NPORT-EX 2 chartwell-sdyield.htm

Investment Portfolios
        
(UNAUDITED) | 03.31.2024
 
  
 
  
CARILLON CHARTWELL SHORT DURATION HIGH YIELD FUND
 
  
 
  
Corporate Bonds - 99.5%
Principal Amount
 
  
Value
  
Domestic - 83.8%
      
 
  
Aerospace & defense - 4.1%
    
 
  
Howmet Aerospace, Inc.,
      
 
  
5.13%, 10/01/24
 $                1,276,000
   $
      1,269,198
  
6.88%, 05/01/25
  3,231,000
    
       3,266,851
  
TransDigm, Inc.,
      
 
  
144A, 6.38%, 03/01/29
  2,575,000
    
       2,583,016
  
144A, 6.75%, 08/15/28
  2,755,000
    
       2,791,361
  
Airlines - 2.5%
    
 
  
American Airlines, Inc./AAdvantage Loyalty IP Ltd., 144A, 5.50%, 04/20/26
  6,240,000
    
       6,197,504
  
Auto manufacturers - 2.8%
    
 
  
Ford Motor Credit Co. LLC, 5.13%, 06/16/25
  7,000,000
    
       6,937,394
  
Automobile components - 0.1%
    
 
  
Phinia, Inc., 144A, 6.75%, 04/15/29
     275,000
    
          277,652
  
Capital markets - 2.1%
    
 
  
StoneX Group, Inc., 144A, 8.63%, 06/15/25
  5,000,000
    
       5,021,590
  
Commercial services - 2.6%
    
 
  
Prime Security Services Borrower LLC/Prime Finance, Inc., 144A, 5.75%, 04/15/26
  6,300,000
    
       6,281,622
  
Consumer finance - 5.1%
    
 
  
OneMain Finance Corp.,
      
 
  
3.50%, 01/15/27
  2,235,000
    
       2,074,751
  
6.88%, 03/15/25
  2,545,000
    
       2,571,608
  
7.13%, 03/15/26
  1,495,000
    
       1,522,128
  
SLM Corp.,
      
 
  
3.13%, 11/02/26
  3,863,000
    
       3,587,794
  
4.20%, 10/29/25
  2,755,000
    
       2,688,448
  
Electric - 2.5%
    
 
  
Vistra Operations Co. LLC, 144A, 5.50%, 09/01/26
  6,131,000
    
       6,036,293
  
Electrical components & equipment - 3.1%
    
 
  
WESCO Distribution, Inc.,
      
 
  
144A, 6.38%, 03/15/29
  2,260,000
    
       2,283,235
  
144A, 7.13%, 06/15/25
  5,265,000
    
       5,268,413
  
Electrical equipment - 0.1%
    
 
  
Regal Rexnord Corp., 144A, 6.05%, 02/15/26
     230,000
    
          231,188
  
Equity real estate investment trusts (REITs) - 7.7%
    
 
  
Brookfield Property REIT, Inc./BPR Cumulus LLC/ BPR Nimbus LLC/GGSI Sellco LLC, 144A, 4.50%, 04/01/27
  3,025,000
    
       2,761,077
  
GLP Capital LP/GLP Financing II, Inc.,
      
 
  
5.25%, 06/01/25
  1,410,000
    
       1,400,922
  
5.38%, 04/15/26
  4,680,000
    
       4,639,237
  
HAT Holdings I LLC/HAT Holdings II LLC,
      
 
  
144A, 3.38%, 06/15/26
  1,470,000
    
       1,384,601
  
144A, 6.00%, 04/15/25
  2,605,000
    
       2,594,452
  
VICI Properties LP/VICI Note Co., Inc., 144A, 4.25%, 12/01/26
  6,170,000
    
       5,932,253
  
Financial services - 2.1%
    
 
  
NMI Holdings, Inc., 144A, 7.38%, 06/01/25
  5,100,000
    
       5,151,143
  
Food - 2.5%
    
 
  
Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 144A, 3.25%, 03/15/26
  6,450,000
    
       6,150,854
  
Health care providers & services - 4.9%
    
 
  
Centene Corp., 4.25%, 12/15/27
  5,910,000
    
       5,635,063
  
Tenet Healthcare Corp.,
      
 
  
4.25%, 06/01/29
  3,470,000
    
       3,225,433
  
5.13%, 11/01/27
  3,105,000
    
       3,037,087
  
Hotels, restaurants & leisure - 4.9%
    
 
  
Boyd Gaming Corp.,  4.75%, 12/01/27
  6,375,000
    
       6,141,267
  
Travel + Leisure Co.,
      
 
  
6.60%, 10/01/25
  2,306,000
    
       2,322,345
  
144A, 6.63%, 07/31/26
  3,580,000
    
       3,605,053
  
Investment  companies - 2.5%
    
 
  
Icahn Enterprises LP/Icahn Enterprises Finance Corp.,
      
 
  
4.75%, 09/15/24
  2,395,000
    
       2,383,965
  
6.25%, 05/15/26
  1,590,000
    
       1,534,867
  
6.38%, 12/15/25
  2,285,000
    
       2,266,490
  
Lodging - 2.2%
    
 
  
Hilton Domestic Operating Co., Inc., 144A, 5.38%, 05/01/25
  5,055,000
    
       5,039,277
  
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27
     300,000
    
          294,940
  
Machinery - 0.5%
    
 
  
Esab Corp., 144A, 6.25%, 04/15/29
  1,150,000
    
       1,155,385
  
Media - 7.1%
    
 
  
Charter Communications Operating LLC/Charter Communications Operating Capital, 4.91%, 07/23/25
  5,220,000
    
       5,156,472
  
Sirius XM Radio, Inc., 144A, 3.13%, 09/01/26
  6,495,000
    
       6,084,026
  
TEGNA, Inc.,
      
 
  
4.63%, 03/15/28
  1,290,000
    
       1,179,905
  
144A, 4.75%, 03/15/26
  5,020,000
    
       4,921,614
  
Mortgage real estate investment trusts (REITs) - 2.6%
    
 
  
Starwood Property Trust, Inc.,
      
 
  
144A, 3.63%, 07/15/26
  4,362,000
    
       4,092,687
  
4.75%, 03/15/25
  2,190,000
    
       2,151,791
  
Oil & gas - 2.5%
    
 
  
Sunoco LP/Sunoco Finance Corp.,
      
 
  
5.88%, 03/15/28
  2,085,000
    
       2,065,056
  
6.00%, 04/15/27
  4,080,000
    
       4,063,702
  
Oil, gas & consumable fuels - 4.8%
    
 
  
New Fortress Energy, Inc.,
      
 
  
144A, 6.50%, 09/30/26
  2,480,000
    
       2,387,844
  
144A, 6.75%, 09/15/25
  3,931,000
    
       3,904,206
  
Western Midstream Operating LP, 3.10%, 02/01/25
  5,645,000
    
       5,523,314
  
Packaging & containers - 2.4%
    
 
  
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26
  6,065,000
    
       5,964,280
  
Pipelines - 4.9%
    
 
  
Kinetik Holdings LP, 144A, 6.63%, 12/15/28
  5,510,000
    
       5,607,825
  
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.,
      
 
  
144A, 5.50%, 01/15/28
  1,845,000
    
       1,777,624
  
144A, 6.00%, 03/01/27
  1,940,000
    
       1,909,769
  
144A, 7.38%, 02/15/29
  2,575,000
    
       2,590,392
  
Specialized real estate investment trusts (REITs) - 2.5%
    
 
  
SBA Communications Corp., 3.88%, 02/15/27
  6,530,000
    
       6,210,607
  
Technology hardware, storage & peripherals - 2.2%
    
 
  
Western Digital Corp., 4.75%, 02/15/26
  5,500,000
    
       5,372,860
  
Trading companies & distributors - 2.5%
    
 
  
Fortress Transportation and Infrastructure Investors LLC,
      
 
  
144A, 5.50%, 05/01/28
  3,615,000
    
       3,502,643
  
144A, 6.50%, 10/01/25
  2,620,000
    
       2,616,075
  
Total domestic corporate bonds (cost $206,262,543)
    
   204,628,449
  
Foreign - 15.7%
      
 
  
Commercial services & supplies - 2.5%
    
 
  
GFL Environmental, Inc., 144A, 4.25%, 06/01/25
  6,080,000
    
       5,980,728
  
Diversified financial services - 3.7%
    
 
  
GGAM Finance Ltd.,
      
 
  
144A, 7.75%, 05/15/26
  3,580,000
    
       3,653,788
  
144A, 8.00%, 02/15/27
  2,510,000
    
       2,591,625
  
Macquarie Airfinance Holdings Ltd., 144A, 8.38%, 05/01/28
  2,520,000
    
       2,671,114
  
Electronics - 2.2%
    
 
  
Sensata Technologies BV, 144A, 5.00%, 10/01/25
  5,555,000
    
       5,486,898
  
Hotels, restaurants & leisure - 2.5%
    
 
  
International Game Technology PLC,
      
 
  
144A, 6.25%, 01/15/27
  4,010,000
    
       4,038,988
  
144A, 6.50%, 02/15/25
  2,121,000
    
       2,127,987
  
Pharmaceuticals - 4.8%
    
 
  
Jazz Securities DAC, 144A, 4.38%, 01/15/29
  6,065,000
    
       5,649,776
  
Teva Pharmaceutical Finance Netherlands III BV,
      
 
  
3.15%, 10/01/26
  3,865,000
    
       3,613,355
  
6.00%, 04/15/24
  2,515,000
    
       2,511,932
  
Total foreign corporate bonds (cost $38,109,900)
    
     38,326,191
  
Total corporate bonds (cost $244,372,443)
    
   242,954,640
  
Total investment portfolio (cost $244,372,443) - 99.5%
    
   242,954,640
  
Other assets in excess of liabilities - 0.5%
    
       1,153,294
  
Total net assets - 100.0%
   $
 244,107,934
  

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