.1%** |
|  Union Pacific Corp, 5.10%, 02/20/2035 |  | 2410000 | 2477755 |
| **Health Care Equipment & Supplies - 0.4%** | **Health Care Equipment & Supplies - 0.4%** | **Health Care Equipment & Supplies - 0.4%** | **Health Care Equipment & Supplies - 0.4%** |
|  GE HealthCare Technologies, Inc., 5.86%, 03/15/2030 |  | 6725000 | 7125137 |
| **Hotels, Restaurants & Leisure - 0.1%** | **Hotels, Restaurants & Leisure - 0.1%** | **Hotels, Restaurants & Leisure - 0.1%** | **Hotels, Restaurants & Leisure - 0.1%** |
|  McDonald's Corp., 4.95%, 03/03/2035 |  | 2408000 | 2439684 |
| **Insurance - 0.1%** | **Insurance - 0.1%** | **Insurance - 0.1%** | **Insurance - 0.1%** |
|  Metropolitan Life Global Funding I, 4.30%, 08/25/2029 <sup>(a)</sup> |  | 2720000 | 2729545 |
| **Multi-Utilities - 0.3%** | **Multi-Utilities - 0.3%** | **Multi-Utilities - 0.3%** | **Multi-Utilities - 0.3%** |
|  Dominion Energy, Inc., 3.38%, 04/01/2030 |  | 6090000 | 5849537 |
| **Oil & Gas - 0.1%** | **Oil & Gas - 0.1%** | **Oil & Gas - 0.1%** | **Oil & Gas - 0.1%** |
|  Chevron USA, Inc., 4.98%, 04/15/2035 |  | 2505000 | 2568842 |
| **Oil, Gas & Consumable Fuels - 0.3%** | **Oil, Gas & Consumable Fuels - 0.3%** | **Oil, Gas & Consumable Fuels - 0.3%** | **Oil, Gas & Consumable Fuels - 0.3%** |
|  TransCanada PipeLines Ltd., 4.10%, 04/15/2030 |  | 4851000 | 4780075 |
| **Transportation - 0.3%** | **Transportation - 0.3%** | **Transportation - 0.3%** | **Transportation - 0.3%** |
|  Canadian Pacific Railway Co., 5.20%, 03/30/2035 |  | 5215000 | 5374678 |
| **TOTAL CORPORATE BONDS** (Cost $281,962,613) | **TOTAL CORPORATE BONDS** (Cost $281,962,613) | **TOTAL CORPORATE BONDS** (Cost $281,962,613) | 285142587 |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES - 13.7%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES - 13.7%** | **Par** | **Value**  |
| A&D Mortgage Trust | A&D Mortgage Trust | A&D Mortgage Trust | A&D Mortgage Trust |
| &nbsp;&nbsp; Series 2025-NQM1, Class A1, 5.43%, 03/25/2070 <sup>(a)(b)</sup> |  | 2039955 | 2049763 |
| &nbsp;&nbsp; Series 2025-NQM4, Class A1, 5.23%, 10/25/2070 <sup>(a)(c)</sup> |  | 14575000 | 14585530 |
|  BANK, Series 2021-BN35, Class A2, 1.87%, 06/15/2064 |  | 6280000 | 5936418 |
|  Barclays Mortgage Loan Trust, Series 2023-NQM1, Class A1A, 6.03%, 01/25/2063 <sup>(a)(c)</sup> |  | 1317551 | 1325692 |
|  BBCMS Mortgage Trust, Series 2022-C18, Class A2, 5.50%, 12/15/2055 <sup>(b)</sup> |  | 6553880 | 6660164 |
|  Benchmark Mortgage Trust, Series 2021-B28, Class A2, 1.79%, 08/15/2054 |  | 4111068 | 3895314 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2025-NQM4, Class A1, 5.61%, 02/25/2065 <sup>(a)(c)</sup> |  | 1808584 | 1825285 |
| &nbsp;&nbsp; Series 2025-NQM9, Class A1, 5.04%, 09/25/2065 <sup>(a)(c)</sup> |  | 7305000 | 7304695 |
|  Chase Home Lending Mortgage Trust, Series 2024-8, Class A4A, 5.50%, 08/25/2055 <sup>(a)(b)</sup> |  | 3140129 | 3150638 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| &nbsp;&nbsp; Series 2021-J1, Class A3A, 2.50%, 04/25/2051 <sup>(a)(b)</sup> |  | 2616984 | 2170011 |
| &nbsp;&nbsp; Series 2021-J2, Class A7A, 2.50%, 07/25/2051 <sup>(a)(b)</sup> |  | 1607109 | 1442872 |
|  COLT Mortgage Loan Trust, Series 2025-10, Class A1, 5.09%, 10/25/2070 <sup>(a)(b)</sup> |  | 7285000 | 7288030 |
|  CSMC Trust, Series 2018-J1, Class A2, 3.50%, 02/25/2048 <sup>(a)(b)</sup> |  | 1901591 | 1711294 |
|  DBJPM Mortgage Trust, Series 2020-C9, Class A2, 1.90%, 08/15/2053 |  | 270717 | 270211 |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |
| &nbsp;&nbsp; Series 2021-4, Class A1, 2.50%, 06/01/2051 <sup>(a)(b)</sup> |  | 5064735 | 4207164 |
| &nbsp;&nbsp; Series 2021-8INV, Class A3, 2.50%, 09/25/2051 <sup>(a)(b)</sup> |  | 1377627 | 1139164 |
|  GCAT Trust, Series 2022-INV1, Class A1, 3.00%, 12/25/2051 <sup>(a)(b)</sup> |  | 4520833 | 3917474 |
|  GS Mortgage-Backed Securities Corp. Trust, Series 2022-PJ2, Class A4, 2.50%, 06/25/2052 <sup>(a)(b)</sup> |  | 2818161 | 2339294 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |
| &nbsp;&nbsp; Series 2020-INV1, Class A14, 2.91%, 10/25/2050 <sup>(a)(b)</sup> |  | 3596188 | 3106209 |
| &nbsp;&nbsp; Series 2021-GR2, Class A2, 2.50%, 02/25/2052 <sup>(a)(b)</sup> |  | 2688080 | 2231316 |
| &nbsp;&nbsp; Series 2021-MM1, Class A2, 2.50%, 04/25/2052 <sup>(a)(b)</sup> |  | 10565473 | 8770167 |
| &nbsp;&nbsp; Series 2021-PJ10, Class A2, 2.50%, 03/25/2052 <sup>(a)(b)</sup> |  | 4066375 | 3374189 |
| &nbsp;&nbsp; Series 2021-PJ7, Class A2, 2.50%, 01/25/2052 <sup>(a)(b)</sup> |  | 3626787 | 3005802 |
| &nbsp;&nbsp; Series 2022-LTV2, Class A21, 4.00%, 12/25/2052 <sup>(a)(b)</sup> |  | 3331858 | 3161457 |
| &nbsp;&nbsp; Series 2022-PJ5, Class A4, 2.50%, 10/25/2052 <sup>(a)(b)</sup> |  | 6302730 | 5219939 |
| &nbsp;&nbsp; Series 2023-CCM1, Class A1, 6.65%, 08/25/2053 <sup>(a)(b)</sup> |  | 1544597 | 1549099 |
| &nbsp;&nbsp; Series 2023-PJ5, Class A16, 6.50%, 02/25/2054 <sup>(a)(b)</sup> |  | 3567986 | 3624125 |
| &nbsp;&nbsp; Series 2025-PJ7, Class A5, 5.50%, 12/25/2055 <sup>(a)(b)</sup> |  | 4964739 | 4987110 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2021-1, Class A3, 2.50%, 06/25/2051 <sup>(a)(b)</sup> |  | 1123884 | 934316 |
| &nbsp;&nbsp; Series 2021-12, Class A3, 2.50%, 02/25/2052 <sup>(a)(b)</sup> |  | 724838 | 601672 |
| &nbsp;&nbsp; Series 2021-13, Class A3A, 2.00%, 04/25/2052 <sup>(a)(b)</sup> |  | 3647642 | 2902104 |
| &nbsp;&nbsp; Series 2021-14, Class A3A, 2.00%, 05/25/2052 <sup>(a)(b)</sup> |  | 2823008 | 2251450 |
| &nbsp;&nbsp; Series 2021-3, Class A3, 2.50%, 07/25/2051 <sup>(a)(b)</sup> |  | 3243474 | 2696229 |
| &nbsp;&nbsp; Series 2021-4, Class A3, 2.50%, 08/25/2051 <sup>(a)(b)</sup> |  | 2508673 | 2077690 |
| &nbsp;&nbsp; Series 2021-6, Class A3, 2.50%, 10/25/2051 <sup>(a)(b)</sup> |  | 2742770 | 2280004 |
| &nbsp;&nbsp; Series 2021-8, Class A3, 2.50%, 12/25/2051 <sup>(a)(b)</sup> |  | 2356471 | 1958883 |
| &nbsp;&nbsp; Series 2021-INV4, Class A2, 3.00%, 01/25/2052 <sup>(a)(b)</sup> |  | 5318231 | 4595287 |
| &nbsp;&nbsp; Series 2021-INV6, Class A2, 3.00%, 04/25/2052 <sup>(a)(b)</sup> |  | 5560633 | 4832402 |
| &nbsp;&nbsp; Series 2021-INV8, Class A2, 3.00%, 05/25/2052 <sup>(a)(b)</sup> |  | 5123112 | 4436297 |
| &nbsp;&nbsp; Series 2022-4, Class A2A, 3.00%, 10/25/2052 <sup>(a)(b)</sup> |  | 1878308 | 1622930 |
| &nbsp;&nbsp; Series 2022-6, Class A2, 3.50%, 11/25/2052 <sup>(a)(b)</sup> |  | 2849331 | 2553824 |
| &nbsp;&nbsp; Series 2022-6, Class A3, 3.00%, 11/25/2052 <sup>(a)(b)</sup> |  | 2226416 | 1929274 |
| &nbsp;&nbsp; Series 2022-8, Class A3, 4.00%, 01/25/2053 <sup>(a)(b)</sup> |  | 1765773 | 1634582 |
| &nbsp;&nbsp; Series 2022-INV1, Class A3, 3.00%, 03/25/2052 <sup>(a)(b)</sup> |  | 3387783 | 2935728 |
| &nbsp;&nbsp; Series 2023-6, Class A4, 6.00%, 12/26/2053 <sup>(a)(b)</sup> |  | 5302387 | 5365704 |
| &nbsp;&nbsp; Series 2024-12, Class A4A, 5.50%, 06/25/2055 <sup>(a)(b)</sup> |  | 4526471 | 4534903 |
| &nbsp;&nbsp; Series 2024-3, Class A3, 3.00%, 05/25/2054 <sup>(a)(b)</sup> |  | 7450566 | 6426117 |
| &nbsp;&nbsp; Series 2024-7, Class A3, 3.00%, 04/25/2053 <sup>(a)(b)</sup> |  | 4287086 | 3701633 |
| &nbsp;&nbsp; Series 2024-CCM1, Class A4A, 5.50%, 04/25/2055 <sup>(a)(b)</sup> |  | 913079 | 919035 |
| &nbsp;&nbsp; Series 2025-5MPR, Class A1D, 5.50%, 11/25/2055 <sup>(a)(c)</sup> |  | 9448890 | 9487317 |
| &nbsp;&nbsp; Series 2025-7MPR, Class A1D, 5.32%, 02/25/2056 <sup>(a)(c)</sup> |  | 5961494 | 5965282 |
| &nbsp;&nbsp; Series 2025-NQM2, Class A1, 5.57%, 09/25/2065 <sup>(a)(b)</sup> |  | 6663811 | 6720157 |
| MFRA Trust | MFRA Trust | MFRA Trust | MFRA Trust |
| &nbsp;&nbsp; Series 2025-NQM2, Class A1, 5.68%, 05/27/2070 <sup>(a)(c)</sup> |  | 10550511 | 10640517 |
| &nbsp;&nbsp; Series 2025-NQM4, Class A1, 5.23%, 08/25/2070 <sup>(a)(b)</sup> |  | 17490000 | 17501433 |
|  Morgan Stanley Residential Mortgage Loan Trust, Series 2023-1, Class A1, 4.00%, 02/25/2053 <sup>(a)(b)</sup> |  | 1288717 | 1194252 |
| OBX Trust | OBX Trust | OBX Trust | OBX Trust |
| &nbsp;&nbsp; Series 2021-INV2, Class A3, 2.50%, 10/25/2051 <sup>(a)(b)</sup> |  | 2430375 | 2014241 |
| &nbsp;&nbsp; Series 2021-J2, Class A1, 2.50%, 07/25/2051 <sup>(a)(b)</sup> |  | 6012175 | 4986967 |
| &nbsp;&nbsp; Series 2023-INV1, Class A1, 3.00%, 01/25/2052 <sup>(a)(b)</sup> |  | 4554237 | 3932302 |
|  PRMI Securitization Trust, Series 2021-1, Class A3, 2.50%, 04/25/2051 <sup>(a)(b)</sup> |  | 3520116 | 3134956 |
|  PSMC Trust, Series 2021-2, Class A3, 2.50%, 05/25/2051 <sup>(a)(b)</sup> |  | 3104700 | 2808154 |
| Rate Mortgage Trust | Rate Mortgage Trust | Rate Mortgage Trust | Rate Mortgage Trust |
| &nbsp;&nbsp; Series 2021-J3, Class A1, 2.50%, 10/25/2051 <sup>(a)(b)</sup> |  | 3575033 | 2960853 |
| &nbsp;&nbsp; Series 2021-J4, Class A1, 2.50%, 11/25/2051 <sup>(a)(b)</sup> |  | 4120298 | 3412443 |
|  RIDE Trust, Series 2025-SHRE, Class A, 5.62%, 02/14/2047 <sup>(a)(b)</sup> |  | 4510000 | 4633033 |
|  ROCK Trust, Series 2024-CNTR, Class A, 5.39%, 11/13/2041 <sup>(a)</sup> |  | 5365000 | 5527644 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |
| &nbsp;&nbsp; Series 2021-3, Class A1, 2.50%, 05/25/2051 <sup>(a)(b)</sup> |  | 5304132 | 4402843 |
| &nbsp;&nbsp; Series 2021-4, Class A1, 2.50%, 06/25/2051 <sup>(a)(b)</sup> |  | 5020447 | 4167363 |
| &nbsp;&nbsp; Series 2021-6, Class A1, 2.50%, 10/25/2051 <sup>(a)(b)</sup> |  | 2391986 | 1985535 |
| &nbsp;&nbsp; Series 2021-9, Class A1, 2.50%, 01/25/2052 <sup>(a)(b)</sup> |  | 1090804 | 905453 |
|  Towd Point Mortgage Trust, Series 2015-5, Class M2, 3.50%, 05/25/2055 <sup>(a)(b)</sup> |  | 1332418 | 1325573 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2021-RR1, Class A1, 2.50%, 12/25/2050 <sup>(a)(b)</sup> |  | 8509971 | 7085214 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $275,627,961) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $275,627,961) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $275,627,961) | 276230022 |
| **AGENCY MORTGAGE-BACKED SECURITIES - 11.9%** | **AGENCY MORTGAGE-BACKED SECURITIES - 11.9%** | **Par** | **Value**  |
| Fannie Mae REMIC | Fannie Mae REMIC | Fannie Mae REMIC | Fannie Mae REMIC |
| &nbsp;&nbsp; Series 2024-103, Class FD, 5.51% (30 day avg SOFR US + 1.15%), 01/25/2055 |  | 17835815 | 17903418 |
| &nbsp;&nbsp; Series 2024-70, Class FB, 5.46% (30 day avg SOFR US + 1.10%), 10/25/2054 |  | 20165266 | 20140263 |
| &nbsp;&nbsp; Series 2024-79, Class FA, 5.46% (30 day avg SOFR US + 1.10%), 11/25/2054 |  | 3513966 | 3512529 |
| &nbsp;&nbsp; Series 2024-90, Class B, 5.00%, 07/25/2051 |  | 3982784 | 3997558 |
| &nbsp;&nbsp; Series 2025-15, Class DF, 5.26% (30 day avg SOFR US + 0.90%), 04/25/2055 |  | 18409706 | 18449263 |
| &nbsp;&nbsp; Series 2025-46, Class FG, 5.56% (30 day avg SOFR US + 1.20%), 06/25/2055 |  | 6714891 | 6726512 |
| &nbsp;&nbsp; Series 2025-55, Class FG, 5.46% (30 day avg SOFR US + 1.10%), 07/25/2055 |  | 21960554 | 22003197 |
| &nbsp;&nbsp; Series 2025-85, Class D, 4.50%, 07/25/2052 |  | 4250000 | 4236512 |
| &nbsp;&nbsp; Series 2025-9, Class FG, 5.71% (30 day avg SOFR US + 1.35%), 03/25/2055 |  | 10045775 | 10108216 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series 5389, Class FB, 5.63% (30 day avg SOFR US + 1.27%), 03/25/2054 |  | 2089797 | 2097863 |
| &nbsp;&nbsp; Series 5397, Class FA, 5.31% (30 day avg SOFR US + 0.95%), 04/25/2054 |  | 8363909 | 8398447 |
| &nbsp;&nbsp; Series 5440, Class WF, 5.51% (30 day avg SOFR US + 1.15%), 08/25/2054 |  | 17688202 | 17755279 |
| &nbsp;&nbsp; Series 5460, Class FH, 5.46% (30 day avg SOFR US + 1.10%), 10/25/2054 |  | 7174465 | 7167367 |
| &nbsp;&nbsp; Series 5470, Class FA, 5.46% (30 day avg SOFR US + 1.10%), 11/25/2054 |  | 2555105 | 2551233 |
| &nbsp;&nbsp; Series 5491, Class FA, 5.66% (30 day avg SOFR US + 1.30%), 01/25/2055 |  | 14753444 | 14769238 |
| &nbsp;&nbsp; Series 5494, Class FB, 5.46% (30 day avg SOFR US + 1.10%), 01/25/2055 |  | 10063324 | 10046542 |
| &nbsp;&nbsp; Series 5499, Class BF, 5.26% (30 day avg SOFR US + 0.90%), 02/25/2055 |  | 3317806 | 3308408 |
| &nbsp;&nbsp; Series 5499, Class CF, 5.36% (30 day avg SOFR US + 1.00%), 02/25/2055 |  | 2514851 | 2511275 |
| &nbsp;&nbsp; Series 5503, Class FB, 5.71% (30 day avg SOFR US + 1.35%), 02/25/2055 |  | 3695929 | 3719152 |
| &nbsp;&nbsp; Series 5513, Class KF, 5.21% (30 day avg SOFR US + 0.85%), 11/25/2054 |  | 4404317 | 4407778 |
| &nbsp;&nbsp; Series 5557, Class FE, 5.71% (30 day avg SOFR US + 1.35%), 07/25/2055 |  | 15160153 | 15254425 |
| &nbsp;&nbsp; Series 5563, Class FA, 5.71% (30 day avg SOFR US + 1.35%), 08/25/2055 |  | 16244988 | 16346574 |
| &nbsp;&nbsp; Series 5563, Class FB, 5.31% (30 day avg SOFR US + 0.95%), 06/25/2055 |  | 13498840 | 13543927 |
| &nbsp;&nbsp; Series 5563, Class GF, 5.41% (30 day avg SOFR US + 1.05%), 08/25/2055 |  | 10547405 | 10551897 |
| **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $238,562,629) | **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $238,562,629) | **TOTAL AGENCY MORTGAGE-BACKED SECURITIES** (Cost $238,562,629) | 239506873 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 5.8%** | **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 5.8%** | **Par** | **Value**  |
|  Brazil Letras do Tesouro Nacional, 14.30%, 01/01/2026 <sup>(d)</sup> | BRL | 319435000 | 57954592 |
|  Secretaria Tesouro Nacional, 10.00%, 01/01/2031 | BRL | 349035000 | 59033204 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $108,543,921) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $108,543,921) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $108,543,921) | 116987796 |
| **MEDIUM-TERM NOTES - 1.3%** | **MEDIUM-TERM NOTES - 1.3%** | **Par** | **Value**  |
| BNP Paribas Issuance BV | BNP Paribas Issuance BV | BNP Paribas Issuance BV | BNP Paribas Issuance BV |
| &nbsp;&nbsp; 10/15/2025 <sup>(a)(e)</sup> |  | 1803000 | 2197496 |
| &nbsp;&nbsp; 11/14/2025 <sup>(a)(e)</sup> |  | 2105000 | 2345602 |
| &nbsp;&nbsp; 12/30/2025 <sup>(a) (f)</sup> | EUR | 2034000 | 2438651 |
| Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. | Citigroup Global Markets Holdings, Inc. |
| &nbsp;&nbsp; 10/15/2025 <sup>(g)</sup> | GBP | 1301000 | 1694056 |
| &nbsp;&nbsp; 11/13/2025 <sup>(g)</sup> | GBP | 1750000 | 2731417 |
| &nbsp;&nbsp; 11/17/2025 <sup>(h)</sup> |  | 2045000 | 2285492 |
| &nbsp;&nbsp; 11/17/2025 <sup>(i)</sup> |  | 2045000 | 2119111 |
| &nbsp;&nbsp; 12/19/2025 <sup>(a)(j)</sup> |  | 646000 | 570857 |
| &nbsp;&nbsp; 12/29/2025 <sup>(a)(j)</sup> |  | 640000 | 446573 |
| &nbsp;&nbsp; 12/30/2025 <sup>(k)</sup> |  | 2501000 | 2599865 |
| Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. | Nomura International Funding Pte Ltd. |
| &nbsp;&nbsp; 11/04/2025 <sup>(a)(l)</sup> |  | 1616000 | 1985983 |
| &nbsp;&nbsp; 11/04/2025 <sup>(a)(m)</sup> |  | 1888000 | 1611238 |
| &nbsp;&nbsp; 12/31/2025 <sup>(a)(n)</sup> | EUR | 1879000 | 2206046 |
| **TOTAL MEDIUM-TERM NOTES** (Cost $24,008,036) | **TOTAL MEDIUM-TERM NOTES** (Cost $24,008,036) | **TOTAL MEDIUM-TERM NOTES** (Cost $24,008,036) | 25232387 |
| **TOTAL INVESTMENTS - 96.4% (**Cost $1,918,453,560**)** | **TOTAL INVESTMENTS - 96.4% (**Cost $1,918,453,560**)** | **TOTAL INVESTMENTS - 96.4% (**Cost $1,918,453,560**)** | 1939737774 |
| Other Assets in Excess of Liabilities - 3.6% | Other Assets in Excess of Liabilities - 3.6% | Other Assets in Excess of Liabilities - 3.6% | 73020257 |
| **TOTAL NET ASSETS - 100.0%** |  |  | $2012758031 |
| two | two | two | –% |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LLC - Limited Liability Company |
| REMIC - Real Estate Mortgage Investment Conduit |
| SOFR - Secured Overnight Financing Rate |
| BRL - Brazilian Real |
| EUR - Euro |
| GBP - British Pound |

---

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

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

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

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

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

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

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

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

(i) This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal
 amount, depending on the performance of the synthetic 2Y2Y SOFR CMS 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 each of the S&P 500 Index and the ICE IBA - USD SOFR ICE Swap Rate 5Y (each, an "underlying") from its initial underlying value to its final underlying value.

(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 SOFR CMS7 from its initial underlying value to its final underlying value.

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

(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 each of the 4Y USD Swap Reference Rate and the 2Y USD Swap Reference Rate (each, an "underlying") from its initial underlying value to its final underlying value.

(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 7Y EUR CMS from its initial underlying value to its final underlying value.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** | **Schedule of Futures Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional** | **Value & Unrealized Appreciation (Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BOBL | 874 | 12/08/2025 | $121292099 | $(404585) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | 1966 | 12/08/2025 | 297760502 | (996639) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | 2206 | 12/19/2025 | 248870838 | (695838) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | 2657 | 12/31/2025 | 554429559 | (714910) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | 31 | 12/19/2025 | 3529229 | 85178 |
|  |  |  |  | $(2726794) |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional** | **Value & Unrealized Appreciation (Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (2378) | 12/08/2025 | $299051581 | $374222 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Notes | (5516) | 12/31/2025 | 604497032 | 2175686 |
|  |  |  |  | $2549908 |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $(176886) |

---

There is $36,619 of variation margin due from the Fund to the broker as of the date of this report.

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** | **Schedule of Forward Currency Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Barclays Capital, Inc. | 11/03/2025 | AUD | 60533000 | USD | 39396121 | $678795 |
| Barclays Capital, Inc. | 10/27/2025 | INR | 5921726473 | USD | 68206939 | (1614122) |
| Barclays Capital, Inc. | 11/13/2025 | USD | 2364731 | GBP | 1750000 | 10752 |
| Goldman Sachs | 10/02/2025 | BRL | 251301789 | USD | 47249612 | (55585) |
| Goldman Sachs | 12/03/2025 | CAD | 51185262 | USD | 37254229 | (363058) |
| Goldman Sachs | 10/27/2025 | INR | 711570850 | USD | 8175000 | (173025) |
| Goldman Sachs | 10/02/2025 | USD | 44610049 | BRL | 251301789 | (2583978) |
| Goldman Sachs | 01/05/2026 | USD | 51246571 | BRL | 296220556 | (3125439) |
| Goldman Sachs | 10/15/2025 | USD | 1758837 | GBP | 1301000 | 8958 |
| J.P. Morgan Securities, Inc. | 10/02/2025 | BRL | 251301789 | USD | 47060260 | 133767 |
| J.P. Morgan Securities, Inc. | 10/02/2025 | USD | 47249612 | BRL | 251301789 | 55585 |
| J.P. Morgan Securities, Inc. | 12/02/2025 | USD | 53387357 | BRL | 290206572 | (323319) |
| J.P. Morgan Securities, Inc. | 11/28/2025 | USD | 56035888 | CHF | 44461675 | (212108) |
| J.P. Morgan Securities, Inc. | 10/30/2025 | USD | 78218251 | CNY | 557395396 | (239366) |
| J.P. Morgan Securities, Inc. | 12/30/2025 | USD | 2386502 | EUR | 2034000 | (14238) |
| J.P. Morgan Securities, Inc. | 12/31/2025 | USD | 2216950 | EUR | 1879000 | (949) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $(7817330) |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc<br> CNY – Chinese Yuan Renminbi | CHF - Swiss Franc<br> CNY – Chinese Yuan Renminbi | CHF - Swiss Franc<br> CNY – Chinese Yuan Renminbi | CHF - Swiss Franc<br> CNY – Chinese Yuan Renminbi | CHF - Swiss Franc<br> CNY – Chinese Yuan Renminbi | CHF - Swiss Franc<br> CNY – Chinese Yuan Renminbi | CHF - Swiss Franc<br> CNY – Chinese Yuan Renminbi |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |

---

------

---

| |
|:---|
| **Carillon Reams Unconstrained Bond Fund**<br> **Schedule of Interest Rate Swap Contracts** |
| **September 30, 2025 (Unaudited)**<br> ****  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Pay/ Receive**<br> **Floating Rate** | **Floating Rate Index** | **Central Clearing**<br> **Party** | **Financing**<br> **Rate** | **Payment** <br> **Frequency** | **Terminatio**<br> **n Date** | **Notional Amount** | **Notional Amount** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| Receive | Euro Short-Term Rate<br> Volume Weighted Trimmed Mean | LCH Ltd. | 2.34% | Annually | 12/24/2034 | EUR | 267100000 | $5888452 |
| **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** | **Total Unrealized Appreciation (Depreciation)** |  |  |  |  | $5888452 |

---

EUR – Euro

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** | **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** | **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** | **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** | **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** | **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** | **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** | **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** | **Schedule of Credit Default Swap Contracts**<br> **Buy Protection** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Reference Obligation \*** | **Financing Rate**<br> **Received (Paid)** | **Payment**<br> **Frequency** | **Rating of**<br> **Reference Entity** | **Maturity**<br> **Date** | **Notional** <br> **Amount (b)** | **Value (c)** | **Premiums Paid<br> (Received)** | **Net Unrealized**<br> **Appreciation**<br> (Depreciation) |
| **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** | **Buy Protection:** |
| iTraxx Australia Series 44 Version 1 Index | 1.00% | Quarterly | Baa2/BBB | 12/20/2030 | $97210000 | $(1566043) | $(1508721) | $(57322) |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** | **Carillon Reams Unconstrained Bond Fund** |
| **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** | **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** | **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** | **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** | **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** | **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** | **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** | **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** | **Schedule of Credit Default Swap Contracts**<br> **Sell Protection** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Reference Obligation \*** | **Financing Rate** <br> **Received (Paid)** | **Payment**<br> **Frequency** | **Rating of** <br> **Reference Entity** | **Maturity**<br> **Date** | **Notional**<br> **Amount (b)** | **Value (c)** | **Premiums Paid**<br> (Received) | **Net Unrealized**<br> **Appreciation** <br> (Depreciation) |
| **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** | **Sell Protection (a):** |
| CDX North American Investment Grade Index Series 45 | (1.00%) | Quarterly | Baa2/BBB | 12/20/2030 | $97210000 | $2193922 | $2161108 | $32814 |
| CDX North American High Yield Index Series 45 | (5.00%) | Quarterly | B2/B | 12/20/2030 | 181860000 | 13860803 | 13897694 | (36891) |
|  | 0.000% |  |  |  |  | $16054725 | $16058802 | $(4077) |
| \* 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 $228,717 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report.

------

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<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 | $– | $664532612 | $– | $664532612 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 332105497 | – | 332105497 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 285142587 | – | 285142587 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Commercial Mortgage-Backed Securities | – | 276230022 | – | 276230022 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Mortgage-Backed Securities | – | 239506873 | – | 239506873 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Debt Obligations | – | 116987796 | – | 116987796 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Medium-Term Notes | – | 25232387 | – | 25232387 |
| Total Investments | $– | $1939737774 | $– | $1939737774 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $2635086 | $– | $– | $2635086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | – | 887857 | – | 887857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* | – | 5888452 | – | 5888452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps | – | 16054725 | – | 16054725 |
| Total Other Financial Instruments | $2635086 | $22831034 | $– | $25466120 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | $– | $(8705187) | $– | $(8705187) |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | (2811972) | – | – | (2811972) |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps | – | (1566043) | – | (1566043) |
| Total Other Financial Instruments | $(2811972) | $(10271230) | $– | $(13083202) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** St. Petersburg

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33716

  - **Telephone number:** 7275671000

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2365352569.04

**Total Liabilities:** $354803445.05

**Net Assets:** $2010549123.99

**Delayed Delivery Securities:** $335949304.49

**Cash Not Reported:** $65298803.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 269686.820000000000 | **1-Year:** 45636.260000000000 | **5-Year:** 235068.890000000000 | **10-Year:** 372025.930000000000 | **30-Year:** 261634.400000000000

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

- **3-Month:** 1370.820000000000 | **1-Year:** 8223.580000000000 | **5-Year:** 29843.470000000000 | **10-Year:** 1140.030000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193399 | 0.05%                | 0.90%                | 1.14%                |
| Class ID C000193400 | 0.00%                | 0.92%                | 1.01%                |
| Class ID C000193401 | 0.08%                | 0.92%                | 1.16%                |
| Class ID C000193404 | 0.01%                | 1.01%                | 1.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2219349.39              | $-15568489.47                              |
| Month 2  | $-38020.80               | $15934411.96                               |
| Month 3  | $7414128.88              | $6028836.63                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 42 Ltd                 | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   7260000 | PA      | $7260079.86   | 0.36%             | 2036-07-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UEC6<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |   1616000 | PA      | $1985983.20   | 0.10%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                     | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11900000 | PA      | $11908044.40  | 0.59%             | 2034-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2015-5                          | CUSIP: 89171VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332418 | PA      | $1325573.24   | 0.07%             | 2055-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-HE1                        | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-MBS          | CORP              | US        |   4992993 | PA      | $4994067.39   | 0.25%             | 2065-07-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-HE2                        | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-MBS          | CORP              | US        |  15955000 | PA      | $15955159.55  | 0.79%             | 2065-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-A Owner Trust                | CUSIP: 89238DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8639 | PA      | $8638.99      | 0.00%             | 2026-12-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4851000 | PA      | $4780075.03   | 0.24%             | 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        |  16007264 | PA      | $16037903.44  | 0.80%             | 2042-03-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP             | Union Pacific Corp                                        | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2477754.50   | 0.12%             | 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        |    944665 | PA      | $906248.26    | 0.05%             | 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        |   4476744 | PA      | $4367822.06   | 0.22%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT       | United Airlines 2016-1 Class AA Pass Through Trust        | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    811912 | PA      | $784368.48    | 0.04%             | 2028-07-07      | Fixed         | 3.10%                 | 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        |   3323910 | PA      | $3165960.47   | 0.16%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT       | United Airlines 2019-2 Class AA Pass Through Trust        | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206631 | PA      | $189458.86    | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT       | United Airlines 2015-1 Class AA Pass Through Trust        | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    852883 | PA      | $835474.59    | 0.04%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT        | United Airlines 2014-1 Class A Pass Through Trust         | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2408554 | PA      | $2403509.80   | 0.12%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8512750.50   | 0.42%             | 2031-02-12      | Variable      | 5.05%                 | 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        |  44774144 | PA      | $43707259.93  | 2.17%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42420000 | PA      | $42565818.75  | 2.12%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -5516 | NC      | $2175686.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2657 | NC      | $-714909.69   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UEB8<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |   1879000 | PA      | $2181779.86   | 0.11%             | 2025-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        31 | NC      | $85177.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR Trust                     | AMSR 2024-SFR2 Trust                                      | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1409567.63   | 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        |   3790000 | PA      | $3734641.37   | 0.19%             | 2030-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO           | Appalachian Power Co                                      | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   6185000 | PA      | $5636422.54   | 0.28%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES XLIV CLO Ltd                                         | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9865000 | PA      | $9882451.19   | 0.49%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  10460000 | PA      | $10748477.39  | 0.53%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                  | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   9870000 | PA      | $9836357.12   | 0.49%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C18                             | CUSIP: 054975AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6553880 | PA      | $6660164.07   | 0.33%             | 2055-12-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2021-1 Ltd                        | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   5995000 | PA      | $5995869.28   | 0.30%             | 2034-04-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                      | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2967108.50   | 0.15%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                      | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8425000 | PA      | $8580728.71   | 0.43%             | 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        |   2410000 | PA      | $2519203.63   | 0.13%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                           | CUSIP: 06540CAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6280000 | PA      | $5936418.06   | 0.30%             | 2064-06-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2023-NQM1                    | CUSIP: 066940AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1317551 | PA      | $1325691.67   | 0.07%             | 2063-01-25      | Variable      | 6.03%                 | 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        |   3596188 | PA      | $3106209.12   | 0.15%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ7              | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3626787 | PA      | $3005801.60   | 0.15%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-GR2              | CUSIP: 36262JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2688080 | PA      | $2231315.66   | 0.11%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ10             | CUSIP: 36262PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4066375 | PA      | $3374188.56   | 0.17%             | 2052-03-25      | 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        |  10565473 | PA      | $8770166.50   | 0.44%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2022-PJ2         | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2818161 | PA      | $2339293.60   | 0.12%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2023-PJ5              | CUSIP: 36268ABB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3567986 | PA      | $3624125.27   | 0.18%             | 2054-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-LTV2             | CUSIP: 36268SCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3331858 | PA      | $3161457.31   | 0.16%             | 2052-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-PJ7              | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4964738 | PA      | $4987110.11   | 0.25%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2023-CCM1             | CUSIP: 362918AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1544597 | PA      | $1549099.02   | 0.08%             | 2053-08-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ5              | CUSIP: 362925AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6302730 | PA      | $5219939.50   | 0.26%             | 2052-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7010000 | PA      | $7236303.55   | 0.36%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2515664.35   | 0.13%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                           | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  11949000 | PA      | $12487168.62  | 0.62%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                           | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  10530000 | PA      | $10622489.20  | 0.53%             | 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        |   8625000 | PA      | $8742287.06   | 0.43%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LLC                           | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  12545000 | PA      | $12732058.50  | 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        |   8250000 | PA      | $8430549.60   | 0.42%             | 2031-12-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-1 Trust                     | CUSIP: 437300AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5069152 | PA      | $4584695.87   | 0.23%             | 2041-09-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-3 Trust                     | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13096435 | PA      | $12163510.16  | 0.60%             | 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        |  15185512 | PA      | $14749238.38  | 0.73%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust          | Huntington Auto Trust 2024-1                              | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575529 | PA      | $575750.29    | 0.03%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust         | Invitation Homes 2024-SFR1 Trust                          | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1098119 | PA      | $1076052.09   | 0.05%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA        | JetBlue 2019-1 Class AA Pass Through Trust                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773708 | PA      | $685299.56    | 0.03%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA INTL FUNDING PTE        | Nomura International Funding Pte Ltd                      | CUSIP: 65539UED4<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | SN               | CORP              | SG        |   1888000 | PA      | $1611238.08   | 0.08%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-J2 Trust                                         | CUSIP: 670861AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6012175 | PA      | $4986967.04   | 0.25%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-INV2 Trust                                       | CUSIP: 67114KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2430375 | PA      | $2014241.03   | 0.10%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-INV1                                             | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4554237 | PA      | $3932301.52   | 0.20%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust      | PRMI Securitization Trust 2021-1                          | CUSIP: 69359DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3520116 | PA      | $3134955.79   | 0.16%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                     | PSMC 2021-2 Trust                                         | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3104700 | PA      | $2808154.37   | 0.14%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi | Park Avenue Institutional Advisers CLO Ltd 2017-1         | CUSIP: 70017KAL3<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   5950000 | PA      | $5962364.10   | 0.30%             | 2034-02-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR7 Trust                      | CUSIP: 74333PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4758748 | PA      | $4440273.79   | 0.22%             | 2040-08-17      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR9 Trust                      | CUSIP: 74333QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8540500 | PA      | $7995356.67   | 0.40%             | 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        |   4695792 | PA      | $4596607.46   | 0.23%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR3                            | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4663744 | PA      | $4628482.80   | 0.23%             | 2026-05-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR3 Trust                      | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6465000 | PA      | $6124103.78   | 0.30%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR5 Trust                      | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8705000 | PA      | $8373020.03   | 0.42%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC        | Public Service Electric and Gas Co                        | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5227337.08   | 0.26%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                     | ROCK Trust 2024-CNTR                                      | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5365000 | PA      | $5527644.27   | 0.27%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | Rate Mortgage Trust 2021-J3                               | CUSIP: 75409TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3575033 | PA      | $2960853.34   | 0.15%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | Rate Mortgage Trust 2021-J4                               | CUSIP: 75410JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4120298 | PA      | $3412443.38   | 0.17%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                 | RIDE 2025-SHRE                                            | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4510000 | PA      | $4633033.25   | 0.23%             | 2047-02-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust           | STAR 2022-SFR3 Trust                                      | CUSIP: 78474PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8181345 | PA      | $8210318.08   | 0.41%             | 2039-05-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-9                             | CUSIP: 81748CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090804 | PA      | $905452.58    | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-3                             | CUSIP: 81748VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5304132 | PA      | $4402843.49   | 0.22%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-4                             | CUSIP: 81748WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5020447 | PA      | $4167362.59   | 0.21%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2021-6                             | CUSIP: 81748YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2391986 | PA      | $1985534.81   | 0.10%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust           | STAR 2024-SFR4 Trust                                      | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16393737 | PA      | $16455213.05  | 0.82%             | 2041-10-17      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust           | STAR 2025-SFR5 Trust                                      | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6641235 | PA      | $6660537.74   | 0.33%             | 2042-02-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                         | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2480109.60   | 0.12%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21125000 | PA      | $19638823.30  | 0.98%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36735000 | PA      | $36304511.72  | 1.81%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 195660000 | PA      | $198258609.38 | 9.86%             | 2032-03-31      | Fixed         | 4.12%                 | 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        | 349035000 | PA      | $59033203.71  | 2.94%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     -2378 | NC      | $374222.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251015                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8958.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: YM2794555<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |   1803000 | PA      | $2197496.40   | 0.11%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2018-J1 Trust                                        | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1901591 | PA      | $1711294.25   | 0.09%             | 2048-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-10 Mortgage Loan Trust                          | CUSIP: 12675XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7285000 | PA      | $7288029.83   | 0.36%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2493931.97   | 0.12%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4107219.08   | 0.20%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                             | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10255000 | PA      | $10482679.36  | 0.52%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                     | CUSIP: 17329EAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2616984 | PA      | $2170011.35   | 0.11%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2021-J2                     | CUSIP: 17329MCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1607109 | PA      | $1442871.94   | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus | Citizens Auto Receivables Trust 2024-2                    | CUSIP: 17331XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341868 | PA      | $341931.13    | 0.02%             | 2026-11-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC        | Consolidated Edison Co of New York Inc                    | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    510000 | PA      | $493810.12    | 0.02%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | Corevest American Finance 2020-4 Trust                    | CUSIP: 21873AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228104 | PA      | $227171.91    | 0.01%             | 2052-12-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270717 | PA      | $270210.90    | 0.01%             | 2053-08-15      | Fixed         | 1.90%                 | 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        |  10701228 | PA      | $10249486.96  | 0.51%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                       | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $5849536.84   | 0.29%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 86 CLO Ltd                                         | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $9774345.75   | 0.49%             | 2034-07-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                          | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3538821.54   | 0.18%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC        | Duke Energy Indiana LLC                                   | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   7605000 | PA      | $7846482.55   | 0.39%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC        | Duke Energy Florida LLC                                   | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $4261790.25   | 0.21%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                      | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $6492939.31   | 0.32%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                     | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   5485000 | PA      | $4820737.98   | 0.24%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC          | Entergy Louisiana LLC                                     | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  11650000 | PA      | $12088573.22  | 0.60%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC           | Entergy Arkansas LLC                                      | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $6023411.58   | 0.30%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BS6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20165266 | PA      | $20140262.99  | 1.00%             | 2054-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BTLY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3513966 | PA      | $3512529.14   | 0.17%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BTYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3982784 | PA      | $3997558.28   | 0.20%             | 2051-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BUPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17835815 | PA      | $17903417.93  | 0.89%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BV6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6714891 | PA      | $6726512.26   | 0.33%             | 2055-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10045775 | PA      | $10108215.73  | 0.50%             | 2055-03-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BVQP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18409706 | PA      | $18449262.58  | 0.92%             | 2055-04-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BWSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21960554 | PA      | $22003197.06  | 1.09%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                         | CUSIP: 3136BXSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4250000 | PA      | $4236511.90   | 0.21%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-4                            | CUSIP: 33852FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5064735 | PA      | $4207164.29   | 0.21%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2021-8INV                         | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1377627 | PA      | $1139164.24   | 0.06%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                     | AMSR 2023-SFR2 Trust                                      | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865000 | PA      | $854633.58    | 0.04%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2025-NQM1                              | CUSIP: 00250DAC2<br>LEI: 984500CE0D9FE0NM4277 | Long             | ABS-MBS          | CORP              | US        |   2039955 | PA      | $2049763.21   | 0.10%             | 2070-03-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2025-NQM4                              | CUSIP: 002941AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14575000 | PA      | $14585530.44  | 0.73%             | 2070-10-25      | Variable      | 5.22%                 | 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        |   1309889 | PA      | $1339398.23   | 0.07%             | 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        |   3371685 | PA      | $3376403.95   | 0.17%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6910000 | PA      | $7002731.72   | 0.35%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE         | American Honda Finance Corp                               | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4439525.69   | 0.22%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                 | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3545890.25   | 0.18%             | 2028-03-02      | Fixed         | 5.15%                 | 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        |   2356471 | PA      | $1958882.51   | 0.10%             | 2051-12-25      | Variable      | 2.50%                 | 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        |   4287086 | PA      | $3701632.78   | 0.18%             | 2053-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-INV1                        | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3387783 | PA      | $2935727.79   | 0.15%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-INV4                        | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5318231 | PA      | $4595286.70   | 0.23%             | 2052-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-INV6                        | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5560633 | PA      | $4832401.62   | 0.24%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-12                          | CUSIP: 46658TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4526471 | PA      | $4534903.18   | 0.23%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                 | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6663811 | PA      | $6720157.44   | 0.33%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-HE1                  | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4735685 | PA      | $4732191.70   | 0.24%             | 2055-07-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                       | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9380000 | PA      | $9621472.72   | 0.48%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                       | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2521364.65   | 0.13%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                       | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $4205558.75   | 0.21%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2025-NQM2 Trust                                       | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |  10550511 | PA      | $10640517.20  | 0.53%             | 2070-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2025-NQM4 Trust                                       | CUSIP: 55287RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17490000 | PA      | $17501433.21  | 0.87%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                | McDonald's Corp                                           | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2439683.74   | 0.12%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust | Mercedes-Benz Auto Lease Trust 2024-B                     | CUSIP: 58769GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574563 | PA      | $574760.57    | 0.03%             | 2026-12-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2024-1               | CUSIP: 587918AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51365 | PA      | $51367.54     | 0.00%             | 2027-05-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                        | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2729545.24   | 0.14%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5470000 | PA      | $5353005.40   | 0.27%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                            | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2523285.76   | 0.13%             | 2036-01-18      | Variable      | 5.59%                 | 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        |   1288717 | PA      | $1194251.60   | 0.06%             | 2053-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251103                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $678794.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL         | Brazil Letras do Tesouro Nacional                         | CUSIP: BX5046434<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 319435000 | PA      | $57954592.48  | 2.88%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260105                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3125439.25  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251002                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2583978.03  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251002                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $133766.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251202                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-323319.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251203                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-363057.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX45IG CDS (SELL PROTECTION)                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $2204722.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CDX.NA.HY.45 12/20/2030 (SELL PROTECTION)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $14062870.08  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                  | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2196882.34   | 0.11%             | 2027-01-09      | Fixed         | 4.27%                 | 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        |   1123884 | PA      | $934316.02    | 0.05%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-3                           | CUSIP: 46592KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3243474 | PA      | $2696228.55   | 0.13%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-12                          | CUSIP: 46592WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724838 | PA      | $601671.80    | 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        |   3647642 | PA      | $2902104.41   | 0.14%             | 2052-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust                                  | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9448890 | PA      | $9487316.92   | 0.47%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2025-HE2                       | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-MBS          | CORP              | US        |   4867721 | PA      | $4871573.11   | 0.24%             | 2055-11-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-6                         | CUSIP: 465989AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5302387 | PA      | $5365703.80   | 0.27%             | 2053-12-26      | Variable      | 6.00%                 | 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        |   2508673 | PA      | $2077690.29   | 0.10%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-6                           | CUSIP: 46653PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2742770 | PA      | $2280004.34   | 0.11%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-14                        | CUSIP: 46653QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2823008 | PA      | $2251449.54   | 0.11%             | 2052-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-INV8                      | CUSIP: 46654RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5123112 | PA      | $4436297.50   | 0.22%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-4                         | CUSIP: 46655GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1878308 | PA      | $1622929.71   | 0.08%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-6                         | CUSIP: 46655KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2849331 | PA      | $2553823.67   | 0.13%             | 2052-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-6                         | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2226416 | PA      | $1929274.32   | 0.10%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-8                         | CUSIP: 46655VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765773 | PA      | $1634581.69   | 0.08%             | 2053-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP           | JetBlue 2020-1 Class A Pass Through Trust                 | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3538251 | PA      | $3327555.99   | 0.17%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251230                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14237.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251113                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10751.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251027                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1787146.89  | -0.09%            |  |  |  | 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        |   5961494 | PA      | $5965282.36   | 0.30%             | 2056-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       874 | NC      | $-404584.78   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      1966 | NC      | $-996639.08   | -0.05%            |  |  |  | No            |                  1 | 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        |   7450566 | PA      | $6426117.13   | 0.32%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-CCM1                        | CUSIP: 46658NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913079 | PA      | $919035.26    | 0.05%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | IRS PAY FIXED 2.341% 12/24/2034                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5888451.95   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MARKIT ITRX AUD 06/20/2030 (BUY PROTECTION)               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $-1576843.41  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2206 | NC      | $-695838.58   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: YM2436793<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1301000 | PA      | $1694055.80   | 0.08%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251128                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-212107.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNY/USD FWD 20251030                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-239366.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: YL2062583<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   1750000 | PA      | $2731416.85   | 0.14%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Barings Loan Partners CLO Ltd. | Barings Loan Partners CLO Ltd 3                           | CUSIP: 06762QAQ0<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | KY        |   6045000 | PA      | $6048022.50   | 0.30%             | 2033-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO IX Ltd                                      | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |  10480000 | PA      | $10483657.52  | 0.52%             | 2031-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                         | CUSIP: 08163GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4111068 | PA      | $3895313.65   | 0.19%             | 2054-08-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust Series 2025-NQM9          | CUSIP: 10569WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7305000 | PA      | $7304694.65   | 0.36%             | 2065-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM4                 | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |   1808584 | PA      | $1825284.78   | 0.09%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                   | Bridge 2025-SFR1 Trust                                    | CUSIP: 10807GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9035000 | PA      | $8684786.23   | 0.43%             | 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        |   4267455 | PA      | $3872830.44   | 0.19%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT         | British Airways 2020-1 Class A Pass Through Trust         | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2014133 | PA      | $1963114.28   | 0.10%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                               | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5215000 | PA      | $5374677.51   | 0.27%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-1 LTD                                 | CUSIP: 14316BBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5375000 | PA      | $5379445.13   | 0.27%             | 2031-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2021-9 Ltd                                 | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9670000 | PA      | $9673868.00   | 0.48%             | 2034-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2024-8                  | CUSIP: 16159XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140129 | PA      | $3150638.05   | 0.16%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                | Chevron USA Inc                                           | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2568841.55   | 0.13%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W5B3<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   2501000 | PA      | $2599864.53   | 0.13%             | 2025-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291W7K1<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   2045000 | PA      | $2119110.80   | 0.11%             | 2025-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17291WA76<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |   2045000 | PA      | $2285492.00   | 0.11%             | 2025-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17333F629<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       640 | NS      | $446572.80    | 0.02%             | 2025-12-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS       | Citigroup Global Markets Holdings Inc/United States       | CUSIP: 17333F660<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       646 | NS      | $570857.28    | 0.03%             | 2025-12-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO           | Fort Greene Park CLO LLC                                  | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13005000 | PA      | $13005078.03  | 0.65%             | 2034-04-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HBVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2089797 | PA      | $2097863.49   | 0.10%             | 2054-03-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HCFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8363909 | PA      | $8398447.39   | 0.42%             | 2054-04-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HDZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17688202 | PA      | $17755279.09  | 0.88%             | 2054-08-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HH4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7174465 | PA      | $7167366.93   | 0.36%             | 2054-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HHCK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2555105 | PA      | $2551232.73   | 0.13%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HHVQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14753444 | PA      | $14769237.51  | 0.73%             | 2055-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HHXZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10063324 | PA      | $10046542.12  | 0.50%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3695929 | PA      | $3719151.70   | 0.18%             | 2055-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HJWF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3317806 | PA      | $3308408.23   | 0.16%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HJWK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2514851 | PA      | $2511275.02   | 0.12%             | 2055-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HKEP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4404317 | PA      | $4407777.86   | 0.22%             | 2054-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HMBZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15160153 | PA      | $15254424.98  | 0.76%             | 2055-07-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16244988 | PA      | $16346574.37  | 0.81%             | 2055-08-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HMKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13498840 | PA      | $13543927.30  | 0.67%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                        | CUSIP: 3137HMKM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10547405 | PA      | $10551896.55  | 0.52%             | 2055-08-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                  | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $7005338.82   | 0.35%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-INV1 Trust                                      | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4520833 | PA      | $3917473.94   | 0.19%             | 2051-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                            | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $7125136.96   | 0.35%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2024-1 | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10599 | PA      | $10603.57     | 0.00%             | 2027-02-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2024-1 | CUSIP: 36268GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10725 | PA      | $10726.18     | 0.00%             | 2027-02-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                           | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7155000 | PA      | $7410832.39   | 0.37%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                           | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8930000 | PA      | $9091654.34   | 0.45%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                          | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 237490000 | PA      | $239419606.25 | 11.91%            | 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        |  84890000 | PA      | $84637982.81  | 4.21%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $2941294.25   | 0.15%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5770985.99   | 0.29%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                            | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3686167.01   | 0.18%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                   | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6631681.13   | 0.33%             | 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        |   4230000 | PA      | $4253152.91   | 0.21%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                          | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2457289.61   | 0.12%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $8752422.34   | 0.44%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2021-RR1 Trust     | CUSIP: 95003JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8509971 | PA      | $7085214.46   | 0.35%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT        | Wisconsin Power and Light Co                              | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6593841.65   | 0.33%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: YL2360540<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |   2105000 | PA      | $2345601.50   | 0.12%             | 2025-11-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV        | BNP Paribas Issuance BV                                   | CUSIP: YK4573449<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |   2034000 | PA      | $2438650.78   | 0.12%             | 2025-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Carillon Series Trust

**Signature:** /s/ Carolyn Gill

**Name of Signer:** Carolyn Gill

**Title:** Principal Financial Officer