NPORT-EX 2 Chartwell_NPORT_Part_F.htm HTML

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS

September 30, 2022 (Unaudited)

 

 

     
COMMON STOCKS - 21.0%        Shares       Value
Communications - 1.1%  

Entertainment Content - 0.1%

  

Activision Blizzard, Inc.

      5,348          $                 397,570        
    

 

 

 

Internet Media & Services - 0.1%

  

Expedia Group, Inc. (a)

      3,444       322,668  
    

 

 

 

Telecommunications - 0.9%

  

AT&T, Inc.

      60,053       921,213  

Verizon Communications, Inc.

      71,118       2,700,351  
    

 

 

 

       3,621,564  
    

 

 

 

Consumer Discretionary - 1.6%  

Apparel & Textile Products - 0.1%

  

Columbia Sportswear Company

      4,796       322,771  

NIKE, Inc. - Class B

      2,482       206,304  
    

 

 

 

       529,075  
    

 

 

 

Automotive - 0.1%

  

General Motors Company

      10,479       336,271  
    

 

 

 

Consumer Services - 0.1%

  

Service Corporation International

      7,177       414,400  
    

 

 

 

Home Construction - 0.1%

  

Masco Corporation

      7,253       338,642  
    

 

 

 

Leisure Facilities & Services - 0.8%

  

Las Vegas Sands Corporation (a)

      84,738       3,179,370  
    

 

 

 

Retail - Discretionary - 0.4%

  

AutoZone, Inc. (a)

      317       678,992  

Genuine Parts Company

      2,177       325,070  

Home Depot, Inc. (The)

                  1,546             426,603  
    

 

 

 

       1,430,665  
    

 

 

 

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 21.0%  (Continued)        Shares       Value
Consumer Staples - 0.8%  

Beverages - 0.1%

  

Coca-Cola Company (The)

      8,600          $                 481,772        
    

 

 

 

Food - 0.2%

  

Conagra Brands, Inc.

      9,584       312,726  

Lamb Weston Holdings, Inc.

      5,854       452,982  
    

 

 

 

       765,708  
    

 

 

 

Household Products - 0.2%

  

Procter & Gamble Company (The)

      3,907       493,259  
    

 

 

 

Retail - Consumer Staples - 0.2%

  

Dollar Tree, Inc. (a)

      3,634       494,587  

Target Corporation

      1,727       256,270  
    

 

 

 

       750,857  
    

 

 

 

Tobacco & Cannabis - 0.1%

  

Philip Morris International, Inc.

      5,584       463,528  
    

 

 

 

Energy - 0.9%  

Oil & Gas Producers - 0.9%

  

Diamondback Energy, Inc.

      2,244       270,312  

Exxon Mobil Corporation

      7,105       620,338  

Hess Corporation

      3,355       365,662  

Pioneer Natural Resources Company

      7,029       1,521,989  

Shell plc - ADR

                  9,828             489,041  
    

 

 

 

       3,267,342  
    

 

 

 

Financials - 3.3%  

Asset Management - 0.2%

  

Ares Capital Corporation

      20,525       346,462  

Blackstone, Inc.

      3,313       277,298  
    

 

 

 

       623,760  
    

 

 

 

Banking - 2.3%

  

Huntington Bancshares, Inc.

      28,271       372,612  

JPMorgan Chase & Company

      33,949       3,547,670  

KeyCorp

      20,381       326,504  

M&T Bank Corporation

      1,518       267,654  

Pinnacle Financial Partners, Inc.

      41,089       3,332,318  

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 21.0%  (Continued)        Shares       Value
Financials - 3.3%  (Continued)  

Banking - 2.3%  (Continued)

  

PNC Financial Services Group, Inc. (The)

      2,684          $                 401,043        

Truist Financial Corporation

      9,722       423,296  
    

 

 

 

       8,671,097  
    

 

 

 

Institutional Financial Services - 0.2%

  

Morgan Stanley

      8,166       645,196  
    

 

 

 

Insurance - 0.6%

  

Allstate Corporation (The)

      6,180       769,595  

Arthur J. Gallagher & Company

      2,518       431,132  

Chubb Ltd.

      1,354       246,266  

Hanover Insurance Group, Inc. (The)

      3,686       472,324  

Lincoln National Corporation

      8,131       357,032  
    

 

 

 

       2,276,349  
    

 

 

 

Specialty Finance - 0.0% (b)

  

Synchrony Financial

      8,456       238,374  
    

 

 

 

Health Care - 2.3%

 

Biotech & Pharma - 1.6%

  

AbbVie, Inc.

      3,411       457,790  

Bristol-Myers Squibb Company

        55,922       3,975,495  

Johnson & Johnson

      6,167       1,007,441  

Merck & Company, Inc.

      9,795       843,546  
    

 

 

 

       6,284,272  
    

 

 

 

Health Care Facilities & Services - 0.5%

  

CVS Health Corporation

      2,937       280,102  

Quest Diagnostics, Inc.

      4,240       520,206  

Syneos Health, Inc. (a)

      5,802       273,564  

UnitedHealth Group, Inc.

      634       320,195  

Universal Health Services, Inc. - Class B

      3,907       344,519  
    

 

 

 

       1,738,586  
    

 

 

 

Medical Equipment & Devices - 0.2%

  

Abbott Laboratories

                  6,289             608,524  
    

 

 

 

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 21.0% (Continued)        Shares       Value
Industrials - 2.3%  

Aerospace & Defense - 0.1%

  

L3Harris Technologies, Inc.

      2,062            $                428,545        
    

 

 

 

Diversified Industrials - 0.1%

  

Emerson Electric Company

      6,186       452,939  
    

 

 

 

Electrical Equipment - 0.1%

  

Littelfuse, Inc.

      2,775       551,365  
    

 

 

 

Machinery - 1.8%

  

Caterpillar, Inc.

      2,550       418,404  

Gates Industrial Corporation plc (a)

      30,736       299,983  

Mueller Water Products, Inc. - Series A

      202,035       2,074,899  

Parker-Hannifin Corporation

      2,140       518,543  

Regal Rexnord Corporation

      4,582       643,130  

Snap-on, Inc.

      13,813       2,781,248  
    

 

 

 

       6,736,207  
    

 

 

 

Transportation & Logistics - 0.1%

  

United Parcel Service, Inc. - Class B

      2,531       408,858  
    

 

 

 

Transportation Equipment - 0.1%

  

PACCAR, Inc.

      4,519       378,195  
    

 

 

 

Materials - 5.6%  

Chemicals - 0.4%

  

Air Products & Chemicals, Inc.

      1,415       329,313  

FMC Corporation

      7,181       759,032  

Univar Solutions, Inc. (a)

      24,132       548,761  
    

 

 

 

       1,637,106  
    

 

 

 

Construction Materials - 0.2%

  

Vulcan Materials Company

      4,445       701,021  
    

 

 

 

Metals & Mining - 5.0%

  

Alamos Gold, Inc. - Class A

      815,000       6,039,150  

Centerra Gold, Inc.

      840,000       3,716,896  

Kinross Gold Corporation

      1,125,000             4,230,000  

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 21.0% (Continued)        Shares       Value

Materials - 5.6% (Continued)

 

Metals & Mining - 5.0% (Continued)

  

Southern Copper Corporation

      8,749            $                 392,305        

SSR Mining, Inc.

      330,000       4,854,300  
    

 

 

 

       19,232,651  
    

 

 

 

Real Estate - 0.8%

 

REITs - 0.8%

  

Crown Castle, Inc.

      4,781       691,094  

Healthcare Realty Trust Incorporated

      21,357       445,293  

Healthpeak Properties, Inc.

      12,706       291,221  

Life Storage, Inc.

      4,241       469,733  

Mid-America Apartment Communities, Inc.

      4,380       679,207  

Weyerhaeuser Company

      12,804       365,682  
    

 

 

 

       2,942,230  
    

 

 

 

Technology - 1.6%

 

Semiconductors - 0.3%

  

Intel Corporation

      13,607       350,652  

Micron Technology, Inc.

      6,233       312,273  

NVIDIA Corporation

      1,853       224,936  

QUALCOMM, Inc.

      3,770       425,935  
    

 

 

 

       1,313,796  
    

 

 

 

Software - 0.1%

  

Microsoft Corporation

      1,610       374,969  
    

 

 

 

Technology Hardware - 1.1%

  

Apple, Inc.

      1,920       265,344  

Ciena Corporation (a)

      82,407       3,331,715  

Seagate Technology Holdings plc

      9,986       531,555  
    

 

 

 

       4,128,614  
    

 

 

 

Technology Services - 0.1%

  

DXC Technology Company (a)

      20,437       500,297  
    

 

 

 

Utilities - 0.7%

 

Electric Utilities - 0.7%

  

Ameren Corporation

      6,657       536,221  

American Electric Power Company, Inc.

      6,714       580,425  

CMS Energy Corporation

                  7,285             424,279  

 

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 21.0% (Continued)        Shares       Value

Utilities - 0.7% (Continued)

 

Electric Utilities - 0.7% (Continued)

  

NextEra Energy, Inc.

      5,736            $                449,760        

Public Service Enterprise Group, Inc.

                11,687             657,160  
    

 

 

 

       2,647,845  
    

 

 

 

Total Common Stocks (Cost $85,172,372)

 

          $          80,313,487  
 

 

 

 

 

     
EXCHANGE-TRADED FUNDS - 1.3%        Shares       Value

iShares Silver Trust (a) (Cost $5,682,345)

              290,000                $             5,075,000        
    

 

 

 

 

     
PREFERRED STOCKS - 2.7%        Shares       Value

Communications - 0.1%

 

Entertainment Content - 0.1%

  

Paramount Global, Series A, 5.75%

      7,700            $                237,930        
    

 

 

 

Financials - 1.1%

 

Specialty Finance - 1.1%

  

Annaly Capital Management, Inc., Series F, 8.66%

      171,929       4,097,068  
    

 

 

 

Real Estate - 1.5%

 

REITs - 1.5%

  

Chimera Investment Corporation, Series B, 8.00%

      104,206       1,834,025  

Rithm Capital Corporation, Series C, 6.375%

              233,033             4,066,426  
    

 

 

 

       5,900,451  
    

 

 

 

Total Preferred Stocks (Cost $10,539,526)

 

          $          10,235,449  
 

 

 

 

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
CORPORATE BONDS - 25.9%        Par Value       Value
Communications - 0.9%         

Consolidated Communications Holdings, Inc.,

6.50%, due 10/1/2028 (c)

      $        975,000                $                728,813        

Liberty Interactive, LLC, 8.50%, due 7/15/2029

      1,000,000       655,000  

Magallanes, Inc., 5.14%, due 3/15/2052 (c)

      1,845,000       1,340,980  

Sugarhouse HSP Gaming, 5.88%, due 5/15/2025 (c)

      780,000       721,525  
    

 

 

 

       3,446,318  
    

 

 

 

Consumer Discretionary - 3.3%         

AAG FH L.P./AAG FH Finco, Inc., 9.75%, due 7/15/2024 (c)

      2,523,000       2,529,308  

Affinity Gaming, 6.88%, due 12/15/2027 (c)

      1,200,000       978,240  

AutoNation, Inc., 3.80%, due 11/15/2027

      1,272,000       1,126,223  

Ford Motor Credit Company, LLC, 4.54%, due 8/1/2026

      1,375,000       1,223,884  

General Motors Financial Company, Inc., 5.65%,

due 1/17/2029

      1,629,000       1,540,195  

Kohl’s Corporation, 5.55%, due 7/17/2045

      2,684,000       1,607,080  

QVC, Inc., 5.95%, due 3/15/2043

      1,645,000       976,225  

StoneMor, Inc., 8.50%, due 5/15/2029 (c)

      1,520,000       1,280,600  

Tenneco, Inc., 7.88%, due 1/15/2029 (c)

      1,450,000       1,411,455  
    

 

 

 

       12,673,210  
    

 

 

 

Consumer Staples - 1.5%         

Anheuser-Busch InBev Worldwide, Inc., 4.50%,

due 6/1/2050

      3,555,000       2,929,425  

JBS USA Lux S.A., 5.13%, due 2/1/2028 (c)

      3,080,000       2,886,792  
    

 

 

 

       5,816,217  
    

 

 

 

Energy - 4.1%         

Blue Racer Midstream, LLC/Blue Racer Finance Corporation, 6.63%, due 7/15/2026 (c)

      1,463,000       1,364,247  

Colgate Energy Partners III, LLC, 7.75%, due 2/15/2026 (c)

      1,375,000       1,349,038  

Earthstone Energy Holdings, LLC, 8.00%, due 4/15/2027 (c)

      1,680,000       1,583,400  

Energy Transfer Operating, L.P.,7.13% (H15T5Y + 530.6), due
5/15/2030 (d)(e)

      4,508,000       3,703,521  

EnLink Midstream Partners, L.P., 4.85%, due 7/15/2026

      1,275,000       1,170,940  

Genesis Energy, L.P./Genesis Energy Finance Corporation, 5.63%, due 6/15/2024

      1,500,000       1,410,021  

Parkland Fuel Corporation, 5.88%, due 7/15/2027 (c)

      1,373,000       1,272,771  

Plains All American Pipeline, L.P., 3.80%, due 9/15/2030

      2,345,000       1,965,526  

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
CORPORATE BONDS - 25.9%  (Continued)        Par Value        Value
Energy - 4.1%  (Continued)          

Summit Midstream Holdings, LLC/Summit Midstream Finance Corporation, 8.50%, due 10/15/2026 (c)

      $        1,870,000                   $              1,755,462        
     

 

 

 

        15,574,926  
     

 

 

 

Financials - 7.0%          

Ares Capital Corporation, 4.20%, due 6/10/2024

      3,035,000              2,939,031  

Ares Capital Corporation, 3.25%, due 7/15/2025

      3,390,000              3,096,960  

Bank of America Corporation, 4.05% (3MO LIBOR + 76),

due 9/15/2026 (d)

      1,707,000              1,657,099  

Citizens Financial Group, Inc., 6.00%

(3MO LIBOR + 300.3), due 12/31/2099 (d) (e)

      2,750,000              2,522,072  

Lincoln National Corporation, 3.05%, due 1/15/2030

      2,495,000              2,091,885  

NMI Holdings, Inc., 7.38%, due 6/1/2025 (c)

      1,190,000              1,154,181  

Owl Rock Capital Corporation, 3.40%, due 7/15/2026

      3,175,000              2,724,155  

PennyMac Corporation, 5.50%, due 3/15/2026

      7,000,000              5,687,500  

PRA Group, Inc., 5.00%, due 10/1/2029 (c)

      1,650,000              1,334,094  

Provident Funding Associates, L.P./PFG Finance
Corporation, 6.38%, due 6/15/2025 (c)

      1,649,000              1,498,529  

Starwood Property Trust, Inc., 3.63%, due 7/15/2026 (c)

      1,120,000              952,000  

StoneX Group, Inc., 8.63%, due 6/15/2025 (c)

      884,000              892,911  
     

 

 

 

        26,550,417  
     

 

 

 

Health Care - 0.8%          

Horizon Pharma USA, Inc., 5.50%, due 8/1/2027 (c)

      2,150,000              2,011,024  

Prime Healthcare Services, Inc., 7.25%, due 11/1/2025 (c)

      1,065,000              950,566  
     

 

 

 

        2,961,590  
     

 

 

 

Industrials - 2.5%          

American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%,
due 4/20/2026 (c)

      1,680,000              1,577,806  

Boeing Company (The), 5.15%, due 5/1/2030

      1,600,000              1,480,077  

Brundage-Bone Concrete Pumping Holdings, Inc., 6.00%,

due 2/1/2026 (c)

      1,500,000              1,353,750  

Delta Air Lines, Inc., 7.38%, due 1/15/2026

      533,000              538,796  

Gates Global, LLC/Gates Corporation, 6.25%,

due 1/15/2026 (c)

      1,700,000              1,564,000  

Harsco Corporation, 5.75%, due 7/31/2027 (c)

      980,000              612,293  

JPW Industries Holding Corporation, 9.00%,

due 10/1/2024 (c)

      1,195,000              1,039,650  

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
CORPORATE BONDS - 25.9%  (Continued)       Par Value        Value
Industrials - 2.5%  (Continued)         

Railworks Holdings, L.P./Railworks Rally, Inc., 8.25%,

due 11/15/2028 (c)

     $        1,680,000                   $              1,562,917        
    

 

 

 

       9,729,289  
    

 

 

 

Materials—2.5%         

Compass Minerals International, Inc., 4.88%,

due 7/15/2024 (c)

     1,410,000              1,325,416  

Fortress Transportation & Infrastructure Investors, LLC, 9.75%, due 8/1/2027 (c)

     2,315,000              2,263,630  

IAMGOLD Corporation, 5.75%, due 10/15/2028 (c)

     2,400,000              1,131,778  

JW Aluminum Continuous Cast Company, 10.25%,

due 6/1/2026 (c)

     1,365,000              1,392,300  

GPD Cos, Inc., 10.13%, due 4/1/2026 (c)

     1,853,000              1,686,882  

Tacora Resources, Inc., 8.25%, due 5/15/2026 (c)

     1,870,000              1,588,109  
    

 

 

 

       9,388,115  
    

 

 

 

Real Estate—0.9%         

Greystar Real Estate Partners, LLC, 5.75%, due 12/1/2025 (c)

     1,750,000              1,653,925  

Safehold Operating Partnership, L.P., 2.85%, due 1/15/2032

     2,490,000              1,853,748  
    

 

 

 

       3,507,673  
    

 

 

 

Technology—1.9%         

Likewize Corporation, 9.75%, due 10/15/2025 (c)

     1,430,000              1,319,109  

Dell International, LLC/EMC Corporation, 6.20%,

due 7/15/2030

     1,565,000              1,523,093  

Hewlett Packard Enterprise Company, 6.35%,

due 10/15/2045

     2,759,000              2,504,723  

Oracle Corporation, 3.95%, due 3/25/2051

     2,895,000              1,919,980  
    

 

 

 

       7,266,905  
    

 

 

 

Utilities—0.5%         

NSG Holdings, LLC, 7.75%, due 12/15/2025 (c)

     1,019,464              983,783  

Suburban Propane Partners, L.P., 5.88%, due 3/1/2027

     1,100,000              1,037,741  
    

 

 

 

       2,021,524  
    

 

 

 

Total Corporate Bonds (Cost $113,289,115)

 

           $            98,936,184  
  

 

 

 

    
     
ASSET-BACKED SECURITIES — 1.7%       Par Value        Value

Colony American Finance Ltd., Series 2019-3, 2.71%, due 10/15/2052 (c)

     $        1,533,541                   $              1,446,486        

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
ASSET-BACKED SECURITIES — 1.7%  (Continued)        Par Value       Value

Latitude Management Real Estate Investors, Inc.,
Series 2019-CRE3, 4.97% (1MO LIBOR + 140), due 12/22/2035 (c) (d)

      $        2,289,314                  $              2,257,573        

NRZ Excess Spread Collateralized Notes, Series 2021-FHT1, 3.10%, due 7/25/2026 (c)

      476,849       416,841  

NRZ Excess Spread Collateralized Notes, Series 2021-GNT1, 3.47%, due 11/25/2026 (c)

      2,507,688       2,198,065  
    

 

 

 

Total Asset-Backed Securities (Cost $6,807,301)

 

          $              6,318,965  
 

 

 

 

 

     
MORTGAGE-BACKED SECURITIES — 22.0%        Par Value       Value
Agency Fixed Rate—7.2%      

Federal Home Loan Mortgage Corporation
Pool #G6-1858, 3.50%, due 1/1/2048

      $        2,410,509                  $              2,203,918        

Federal Home Loan Mortgage Corporation
Pool #ZA-5269, 3.00%, due 2/1/2048

      857,650       756,694  

Federal Home Loan Mortgage Corporation
Pool #ZN-6606, 3.00%, due 6/1/2049

      1,034,047       910,641  

Federal Home Loan Mortgage Corporation
Pool #SD-0144, 3.00%, due 11/1/2049

      459,017       403,527  

Federal Home Loan Mortgage Corporation
Pool #QA-7416, 3.00%, due 2/1/2050

      3,448,301       3,026,407  

Federal National Mortgage Association
Pool #BN0356, 3.00%, due 12/1/2033

      1,163,372       1,083,833  

Federal National Mortgage Association
Pool #BP6565, 2.50%, due 8/1/2040

      2,191,928       1,891,350  

Federal National Mortgage Association
Pool #BP6638, 2.50%, due 8/1/2040

      2,144,180       1,850,015  

Federal National Mortgage Association
Pool #CA4128, 3.00%, due 9/1/2049

      1,342,973       1,179,691  

Federal National Mortgage Association
Pool #FM1526, 3.00%, due 9/1/2049

      1,875,746       1,648,152  

Federal National Mortgage Association
Pool #B03192, 3.00%, due 10/1/2049

      1,972,995       1,733,400  

Federal National Mortgage Association
Pool #BO8653, 3.00%, due 2/1/2050

      2,187,808       1,924,667  

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
MORTGAGE-BACKED SECURITIES - 22.0%  (Continued)        Par Value        Value
Agency Fixed Rate - 7.2%  (Continued)       

Federal National Mortgage Association
Pool #BT1862, 2.50%, due 7/1/2051

      $        5,083,736             $            4,286,819        

Federal National Mortgage Association
Pool #MA4392, 2.50%, due 7/1/2051

      3,332,785        2,732,151  

Federal National Mortgage Association
Pool #FS0195, 2.50%, due 1/1/2052

      2,107,100        1,773,849  
     

 

 

 

        27,405,114  
     

 

 

 

Commercial - 14.8%       

Agate Bay Mortgage Loan Trust, Series 2016-2,
3.50%, due 3/25/2046 (c)

      1,077,405        969,575  

BDS Ltd., Series 2019-FL4,
4.51% (1MO LIBOR + 110), due 8/15/2036 (c) (d)

      156,329        156,329  

Flagstar Mortgage Trust, Series 2020-2,
3.00%, due 8/25/2050 (c)

      904,773        763,827  

Flagstar Mortgage Trust, Series 2021-1,
2.50%, due 2/1/2051 (c)

      1,751,138        1,396,600  

Flagstar Mortgage Trust, Series 2021-1,
2.50%, due 2/1/2051 (c)

      2,413,162        1,878,111  

FMC GMSR Issuer Trust, Series 2020-GT1,
4.45%, due 1/25/2026 (c)

      2,265,000        1,945,475  

GS Mortgage Securities Trust, Series 2020-PJ5,
3.00%, due 3/27/2051(c)

      1,244,461        1,036,694  

GS Mortgage Securities Trust, Series 2021-PJ1,
2.50%, due 6/25/2051 (c)

      3,110,337        2,421,578  

GS Mortgage Securities Trust, Series 2021-PJ2,
2.50%, due 7/25/2051 (c)

      2,763,050        2,141,472  

GS Mortgage Securities Trust, Series 2021-PJ3,
2.50%, due 8/25/2051 (c)

      4,329,727        3,404,417  

GS Mortgage Securities Trust, Series 2021-PJ4,
2.50%, due 9/25/2051 (c)

      5,845,645        4,596,366  

GS Mortgage Securities Trust, Series 2022-MM1,
2.50%, due 7/25/2052 (c)

      1,816,817        1,563,059  

JPMorgan Mortgage Trust, Series 2020-LTV2,
3.00%, due 11/25/2050 (c)

      242,716        226,212  

JPMorgan Mortgage Trust, Series 2021-4,
2.50%, due 8/25/2051 (c)

      3,889,002        3,057,880  

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
MORTGAGE-BACKED SECURITIES - 22.0%  (Continued)        Par Value        Value
Commercial - 14.8%  (Continued)       

JPMorgan Mortgage Trust, Series 2021-6,
2.50%, due 10/25/2051 (c)

      $        3,962,291             $            3,089,751        

JPMorgan Mortgage Trust, Series 2022-INV3,
3.00%, due 9/25/2052 (c)

      2,357,478        1,931,395  

JPMorgan Wealth Management Trust, Series 2020-ATR1,
3.00%, due 2/25/2050 (c)

      555,265        471,579  

Mello Mortgage Capital Acceptance Trust,
Series 2021-MTG3, 2.50%, due 7/1/2051 (c)

      3,854,851        2,980,579  

NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1,
3.84%, due 12/25/2025 (c)

      911,445        832,868  

Onslow Bay Financial, LLC, Series 2021-J1,
2.50%, due 5/25/2051 (c)

      4,251,185        3,333,363  

Onslow Bay Financial, LLC, Series 2019-EXP3,
3.50%, due 10/25/2059 (c)

      868,124        802,010  

Provident Funding Mortgage Trust, Series 2019-1,
3.00%, due 12/25/2049 (c)

      1,263,711        1,069,623  

Rate Mortgage Trust, Series 2021-J1,
2.50%, due 7/25/2051 (c)

      4,181,271        3,278,543  

RMF Buyout Issuance Trust, Series 2020-HB1,
1.72%, due 10/25/2050 (c)

      2,514,421        2,363,740  

Rocket Mortgage Trust, Series 2021-1,
2.50%, due 3/25/2051 (c)

      2,191,921        1,723,484  

Rocket Mortgage Trust, Series 2021-2,
2.50%, due 6/25/2051 (c)

      4,846,220        3,810,529  

Rocket Mortgage Trust, Series 2021-4,
2.50%, due 9/25/2051 (c)

      2,581,763        2,030,012  

Rocket Mortgage Trust, Series 2022-2,
2.50%, due 2/25/2052 (c)

      3,108,376        2,663,654  

Sequoia Mortgage Trust, Series 2019-5,
3.50%, due 12/25/2049 (c)

      814,137        722,893  
     

 

 

 

        56,661,618  
     

 

 

 

Total Mortgage-Backed Securities (Cost $103,011,060)

 

           $         84,066,732  
  

 

 

 

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
U.S. GOVERNMENT & AGENCY OBLIGATIONS - 19.7%        Par Value       Value
Federal Farm Credit Bank - 1.5%      

Federal Farm Credit Bank, 3.30%, due 3/23/2032

      $        3,125,000                  $            2,766,838        

Federal Farm Credit Bank, 3.80%, due 4/5/2032

      3,075,000       2,821,015  
    

 

 

 

       5,587,853  
    

 

 

 

Federal Home Loan Bank - 1.9%      

Federal Home Loan Bank, 1.15%, due 2/26/2031

      2,660,000       2,148,523  

Federal Home Loan Bank, 1.25%, due 7/7/2031

      6,100,000       5,021,332  
    

 

 

 

       7,169,855  
    

 

 

 

Small Business Administration - 0.8%      

Small Business Administration Participation Certificates, 3.20%, due 3/1/2039

      3,250,254       3,061,796  
    

 

 

 

U.S. Treasury Bonds - 2.6%      

U.S. Treasury Bonds, 3.75%, due 8/15/2041

      6,280,000       6,018,251  

U.S. Treasury Bonds, 2.88%, due 5/15/2052

      4,705,000       3,945,584  
    

 

 

 

       9,963,835  
    

 

 

 

U.S. Treasury Inflation - Protected Notes - 1.3%      

U.S. Treasury Inflation-Protected Notes,
0.88%, due 2/15/2047

      6,308,682       4,946,216  
    

 

 

 

U.S. Treasury Notes - 11.6%      

U.S. Treasury Notes, 1.63%, due 9/30/2026

      10,420,000       9,460,220  

U.S. Treasury Notes, 1.13%, due 8/31/2028

      3,750,000       3,174,756  

U.S. Treasury Notes, 1.13%, due 2/15/2031

      16,355,000       13,243,078  

U.S. Treasury Notes, 1.38%, due 11/15/2031

      13,380,000       10,871,250  

U.S. Treasury Notes, 2.88%, due 5/15/2032

      3,125,000       2,889,160  

U.S. Treasury Notes, 1.88%, due 2/15/2051

      7,375,000       4,882,481  
    

 

 

 

       44,520,945  
    

 

 

 

Total U.S. Government & Agency Obligations (Cost $88,028,430)

 

          $            75,250,500  
 

 

 

 

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
MONEY MARKET FUNDS - 0.0% (b)        Shares        Value

Fidelity Institutional Money Market Government Portfolio - Class I, 2.74% (f) (Cost $179,616)

      179,616             $                 179,616        
     

 

 

 

Investments at Value - 94.3% (Cost $412,709,765)

 

           $          360,375,933  

Other Assets in Excess of Liabilities - 5.7%

 

      21,714,313  
  

 

 

 

Net Assets - 100.0%

 

           $          382,090,246  
  

 

 

 

 

(a)

Non-income producing security.

 
(b)

Percentage rounds to less than 0.1%.

 
(c)

144A - Security was purchased in transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. The total value of such securities is $112,031,867 as of September 30, 2022, representing 29.3% of net assets.

  
(d)

Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of September 30, 2022. For securities based on a published reference rate and spread, the reference rate and spread (in basis points) are indicated parenthetically.

 
(e)

Security has a perpetual maturity date.

  
(f)

The rate shown is the 7-day effective yield as of September 30, 2022.

 

 

ADR

    - American Depositary Receipt

H15T5Y

    - U.S. Treasury Yield curve rate for U.S. Treasury note with a constant maturity of 1 year

LIBOR

    - London Interbank offered Rate

CARILLON CHARTWELL MID CAP VALUE FUND

SCHEDULE OF INVESTMENTS

September 30, 2022 (Unaudited)

 

 

     
COMMON STOCKS - 97.1%        Shares        Value
Communications - 1.8%  

Internet Media & Services - 1.8%

  

Expedia Group, Inc. (a)

      7,042           $                 659,765        
     

 

 

 

Consumer Discretionary - 9.4%  

Apparel & Textile Products - 1.8%

  

Columbia Sportswear Company

      9,853        663,107  
     

 

 

 

Consumer Services - 2.3%

  

Service Corporation International

      14,681        847,681  
     

 

 

 

Retail - Discretionary - 5.3%

  

AutoZone, Inc. (a)

      621        1,330,139  

Genuine Parts Company

      4,442        663,279  
     

 

 

 

        1,993,418  
     

 

 

 

Consumer Staples - 6.9%  

Food - 4.2%

  

Conagra Brands, Inc.

      19,637        640,755  

Lamb Weston Holdings, Inc.

      12,058        933,048  
     

 

 

 

        1,573,803  
     

 

 

 

Retail - Consumer Staples - 2.7%

  

Dollar Tree, Inc. (a)

      7,240        985,364  
     

 

 

 

Energy - 5.0%

 

Oil & Gas Producers - 5.0%

  

Diamondback Energy, Inc.

      4,580        551,707  

Pioneer Natural Resources Company

      6,082        1,316,935  
     

 

 

 

        1,868,642  
     

 

 

 

Financials - 16.7%

 

Banking - 6.6%

  

KeyCorp

      41,664        667,457  

M&T Bank Corporation

      3,148        555,055  

Pinnacle Financial Partners, Inc.

      15,478        1,255,266  
     

 

 

 

        2,477,778  
     

 

 

 

Insurance - 8.8%

  

Allstate Corporation (The)

      12,596        1,568,580  

CARILLON CHARTWELL MID CAP VALUE FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

 

     
COMMON STOCKS - 97.1% (Continued)        Shares        Value
Financials - 16.7% (Continued)  

Insurance - 8.8% (Continued)

  

Hanover Insurance Group, Inc. (The)

      7,558           $                 968,482        

Lincoln National Corporation

      16,646        730,926  
     

 

 

 

        3,267,988  
     

 

 

 

Specialty Finance - 1.3%

  

Synchrony Financial

      17,367        489,576  
     

 

 

 

Health Care - 6.2%  

Health Care Facilities & Services - 6.2%

  

Quest Diagnostics, Inc.

      8,647        1,060,900  

Syneos Health, Inc. (a)

      11,839        558,209  

Universal Health Services, Inc. - Class B

      7,977        703,412  
     

 

 

 

        2,322,521  
     

 

 

 

Industrials - 15.4%  

Aerospace & Defense - 2.4%

  

L3Harris Technologies, Inc.

      4,209        874,757  
     

 

 

 

Electrical Equipment - 3.0%

  

Littelfuse, Inc.

      5,643        1,121,208  
     

 

 

 

Machinery - 10.0%

  

Gates Industrial Corporation plc (a)

      63,667        621,390  

Parker-Hannifin Corporation

      4,374        1,059,864  

Regal Rexnord Corporation

      9,366        1,314,611  

Snap-on, Inc.

      3,688        742,579  
     

 

 

 

        3,738,444  
     

 

 

 

Materials - 11.0%  

Chemicals - 7.2%

  

FMC Corporation

      14,681        1,551,782  

Univar Solutions, Inc. (a)

      49,159        1,117,875  
     

 

 

 

        2,669,657  
     

 

 

 

Construction Materials - 3.8%

  

Vulcan Materials Company

      9,088        1,433,269  
     

 

 

 

CARILLON CHARTWELL MID CAP VALUE FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 97.1%  (Continued)        Shares        Value

Real Estate - 10.3%

 

REITs - 10.3%

 

Healthcare Realty Trust, Inc.

      43,679             $                910,707        

Healthpeak Properties, Inc.

      25,971        595,255  

Life Storage, Inc.

      8,688        962,283  

Mid-America Apartment Communities, Inc.

      8,979        1,392,374  
     

 

 

 

        3,860,619  
     

 

 

 

Technology - 5.5%

 

Technology Hardware - 2.8%

 

Ciena Corporation (a)

      25,642        1,036,706  
     

 

 

 

Technology Services - 2.7%

 

DXC Technology Company (a)

      41,838        1,024,194  
     

 

 

 

Utilities - 8.9%

 

Electric Utilities - 8.9%

 

Ameren Corporation

      13,621        1,097,172  

CMS Energy Corporation

      14,918        868,824  

Public Service Enterprise Group, Inc.

      23,919        1,344,965  
     

 

 

 

        3,310,961  
     

 

 

 

Total Common Stocks (Cost $35,349,684)

 

           $            36,219,458  
     

 

 

 

    

 

 

   
     
MONEY MARKET FUNDS - 1.7%    Shares    Value

Fidelity Institutional Money Market Government Portfolio -
Class I, 2.74% (b) (Cost $626,366)

      626,366             $                  626,366  
     

 

 

 

Investments at Value - 98.8% (Cost $35,976,050)

 

           $            36,845,824  

Other Assets in Excess of Liabilities - 1.2%

 

      444,120  
  

 

 

 

Net Assets - 100.0%

 

           $            37,289,944  
  

 

 

 

 

(a) 

Non-income producing security.

(b) 

The rate shown is the 7-day effective yield as of September 30, 2022.

CARILLON CHARTWELL SMALL CAP VALUE FUND

SCHEDULE OF INVESTMENTS

September 30, 2022 (Unaudited)

 

 

     
COMMON STOCKS - 98.0%        Shares        Value
Consumer Discretionary - 10.9%  

Apparel & Textile Products - 1.4%

  

Oxford Industries, Inc.

      13,574            $             1,218,674        

Wolverine World Wide, Inc.

      48,722        749,831  
     

 

 

 

        1,968,505  
     

 

 

 

Automotive - 1.9%

 

Visteon Corporation (a)

      24,666        2,616,076  
     

 

 

 

Home Construction - 1.1%

 

Tri Pointe Homes, Inc. (a)

      98,992        1,495,769  
     

 

 

 

Leisure Facilities & Services - 4.5%

 

Cheesecake Factory, Inc. (The)

      42,274        1,237,783  

Denny’s Corporation (a)

      156,807        1,475,554  

Jack in the Box, Inc.

      32,377        2,398,164  

Six Flags Entertainment Corporation (a)

      62,990        1,114,923  
     

 

 

 

        6,226,424  
     

 

 

 

Retail - Discretionary - 1.3%

 

Rush Enterprises, Inc. - Class A

      42,446        1,861,682  
     

 

 

 

Wholesale - Discretionary - 0.7%

 

G-III Apparel Group Ltd. (a)

      67,810        1,013,759  
     

 

 

 

Consumer Staples - 3.0%  

Food - 3.0%

 

Hain Celestial Group, Inc. (The) (a)

      43,371        732,102  

Hostess Brands, Inc. (a)

      146,619        3,407,426  
     

 

 

 

        4,139,528  
     

 

 

 

Energy - 2.8%  

Oil & Gas Producers - 1.4%

 

PDC Energy, Inc.

      35,184        2,033,284  
     

 

 

 

Oil & Gas Services & Equipment - 1.4%

 

ChampionX Corporation

      97,974        1,917,351  
     

 

 

 

CARILLON CHARTWELL SMALL CAP VALUE FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 98.0%  (Continued)        Shares        Value
Financials - 27.6%  

Banking - 20.7%

 

Columbia Banking System, Inc.

      64,074            $             1,851,098        

CVB Financial Corporation

      66,363        1,680,311  

First Financial Bancorp

      71,879        1,515,209  

FNB Corporation

      163,688        1,898,781  

Independent Bank Group, Inc.

      35,402        2,173,329  

Old National Bancorp

      120,597        1,986,232  

Pacific Premier Bancorp, Inc.

      67,008        2,074,568  

Renasant Corporation

      51,860        1,622,181  

Sandy Spring Bancorp, Inc.

      58,435        2,060,418  

SouthState Corporation

      18,814        1,488,564  

TowneBank

      74,701        2,004,228  

UMB Financial Corporation

      27,771        2,340,817  

Umpqua Holdings Corporation

      111,627        1,907,705  

United Bankshares, Inc.

      33,893        1,211,675  

United Community Banks, Inc.

      89,929        2,976,650  
     

 

 

 

        28,791,766  
     

 

 

 

Insurance - 5.3%

 

American Equity Investment Life Holding Company

      56,369        2,102,000  

Kemper Corporation

      35,586        1,468,278  

Selective Insurance Group, Inc.

      47,274        3,848,104  
     

 

 

 

        7,418,382  
     

 

 

 

Specialty Finance - 1.6%

 

PRA Group, Inc. (a)

      66,725        2,192,584  
     

 

 

 

Health Care - 6.8%  

Health Care Facilities & Services - 5.0%

 

AdaptHealth Corporation (a)

      96,920        1,820,158  

LHC Group, Inc. (a)

      17,232        2,820,189  

Patterson Companies, Inc.

      93,351        2,242,291  
     

 

 

 

        6,882,638  
     

 

 

 

Medical Equipment & Devices - 1.8%

 

Integer Holdings Corporation (a)

      40,384        2,513,096  
     

 

 

 

CARILLON CHARTWELL SMALL CAP VALUE FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 98.0%  (Continued)        Shares        Value
Industrials - 20.5%  

Aerospace & Defense - 3.0%

 

AAR Corporation (a)

      62,682            $             2,245,270        

Moog, Inc. - Class A

      28,152        1,980,493  
     

 

 

 

        4,225,763  
     

 

 

 

Commercial Support Services - 4.2%

 

Harsco Corporation (a)

      94,492        353,400  

Korn Ferry

      41,751        1,960,210  

TrueBlue, Inc. (a)

      77,493        1,478,566  

UniFirst Corporation

      12,019        2,021,956  
     

 

 

 

        5,814,132  
     

 

 

 

Electrical Equipment - 1.2%

 

nVent Electric plc

      52,225        1,650,832  
     

 

 

 

Engineering & Construction - 4.4%

  

Dycom Industries, Inc. (a)

      35,107        3,353,772  

Parsons Corporation (a)

      69,262        2,715,070  
     

 

 

 

        6,068,842  
     

 

 

 

Industrial Intermediate Products - 2.0%

 

EnPro Industries, Inc.

      32,451        2,757,686  
     

 

 

 

Machinery - 4.2%

 

Cactus, Inc. - Class A

      57,984        2,228,325  

Columbus McKinnon Corporation

      64,835        1,696,084  

Mueller Water Products, Inc. - Series A

      191,529        1,967,003  
     

 

 

 

        5,891,412  
     

 

 

 

Transportation & Logistics - 1.5%

 

Hub Group, Inc. - Class A (a)

      30,090        2,075,608  
     

 

 

 

Materials - 3.8%  

Chemicals - 1.2%

 

Minerals Technologies, Inc.

      33,714        1,665,809  
     

 

 

 

Construction Materials - 1.4%

 

Eagle Materials, Inc.

      17,912        1,919,808  
     

 

 

 

CARILLON CHARTWELL SMALL CAP VALUE FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 98.0%  (Continued)        Shares        Value
Materials - 3.8%  (Continued)  

Containers & Packaging - 1.2%

 

TriMas Corporation

      69,659            $             1,746,351        
     

 

 

 

Real Estate - 9.6%  

Real Estate Owners & Developers - 1.6%

 

McGrath RentCorp

      26,397        2,213,652  
     

 

 

 

REITs - 8.0%

 

First Industrial Realty Trust, Inc.

      30,571        1,369,886  

Four Corners Property Trust, Inc.

      53,896        1,303,744  

Healthcare Realty Trust, Inc.

      64,736        1,349,746  

Kite Realty Group Trust

      103,352        1,779,721  

Pebblebrook Hotel Trust

      67,023        972,504  

Piedmont Office Realty Trust, Inc. - Class A

      98,755        1,042,853  

Ryman Hospitality Properties, Inc.

      18,330        1,348,905  

STAG Industrial, Inc.

      66,913        1,902,337  
     

 

 

 

        11,069,696  
     

 

 

 

Technology - 7.9%  

Semiconductors - 2.0%

 

CTS Corporation

      67,152        2,796,881  
     

 

 

 

Software - 2.7%

 

CommVault Systems, Inc. (a)

      34,957        1,854,119  

Progress Software Corporation

      43,757        1,861,860  
     

 

 

 

        3,715,979  
     

 

 

 

Technology Hardware - 3.2%

 

Fabrinet (a)

      18,228        1,739,863  

Plexus Corporation (a)

      31,147        2,727,231  
     

 

 

 

        4,467,094  
     

 

 

 

Utilities - 5.1%  

Electric Utilities - 5.1%

 

Avista Corporation

      31,651        1,172,670  

Black Hills Corporation

      21,352        1,446,171  

NorthWestern Corporation

      38,286        1,886,734  

CARILLON CHARTWELL SMALL CAP VALUE FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 98.0%  (Continued)        Shares        Value
Utilities - 5.1%  (Continued)  

Electric Utilities - 5.1% (Continued)

 

PNM Resources, Inc.

      57,450           $             2,627,188        
     

 

 

 

        7,132,763  
     

 

 

 

Total Common Stocks (Cost $125,104,386)

 

         $ 136,283,152  
  

 

 

 

       

    

  
     
MONEY MARKET FUNDS - 0.6%    Shares    Value

Fidelity Institutional Money Market Government Portfolio -
Class I, 2.74% (b) (Cost $872,384)

      872,384           $ 872,384  
     

 

 

 

Investments at Value - 98.6% (Cost $125,976,770)

 

         $ 137,155,536  

Other Assets in Excess of Liabilities - 1.4%

 

      1,913,721  
  

 

 

 

Net Assets - 100.0%

 

         $ 139,069,257  
  

 

 

 

 

(a)

Non-income producing security.

(b)

The rate shown is the 7-day effective yield as of September 30, 2022.

CARILLON CHARTWELL SHORT DURATION HIGH YIELD FUND

SCHEDULE OF INVESTMENTS

September 30, 2022 (Unaudited)

 

 

     
CORPORATE BONDS - 96.3%    Par Value    Value
Communications - 12.2%          

AMC Networks, Inc., 5.00%, due 4/1/2024

      $    2,488,000           $             2,373,879        

Charter Communications, LLC, 4.91%, due 7/23/2025

      4,405,000        4,295,576  

Quebecor Media, Inc., 5.75%, due 1/15/2023

      1,618,000        1,601,820  

Sirius XM Radio, Inc., 3.13%, due 9/1/2026 (a)

      5,385,000        4,729,241  

Sprint Corporation, 7.13%, due 6/15/2024

      5,425,000        5,506,158  

TEGNA, Inc., 4.75%, due 3/15/2026 (a)

      4,700,000        4,534,560  
     

 

 

 

        23,041,234  
     

 

 

 

Consumer Discretionary - 8.3%          

Ford Motor Credit Company, LLC, 4.06%, due 11/1/2024

      5,840,000        5,481,716  

Penske Automotive Group, Inc., 3.50%, due 9/1/2025

      750,000        686,555  

QVC, Inc., 4.85%, due 4/1/2024

      5,100,000        4,800,579  

Travel + Leisure Company, 3.90%, due 3/1/2023

      2,825,000        2,788,339  

Travel + Leisure Company, 6.60%, due 10/1/2025

      2,006,000        1,956,610  
     

 

 

 

        15,713,799  
     

 

 

 

Consumer Staples - 3.9%          

Albertsons Companies, Inc., 3.25%, due 3/15/2026 (a)

      5,635,000        4,949,429  

Clearwater Paper Corporation, 5.38%, due 2/1/2025 (a)

      2,500,000        2,465,369  
     

 

 

 

        7,414,798  
     

 

 

 

Energy - 6.6%          

DCP Midstream Operating, L.P., 3.88%, due 3/15/2023

      2,800,000        2,765,000  

DCP Midstream Operating, L.P., 5.38%, due 7/15/2025

      1,745,000        1,694,640  

New Fortress Energy, Inc., 6.75%, due 9/15/2025 (a)

      2,490,000        2,358,528  

Rattler Midstream, L.P., 5.63%, due 7/15/2025 (a)

      1,000,000        1,012,500  

Western Midstream Operations, L.P., 3.35%, due 2/1/2025

      5,045,000        4,690,235  
     

 

 

 

        12,520,903  
     

 

 

 

Financials - 17.6%          

Icahn Enterprises, L.P., 4.75%, due 9/15/2024

      4,915,000        4,598,277  

Navient Corporation, 5.50%, due 1/25/2023

      4,646,000        4,618,585  

NMI Holdings, Inc., 7.38%, due 6/1/2025 (a)

      5,100,000        4,946,490  

OneMain Finance Corporation, 5.63%, due 3/15/2023

      1,850,000        1,840,779  

OneMain Finance Corporation, 6.13%, due 3/15/2024

      3,045,000        2,932,913  

SLM Corporation, 4.20%, due 10/29/2025

      3,950,000        3,535,961  

SLM Corporation, 3.13%, due 11/2/2026

      1,288,000        1,066,168  

Starwood Property Trust, Inc., 4.75%, due 3/15/2025

      990,000        899,761  

Starwood Property Trust, Inc., 3.63%, due 7/15/2026 (a)

      4,362,000        3,707,700  

CARILLON CHARTWELL SHORT DURATION HIGH YIELD FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
CORPORATE BONDS - 96.3%  (Continued)    Par Value    Value
Financials - 17.6%  (Continued)          

StoneX Group, Inc., 8.63%, due 6/15/2025 (a)

      $    5,000,000           $             5,050,400        
     

 

 

 

        33,197,034  
     

 

 

 

Health Care - 2.4%          

Centene Corporation, 4.25%, due 12/15/2027

      2,005,000        1,833,974  

HCA, Inc., 5.38%, due 2/1/2025

      2,650,000        2,618,662  
     

 

 

 

        4,452,636  
     

 

 

 

Industrials - 15.2%          

ADT Corporation (The), 4.13%, due 6/15/2023

      4,930,000        4,884,397  

Arconic Corporation, 6.00%, due 5/15/2025 (a)

      4,930,000        4,745,449  

Crown Americas, LLC, 4.75%, due 2/1/2026

      4,865,000        4,531,212  

GFL Environmental, Inc., 4.25%, due 6/1/2025 (a)

      3,345,000        3,137,008  

GFL Environmental, Inc., 3.75%, due 8/1/2025 (a)

      1,800,000        1,647,000  

Howmet Aerospace, Inc., 6.88%, due 5/1/2025

      2,411,000        2,428,576  

WESCO Distribution, Inc., 7.13%, due 6/15/2025 (a)

      4,815,000        4,817,648  

XPO Logistics, Inc., 6.25%, due 5/1/2025 (a)

      2,507,000        2,514,020  
     

 

 

 

        28,705,310  
     

 

 

 

Materials - 5.1%          

Howmet Aerospace, Inc., 5.13%, due 10/1/2024

      1,980,000        1,935,054  

Ball Corporation, 4.00%, due 11/15/2023

      1,020,000        999,804  

Mercer International, Inc., 5.50%, due 1/15/2026

      2,410,000        2,223,683  

Avient Corporation, 5.25%, due 3/15/2023

      4,500,000        4,479,008  
     

 

 

 

        9,637,549  
     

 

 

 

Real Estate - 11.7%          

Brookfield Property REIT, Inc., 4.50%, due 4/1/2027 (a)

      4,250,000        3,484,701  

GLP Capital, L.P./GLP Financing II, Inc., 5.38%,

due 11/1/2023

      3,835,000        3,768,846  

GLP Capital, L.P./GLP Financing II, Inc., 5.25%, due 6/1/2025

      745,000        720,101  

Hilton Domestic Operating Company, Inc., 5.38%,

due 5/1/2025 (a)

      4,855,000        4,745,046  

iStar, Inc., 4.75%, due 10/1/2024

      4,720,000        4,654,864  

SBA Communications Corporation, 3.88%, due 2/15/2027

      5,300,000        4,700,623  
     

 

 

 

        22,074,181  
     

 

 

 

Technology - 11.0%          

CommScope Finance, LLC, 6.00%, due 3/1/2026 (a)

      2,913,000        2,682,057  

Seagate HDD Cayman, 4.75%, due 6/1/2023

      1,480,000        1,459,464  

Seagate HDD Cayman, 4.88%, due 3/1/2024

      2,430,000        2,357,046  

CARILLON CHARTWELL INCOME FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
CORPORATE BONDS - 96.3%  (Continued)    Par Value    Value
Technology - 11.0%  (Continued)          

Sensata Technologies B.V., 5.63%, due 11/1/2024 (a)

      $    1,785,000             $             1,774,968        

Sensata Technologies B.V., 5.00%, due 10/1/2025 (a)

      3,205,000        3,057,794  

VICI Properties, L.P., 4.25%, due 12/1/2026 (a)

      5,265,000        4,752,157  

Western Digital Corporation, 4.75%, due 2/15/2026

      5,100,000        4,722,498  
     

 

 

 

        20,805,984  
     

 

 

 

Utilities - 2.3%          

AmeriGas Partners, L.P./AmeriGas Financial Corporation,
5.63%, due 5/20/2024

      3,575,000        3,414,321  

AmeriGas Partners, L.P./AmeriGas Financial Corporation,
5.88%, due 8/20/2026

      1,050,000        951,469  
     

 

 

 

        4,365,790  
     

 

 

 

Total Corporate Bonds (Cost $195,486,433)

 

           $         181,929,218  
  

 

 

 

           
     
MONEY MARKET FUNDS - 0.2%    Shares    Value

Fidelity Institutional Money Market Government Portfolio -
Class I, 2.74% (b) (Cost $429,034)

      429,034             $                429,034        
     

 

 

 

Investments at Value - 96.5% (Cost $195,915,467)

 

      $         182,358,252  

Other Assets in Excess of Liabilities - 3.5%

 

      6,662,889  
     

 

 

 

Net Assets - 100.0%

 

      $         189,021,141  
  

 

 

 

 

(a)

144A - Security was purchased in transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. The total value of such securities is $71,112,065 as of September 30, 2022, representing 37.6% of net assets.

 
(b)

The rate shown is the 7-day effective yield as of September 30, 2022.

CARILLON CHARTWELL SMALL CAP GROWTH FUND

SCHEDULE OF INVESTMENTS

September 30, 2022 (Unaudited)

 

 

 

     
COMMON STOCKS - 93.6%        Shares        Value
Communications - 0.7%  

Advertising & Marketing - 0.7%

  

Magnite, Inc. (a)

      18,761           $                 123,260        
     

 

 

 

Consumer Discretionary - 12.1%  

Apparel & Textile Products - 4.1%

  

Capri Holdings Ltd. (a)

      7,386        283,918  

Crocs, Inc. (a)

      1,715        117,752  

Deckers Outdoor Corporation (a)

      1,097        342,933  
     

 

 

 

        744,603  
     

 

 

 

Home Construction - 0.9%

  

Skyline Champion Corporation (a)

      3,340        176,586  
     

 

 

 

Leisure Facilities & Services - 7.1%

  

Bloomin’ Brands, Inc.

      12,699        232,773  

Boyd Gaming Corporation

      11,773        560,983  

Century Casinos, Inc. (a)

      15,131        99,259  

Churchill Downs, Inc.

      1,430        263,334  

Everi Holdings, Inc. (a)

      8,358        135,567  
     

 

 

 

        1,291,916  
     

 

 

 

Energy - 8.9%  

Oil & Gas Producers - 5.7%

  

Aris Water Solutions, Inc. - Class A

      17,564        224,117  

Northern Oil and Gas, Inc.

      8,720        239,015  

PBF Energy, Inc. - Class A (a)

      6,871        241,584  

PDC Energy, Inc.

      2,440        141,008  

SM Energy Company

      5,010        188,426  
     

 

 

 

        1,034,150  
     

 

 

 

Oil Field Services - 0.9%

  

TETRA Technologies, Inc. (a)

      44,563        159,981  
     

 

 

 

Renewable Energy - 2.3%

  

Array Technologies, Inc. (a)

      5,551        92,036  

Green Plains, Inc. (a)

      7,389        214,798  

Sunrun, Inc. (a)

      4,259        117,506  
     

 

 

 

        424,340  
     

 

 

 

CARILLON CHARTWELL SMALL CAP GROWTH FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 93.6%  (Continued)        Shares        Value
Financials - 2.2%  

Asset Management - 1.0%

  

Hillman Solutions Corporation (a)

      25,080           $                 189,103        
     

 

 

 

Banking - 1.2%

  

Pinnacle Financial Partners, Inc.

      2,713        220,024  
     

 

 

 

Health Care - 24.9%  

Biotech & Pharma - 7.2%

  

Affimed N.V. (a)

      21,487        44,263  

Cytokinetics, Inc. (a)

      4,458        215,990  

Insmed, Inc. (a)

      3,399        73,215  

Iovance Biotherapeutics, Inc. (a)

      7,829        75,002  

IVERIC bio, Inc. (a)

      5,994        107,532  

Liquidia Corporation (a)

      4,839        26,324  

Promtheus Biosciences, Inc. (a)

      1,565        92,351  

Ultragenyx Pharmaceutical, Inc. (a)

      1,247        51,638  

United Therapeutics Corporation (a)

      1,388        290,620  

Viridian Therapeutics, Inc. (a)

      9,471        194,250  

Xenon Pharmaceuticals, Inc. (a)

      3,739        134,978  
     

 

 

 

        1,306,163  
     

 

 

 

Health Care Facilities & Services - 3.9%

  

Amedisys, Inc. (a)

      1,760        170,350  

Cano Health, Inc. (a)

      17,682        153,303  

Tenet Healthcare Corporation (a)

      7,508        387,263  
     

 

 

 

        710,916  
     

 

 

 

Medical Equipment & Devices - 13.8%

  

AtriCure, Inc. (a)

      3,202        125,198  

Axonics, Inc. (a)

      8,682        611,560  

BELLUS Health, Inc. (a)

      5,573        58,851  

CONMED Corporation

      1,897        152,083  

Gossamer Bio, Inc. (a)

      4,396        52,664  

Inspire Medical Systems, Inc. (a)

      489        86,734  

Lantheus Holdings, Inc. (a)

      2,671        187,851  

Merit Medical Systems, Inc. (a)

      6,542        369,688  

Natera, Inc. (a)

      5,610        245,830  

Shockwave Medical, Inc. (a)

      583        162,115  

CARILLON CHARTWELL SMALL CAP GROWTH FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 93.6%  (Continued)        Shares        Value
Health Care - 24.9% (Continued)  

Medical Equipment & Devices - 13.8% (Continued)

  

Stevanato Group S.p.A.

      11,603           $                 196,555        

Tandem Diabetes Care, Inc. (a)

      5,829        278,918  
     

 

 

 

        2,528,047  
     

 

 

 

Industrials - 15.3%  

Commercial Support Services - 2.8%

  

FTI Consulting, Inc. (a)

      3,119        516,849  
     

 

 

 

Engineering & Construction - 4.2%

  

WillScot Mobile Mini Holdings Corporation (a)

      18,814        758,769  
     

 

 

 

Industrial Intermediate Products - 1.4%

  

Chart Industries, Inc. (a)

      1,367        252,006  
     

 

 

 

Industrial Support Services - 1.7%

  

Applied Industrial Technologies, Inc.

      1,881        193,329  

SiteOne Landscape Supply, Inc. (a)

      1,099        114,450  
     

 

 

 

        307,779  
     

 

 

 

Machinery - 5.2%

  

Lincoln Electric Holdings, Inc.

      1,786        224,536  

Oshkosh Corporation

      4,500        316,305  

Terex Corporation

      3,418        101,651  

Valmont Industries, Inc.

      1,164        312,674  
     

 

 

 

        955,166  
     

 

 

 

Materials - 7.8%  

Chemicals - 1.8%

  

Avient Corporation

      5,155        156,196  

Quaker Chemical Corporation

      1,207        174,267  
     

 

 

 

        330,463  
     

 

 

 

Construction Materials - 2.6%

  

Advanced Drainage Systems, Inc.

      3,806        473,352  
     

 

 

 

Containers & Packaging - 0.6%

  

Sealed Air Corporation

      2,476        110,207  
     

 

 

 

CARILLON CHARTWELL SMALL CAP GROWTH FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 93.6%  (Continued)        Shares        Value
Materials - 7.8%  (Continued)  

Metals & Mining - 2.8%

  

Livent Corporation (a)

      9,977           $                 305,795        

MP Materials Corporation (a)

      7,216        196,997  
     

 

 

 

        502,792  
     

 

 

 

Real Estate - 3.5%  

REITs - 3.5%

  

Independence Realty Trust, Inc.

      10,686        178,777  

NexPoint Residential Trust, Inc.

      3,703        171,116  

Ryman Hospitality Properties, Inc.

      3,897        286,780  
     

 

 

 

        636,673  
     

 

 

 

Technology - 17.1%  

Semiconductors - 2.9%

  

MACOM Technology Solutions Holdings, Inc. (a)

      5,612        290,646  

Silicon Motion Technology Corporation - ADR

      2,918        190,224  

Synaptics, Inc. (a)

      581        57,525  
     

 

 

 

        538,395  
     

 

 

 

Software - 11.7%

  

Calix, Inc. (a)

      4,730        289,192  

Everbridge, Inc. (a)

      1,839        56,788  

Grid Dynamics Holdings, Inc. (a)

      18,407        344,763  

Jamf Holding Corporation (a)

      5,067        112,285  

Manhattan Associates, Inc. (a)

      3,354        446,183  

Nutanix, Inc. - Class A (a)

      8,670        180,596  

Rapid7, Inc. (a)

      5,689        244,058  

RingCentral, Inc. - Class A (a)

      2,000        79,920  

Tenable Holdings, Inc. (a)

      6,200        215,760  

Varonis Systems, Inc. (a)

      6,082        161,295  
     

 

 

 

        2,130,840  
     

 

 

 

Technology Services - 2.5%

  

DXC Technology Company (a)

      10,889        266,563  

ExlService Holdings, Inc. (a)

      1,237        182,284  
     

 

 

 

        448,847  
     

 

 

 

CARILLON CHARTWELL SMALL CAP GROWTH FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
COMMON STOCKS - 93.6%  (Continued)        Shares        Value
Utilities - 1.1%  

Electric Utilities - 1.1%

  

Excelerate Energy, Inc.

      8,897           $                 208,190        
     

 

 

 

Total Common Stocks (Cost $16,491,366)

 

         $ 17,079,417  
     

 

 

 

     
     
MONEY MARKET FUNDS - 4.1%        Shares        Value

Fidelity Institutional Money Market Government Portfolio -
Class I, 2.74% (b) (Cost $744,599)

      744,599           $ 744,599  
     

 

 

 

Investments at Value - 97.7% (Cost $17,235,965)

 

         $ 17,824,016  

Other Assets in Excess of Liabilities - 2.3%

 

      426,779  
  

 

 

 

Net Assets - 100.0%

 

         $ 18,250,795  
  

 

 

 

 

(a) 

Non-income producing security.

(b) 

The rate shown is the 7-day effective yield as of September 30, 2022.

 

ADR

- American Depositary Receipt

CARILLON CHARTWELL SHORT DURATION BOND FUND

SCHEDULE OF INVESTMENTS

September 30, 2022 (Unaudited)

 

 

 

     
CORPORATE BONDS - 74.3%        Par Value        Value
Communications - 1.8%          

AT&T, Inc., 0.90%, due 3/25/2024

    $ 45,000           $                   42,560        

Magallanes, Inc., 3.43%, due 3/15/2024 (a)

      10,000        9,662  

Magallanes, Inc., 3.76%, due 3/15/2027 (a)

      15,000        13,421  

Quebecor Media, Inc., 5.75%, due 1/15/2023

      15,000        14,850  

Walt Disney Company (The), 1.75% due 1/13/2026

      25,000        22,633  
     

 

 

 

        103,126  
     

 

 

 

Consumer Discretionary - 3.8%          

Aptiv plc/Aptiv Corporation, 2.40%, due 2/18/2025

      15,000        13,997  

AutoNation, Inc., 3.50%, due 11/15/2024

      50,000        48,085  

General Motors Financial Company, Inc., 1.70%,
due 8/18/2023

      110,000        106,717  

Genuine Parts Company, 1.75%, due 2/1/2025

      25,000        23,079  

Toyota Motor Credit Corporation, 0.50%, due 8/14/2023

      25,000        24,169  
     

 

 

 

        216,047  
     

 

 

 

Consumer Staples - 1.9%          

CVS Health Corporation, 2.63%, due 8/15/2024

      50,000        47,964  

JBS USA Lux S.A., 5.13%, due 2/1/2028 (a)

      65,000        60,923  
     

 

 

 

        108,887  
     

 

 

 

Energy - 2.5%          

DCP Midstream Operating, L.P., 5.38%, due 7/15/2025

      15,000        14,567  

New Fortress Energy, Inc., 6.75%, due 9/15/2025 (a)

      25,000        23,680  

Rattler Midstream, L.P., 5.63%, due 7/15/2025 (a)

      25,000        25,312  

Energy Transfer Partners, L.P., 4.50%, due 11/1/2023

      50,000        49,562  

Summit Midstream Holdings, LLC/Summit Midstream
Finance Corporation, 8.50%, due 10/15/2026 (a)

      30,000        28,163  
     

 

 

 

        141,284  
     

 

 

 

Financials - 28.9%          

Ares Capital Corporation, 4.25%, due 3/1/2025

      100,000        94,467  

Bank of America Corporation, 0.98%, (SOFR + 91),
due 9/25/2025 (b)

      100,000        90,983  

Bank of America Corporation, 3.60%, (3MO LIBOR + 77),
due 2/5/2026 (b)

      85,000        83,518  

Bank of Montreal, 0.95%, due 1/22/2027

      25,000        21,627  

Canadian Imperial Bank of Commerce, 3.50%,
due 9/13/2023

      75,000        74,140  

CARILLON CHARTWELL SHORT DURATION BOND FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
CORPORATE BONDS - 74.3%  (Continued)        Par Value        Value
Financials - 28.9%  (Continued)          

Citigroup, Inc., 3.35% (3MO LIBOR + 89.66),
due 4/24/2025 (b)

    $ 115,000           $                 110,902        

Goldman Sachs Group, Inc., 3.71% (3MO LIBOR + 75),
due 2/23/2023 (b)

      50,000        49,979  

Goldman Sachs Group, Inc., 0.67% (SOFR + 57.2),
due 3/8/2024 (b)

      100,000        97,762  

Goldman Sachs Group, Inc., 3.50%, due 11/16/2026

      50,000        46,209  

Icahn Enterprises, L.P., 4.75%, due 9/15/2024

      50,000        46,778  

JPMorgan Chase & Company, 4.01% (3MO LIBOR + 123),
due 10/24/2023 (b)

      25,000        25,000  

JPMorgan Chase & Company, 2.60%, due 2/24/2026

      75,000        69,771  

JPMorgan Chase & Company, 1.04% (SOFR + 69.5),
due 2/4/2027 (b)

      25,000        21,243  

Mitsubishi UFJ Financial Group, Inc., 0.96%,
due 10/11/2025

      70,000        63,740  

Morgan Stanley, 0.56%, due 11/10/2023

      50,000        49,726  

Morgan Stanley, 0.73% (SOFR + 61.6), due 4/5/2024 (b)

      100,000        97,586  

Morgan Stanley, 2.19% (SOFR + 199), due 4/28/2026 (b)

      25,000        22,932  

Nasdaq, Inc., 0.45%, due 12/21/2022

      75,000        74,257  

Navient Corporation, 7.25%, due 9/25/2023

      55,000        54,787  

OneMain Finance Corporation, 6.13%, due 3/15/2024

      65,000        62,607  

Owl Rock Capital Corporation, 4.00%, due 3/30/2025

      80,000        75,143  

Royal Bank of Canada, 0.50%, due 10/26/2023

      150,000        143,767  

Starwood Property Trust, Inc., 4.75%, due 3/15/2025

      25,000        22,721  

StoneX Group, Inc., 8.63%, due 6/15/2025 (a)

      50,000        50,504  

Truist Bank, 1.25%, due 3/9/2023

      40,000        39,478  

Wells Fargo & Company, 1.65% (SOFR + 160),
due 6/2/2024 (b)

      75,000        73,239  
     

 

 

 

        1,662,866  
     

 

 

 

Health Care - 5.2%          

AmerisourceBergen Corporation, 0.74%, due 3/15/2023

      22,000        21,645  

Anthem, Inc., 2.38%, due 1/15/2025

      70,000        66,062  

Thermo Fischer Scientific, Inc., 1.22%, due 10/18/2024

      175,000        162,743  

UnitedHealth Group, Inc., 0.55%, due 5/15/2024

      50,000        46,863  
     

 

 

 

        297,313  
     

 

 

 

CARILLON CHARTWELL SHORT DURATION BOND FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
CORPORATE BONDS - 74.3%  (Continued)        Par Value        Value
Industrials - 9.6%          

Arconic Corporation, 6.00%, due 5/15/2025 (a)

    $ 50,000           $                   48,128        

Boeing Company (The), 1.43%, due 2/4/2024

      75,000        71,247  

Canadian Pacific Railway Ltd., 1.35%, due 12/2/2024

      50,000        46,236  

CNH Industrial Capital, LLC, 1.95%, due 7/2/2023

      50,000        48,938  

Crown Americas, LLC, 4.75%, due 2/1/2026

      25,000        23,285  

Hillenbrand, Inc., 5.75%, due 6/15/2025

      60,000        58,500  

John Deere Capital Corporation, 2.70%, due 1/6/2023

      58,000        57,770  

Quanta Services, Inc., 0.95%, due 10/1/2024

      125,000        114,132  

WESCO Distribution, Inc., 7.13%, due 6/15/2025 (a)

      50,000        50,027  

XPO Logistics, Inc., 6.25%, due 5/1/2025 (a)

      26,000        26,073  
     

 

 

 

        544,336  
     

 

 

 

Materials - 2.1%          

DuPont de Nemours, Inc., 1.70%, due 7/15/2025

      50,000        45,967  

Freeport-McMoran Copper & Gold, Inc., 3.88%,
due 3/15/2023

      15,000        14,907  

Mercer International, Inc., 5.50%, due 1/15/2026

      65,000        59,975  
     

 

 

 

        120,849  
     

 

 

 

Real Estate – 2.8%          

Brookfield Property REIT, Inc., 4.50%, due 4/1/2027 (a)

      36,000        29,517  

iStar, Inc., 4.75%, due 10/1/2024

      35,000        34,517  

Simon Property Group, L.P., 3.50%, due 9/1/2025

      50,000        47,740  

Simon Property Group, L.P., 1.38%, due 1/15/2027

      55,000        46,998  
     

 

 

 

        158,772  
     

 

 

 

Technology - 6.2%          

CommScope Finance, LLC, 6.00%, due 3/1/2026 (a)

      50,000        46,036  

Hewlett Packard Enterprise Company, 1.75%, due 4/1/2026

      115,000        102,314  

Intel Corporation, 3.75%, due 8/5/2027

      25,000        23,736  

NVIDIA Corporation, 0.31%, due 6/15/2023

      55,000        53,479  

Salesforce.com, Inc., 0.62%, due 7/15/2024

      60,000        55,926  

VMware, Inc., 1.00%, due 8/15/2024

      75,000        69,411  
     

 

 

 

        350,902  
     

 

 

 

Utilities - 9.1%          

American Electric Power, 0.75%, due 11/1/2023

      75,000        71,821  

American Electric Power, 3.26%. due 11/1/2023

      30,000        29,831  

CARILLON CHARTWELL SHORT DURATION BOND FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
CORPORATE BONDS - 74.3%  (Continued)        Par Value        Value
Utilities - 9.1%  (Continued)          

CenterPoint Energy Resources Corporation, 0.70%,
due 3/2/2023

    $ 55,000           $                   53,988        

CenterPoint Energy Resources Corporation, 2.11%,
due 3/2/2023

      44,000        43,898  

Dominion Energy, Inc., 3.82% (3MO LIBOR + 53),
due 9/15/2023 (b)

      45,000        44,790  

NextEra Energy Capital Holdings, Inc., 3.25%, due 2/22/2023

      140,000        139,594  

NSG Holdings, LLC, 7.75%, due 12/15/2025 (a)

      26,287        25,367  

OGE Energy Corporation, 0.70%, due 5/26/2023

      112,000        109,033  
     

 

 

 

        518,322  
     

 

 

 

Total Corporate Bonds (Cost $4,478,697)

 

         $ 4,222,704  
     

 

 

 

     
     
ASSET-BACKED SECURITIES - 1.5%    Par Value    Value

GS Mortgage Securities Trust, Series 2022-PJ4, 3.00%,
due 9/25/2052 (Cost $90,099) (a)

    $ 95,300           $ 84,860  
     

 

 

 

     
     
U.S. GOVERNMENT & AGENCY OBLIGATIONS - 23.5%    Par Value    Value
Federal Farm Credit Bank - 0.4%       

Federal Farm Credit Bank, 4.47%, due 6/22/2028

    $ 25,000           $                 24,340        
     

 

 

 

Federal Home Loan Bank - 7.6%       

Federal Home Loan Bank, 1.00%, due 6/14/2024

      55,000        51,732  

Federal Home Loan Bank, 0.65%, due 10/25/2024

      75,000        69,220  

Federal Home Loan Bank, 1.00%, due 11/22/2024

      50,000        46,364  

Federal Home Loan Bank, 1.25%, due 12/20/2024

      30,000        27,995  

Federal Home Loan Bank, 1.25%, due 12/20/2024

      100,000        88,066  

Federal Home Loan Bank, 1.50%, due 11/23/2026

      30,000        26,631  

Federal Home Loan Bank, 1.90%, due 2/17/2027

      25,000        22,436  

Federal Home Loan Bank, 2.75%, due 3/25/2027

      55,000        51,076  

Federal Home Loan Bank, 3.50%, due 4/26/2027

      25,000        23,690  

Federal Home Loan Bank, 4.50%, due 7/26/2027

      25,000        24,753  
     

 

 

 

        431,963  
     

 

 

 

CARILLON CHARTWELL SHORT DURATION BOND FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
U.S. GOVERNMENT & AGENCY OBLIGATIONS - 23.5%  (Continued)    Par Value    Value
Federal Home Loan Mortgage Corporation - 0.9%       

Federal Home Loan Mortgage Corporation,
3.25%, due 5/17/2024

    $ 25,000           $                   24,559        

Federal Home Loan Mortgage Corporation,
4.00%, due 5/17/2027

      25,000        24,535  
     

 

 

 

        49,094  
     

 

 

 

U.S. Treasury Notes - 14.6%       

U.S. Treasury Notes, 2.00%, due 2/15/2023

      150,000        149,057  

U.S. Treasury Notes, 0.25%, due 9/30/2023

      55,000        52,826  

U.S. Treasury Notes, 0.75%, due 12/31/2023

      15,000        14,359  

U.S. Treasury Notes, 0.25%, due 6/15/2024

      15,000        14,010  

U.S. Treasury Notes, 0.38%, due 9/15/2024

      185,000        171,624  

U.S. Treasury Notes, 0.75%, due 11/15/2024

      65,000        60,399  

U.S. Treasury Notes, 1.00%, due 12/15/2024

      60,000        55,910  

U.S. Treasury Notes, 2.13%, due 5/15/2025

      60,000        56,834  

U.S. Treasury Notes, 0.38%, due 11/30/2025

      50,000        44,330  

U.S. Treasury Notes, 1.50%, due 8/15/2026

      30,000        27,134  

U.S. Treasury Notes, 1.63%, due 9/30/2026

      140,000        127,105  

U.S. Treasury Notes, 1.50%, due 1/31/2027

      65,000        58,294  
     

 

 

 

        831,882  
     

 

 

 

Total U.S. Government & Agency Obligations (Cost $1,412,453)

 

         $ 1,337,279  
     

 

 

 

CARILLON CHARTWELL SHORT DURATION BOND FUND

SCHEDULE OF INVESTMENTS (Continued)

 

 

     
MONEY MARKET FUNDS - 0.5%        Shares        Value

Fidelity Institutional Money Market Government Portfolio -
Class I, 2.74% (c) (Cost $27,321)

      27,321           $                   27,321        
     

 

 

 

Investments at Value - 99.8% (Cost $6,008,570)

 

         $ 5,672,164  

Other Assets in Excess of Liabilities - 0.2%

 

      13,685  
     

 

 

 

Net Assets - 100.0%

 

         $ 5,685,849  
     

 

 

 

 

(a)

144A - Security was purchased in transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. The total value of such securities is $521,673 as of September 30, 2022, representing 9.2% of net assets.

(b)

Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of September 30, 2022. For securities based on a published reference rate and spread, the reference rate and spread (in basis points) are indicated parenthetically.

(c)

The rate shown is the 7-day effective yield as of September 30, 2022.

 

LIBOR

    - London Interbank offered Rate

SOFR

    - Secured Overnight Financing Rate