NPORT-EX 2 reams-corebond.htm NPORT-EX

Carillon Reams Core Bond Fund
  
Schedule of Investments
  
September 30, 2024 (Unaudited)
  
   
ASSET-BACKED SECURITIES - 26.8%
Par
  
Value
  
Ally Auto Receivables Trust, Series 2023-1, Class A2, 5.76%, 11/15/2026
  
$
1,447,296
    
$
1,450,183
  
American Express Credit Account Master Trust, Series 2022-3, Class A, 3.75%, 08/15/2027
    
2,500,000
      
2,486,636
  
American Homes 4 Rent Trust, Series 2015-SFR2, Class A, 3.73%, 10/17/2052 (a)
    
1,365,364
      
1,355,333
  
AMSR Trust
  
Series 2019-SFR1, Class A, 2.77%, 01/19/2039 (a)
    
655,000
      
634,020
  
Series 2020-SFR4, Class A, 1.36%, 11/17/2037 (a)
    
2,745,546
      
2,659,817
  
Series 2021-SFR3, Class A, 1.48%, 10/17/2038 (a)
    
1,150,000
      
1,081,382
  
Series 2024-SFR1, Class A, 4.29%, 07/17/2041 (a)
    
735,000
      
728,741
  
Avis Budget Rental Car Funding AESOP LLC
  
Series 2019-3A, Class A, 2.36%, 03/20/2026 (a)
    
1,465,000
      
1,455,038
  
Series 2020-1A, Class A, 2.33%, 08/20/2026 (a)
    
2,035,000
      
2,001,194
  
Series 2022-4A, Class A, 4.77%, 02/20/2029 (a)
    
4,330,000
      
4,363,168
  
Series 2022-5A, Class A, 6.12%, 04/20/2027 (a)
    
1,020,000
      
1,039,448
  
Series 2023-5A, Class A, 5.78%, 04/20/2028 (a)
    
1,340,000
      
1,375,867
  
Series 2024-1A, Class A, 5.36%, 06/20/2030 (a)
    
3,340,000
      
3,432,715
  
Series 2024-2A, Class A, 5.13%, 10/20/2028 (a)
    
3,105,000
      
3,159,261
  
Series 2024-3A, Class A, 5.23%, 12/20/2030 (a)
    
1,765,000
      
1,811,284
  
Bank of America Auto Trust, Series 2023-1A, Class A2, 5.83%, 05/15/2026 (a)
    
1,824,016
      
1,827,628
  
BMW Vehicle Owner Trust
  
Series 2024-A, Class A2A, 5.42%, 02/25/2027
    
2,210,000
      
2,225,102
  
Series 2024-A, Class A2B, 5.60% (30 day avg SOFR US + 0.34%), 02/25/2027
    
1,165,000
      
1,166,064
  
Capital One Multi-Asset Execution Trust, Series 2022-A2, Class A, 3.49%, 05/15/2027
    
4,300,000
      
4,271,281
  
Capital One Prime Auto Receivables Trust, Series 2023-1, Class A2, 5.20%, 05/15/2026
    
685,576
      
685,687
  
Discover Card Execution Note Trust, Series 2022-A3, Class A3, 3.56%, 07/15/2027
    
2,070,000
      
2,055,139
  
Dryden Senior Loan Fund, Series 2016-45A, Class A1RR, 5.92% (3 mo. Term SOFR + 1.08%), 10/15/2030 (a)
    
4,540,000
      
4,540,804
  
Fifth Third Auto Trust, Series 2023-1, Class A2A, 5.80%, 11/16/2026
    
1,479,795
      
1,483,800
  
FirstKey Homes Trust
  
Series 2020-SFR1, Class A, 1.34%, 08/17/2037 (a)
    
1,682,568
      
1,635,749
  
Series 2020-SFR2, Class A, 1.27%, 10/19/2037 (a)
    
3,231,750
      
3,128,390
  
Series 2021-SFR1, Class A, 1.54%, 08/17/2038 (a)
    
1,450,397
      
1,378,158
  
Ford Credit Auto Owner Trust
  
Series 2023-A, Class A2A, 5.14%, 03/15/2026
    
374,978
      
374,992
  
Series 2023-B, Class A2B, 5.83% (30 day avg SOFR US + 0.49%), 06/15/2026
    
1,124,975
      
1,125,520
  
Series 2024-B, Class A2A, 5.40%, 04/15/2027
    
1,000,000
      
1,007,976
  
Series 2024-B, Class A2B, 5.74% (30 day avg SOFR US + 0.40%), 04/15/2027
    
975,000
      
977,020
  
Series 2024-C, Class A2B, 5.75% (30 day avg SOFR US + 0.40%), 08/15/2027
    
1,115,000
      
1,115,111
  
GM Financial Consumer Automobile Receivables Trust
  
Series 2023-3, Class A2A, 5.74%, 09/16/2026
    
877,721
      
879,917
  
Series 2024-1, Class A2A, 5.12%, 02/16/2027
    
707,234
      
708,577
  
Series 2024-1, Class A2B, 5.74% (30 day avg SOFR US + 0.40%), 02/16/2027
    
599,351
      
599,521
  
Series 2024-3, Class A2A, 5.35%, 06/16/2027
    
975,000
      
982,227
  
Series 2024-3, Class A2B, 5.70% (30 day avg SOFR US + 0.36%), 06/16/2027
    
975,000
      
974,811
  
Hertz Vehicle Financing III LLC
  
Series 2022-1A, Class A, 1.99%, 06/25/2026 (a)
    
1,110,000
      
1,093,011
  
Series 2023-3A, Class A, 5.94%, 02/25/2028 (a)
    
865,000
      
886,590
  
Series 2023-4A, Class A, 6.15%, 03/25/2030 (a)
    
1,030,000
      
1,079,216
  
Series 2024-2A, Class A, 5.48%, 01/27/2031 (a)
    
2,780,000
      
2,851,550
  
Hertz Vehicle Financing III LP, Series 2021-2A, Class A, 1.68%, 12/27/2027 (a)
    
1,470,000
      
1,384,336
  
Hertz Vehicle Financing LLC, Series 2021-1A, Class A, 1.21%, 12/26/2025 (a)
    
3,480,000
      
3,459,436
  
Honda Auto Receivables Owner Trust
  
Series 2022-1, Class A3, 1.88%, 05/15/2026
    
480,138
      
474,415
  
Series 2023-1, Class A2, 5.22%, 10/21/2025
    
445,560
      
445,622
  
Series 2024-1, Class A2, 5.36%, 09/15/2026
    
3,657,348
      
3,668,418
  
Series 2024-2, Class A2, 5.48%, 11/18/2026
    
3,910,000
      
3,935,754
  
Hyundai Auto Receivables Trust
  
Series 2023-A, Class A2A, 5.19%, 12/15/2025
    
470,873
      
470,969
  
Series 2023-B, Class A2A, 5.77%, 05/15/2026
    
1,177,384
      
1,180,161
  
Series 2023-C, Class A2B, 5.97% (30 day avg SOFR US + 0.63%), 01/15/2027
    
1,264,937
      
1,266,399
  
Series 2024-B, Class A2A, 5.15%, 06/15/2027
    
1,385,000
      
1,394,261
  
Series 2024-B, Class A2B, 5.71% (30 day avg SOFR US + 0.37%), 06/15/2027
    
1,210,000
      
1,209,595
  
Invitation Homes Trust
  
Series 2018-SFR4, Class A, 6.31% (1 mo. Term SOFR + 1.21%), 01/17/2038 (a)
    
3,349,882
      
3,351,362
  
Series 2024-SFR1, Class A, 4.00%, 09/17/2041 (a)
    
895,000
      
868,156
  
Mercedes-Benz Auto Lease Trust
  
Series 2023-A, Class A2, 5.24%, 11/17/2025
    
812,836
      
813,079
  
Series 2024-A, Class A2B, 5.76% (30 day avg SOFR US + 0.42%), 02/16/2027
    
1,015,000
      
1,015,237
  
Series 2024-B, Class A2B, 5.79% (30 day avg SOFR US + 0.44%), 12/15/2026
    
700,000
      
700,110
  
Mercedes-Benz Auto Receivables Trust
  
Series 2023-2, Class A2, 5.92%, 11/16/2026
    
2,314,258
      
2,323,853
  
Series 2024-1, Class A2B, 5.71% (30 day avg SOFR US + 0.37%), 05/17/2027
    
2,039,608
      
2,039,991
  
Nissan Auto Receivables Owner Trust
  
Series 2023-A, Class A2A, 5.34%, 02/17/2026
    
766,107
      
766,601
  
Series 2023-B, Class A2A, 5.95%, 05/15/2026
    
1,288,549
      
1,293,495
  
Series 2023-B, Class A2B, 5.90% (30 day avg SOFR US + 0.56%), 05/15/2026
    
1,872,251
      
1,874,470
  
Series 2024-A, Class A2B, 5.72% (30 day avg SOFR US + 0.38%), 12/15/2026
    
4,475,000
      
4,475,814
  
Porsche Financial Auto Securitization Trust
  
Series 2023-2A, Class A2A, 5.88%, 11/23/2026 (a)
    
566,707
      
568,057
  
Series 2023-2A, Class A2B, 5.93% (30 day avg SOFR US + 0.58%), 11/23/2026 (a)
    
456,687
      
456,868
  
Progress Residential Trust
  
Series 2021-SFR2, Class A, 1.55%, 04/19/2038 (a)
    
1,347,324
      
1,295,740
  
Series 2021-SFR3, Class A, 1.64%, 05/17/2026 (a)
    
1,543,561
      
1,484,983
  
Series 2021-SFR4, Class A, 1.56%, 05/17/2038 (a)
    
1,988,784
      
1,909,629
  
Series 2021-SFR5, Class A, 1.43%, 07/17/2038 (a)
    
727,465
      
693,787
  
Series 2021-SFR8, Class A, 1.51%, 10/17/2038 (a)
    
816,661
      
771,502
  
Series 2022-SFR2, Class A, 2.95%, 04/17/2027 (a)
    
3,006,680
      
2,896,020
  
Series 2024-SFR5, Class A, 3.00%, 08/09/2029 (a)
    
945,000
      
879,286
  
STAR Trust
  
Series 2021-SFR1, Class A, 5.81% (1 mo. Term SOFR + 0.71%), 04/17/2038 (a)
    
1,389,965
      
1,381,466
  
Series 2022-SFR3, Class A, 6.75% (1 mo. Term SOFR + 1.65%), 05/17/2039 (a)
    
3,254,712
      
3,259,548
  
Toyota Auto Receivables Owner Trust
  
Series 2022-D, Class A2A, 5.27%, 01/15/2026
    
193,182
      
193,203
  
Series 2023-A, Class A2, 5.05%, 01/15/2026
    
243,123
      
243,128
  
Series 2023-B, Class A2A, 5.28%, 05/15/2026
    
1,079,774
      
1,080,458
  
Series 2023-C, Class A2A, 5.60%, 08/17/2026
    
1,444,413
      
1,447,628
  
Series 2024-A, Class A2B, 5.69% (30 day avg SOFR US + 0.35%), 12/15/2026
    
1,690,659
      
1,690,840
  
Series 2024-C, Class A2A, 5.16%, 05/17/2027
    
1,140,000
      
1,147,161
  
Series 2024-C, Class A2B, 5.71% (30 day avg SOFR US + 0.37%), 05/17/2027
    
1,140,000
      
1,140,470
  
Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75%, 06/17/2040 (a)
    
1,798,881
      
1,803,715
  
USAA Auto Owner Trust, Series 2023-A, Class A2, 5.83%, 07/15/2026 (a)
    
780,034
      
781,542
  
TOTAL ASSET-BACKED SECURITIES (Cost $130,313,903)
      
131,624,493
  
                 
CORPORATE BONDS - 25.7%
Par
  
Value
  
Air Freight & Logistics - 0.5%
  
United Parcel Service, Inc., 5.15%, 05/22/2034
    
2,390,000
      
2,511,994
  
                 
Airlines - 2.7%
  
Air Canada, Pass Through Trust, Series 2020-2, Class A, 5.25%, 04/01/2029 (a)
    
684,262
      
685,059
  
Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 4.80%, 08/15/2027 (a)
    
3,974,527
      
3,969,438
  
American Airlines, Pass Through Trust
  
Series 2017-2, Class AA, 3.35%, 10/15/2029
    
465,934
      
439,709
  
Series 2019-1, Class AA, 3.15%, 02/15/2032
    
517,761
      
481,645
  
British Airways, Pass Through Trust
  
Series 2019-1, Class AA, 3.30%, 12/15/2032 (a)
    
428,650
      
401,491
  
Series 2020-1, Class A, 4.25%, 11/15/2032 (a)
    
949,675
      
909,439
  
Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 06/10/2028
    
2,115,091
      
1,977,848
  
JetBlue, Pass Through Trust
  
Series 2019-1, Class AA, 4.00%, 11/15/2032
    
1,067,794
      
1,024,591
  
Series 2020-1, Class A, 2.75%, 05/15/2032
    
1,220,791
      
1,091,939
  
United Airlines, Pass Through Trust
  
Series 2015-1, Class AA, 3.45%, 12/01/2027
    
349,511
      
336,436
  
Series 2016-2, Class AA, 2.88%, 10/07/2028
    
668,440
      
625,243
  
Series 2018-1, Class AA, 3.50%, 03/01/2030
    
1,199,872
      
1,129,859
  
Series 2019-1, Class AA, 4.15%, 08/25/2031
    
353,968
      
339,646
  
             
13,412,343
  
                 
Auto Manufacturers - 2.4%
  
General Motors Financial Co., Inc.
  
6.05%, 10/10/2025
    
1,110,000
      
1,123,626
  
1.25%, 01/08/2026
    
3,440,000
      
3,300,751
  
3.10%, 01/12/2032
    
1,065,000
      
931,412
  
Toyota Motor Credit Corp., 5.00%, 03/19/2027
    
1,465,000
      
1,501,353
  
Volkswagen Group of America Finance LLC
  
5.30%, 03/22/2027 (a)
    
2,260,000
      
2,301,549
  
3.75%, 05/13/2030 (a)
    
2,905,000
      
2,754,094
  
             
11,912,785
  
                 
Banks - 5.8%
  
Bank of America Corp.
  
4.57% to 04/27/2032 then SOFR + 1.83%, 04/27/2033
    
2,140,000
      
2,129,721
  
5.02% to 07/22/2032 then SOFR + 2.16%, 07/22/2033
    
2,580,000
      
2,646,945
  
Citigroup, Inc.
  
4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030
    
1,345,000
      
1,346,560
  
3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033
    
5,345,000
      
5,006,985
  
HSBC Holdings PLC, 4.95%, 03/31/2030
    
2,195,000
      
2,249,923
  
JPMorgan Chase & Co.
  
4.59% to 04/26/2032 then SOFR + 1.80%, 04/26/2033
    
685,000
      
685,145
  
4.91% to 07/25/2032 then SOFR + 2.08%, 07/25/2033
    
4,075,000
      
4,162,119
  
5.29% to 07/22/2034 then SOFR + 1.46%, 07/22/2035
    
1,470,000
      
1,533,113
  
The PNC Financial Services Group, Inc., 6.04% to 10/28/2032 then SOFR + 2.14%, 10/28/2033
    
1,240,000
      
1,339,746
  
US Bancorp, 5.38% to 01/23/2029 then SOFR + 1.56%, 01/23/2030
    
2,590,000
      
2,689,734
  
Wells Fargo & Co.
  
4.48% to 04/04/2030 then 3 mo. Term SOFR + 4.03%, 04/04/2031
    
2,785,000
      
2,788,153
  
4.90% to 07/25/2032 then SOFR + 2.10%, 07/25/2033
    
1,950,000
      
1,972,353
  
             
28,550,497
  
                 
Capital Markets - 1.9%
  
Morgan Stanley, 2.94% to 01/21/2032 then SOFR + 1.29%, 01/21/2033
    
2,780,000
      
2,483,226
  
The Bank of New York Mellon Corp., 4.97% to 04/26/2033 then SOFR + 1.61%, 04/26/2034
    
2,485,000
      
2,545,736
  
The Goldman Sachs Group, Inc., 3.10% to 02/24/2032 then SOFR + 1.41%, 02/24/2033
    
2,665,000
      
2,397,787
  
UBS Group AG
  
1.36% to 01/30/2026 then 1 yr. CMT Rate + 1.08%, 01/30/2027 (a)
    
1,575,000
      
1,507,725
  
3.13% to 08/13/2029 then 3 mo. LIBOR US + 1.47%, 08/13/2030 (a)(b)
    
625,000
      
584,618
  
             
9,519,092
  
                 
Consumer Finance - 0.4%
  
American Express Co., 5.04% to 07/26/2027 then SOFR + 0.93%, 07/26/2028
    
1,650,000
      
1,685,853
  
                 
Containers & Packaging - 0.5%
  
Sonoco Products Co., 3.13%, 05/01/2030
    
2,580,000
      
2,403,417
  
                 
Electric - 5.3%
  
Appalachian Power Co., 2.70%, 04/01/2031
    
2,885,000
      
2,574,898
  
Consolidated Edison Co. of New York, Inc., 3.35%, 04/01/2030
    
480,000
      
461,744
  
DTE Electric Co., 5.20%, 04/01/2033
    
2,095,000
      
2,194,718
  
Duke Energy Florida LLC
  
5.88%, 11/15/2033
    
670,000
      
733,119
  
5.65%, 04/01/2040
    
2,590,000
      
2,759,654
  
Duke Energy Indiana LLC, 5.25%, 03/01/2034
    
1,190,000
      
1,247,492
  
Duke Energy Progress LLC, 5.25%, 03/15/2033
    
1,915,000
      
2,007,412
  
Entergy Arkansas LLC
  
5.30%, 09/15/2033
    
1,705,000
      
1,781,191
  
5.45%, 06/01/2034
    
1,385,000
      
1,469,041
  
3.35%, 06/15/2052
    
1,490,000
      
1,092,664
  
Entergy Louisiana LLC, 5.35%, 03/15/2034
    
1,520,000
      
1,589,851
  
Indianapolis Power & Light Co., 5.65%, 12/01/2032 (a)
    
2,065,000
      
2,181,514
  
MidAmerican Energy Co., 5.35%, 01/15/2034
    
1,060,000
      
1,125,122
  
Monongahela Power Co., 5.85%, 02/15/2034 (a)
    
1,440,000
      
1,543,405
  
Public Service Co. of New Hampshire, 5.35%, 10/01/2033
    
2,660,000
      
2,818,369
  
Wisconsin Public Service Corp., 2.85%, 12/01/2051
    
845,000
      
563,925
  
             
26,144,119
  
                 
Electric Utilities - 1.8%
  
IPALCO Enterprises, Inc., 4.25%, 05/01/2030
    
2,415,000
      
2,334,588
  
Union Electric Co., 5.20%, 04/01/2034
    
1,680,000
      
1,756,121
  
Wisconsin Power and Light Co.
  
1.95%, 09/16/2031
    
1,650,000
      
1,394,876
  
3.95%, 09/01/2032
    
1,680,000
      
1,614,828
  
4.95%, 04/01/2033
    
1,895,000
      
1,934,691
  
             
9,035,104
  
                 
Equity REITs - 0.9%
  
Agree LP, 2.00%, 06/15/2028
    
2,905,000
      
2,654,301
  
Ventas Realty LP, 4.75%, 11/15/2030
    
1,455,000
      
1,468,342
  
             
4,122,643
  
                 
Insurance - 0.5%
  
MetLife, Inc., 5.38%, 07/15/2033
    
2,370,000
      
2,521,696
  
                 
Multi-Utilities - 1.1%
  
Dominion Energy, Inc., 3.38%, 04/01/2030
    
1,480,000
      
1,402,706
  
Public Service Enterprise Group, Inc., 2.45%, 11/15/2031
    
2,000,000
      
1,752,895
  
WEC Energy Group, Inc., 1.80%, 10/15/2030
    
2,565,000
      
2,217,857
  
             
5,373,458
  
                 
Oil & Gas - 0.7%
  
BP Capital Markets America, Inc.
  
4.99%, 04/10/2034
    
995,000
      
1,016,657
  
5.23%, 11/17/2034
    
2,400,000
      
2,498,727
  
             
3,515,384
  
                 
Oil, Gas & Consumable Fuels - 0.5%
  
TransCanada PipeLines Ltd., 4.10%, 04/15/2030
    
2,300,000
      
2,263,883
  
                 
Tobacco - 0.4%
  
Altria Group, Inc., 2.45%, 02/04/2032
    
2,480,000
      
2,116,606
  
                 
Transportation - 0.3%
  
Burlington Northern Santa Fe LLC, 2.88%, 06/15/2052
    
1,675,000
      
1,154,940
  
Union Pacific Railroad Co., Pass Through Trust
  
Series 2004, 5.40%, 07/02/2025
    
2,941
      
2,946
  
Series 2005, 5.08%, 01/02/2029
    
66,285
      
66,792
  
Series 2006, 5.87%, 07/02/2030
    
121,064
      
124,863
  
             
1,349,541
  
TOTAL CORPORATE BONDS (Cost $126,744,057)
      
126,438,415
  
                 
U.S. TREASURY SECURITIES - 23.0%
Par
  
Value
  
U.S. Treasury Bonds
  
2.38%, 02/15/2042
    
2,455,000
      
1,912,023
  
2.25%, 02/15/2052
    
23,263,000
      
15,863,367
  
3.00%, 08/15/2052
    
14,861,000
      
11,942,787
  
4.13%, 08/15/2053
    
11,325,000
      
11,277,665
  
4.25%, 08/15/2054
    
17,485,000
      
17,853,824
  
U.S. Treasury Inflation Indexed Notes, 1.75%, 01/15/2034
    
8,905,432
      
9,004,188
  
U.S. Treasury Notes
  
4.13%, 02/15/2027
    
4,300,000
      
4,349,719
  
3.88%, 08/15/2034
    
40,635,000
      
40,920,715
  
TOTAL U.S. TREASURY SECURITIES (Cost $111,886,918)
      
113,124,288
  
                 
AGENCY MORTGAGE-BACKED SECURITIES - 19.8%
Par
  
Value
  
Fannie Mae Pool
  
4.00%, 10/15/2054 (c)
    
8,635,000
      
8,292,047
  
4.50%, 10/15/2054 (c)
    
13,655,000
      
13,423,235
  
5.00%, 10/15/2054 (c)
    
16,665,000
      
16,653,933
  
5.50%, 10/15/2054 (c)
    
46,250,000
      
46,785,551
  
6.00%, 10/15/2054 (c)
    
9,545,000
      
9,755,266
  
Fannie Mae-Aces, Series 2021-M23, Class AB, 0.50%, 11/01/2031
    
2,555,688
      
2,138,337
  
TOTAL AGENCY MORTGAGE-BACKED SECURITIES (Cost $96,866,914)
      
97,048,369
  
                 
COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.6%
Par
  
Value
  
Benchmark Mortgage Trust
  
Series 2018-B5, Class A2, 4.08%, 07/15/2051
    
502,360
      
487,059
  
Series 2020-B22, Class A2, 1.16%, 01/15/2054
    
2,741,000
      
2,614,888
  
Series 2021-B23, Class A2, 1.62%, 02/15/2054
    
1,160,000
      
1,014,767
  
Series 2021-B24, Class A2, 1.95%, 03/15/2054
    
1,815,000
      
1,670,938
  
Series 2022-B33, Class A2, 3.32%, 03/15/2055
    
1,905,000
      
1,811,506
  
Citigroup Mortgage Loan Trust, Inc.
  
Series 2021-INV1, Class A3A, 2.50%, 05/25/2051 (a)(d)
    
914,615
      
770,181
  
Series 2021-J3, Class A3A, 2.50%, 09/25/2051 (a)(d)
    
1,421,458
      
1,196,231
  
COMM Mortgage Trust
  
Series 2015-CR25, Class ASB, 3.54%, 08/10/2048
    
302,737
      
301,173
  
Series 2015-PC1, Class ASB, 3.61%, 07/10/2050
    
99,485
      
99,263
  
DBJPM Mortgage Trust, Series 2020-C9, Class A2, 1.90%, 08/15/2053
    
1,802,953
      
1,714,301
  
Flagstar Mortgage Trust
  
Series 2021-12, Class A2, 2.50%, 11/25/2051 (a)(d)
    
3,796,642
      
3,200,008
  
Series 2021-3INV, Class A18, 5.00%, 06/25/2051 (a)(d)
    
675,777
      
671,458
  
Series 2021-3INV, Class A2, 2.50%, 06/25/2051 (a)(d)
    
1,309,556
      
1,103,762
  
Series 2021-4, Class A1, 2.50%, 06/01/2051 (a)(d)
    
2,735,043
      
2,303,527
  
Series 2021-4, Class A5, 2.50%, 06/01/2051 (a)(d)
    
465,474
      
413,647
  
Series 2021-6INV, Class A4, 2.50%, 08/25/2051 (a)(d)
    
2,953,761
      
2,489,510
  
Series 2021-7, Class A1, 2.50%, 08/25/2051 (a)(d)
    
3,769,426
      
3,177,068
  
GS Mortgage-Backed Securities Corp. Trust, Series 2021-PJ5, Class A8, 2.50%, 10/25/2051 (a)(d)
    
1,202,687
      
1,079,636
  
GS Mortgage-Backed Securities Trust
  
Series 2020-INV1, Class A14, 2.92%, 10/25/2050 (a)(d)
    
786,741
      
692,424
  
Series 2021-GR2, Class A2, 2.50%, 02/25/2052 (a)(d)
    
2,783,539
      
2,344,302
  
Series 2021-INV1, Class A2, 2.50%, 12/25/2051 (a)(d)
    
505,421
      
426,212
  
Series 2021-PJ2, Class A2, 2.50%, 07/25/2051 (a)(d)
    
875,314
      
737,761
  
Series 2022-LTV2, Class A21, 4.00%, 12/25/2052 (a)(d)
    
1,227,206
      
1,170,178
  
Series 2022-PJ5, Class A4, 2.50%, 10/25/2052 (a)(d)
    
791,536
      
665,129
  
Series 2022-PJ6, Class A4, 3.00%, 01/25/2053 (a)(d)
    
1,413,842
      
1,235,474
  
JP Morgan Mortgage Trust
  
Series 2020-9, Class A4, 2.50%, 05/25/2051 (a)(d)
    
1,243,185
      
1,147,798
  
Series 2021-10, Class A3A, 2.00%, 12/25/2051 (a)(d)
    
3,671,498
      
2,959,716
  
Series 2021-14, Class A12, 5.00%, 05/25/2052 (a)(d)
    
1,091,510
      
1,088,296
  
Series 2021-15, Class A2, 3.00%, 06/25/2052 (a)(d)
    
3,725,957
      
3,267,635
  
Series 2021-15, Class A3, 2.50%, 06/25/2052 (a)(d)
    
984,139
      
829,483
  
Series 2021-3, Class A3, 2.50%, 07/25/2051 (a)(d)
    
2,233,161
      
1,882,280
  
Series 2021-4, Class A3, 2.50%, 08/25/2051 (a)(d)
    
877,058
      
739,081
  
Series 2021-7, Class A3, 2.50%, 11/25/2051 (a)(d)
    
684,722
      
577,119
  
Series 2021-8, Class A3, 2.50%, 12/25/2051 (a)(d)
    
3,399,874
      
2,863,890
  
Series 2021-INV4, Class A2A, 2.50%, 01/25/2052 (a)(d)
    
1,207,592
      
1,018,546
  
Series 2021-INV8, Class A2, 3.00%, 05/25/2052 (a)(d)
    
1,792,378
      
1,569,705
  
Series 2022-1, Class A2, 3.00%, 07/25/2052 (a)(d)
    
1,501,788
      
1,317,506
  
Series 2022-4, Class A2A, 3.00%, 10/25/2052 (a)(d)
    
691,986
      
604,721
  
Series 2022-6, Class A3, 3.00%, 11/25/2052 (a)(d)
    
349,494
      
306,818
  
Series 2024-3, Class A3, 3.00%, 05/25/2054 (a)(d)
    
2,422,792
      
2,126,162
  
Series 2024-7, Class A3, 3.00%, 04/25/2053 (a)(d)
    
1,526,448
      
1,337,729
  
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class ASB, 3.56%, 07/15/2048
    
87,164
      
86,913
  
Mello Mortgage Capital Acceptance
  
Series 2021-INV1, Class A4, 2.50%, 06/25/2051 (a)(d)
    
1,809,303
      
1,620,625
  
Series 2021-MTG1, Class A1, 2.50%, 04/25/2051 (a)(d)
    
1,526,812
      
1,282,143
  
Morgan Stanley Residential Mortgage Loan Trust, Series 2023-1, Class A1, 4.00%, 02/25/2053 (a)(d)
    
530,178
      
497,319
  
OBX Trust
  
Series 2021-INV2, Class A3, 2.50%, 10/25/2051 (a)(d)
    
663,394
      
559,557
  
Series 2022-J2, Class A2, 3.00%, 08/25/2052 (a)(d)
    
1,514,510
      
1,323,405
  
Series 2023-INV1, Class A1, 3.00%, 01/25/2052 (a)(d)
    
3,130,009
      
2,744,993
  
Series 2023-J1, Class A1, 4.50%, 01/25/2053 (a)(d)
    
1,844,241
      
1,787,186
  
PRMI Securitization Trust, Series 2021-1, Class A3, 2.50%, 04/25/2051 (a)(d)
    
1,988,968
      
1,766,282
  
Provident Funding Mortgage Trust, Series 2021-INV2, Class 1A4, 2.00%, 11/25/2051 (a)(d)
    
470,813
      
408,655
  
PSMC Trust
  
Series 2021-1, Class A11, 2.50%, 03/25/2051 (a)(d)
    
625,395
      
562,674
  
Series 2021-2, Class A3, 2.50%, 05/25/2051 (a)(d)
    
1,259,795
      
1,135,718
  
Sequoia Mortgage Trust, Series 2021-9, Class A1, 2.50%, 01/25/2052 (a)(d)
    
933,356
      
783,181
  
Towd Point Mortgage Trust, Series 2015-5, Class M2, 3.50%, 05/25/2055 (a)(d)
    
1,488,787
      
1,471,145
  
UWM Mortgage Trust, Series 2021-INV4, Class A10, 5.00%, 12/25/2051 (a)(d)
    
715,477
      
715,408
  
Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A2, 2.50%, 06/15/2053
    
3,019,191
      
2,871,769
  
Wells Fargo Mortgage Backed Securities Trust, Series 2021-1, Class A1, 2.50%, 12/25/2050 (a)(d)
    
276,002
      
232,801
  
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost $75,614,435)
      
76,876,662
  
                 
SHORT-TERM INVESTMENTS - 1.2%
                
U.S. Treasury Bills - 1.2%
Par
          
5.19%, 02/20/2025 (e)
    
6,090,000
      
5,985,476
  
TOTAL SHORT-TERM INVESTMENTS (Cost $5,970,600)
      
5,985,476
  
                 
TOTAL INVESTMENTS - 112.1% (Cost $547,396,827)
      
551,097,703
  
Liabilities in Excess of Other Assets - (12.1)%
      
(59,402,056
)
TOTAL NET ASSETS - 100.0%
          
$
491,695,647
  
                 
Percentages are stated as a percent of net assets.
          

AG - Aktiengesellschaft
CMT - Constant Maturity Treasury Rate
LIBOR - London Interbank Offered Rate
PLC - Public Limited Company
REIT - Real Estate Investment Trust
SOFR - Secured Overnight Financing Rate

(a)
Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional investors.
(b)
Securities referencing LIBOR are expected to transition to an alternative reference rate by the security’s next scheduled coupon reset date.
(c)
To-be-announced security.
(d)
Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of September 30, 2024.
(e)
The rate shown is the effective yield as of September 30, 2024.

The Global Industry Classification Standard ("GICS®") was developed by and/or is the exclusive property of MSCI, 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. Bank Global Fund Services.


Carillon Reams Core Bond Fund
Schedule of Credit Default Swap Contracts
September 30, 2024 (Unaudited)

Reference Entity *
  
Financing Rate
Received (Paid)
  
Payment
Frequency
  
Rating of
Reference Entity
(Moody’s/S&P)
  
Maturity Date
  
Notional Value (b)
    
Value (c)
    
Premiums Paid
(Received)
    
Unrealized
Appreciation
(Depreciation)
  
Sell Protection (a):
  
CDX North American Investment Grade Index Series 43
    
1.00
%
Quarterly
  
Baa2/BBB
  
12/20/2029
    
29,500,000
      
655,900
      
661,868
      
(5,968)
     
0.000
%
                    
$
655,900
    
$
661,868
    
$
(5,968)

* Intercontinental Exchange is the central clearing party.
 
(a) If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising the referenced index.
 
(b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
 
(c) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
 
There is $740,029 of variation margin related to swap contracts due from the Fund to the broker as of the date of this report. Credit Default Swap Contracts are categorized as Level 2 as of the date of this report.


Summary of Fair Value Disclosure as of September 30, 2024 (Unaudited)
 
Carillon Reams Core Bond Fund has adopted authoritative fair value accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.
 
Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
 
Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.
 
Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.
 
The following is a summary of the fair valuation hierarchy of the Fund’s securities as of September 30, 2024:
 
   
Level 1
    
Level 2
    
Level 3
    
Total
  
                         
Investments:
                        
  Asset-Backed Securities
  
$
–
    
$
131,624,493
    
$
–
    
$
131,624,493
  
  Corporate Bonds
    
–
      
126,438,415
      
–
      
126,438,415
  
  U.S. Treasury Securities
    
–
      
113,124,288
      
–
      
113,124,288
  
  Agency Mortgage-Backed Securities
    
–
      
97,048,369
      
–
      
97,048,369
  
  Commercial Mortgage-Backed Securities
    
–
      
76,876,662
      
–
      
76,876,662
  
  U.S. Treasury Bills
    
–
      
5,985,476
      
–
      
5,985,476
  
Total Investments
  
$
–
    
$
551,097,703
    
$
–
    
$
551,097,703