# EDGAR Filing Document

**Accession Number:** 0000897111
**File Stem:** 0001752724-23-048464
**Filing Date:** 2023-3
**Character Count:** 96290
**Document Hash:** a8c49ee3a672266074ea0fe43e2c19ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048464.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048464

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07470
- **FILM NUMBER:** 23689092

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

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

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

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

## Series and Classes Contracts Data

### Carillon Chartwell Income Fund (Series ID: S000075959)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000235336 | Class Chartwell | BERIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** St. Petersburg

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33716

  - **Telephone number:** 727-567-1000

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

- **a. Name of Series:** CARILLON CHARTWELL INCOME FUND

- **b. EDGAR series identifier (if any):** S000075959

- **c. LEI of Series:** 549300FX7WSTJSL9N706

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $368022661.13

**Total Liabilities:** $1035635.94

**Net Assets:** $366987025.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 1609.64057800 | **5-Year:** 17664.62152900 | **10-Year:** 40640.96203000 | **30-Year:** 10080.50138200

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

- **3-Month:** 69.97885000 | **1-Year:** 4168.79258100 | **5-Year:** 7639.08121300 | **10-Year:** 1955.78360700 | **30-Year:** 836.43101600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235336 | 0.88%                | 4.79%                | -1.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-609686.55              | $2732506.36                                |
| Month 2  | $-719029.03              | $17383746.33                               |
| Month 3  | $-983007.30              | $-3997499.96                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NRZ FHT EXCESS LLC                                                          | NRZ MSR Collateralized Notes Series 2019-1 Class A                       | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451847 | PA      | $394636.53    | 0.11%             | 2026-07-25      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Sugarhouse HSP Gaming Prop. Mezz, L.P. / Sugarhouse HSP Gaming Finance Corp | SUGARHOUSE HSP GAMING PROP SR SEC 5.875%, DUE 05/15/2025                 | CUSIP: 865033AC8<br>LEI: 549300BND6SAKKOQWR95 | Long             | DBT              | CORP              | US        |    780000 | PA      | $728112.76    | 0.20%             | 2025-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                           | Pioneer Natural Resources Company                                        | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      4813 | NS      | $1099241.07   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                         | ROCKET MORTGAGE TRUST 2.50%, DUE 3/25/51                                 | CUSIP: 749350AN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2140215 | PA      | $1643452.20   | 0.45%             | 2051-03-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hecla Mining Company                                                        | Hecla Mining Company                                                     | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    470000 | NS      | $2613200.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                     | Mid-America Apartment Communities, Inc. REIT                             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3053 | NS      | $479290.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                                                        | Snap-on, Inc.                                                            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     15264 | NS      | $3487671.36   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Agate Bay Mortgage Trust 2016-2                                             | AGATE BAY MORTGAGE LOAN TRUST 16-2 CLASS A3                              | CUSIP: 00842EAC5<br>LEI: 549300TSTBCBQ5EBD390 | Long             | ABS-O            | CORP              | US        |   1044986 | PA      | $929427.74    | 0.25%             | 2046-03-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                            | Fannie Mae Pool B08653                                                   | CUSIP: 3140K4TK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2145082 | PA      | $1901383.23   | 0.52%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                      | FEDERAL HOME LOAN MORTGAGE COMPANY POOL FR ZA5269                        | CUSIP: 31329N2A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    824612 | PA      | $733926.86    | 0.20%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                      | Micron Technology, Inc.                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4571 | NS      | $228458.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                      | Freddie Mac Super Pool FR SD0144                                         | CUSIP: 3132DMER2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    448078 | PA      | $397290.79    | 0.11%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                | NVIDIA Corporation                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1360 | NS      | $198750.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                             | Dollar Tree, Inc.                                                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2533 | NS      | $358267.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                    | JPMMT 2021-4 A15 2.50%, Due 08/25/2051                                   | CUSIP: 46652VBN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3841788 | PA      | $2940470.02   | 0.80%             | 2051-08-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                              | Air Products & Chemicals, Inc.                                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1039 | NS      | $320282.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                          | Provident Funding Associates LP/PFG Finance Corp. 6.375%, Due 06/15/2025 | CUSIP: 74387UAJ0<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1434630.00   | 0.39%             | 2025-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                            | FANNIE MAE POOL CA4128                                                   | CUSIP: 3140QBSS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1308839 | PA      | $1158339.18   | 0.32%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                | U.S. Treasury Notes 1.875%, Due 02/15/2051                               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5335000 | PA      | $3390642.60   | 0.92%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IAMGOLD Corp                                                                | IAMGOLD CORP SR GLBL 144A 28 5.75%, Due 10/15/2028                       | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1863457.06   | 0.51%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC / Blue Racer Finance Corp                         | Blue Racer Mid LLC 6.625% due 07/15/2026                                 | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1416140.11   | 0.39%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                     | KeyCorp                                                                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     17900 | NS      | $311818.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                      | Freddie Mac Pool QA7416                                                  | CUSIP: 3133A2GZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3426722 | PA      | $3031863.35   | 0.83%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corporation                                                    | Kinross Gold Corporation                                                 | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |    700000 | NS      | $2863000.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                                              | SSR Mining Inc.                                                          | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |    440000 | NS      | $6894800.00   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                           | Johnson & Johnson                                                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4524 | NS      | $799164.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                      | CMS Energy Corporation                                                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      3890 | NS      | $246353.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                                      | DXC Technology Company                                                   | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     14244 | NS      | $377466.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                                  | L3Harris Technologies, Inc.                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1119 | NS      | $232986.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                                            | Life Storage, Inc. REIT                                                  | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      2956 | NS      | $291166.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                 | Verizon Communications, Inc.                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     82795 | NS      | $3262123.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 1.625%, Due 9/30/2026                                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10420000 | PA      | $9533485.99   | 2.60%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                | U.S. Treasury Inflation Protection Notes 0.875%, due 02/15/2047          | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6343942 | PA      | $5195860.14   | 1.42%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                            | Fannie Mae UMBS INT 20 YEAR 2.5%, Due 08/01/2040                         | CUSIP: 3140KELU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2063820 | PA      | $1815348.05   | 0.49%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Univar Solutions Inc                                                        | Univar, Inc.                                                             | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     16818 | NS      | $534812.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                         | Synchrony Financial                                                      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     13329 | NS      | $437990.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                              | Blackstone Group, L.P. (The)                                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      2431 | NS      | $180355.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                              | AutoZone, Inc.                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       221 | NS      | $545025.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Energy L.P.                                                         | Genesis Energy LP 5.625% due 06/15/2024                                  | CUSIP: 37185LAF9<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1157993.47   | 0.32%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centerra Gold Inc                                                           | CENTERRA GOLD, INC.                                                      | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    370000 | NS      | $1915654.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC, Inc.                                                                   | QVC, Inc. 5.95%, Due 03/15/2043                                          | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $806050.00    | 0.22%             | 2043-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                | Kohl's Corporation 5.55%, Due 7/17/2045                                  | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   2684000 | PA      | $1690920.00   | 0.46%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                | Bristol-Myers Squibb Company                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     48097 | NS      | $3460579.15   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate Energy Partners III LLC                                             | COLGATE ENERGY PARTNERS 7.75%, Due 02/15/2026                            | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1333804.68   | 0.36%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                   | Onslow Bay Financial LLC 19-EXP3 Class 1A8                               | CUSIP: 67113AAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842133 | PA      | $777832.84    | 0.21%             | 2059-10-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                    | Lamb Weston Holdings, Inc.                                               | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      4080 | NS      | $364588.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                               | Dell International, LLC /EMC Corporation 6.20%, Due 7/15/2030            | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1591014.89   | 0.43%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                              | Home Depot, Inc. (The)                                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1136 | NS      | $358816.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                                                     | Activision Blizzard, Inc.                                                | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      3922 | NS      | $300229.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                           | Expedia Group, Inc.                                                      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2400 | NS      | $210240.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2021-J1 TRUST                                                           | Onslow Bay Financial LLC 2021-J1 A19                                     | CUSIP: 67113XAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4183546 | PA      | $3195998.90   | 0.87%             | 2051-05-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | Fannie Mae POOL BN0356                                                   | CUSIP: 3140JGME2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036203 | PA      | $972869.81    | 0.27%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                      | Diamondback Energy, Inc.                                                 | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1563 | NS      | $213787.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                                            | Hess Corporation                                                         | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1995 | NS      | $282930.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE                                           | MELLO MORTGAGE CAPITAL ACCEPTANCE 2.5% 07/01/2051                        | CUSIP: 58549RBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3778963 | PA      | $2886919.91   | 0.79%             | 2051-07-01      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                            | American Electric Power Company, Inc.                                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      5730 | NS      | $544063.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                         | ROCKET MORTGAGE TRUST 2.50%, DUE 9/25/51                                 | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2554154 | PA      | $1954926.35   | 0.53%             | 2051-09-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| StoneX Group Inc                                                            | STONEX GROUP INC SR SEC GLBL 25 8.625% 6/15/2025                         | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    884000 | PA      | $892840.00    | 0.24%             | 2025-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Escrow Corp                                                      | Likewize Corporation 9.75%, Due 10/15/2025                               | CUSIP: 10947XAA0<br>LEI: TF9O1XIG83ZLXX7WN472 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1315600.00   | 0.36%             | 2025-10-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| NMI Holdings Inc                                                            | NMI Holdings, Inc. 7.375%, Due 06/01/2025                                | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    990000 | PA      | $999900.00    | 0.27%             | 2025-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                   | Regal Rexnord Corporation                                                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      3733 | NS      | $447885.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer Operating LP 7.125%, Perpetual                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $3638930.00   | 0.99%             | 2165-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | FNMA MBS JUMBO 30 YEAR 2.5%, DUE 07/01/2051                              | CUSIP: 31418D3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3291025 | PA      | $2727044.15   | 0.74%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                               | Ford Motor Credit Company LLC 4.542%, Due 08/01/2026                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2510828.63   | 0.68%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                         | Compass Minerals International, Inc. 4.875%, Due 7/15/2024               | CUSIP: 20451NAE1<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1355362.50   | 0.37%             | 2024-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PRA Group Inc.                                                              | PRA GROUP INC SR GLBL 144A 29 5%, DUE 10/01/2029                         | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1361250.00   | 0.37%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 1.875%, Due 08/31/2024                               | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4782421.90   | 1.30%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                    | Ares Capital Corporation                                                 | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | RF                | US        |     17263 | NS      | $318847.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                          | Huntington Bancshares, Inc.                                              | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     20731 | NS      | $292307.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                                                     | Columbia Sportswear Company                                              | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4210 | NS      | $368711.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                                                          | Harsco Corporation 5.75%, Due 07/31/2027                                 | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    980000 | PA      | $773775.24    | 0.21%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                            | FNMA SUPER LNG 30 YEAR 2.50%, DUE 01/01/2052                             | CUSIP: 3140XFGD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2072883 | PA      | $1759025.78   | 0.48%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc                                            | PNC Financial Services Group, Inc. (The)                                 | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      3277 | NS      | $517569.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                                           | Masco Corporation                                                        | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      5320 | NS      | $248284.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                                    | Vulcan Materials Company                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      3098 | NS      | $542490.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                | Tenet Healthcare Corporation                                             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      6199 | NS      | $302449.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications, Inc.                                           | CONSOLIDATED COMMUNICATIONS 6.5%, DUE 10/01/2028                         | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    975000 | PA      | $757634.22    | 0.21%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPW Industries Inc                                                          | JPW Industries Holding Corporation 9.00%, due 10/01/2024                 | CUSIP: 48128TAA0<br>LEI: 2549006C25X8KUBSYI24 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1025232.71   | 0.28%             | 2024-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                         | Abbott Laboratories                                                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4613 | NS      | $506461.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                         | GS Mortgage-Backed Securities Series 21-PJ2                              | CUSIP: 36264DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2744925 | PA      | $2131511.38   | 0.58%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                     | Flagstar Mortgage Trust 2.500%, Due 02/01/2051                           | CUSIP: 33852DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2373070 | PA      | $1841971.99   | 0.50%             | 2051-02-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corporation                                                          | Ameren Corporation                                                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      4639 | NS      | $412499.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                      | Sequoia Mortgage Trust Series 19-5 Class A1                              | CUSIP: 81743AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795666 | PA      | $684803.47    | 0.19%             | 2049-12-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST 2021-J1                                                 | RATE MORTGAGE TRUST 2.5% 07/25/2051                                      | CUSIP: 75409JBG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4147867 | PA      | $3168742.11   | 0.86%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HRTI LLC                                                                    | Healthcare Realty Trust, Inc. REIT                                       | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |     14884 | NS      | $286814.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                         | GS Mortgage-Backed Securities Series 21-PJ3                              | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4267753 | PA      | $3255830.66   | 0.89%             | 2051-08-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                        | Las Vegas Sands Corporation                                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     59000 | NS      | $2836130.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                             | Corevest American Financial 2.705% due 10/18/52                          | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1506980 | PA      | $1412100.38   | 0.38%             | 2052-10-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corporation                                                    | Ares Capital Corporation 4.20%, due 06/10/2024                           | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2930988.55   | 0.80%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | Fannie Mae Pool B03192                                                   | CUSIP: 3140JXRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1905964 | PA      | $1686803.23   | 0.46%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AAG FH LP/FinCo Inc                                                         | AAG FH LP / AAG FH FINCO 9.75%, DUE 07/15/2024                           | CUSIP: 00033AAA6<br>LEI: 254900IE1HTLBX6J4J46 | Long             | DBT              | CORP              | US        |    827000 | PA      | $793920.00    | 0.22%             | 2024-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                             | MAGALLANES INC 5.141%, DUE 03/15/2052                                    | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $3471264.66   | 0.95%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC / Summit Midstream Finance Corp.             | Summit Midstream Holdings, LLC 8.50%, DUE 10/15/2026                     | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1495299.40   | 0.41%             | 2026-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                   | Healthpeak Properties, Inc.                                              | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      8855 | NS      | $221994.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                                                  | NIKE, Inc. Class B                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2789 | NS      | $326340.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                 | AbbVie, Inc.                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     18503 | NS      | $2990269.83   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation          | Suburban Propane Partners 5.875% due 03/01/2027                          | CUSIP: 864486AK1<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $855180.79    | 0.23%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE LOAN TRUST                                       | Provident Funding Mortgage Trust Series 19-1 Class A2                    | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1242898 | PA      | $1036240.74   | 0.28%             | 2049-12-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                | Citizens Financial Group, Inc. 6.000%, Perpetual                         | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2530339.05   | 0.69%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corporation                                                | Owl Rock Capital Corporation Senior Note 3.4%, Due 07/15/2026            | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2772273.32   | 0.76%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lmrec 2019-Cre3 Llc                                                         | Latitude Management Real Estate Series 19-CRE3 Class A                   | CUSIP: 50209TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1703224 | PA      | $1675827.19   | 0.46%             | 2035-12-22      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                      | Freddit Mac Giant POOL FG G61858                                         | CUSIP: 31335CB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2341176 | PA      | $2171776.03   | 0.59%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                         | Danaher Corporation                                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       734 | NS      | $194818.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                     | Flagstar Mortgage Trust 3.000%, Due 08/25/2050                           | CUSIP: 33851KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881667 | PA      | $733637.49    | 0.20%             | 2050-08-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                           | Greystar Real Estate Partners 5.75%, due 12/01/2025                      | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1514741.38   | 0.41%             | 2025-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Gates Global Llc/Gates Global Co.                                           | Gates Global 6.25% 1/15/26                                               | CUSIP: 36740LAA0<br>LEI: 549300XI79MQJV13DW27 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1447500.00   | 0.39%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Annaly Capital Management, Inc.                                             | Annaly Capital Management 8.66%, Series F                                | CUSIP: 035710870<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |    136929 | NS      | $3338329.02   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| HLSS HOLDINGS LLC                                                           | NZES 2020-PLS1 A Due 12/25/2025                                          | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    838968 | PA      | $764581.76    | 0.21%             | 2025-12-25      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                         | ROCKET MORTGAGE TRUST 2.50%, DUE 6/25/51                                 | CUSIP: 74936RAW4<br>LEI: 529900S1VYMIDC5XAC48 | Long             | ABS-O            | CORP              | US        |   4789212 | PA      | $3665620.11   | 1.00%             | 2051-06-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands Inc                                                          | Conagra Brands, Inc.                                                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      4655 | NS      | $180148.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                                                          | NextEra Energy, Inc.                                                     | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5291 | NS      | $442327.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Institutional Cash Portfolios                                      | Fidelity Institutional Money Market Government Por Tfolio                | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |   7604448 | PA      | $7604448.27   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corporation                                                        | Parkland Fuel Corporation 5.875%, Due 07/15/2027                         | CUSIP: 70137TAP0<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1303663.50   | 0.36%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                         | GS Mortgage-Backed Securities Series 20-PJ5                              | CUSIP: 36260DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225049 | PA      | $1027414.60   | 0.28%             | 2051-03-27      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                            | AutoNation, Inc. 3.80%, due 11/15/2027                                   | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1156756.49   | 0.32%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                            | Fannie Mae UMBS INT 20 YEAR 2.5%, Due 08/01/2040                         | CUSIP: 3140KEJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2123572 | PA      | $1867910.30   | 0.51%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                          | ORACLE CORP SR NT 3.95%, Due 03/25/2051                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2062511.63   | 0.56%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                            | Arthur J. Gallagher & Company                                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1847 | NS      | $348233.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                                                           | FORTRESS TRANSN & INFRA INVS L SR GLBL 144A 27 9.75%, Due  08/01/2027    | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2320787.57   | 0.63%             | 2027-08-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                               | Starwood Property Trust, Inc. 3.625%, Due 07/15/2026                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $980000.00    | 0.27%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Chubb Limited                                                               | Chubb Ltd.                                                               | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |      1439 | NS      | $317443.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                     | Exxon Mobil Corporation                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      5212 | NS      | $574883.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                                                 | Parker-Hannifin Corporation                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1487 | NS      | $432717.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN WEALTH MANAGEMENT MORTGAGE TRUST                                  | JP Morgan Wealth Management US RMBS 20-ATR1 Class 3                      | CUSIP: 46652HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547401 | PA      | $456885.19    | 0.12%             | 2050-02-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2022-MM1                                | GS Mortgage-Backed Securities Series 22-MM1                              | CUSIP: 36266PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1784270 | PA      | $1531755.03   | 0.42%             | 2052-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Liberty Media Corp Del                                                      | Liberty Interactive LLC 8.500%. Due 07/15/2029                           | CUSIP: 530715AD3<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $490705.00    | 0.13%             | 2029-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                        | Weyerhaeuser Company REIT                                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      9391 | NS      | $291121.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Affinity Gaming                                                             | AFFINITY GAMING SR SEC GLBL 27 6.875%, 12/15/2027                        | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1017406.82   | 0.28%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Prime Healthcare Services Inc                                               | PRIME HEALTHCARE SVCS INC SR SEC GLBL 25 7.25%, Due 1/01/2025            | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $899929.84    | 0.25%             | 2025-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                            | Philip Morris International, Inc.                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5426 | NS      | $549165.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                | UNITED STATES TREAS NTS 1.125%, DUE 08/31/2028                           | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3201855.45   | 0.87%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                     | JBS USA LUX 5.125% DUE 02/01/2028                                        | CUSIP: 46590XAG1<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2917907.79   | 0.80%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                                                       | Harley-Davidson, Inc.                                                    | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     10565 | NS      | $439504.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                                     | UnitedHealth Group, Inc.                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       467 | NS      | $247594.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                             | FMC Corporation                                                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      5005 | NS      | $624624.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC GMSR ISSUER TRUST                                                       | FMC GMSR Issue Trust Series 2020-GT1, Class A                            | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2265000 | PA      | $1978581.24   | 0.54%             | 2026-01-25      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| The Hanover Insurance Group, Inc.                                           | Hanover Insurance Group, Inc. (The)                                      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2569 | NS      | $347148.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                                             | Pinnacle Financial Partners, Inc.                                        | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     28289 | NS      | $2076412.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                                                            | Merck & Company, Inc.                                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7184 | NS      | $797064.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                            | AAdvantage Loyalty, L.P. Ltd. 5.5%, Due 04/20/2026                       | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2524322.06   | 0.69%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                | US Treasury Note 1.125%, Due 2/15/31                                     | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16355000 | PA      | $13329963.83  | 3.63%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                 | United Parcel Service, Inc. Class B                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1857 | NS      | $322820.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                                    | Allstate Corporation (The)                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3775 | NS      | $511890.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                 | Bank of America Corp FLTG, 9/15/2026                                     | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1656955.37   | 0.45%             | 2026-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                | U.S. TREASURY BONDS 3.75%, DUE 08/15/2041                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5880000 | PA      | $5576582.83   | 1.52%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                          | HP Enterprise Company 6.35% due 10/15/2045                               | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2751761.13   | 0.75%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                        | Baker Hughes, a GE Company                                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9368 | NS      | $276637.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                           | Crown Castle International Corporation REIT                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      4000 | NS      | $542560.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                        | Emerson Electric Co.                                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      4537 | NS      | $435824.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc.                                                            | Alamos Gold, Inc. CLASS A                                                | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |    735000 | NS      | $7430850.00   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                                             | Littelfuse, Inc.                                                         | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1932 | NS      | $425426.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Operating Partnership LP                                           | SAFEHOLD OPER PARTNERSHIP LP 2.85%, DUE 01/15/2032                       | CUSIP: 78646UAB5<br>LEI: 549300MHMP6BIE0XV355 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $1889772.13   | 0.51%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                         | Delta Air Lines, Inc. 7.375%, Due 01/15/2026                             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    193000 | PA      | $197195.82    | 0.05%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bds 2019-Fl4 Ltd/Llc                                                        | BDS LIMITED SERIES 19-FL4 CLASS A                                        | CUSIP: 05492KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40097 | PA      | $40097.42     | 0.01%             | 2036-08-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                | Public Service Enterprise Group, Inc.                                    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      6954 | NS      | $426071.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                        | JPMorgan Chase & Company                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     22563 | NS      | $3025698.30   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                                                 | Southern Copper Corporation                                              | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      6417 | NS      | $387522.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                          | Boeing, Co. 5.150%, Due 05/01/2030                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1561022.83   | 0.43%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                            | Fannie Mae Super Pool FM1526                                             | CUSIP: 3140X4VU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1829619 | PA      | $1620821.69   | 0.44%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enlink Midstream Partners LP                                                | ENLINK MIDSTREAM PARTNER, 4.850%, DUE 07/15/2026                         | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1198535.61   | 0.33%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tacora Resources Incorporated                                               | TACORA RESOURCES INC. 8.25%, Due 05/15/2026                              | CUSIP: 87356LAA8<br>LEI: 549300L67A19OXSFBA84 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1346400.00   | 0.37%             | 2026-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                | Mueller Water Products, Inc. Series A                                    | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    176058 | NS      | $1894384.08   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5990 | NS      | $509269.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Newrez LLC / Newres Gmsr Excess Owner LLC                                   | NRZ Excess Spread Collateralization Series 2021-GNT1, Class A            | CUSIP: 65246QAA7<br>LEI: 549300FNXYY540N23N64 | Long             | ABS-O            | CORP              | US        |   2370457 | PA      | $2086908.36   | 0.57%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                            | FNMA MBS JUMBO 30 YEAR 2.5%, DUE 07/01/2051                              | CUSIP: 3140LQB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4950518 | PA      | $4203797.81   | 1.15%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                  | Apple, Inc.                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1987 | NS      | $258170.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Silver Trust                                                        | ISHARES SILVER TRUST                                                     | CUSIP: 46428Q109<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    250000 | NS      | $5505000.00   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                                         | Rithm Capital Corporation 6.375% Preferred                               | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |    223033 | NS      | $3836167.60   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corporation                                                    | Ares Capital Corporation 3.250%, Due 07/15/2025                          | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3121876.73   | 0.85%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                               | QUALCOMM, Inc.                                                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2766 | NS      | $304094.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                             | Seagate Technology plc (Ireland)                                         | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      5593 | NS      | $294247.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                | Brundage-Bond Concrete Pumping 6.0%, Due 02/01/2026                      | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1946364.12   | 0.53%             | 2026-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-INV3                                        | J.P. MORGAN MTG TR 2022-INV3 3.50%, DUE 09/25/2052                       | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2313096 | PA      | $1930803.42   | 0.53%             | 2052-09-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ciena Corporation                                                           | Ciena Corporation                                                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     72212 | NS      | $3681367.76   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                       | Microsoft Corporation                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1182 | NS      | $283467.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                          | Oracle Corporation 6.900%, Due 11/09/52                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1658228.07   | 0.45%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                        | M&T Bank Corporation                                                     | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1058 | NS      | $153473.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                         | GS Mortgage-Backed Securities Series 21-PJ4                              | CUSIP: 36264PAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5765195 | PA      | $4412628.28   | 1.20%             | 2051-09-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                       | General Motors Financial Co 5.65% due 01/17/2029                         | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1600088.52   | 0.44%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                | U.S. TREASURY BONDS 2.875%, DUE 05/15/2052                               | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6985000 | PA      | $5596731.25   | 1.53%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                    | JPMMT 2021-6 A15 2.50%, Due 10/25/2051                                   | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3904714 | PA      | $2988632.74   | 0.81%             | 2051-10-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                                           | Intel Corporation                                                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      9980 | NS      | $263771.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                    | AT&T, Inc.                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     29216 | NS      | $537866.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                         | GS Mortgage-Backed Securities Series 21-PJ1                              | CUSIP: 36261MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3067050 | PA      | $2380822.29   | 0.65%             | 2051-06-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| The Procter & Gamble Company                                                | Procter & Gamble Company (The)                                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2866 | NS      | $434370.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                                                | LINCOLN NATIONAL CORPORATION 3.05%, DUE 01/15/2030                       | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2071586.80   | 0.56%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Co.                                             | JW Aluminum Continuous Cast Company 10.25%, due 06/01/2026               | CUSIP: 46648XAA6<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1385475.00   | 0.38%             | 2026-06-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                   | FEDERAL FARM CR BKS CONS BD 3.80%, DUE 04/05/2032                        | CUSIP: 3133ENTX8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3075000 | PA      | $2830430.86   | 0.77%             | 2032-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Paccar Inc                                                                  | PACCAR, Inc.                                                             | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2381 | NS      | $235647.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                                          | Target Corporation                                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1875 | NS      | $279450.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Holdings LLC                                              | EARTHSTONE ENERGY HLDGS LLC SR 8%, DUE 04/15/2027                        | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1607172.00   | 0.44%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                     | Flagstar Mortgage Trust 2.500%, Due 02/01/2051                           | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1722044 | PA      | $1386918.98   | 0.38%             | 2051-02-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                    | JP Morgan Wealth Management - Mortgage Trust 3.000%, Due 11/25/2050      | CUSIP: 46653LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214053 | PA      | $198435.85    | 0.05%             | 2050-11-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | Federal Home Loan Bank CALL STEP 1.15% Due 02/26/2031                    | CUSIP: 3130ALCZ5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2660000 | PA      | $2178135.87   | 0.59%             | 2031-02-26      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                      | General Motors Company                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      7686 | NS      | $258557.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                             | Caterpillar, Inc.                                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1042 | NS      | $249621.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonemor Incorporation                                                      | STONEMOR INC SR SEC 144A 8.5%, Due 05/15/2029                            | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1216000.00   | 0.33%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                   | FEDERAL FARM CR BKS CONS BD 3.30%, DUE 03/23/2032                        | CUSIP: 3133ENSP6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3125000 | PA      | $2806597.84   | 0.76%             | 2032-03-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                               | Small Business Administration 3.2% due 03/01/2039                        | CUSIP: 83162CB36<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3250254 | PA      | $3062977.30   | 0.83%             | 2039-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                              | Quest Diagnostics, Inc.                                                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2485 | NS      | $388753.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                | U.S. TREASURY NOTES 1.375%, DUE 11/15/2031                               | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13380000 | PA      | $10890065.63  | 2.97%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                | Truist Financial Corporation                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      7130 | NS      | $306803.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Corporation                                                        | Pennymac Corporation 5.5%, Due 03/15/2026                                | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5665625.00   | 1.54%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST                                                   | RMF Buyout Issuance Trust Series 2020-HB1, Class A1                      | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2288638 | PA      | $2083617.21   | 0.57%             | 2050-10-25      | Floating      | 1.72%                 | Yes           |                  2 | On Loan: No      |
| NSG Holdings LLC                                                            | NSG Holdings LLC 7.75%, due 12/15/2025                                   | CUSIP: 62940QAA3<br>LEI: 549300A6PICRLGB0C769 | Long             | DBT              | CORP              | US        |    699319 | PA      | $676591.20    | 0.18%             | 2025-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Neon Holdings Inc                                                           | GPD Companies, Inc. 10.125%, due 4/01/2026                               | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1153432.50   | 0.31%             | 2026-04-01      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                                                   | GATES INDUSTRIAL CORP PLC                                                | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     26453 | NS      | $301828.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                                    | Saia, Inc.                                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1345 | NS      | $282019.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline L.P./PAA Finance Corp.                         | Plains All American Pipeline LP 3.800%, Due 09/15/2030                   | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2043681.73   | 0.56%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                       | Coca-Cola Company (The)                                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      7892 | NS      | $502010.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                | United States Treasury Note/Bond 3.000%, Due 8/15/2052                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1277054.69   | 0.35%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                     | Federal Home Loan Bank CALL STEP 1.25% Due 07/07/2031                    | CUSIP: 3130AMXP2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6100000 | PA      | $5090694.67   | 1.39%             | 2031-07-07      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                            | PARAMOUNT GLOBAL 5.75% CONV PRFERRED A                                   | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |      5800 | NS      | $143666.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Railworks Holdings LP / Railworks Rally Inc.                                | RAILWORKS HOLDINGS LP 8.25%, DUE 11/15/2028                              | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1554000.00   | 0.42%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                | U.S. Treasury Notes 2.875%, due 05/15/2032                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5855000 | PA      | $5395748.44   | 1.47%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2022-2                                                  | ROCKET MORTGAGE TRUST 2.50%, DUE 02/25/2052                              | CUSIP: 74938WAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3041032 | PA      | $2625861.44   | 0.72%             | 2052-02-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                      | FREDDIE MAC POOL FR ZN6606                                               | CUSIP: 3131YDKT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    998413 | PA      | $886318.57    | 0.24%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Carillon Series Trust

**Signature:** Carillon Series Trust

**Name of Signer:** Carolyn Gill

**Title:** Principal Financial Officer