0000897111 tsr:C000023257Member tsr:bench2024070926062_439Member 2024-06-30 0000897111 tsr:C000193399Member tsr:bench2024081437901_453Member 2024-06-30
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file Number: 811-07470
CARILLON SERIES TRUST
(Exact name of Registrant as Specified in Charter)
880 Carillon Parkway
St. Petersburg, FL 33716
(Address of Principal Executive Office) (Zip Code)
Registrant’s Telephone Number, including Area Code: (727) 567-1000
SUSAN L. WALZER, PRINCIPAL EXECUTIVE OFFICER
880 Carillon Parkway
St. Petersburg, FL 33716
(Name and Address of Agent for Service)
Copy to:
KATHY KRESCH INGBER, ESQ.
K&L Gates, LLP
1601 K Street, NW
Washington, D.C. 20006
Date of fiscal year end: December 31
Date of reporting period: June 30, 2024
Explanatory Note:
The Registrant is filing this amendment (the “Amendment”) to its Form N-CSR that was filed with the Securities and Exchange Commission on September 6, 2024 (“Form N-CSR”) to include updated gross expense ratios in the financial highlights for the Carillon Scout Small Cap Fund for the period January 1, 2024 through June 30, 2024. Other than the aforementioned revisions, the Amendment does not amend, update or change any other items or disclosures found the Form N-CSR.
Item 1. Reports to Shareholders
(a) The registrant’s Semi-Annual Reports for the six-month period ended June 30, 2024, which were transmitted to shareholders pursuant to Rule 30e-1 under the Investment Company Act of 1940, as amended (the “Investment Company Act”), are as follows:
| | |
| Carillon Chartwell Mid Cap Value Fund | |
| Class A | BERAX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Mid Cap Value Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $21* | 1.20% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $25,588,597 |
Number of Holdings | 42 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Gates Industrial Corp. PLC | 3.9% |
Expedia Group, Inc. | 3.5% |
Public Service Enterprise Group, Inc. | 3.4% |
Littelfuse, Inc. | 3.3% |
L3Harris Technologies, Inc. | 3.1% |
Restaurant Brands International, Inc. | 3.0% |
Jones Lang LaSalle, Inc. | 2.9% |
The Hanover Insurance Group, Inc. | 2.9% |
FMC Corp. | 2.9% |
Avantor, Inc. | 2.9% |
| |
Top Sectors* | (%) |
Industrials | 18.3% |
Financials | 14.6% |
Real Estate | 11.1% |
Consumer Discretionary | 8.9% |
Health Care | 8.9% |
Utilities | 8.1% |
Information Technology | 7.7% |
Consumer Staples | 6.0% |
Materials | 5.7% |
Cash & Other | 10.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Mid Cap Value Fund | PAGE 1 | TSR_SAR_14214M393 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Mid Cap Value Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Mid Cap Value Fund | PAGE 2 | TSR_SAR_14214M393 |
| | |
| Carillon Chartwell Mid Cap Value Fund | |
| Class C | BERBX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Mid Cap Value Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $34* | 1.95% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $25,588,597 |
Number of Holdings | 42 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Gates Industrial Corp. PLC | 3.9% |
Expedia Group, Inc. | 3.5% |
Public Service Enterprise Group, Inc. | 3.4% |
Littelfuse, Inc. | 3.3% |
L3Harris Technologies, Inc. | 3.1% |
Restaurant Brands International, Inc. | 3.0% |
Jones Lang LaSalle, Inc. | 2.9% |
The Hanover Insurance Group, Inc. | 2.9% |
FMC Corp. | 2.9% |
Avantor, Inc. | 2.9% |
| |
Top Sectors* | (%) |
Industrials | 18.3% |
Financials | 14.6% |
Real Estate | 11.1% |
Consumer Discretionary | 8.9% |
Health Care | 8.9% |
Utilities | 8.1% |
Information Technology | 7.7% |
Consumer Staples | 6.0% |
Materials | 5.7% |
Cash & Other | 10.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Mid Cap Value Fund | PAGE 1 | TSR_SAR_14214M385 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Mid Cap Value Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Mid Cap Value Fund | PAGE 2 | TSR_SAR_14214M385 |
| | |
| Carillon Chartwell Mid Cap Value Fund | |
| Class I | BERCX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Mid Cap Value Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $45 | 0.90% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $25,588,597 |
Number of Holdings | 42 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Gates Industrial Corp. PLC | 3.9% |
Expedia Group, Inc. | 3.5% |
Public Service Enterprise Group, Inc. | 3.4% |
Littelfuse, Inc. | 3.3% |
L3Harris Technologies, Inc. | 3.1% |
Restaurant Brands International, Inc. | 3.0% |
Jones Lang LaSalle, Inc. | 2.9% |
The Hanover Insurance Group, Inc. | 2.9% |
FMC Corp. | 2.9% |
Avantor, Inc. | 2.9% |
| |
Top Sectors* | (%) |
Industrials | 18.3% |
Financials | 14.6% |
Real Estate | 11.1% |
Consumer Discretionary | 8.9% |
Health Care | 8.9% |
Utilities | 8.1% |
Information Technology | 7.7% |
Consumer Staples | 6.0% |
Materials | 5.7% |
Cash & Other | 10.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Mid Cap Value Fund | PAGE 1 | TSR_SAR_16140T301 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Mid Cap Value Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Mid Cap Value Fund | PAGE 2 | TSR_SAR_16140T301 |
| | |
| Carillon Chartwell Mid Cap Value Fund | |
| Class R-6 | BERDX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Mid Cap Value Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $14* | 0.80% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $25,588,597 |
Number of Holdings | 42 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Gates Industrial Corp. PLC | 3.9% |
Expedia Group, Inc. | 3.5% |
Public Service Enterprise Group, Inc. | 3.4% |
Littelfuse, Inc. | 3.3% |
L3Harris Technologies, Inc. | 3.1% |
Restaurant Brands International, Inc. | 3.0% |
Jones Lang LaSalle, Inc. | 2.9% |
The Hanover Insurance Group, Inc. | 2.9% |
FMC Corp. | 2.9% |
Avantor, Inc. | 2.9% |
| |
Top Sectors* | (%) |
Industrials | 18.3% |
Financials | 14.6% |
Real Estate | 11.1% |
Consumer Discretionary | 8.9% |
Health Care | 8.9% |
Utilities | 8.1% |
Information Technology | 7.7% |
Consumer Staples | 6.0% |
Materials | 5.7% |
Cash & Other | 10.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Mid Cap Value Fund | PAGE 1 | TSR_SAR_14214M377 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Mid Cap Value Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Mid Cap Value Fund | PAGE 2 | TSR_SAR_14214M377 |
| | |
| Carillon Chartwell Small Cap Growth Fund | |
| Class A | CWSAX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Small Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $25* | 1.35% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $19,580,778 |
Number of Holdings | 94 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
FTAI Aviation Ltd. | 3.1% |
Merit Medical Systems, Inc. | 3.0% |
Natera, Inc. | 3.0% |
Comfort Systems USA, Inc. | 2.8% |
ADMA Biologics, Inc. | 2.5% |
MACOM Technology Solutions Holdings, Inc. | 2.4% |
Nutanix, Inc. | 2.4% |
Rambus, Inc. | 2.0% |
Tenet Healthcare Corp. | 2.0% |
elf Beauty, Inc. | 2.0% |
| |
Top Sectors* | (%) |
Health Care | 24.1% |
Industrials | 22.5% |
Information Technology | 17.6% |
Consumer Discretionary | 10.7% |
Financials | 5.9% |
Energy | 4.4% |
Consumer Staples | 3.1% |
Materials | 2.1% |
Real Estate | 1.9% |
Cash & Other | 7.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Small Cap Growth Fund | PAGE 1 | TSR_SAR_14214M369 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Small Cap Growth Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Small Cap Growth Fund | PAGE 2 | TSR_SAR_14214M369 |
| | |
| Carillon Chartwell Small Cap Growth Fund | |
| Class C | CWSBX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Small Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $38* | 2.10% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $19,580,778 |
Number of Holdings | 94 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
FTAI Aviation Ltd. | 3.1% |
Merit Medical Systems, Inc. | 3.0% |
Natera, Inc. | 3.0% |
Comfort Systems USA, Inc. | 2.8% |
ADMA Biologics, Inc. | 2.5% |
MACOM Technology Solutions Holdings, Inc. | 2.4% |
Nutanix, Inc. | 2.4% |
Rambus, Inc. | 2.0% |
Tenet Healthcare Corp. | 2.0% |
elf Beauty, Inc. | 2.0% |
| |
Top Sectors* | (%) |
Health Care | 24.1% |
Industrials | 22.5% |
Information Technology | 17.6% |
Consumer Discretionary | 10.7% |
Financials | 5.9% |
Energy | 4.4% |
Consumer Staples | 3.1% |
Materials | 2.1% |
Real Estate | 1.9% |
Cash & Other | 7.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Small Cap Growth Fund | PAGE 1 | TSR_SAR_14214M351 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Small Cap Growth Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Small Cap Growth Fund | PAGE 2 | TSR_SAR_14214M351 |
| | |
| Carillon Chartwell Small Cap Growth Fund | |
| Class I | CWSGX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Small Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $57 | 1.05% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $19,580,778 |
Number of Holdings | 94 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
FTAI Aviation Ltd. | 3.1% |
Merit Medical Systems, Inc. | 3.0% |
Natera, Inc. | 3.0% |
Comfort Systems USA, Inc. | 2.8% |
ADMA Biologics, Inc. | 2.5% |
MACOM Technology Solutions Holdings, Inc. | 2.4% |
Nutanix, Inc. | 2.4% |
Rambus, Inc. | 2.0% |
Tenet Healthcare Corp. | 2.0% |
elf Beauty, Inc. | 2.0% |
| |
Top Sectors* | (%) |
Health Care | 24.1% |
Industrials | 22.5% |
Information Technology | 17.6% |
Consumer Discretionary | 10.7% |
Financials | 5.9% |
Energy | 4.4% |
Consumer Staples | 3.1% |
Materials | 2.1% |
Real Estate | 1.9% |
Cash & Other | 7.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Small Cap Growth Fund | PAGE 1 | TSR_SAR_16140T608 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Small Cap Growth Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Small Cap Growth Fund | PAGE 2 | TSR_SAR_16140T608 |
| | |
| Carillon Chartwell Small Cap Growth Fund | |
| Class R-6 | CWSRX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Small Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $17* | 0.95% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $19,580,778 |
Number of Holdings | 94 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
FTAI Aviation Ltd. | 3.1% |
Merit Medical Systems, Inc. | 3.0% |
Natera, Inc. | 3.0% |
Comfort Systems USA, Inc. | 2.8% |
ADMA Biologics, Inc. | 2.5% |
MACOM Technology Solutions Holdings, Inc. | 2.4% |
Nutanix, Inc. | 2.4% |
Rambus, Inc. | 2.0% |
Tenet Healthcare Corp. | 2.0% |
elf Beauty, Inc. | 2.0% |
| |
Top Sectors* | (%) |
Health Care | 24.1% |
Industrials | 22.5% |
Information Technology | 17.6% |
Consumer Discretionary | 10.7% |
Financials | 5.9% |
Energy | 4.4% |
Consumer Staples | 3.1% |
Materials | 2.1% |
Real Estate | 1.9% |
Cash & Other | 7.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Small Cap Growth Fund | PAGE 1 | TSR_SAR_14214M344 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Small Cap Growth Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Small Cap Growth Fund | PAGE 2 | TSR_SAR_14214M344 |
| | |
| Carillon Chartwell Small Cap Value Fund | |
| Class A | CWSCX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Small Cap Value Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $24* | 1.35% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $75,186,078 |
Number of Holdings | 72 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Six Flags Entertainment Corp. | 2.2% |
Minerals Technologies, Inc. | 2.2% |
Kemper Corp. | 2.1% |
Cinemark Holdings, Inc. | 2.1% |
Ichor Holdings Ltd. | 2.0% |
ChampionX Corp. | 1.9% |
PNM Resources, Inc. | 1.9% |
CTS Corp. | 1.9% |
Old National Bancorp | 1.9% |
Cactus, Inc. | 1.9% |
| |
Top Sectors* | (%) |
Financials | 22.1% |
Industrials | 15.7% |
Information Technology | 10.3% |
Consumer Discretionary | 10.4% |
Real Estate | 9.3% |
Energy | 7.8% |
Materials | 7.7% |
Utilities | 4.5% |
Consumer Staples | 3.5% |
Cash & Other | 8.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Small Cap Value Fund | PAGE 1 | TSR_SAR_14214M336 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Small Cap Value Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Small Cap Value Fund | PAGE 2 | TSR_SAR_14214M336 |
| | |
| Carillon Chartwell Small Cap Value Fund | |
| Class C | CWSHX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Small Cap Value Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $38* | 2.10% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $75,186,078 |
Number of Holdings | 72 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Six Flags Entertainment Corp. | 2.2% |
Minerals Technologies, Inc. | 2.2% |
Kemper Corp. | 2.1% |
Cinemark Holdings, Inc. | 2.1% |
Ichor Holdings Ltd. | 2.0% |
ChampionX Corp. | 1.9% |
PNM Resources, Inc. | 1.9% |
CTS Corp. | 1.9% |
Old National Bancorp | 1.9% |
Cactus, Inc. | 1.9% |
| |
Top Sectors* | (%) |
Financials | 22.1% |
Industrials | 15.7% |
Information Technology | 10.3% |
Consumer Discretionary | 10.4% |
Real Estate | 9.3% |
Energy | 7.8% |
Materials | 7.7% |
Utilities | 4.5% |
Consumer Staples | 3.5% |
Cash & Other | 8.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Small Cap Value Fund | PAGE 1 | TSR_SAR_14214M328 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Small Cap Value Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Small Cap Value Fund | PAGE 2 | TSR_SAR_14214M328 |
| | |
| Carillon Chartwell Small Cap Value Fund | |
| Class I | CWSIX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Small Cap Value Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $52 | 1.05% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $75,186,078 |
Number of Holdings | 72 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Six Flags Entertainment Corp. | 2.2% |
Minerals Technologies, Inc. | 2.2% |
Kemper Corp. | 2.1% |
Cinemark Holdings, Inc. | 2.1% |
Ichor Holdings Ltd. | 2.0% |
ChampionX Corp. | 1.9% |
PNM Resources, Inc. | 1.9% |
CTS Corp. | 1.9% |
Old National Bancorp | 1.9% |
Cactus, Inc. | 1.9% |
| |
Top Sectors* | (%) |
Financials | 22.1% |
Industrials | 15.7% |
Information Technology | 10.3% |
Consumer Discretionary | 10.4% |
Real Estate | 9.3% |
Energy | 7.8% |
Materials | 7.7% |
Utilities | 4.5% |
Consumer Staples | 3.5% |
Cash & Other | 8.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Small Cap Value Fund | PAGE 1 | TSR_SAR_16140T509 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Small Cap Value Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Small Cap Value Fund | PAGE 2 | TSR_SAR_16140T509 |
| | |
| Carillon Chartwell Small Cap Value Fund | |
| Class R-6 | CWSWX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Small Cap Value Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $17* | 0.95% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $75,186,078 |
Number of Holdings | 72 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Six Flags Entertainment Corp. | 2.2% |
Minerals Technologies, Inc. | 2.2% |
Kemper Corp. | 2.1% |
Cinemark Holdings, Inc. | 2.1% |
Ichor Holdings Ltd. | 2.0% |
ChampionX Corp. | 1.9% |
PNM Resources, Inc. | 1.9% |
CTS Corp. | 1.9% |
Old National Bancorp | 1.9% |
Cactus, Inc. | 1.9% |
| |
Top Sectors* | (%) |
Financials | 22.1% |
Industrials | 15.7% |
Information Technology | 10.3% |
Consumer Discretionary | 10.4% |
Real Estate | 9.3% |
Energy | 7.8% |
Materials | 7.7% |
Utilities | 4.5% |
Consumer Staples | 3.5% |
Cash & Other | 8.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Small Cap Value Fund | PAGE 1 | TSR_SAR_14214M310 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Small Cap Value Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Small Cap Value Fund | PAGE 2 | TSR_SAR_14214M310 |
| | |
| Carillon ClariVest Capital Appreciation Fund | |
| Class A | HRCPX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon ClariVest Capital Appreciation Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $55 | 1.00% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $478,682,538 |
Number of Holdings | 73 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Microsoft Corp. | 11.7% |
NVIDIA Corp. | 11.6% |
Apple, Inc. | 10.3% |
Alphabet, Inc. | 6.1% |
Amazon.com, Inc. | 5.6% |
Meta Platforms, Inc. | 5.3% |
Eli Lilly & Co. | 2.7% |
Broadcom, Inc. | 1.9% |
Visa, Inc. | 1.8% |
Salesforce, Inc. | 1.5% |
| |
Top Sectors* | (%) |
Information Technology | 50.6% |
Communication Services | 13.4% |
Consumer Discretionary | 10.2% |
Health Care | 9.4% |
Financials | 7.1% |
Industrials | 6.5% |
Consumer Staples | 2.8% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon ClariVest Capital Appreciation Fund | PAGE 1 | TSR_SAR_14214L106 |
| | |
| Carillon ClariVest Capital Appreciation Fund | |
| Class C | HRCCX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon ClariVest Capital Appreciation Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $96 | 1.75% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $478,682,538 |
Number of Holdings | 73 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Microsoft Corp. | 11.7% |
NVIDIA Corp. | 11.6% |
Apple, Inc. | 10.3% |
Alphabet, Inc. | 6.1% |
Amazon.com, Inc. | 5.6% |
Meta Platforms, Inc. | 5.3% |
Eli Lilly & Co. | 2.7% |
Broadcom, Inc. | 1.9% |
Visa, Inc. | 1.8% |
Salesforce, Inc. | 1.5% |
| |
Top Sectors* | (%) |
Information Technology | 50.6% |
Communication Services | 13.4% |
Consumer Discretionary | 10.2% |
Health Care | 9.4% |
Financials | 7.1% |
Industrials | 6.5% |
Consumer Staples | 2.8% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon ClariVest Capital Appreciation Fund | PAGE 1 | TSR_SAR_14214L205 |
| | |
| Carillon ClariVest Capital Appreciation Fund | |
| Class I | HRCIX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon ClariVest Capital Appreciation Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $39 | 0.70% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $478,682,538 |
Number of Holdings | 73 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Microsoft Corp. | 11.7% |
NVIDIA Corp. | 11.6% |
Apple, Inc. | 10.3% |
Alphabet, Inc. | 6.1% |
Amazon.com, Inc. | 5.6% |
Meta Platforms, Inc. | 5.3% |
Eli Lilly & Co. | 2.7% |
Broadcom, Inc. | 1.9% |
Visa, Inc. | 1.8% |
Salesforce, Inc. | 1.5% |
| |
Top Sectors* | (%) |
Information Technology | 50.6% |
Communication Services | 13.4% |
Consumer Discretionary | 10.2% |
Health Care | 9.4% |
Financials | 7.1% |
Industrials | 6.5% |
Consumer Staples | 2.8% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon ClariVest Capital Appreciation Fund | PAGE 1 | TSR_SAR_14214L304 |
| | |
| Carillon ClariVest Capital Appreciation Fund | |
| Class R-6 | HRCUX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon ClariVest Capital Appreciation Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $33 | 0.60% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $478,682,538 |
Number of Holdings | 73 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Microsoft Corp. | 11.7% |
NVIDIA Corp. | 11.6% |
Apple, Inc. | 10.3% |
Alphabet, Inc. | 6.1% |
Amazon.com, Inc. | 5.6% |
Meta Platforms, Inc. | 5.3% |
Eli Lilly & Co. | 2.7% |
Broadcom, Inc. | 1.9% |
Visa, Inc. | 1.8% |
Salesforce, Inc. | 1.5% |
| |
Top Sectors* | (%) |
Information Technology | 50.6% |
Communication Services | 13.4% |
Consumer Discretionary | 10.2% |
Health Care | 9.4% |
Financials | 7.1% |
Industrials | 6.5% |
Consumer Staples | 2.8% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon ClariVest Capital Appreciation Fund | PAGE 1 | TSR_SAR_14214L601 |
| | |
| Carillon ClariVest International Stock Fund | |
| Class A | EISAX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon ClariVest International Stock Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $66 | 1.25% |
Key Fund Statistics (as of June 30, 2024)
| GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
| |
Net Assets | $425,719,590 |
Number of Holdings | 144 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
iShares MSCI India Exchange Traded Fund | 3.7% |
Taiwan Semiconductor Manufacturing Co. Ltd. | 2.5% |
ASML Holding N.V. | 2.2% |
Novo Nordisk AS | 2.2% |
3i Group PLC | 2.2% |
Hyundai Motor Co. | 1.8% |
Samsung Electronics Co. Ltd. | 1.5% |
MediaTek, Inc. | 1.4% |
Trip.com Group Ltd. | 1.4% |
ITOCHU Corp. | 1.4% |
| |
Top Ten Countries | (%) |
Japan | 18.1% |
United Kingdom | 13.1% |
Taiwan | 8.6% |
Canada | 7.1% |
France | 6.8% |
United States | 4.8% |
Hong Kong | 4.7% |
South Korea | 4.6% |
Germany | 4.5% |
Cash & Other | 27.7% |
| |
Top Sectors* | (%) |
Financials | 19.2% |
Information Technology | 18.7% |
Industrials | 14.4% |
Consumer Discretionary | 10.8% |
Health Care | 8.0% |
Consumer Staples | 4.8% |
Materials | 4.6% |
Communication Services | 4.4% |
Energy | 3.6% |
Cash & Other | 11.5% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). |
| Carillon ClariVest International Stock Fund | PAGE 1 | TSR-SAR-14214L825 |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon ClariVest International Stock Fund | PAGE 2 | TSR-SAR-14214L825 |
| | |
| Carillon ClariVest International Stock Fund | |
| Class C | EISDX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon ClariVest International Stock Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $105 | 1.99% |
Key Fund Statistics (as of June 30, 2024)
| GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
| |
Net Assets | $425,719,590 |
Number of Holdings | 144 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
iShares MSCI India Exchange Traded Fund | 3.7% |
Taiwan Semiconductor Manufacturing Co. Ltd. | 2.5% |
ASML Holding N.V. | 2.2% |
Novo Nordisk AS | 2.2% |
3i Group PLC | 2.2% |
Hyundai Motor Co. | 1.8% |
Samsung Electronics Co. Ltd. | 1.5% |
MediaTek, Inc. | 1.4% |
Trip.com Group Ltd. | 1.4% |
ITOCHU Corp. | 1.4% |
| |
Top Ten Countries | (%) |
Japan | 18.1% |
United Kingdom | 13.1% |
Taiwan | 8.6% |
Canada | 7.1% |
France | 6.8% |
United States | 4.8% |
Hong Kong | 4.7% |
South Korea | 4.6% |
Germany | 4.5% |
Cash & Other | 27.7% |
| |
Top Sectors* | (%) |
Financials | 19.2% |
Information Technology | 18.7% |
Industrials | 14.4% |
Consumer Discretionary | 10.8% |
Health Care | 8.0% |
Consumer Staples | 4.8% |
Materials | 4.6% |
Communication Services | 4.4% |
Energy | 3.6% |
Cash & Other | 11.5% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). |
| Carillon ClariVest International Stock Fund | PAGE 1 | TSR-SAR-14214L817 |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon ClariVest International Stock Fund | PAGE 2 | TSR-SAR-14214L817 |
| | |
| Carillon ClariVest International Stock Fund | |
| Class I | EISIX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon ClariVest International Stock Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $50 | 0.95% |
Key Fund Statistics (as of June 30, 2024)
| GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
| |
Net Assets | $425,719,590 |
Number of Holdings | 144 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
iShares MSCI India Exchange Traded Fund | 3.7% |
Taiwan Semiconductor Manufacturing Co. Ltd. | 2.5% |
ASML Holding N.V. | 2.2% |
Novo Nordisk AS | 2.2% |
3i Group PLC | 2.2% |
Hyundai Motor Co. | 1.8% |
Samsung Electronics Co. Ltd. | 1.5% |
MediaTek, Inc. | 1.4% |
Trip.com Group Ltd. | 1.4% |
ITOCHU Corp. | 1.4% |
| |
Top Ten Countries | (%) |
Japan | 18.1% |
United Kingdom | 13.1% |
Taiwan | 8.6% |
Canada | 7.1% |
France | 6.8% |
United States | 4.8% |
Hong Kong | 4.7% |
South Korea | 4.6% |
Germany | 4.5% |
Cash & Other | 27.7% |
| |
Top Sectors* | (%) |
Financials | 19.2% |
Information Technology | 18.7% |
Industrials | 14.4% |
Consumer Discretionary | 10.8% |
Health Care | 8.0% |
Consumer Staples | 4.8% |
Materials | 4.6% |
Communication Services | 4.4% |
Energy | 3.6% |
Cash & Other | 11.5% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). |
| Carillon ClariVest International Stock Fund | PAGE 1 | TSR-SAR-14214L791 |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon ClariVest International Stock Fund | PAGE 2 | TSR-SAR-14214L791 |
| | |
| Carillon ClariVest International Stock Fund | |
| Class R-6 | EISVX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon ClariVest International Stock Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $45 | 0.85% |
Key Fund Statistics (as of June 30, 2024)
| GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
| |
Net Assets | $425,719,590 |
Number of Holdings | 144 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
iShares MSCI India Exchange Traded Fund | 3.7% |
Taiwan Semiconductor Manufacturing Co. Ltd. | 2.5% |
ASML Holding N.V. | 2.2% |
Novo Nordisk AS | 2.2% |
3i Group PLC | 2.2% |
Hyundai Motor Co. | 1.8% |
Samsung Electronics Co. Ltd. | 1.5% |
MediaTek, Inc. | 1.4% |
Trip.com Group Ltd. | 1.4% |
ITOCHU Corp. | 1.4% |
| |
Top Ten Countries | (%) |
Japan | 18.1% |
United Kingdom | 13.1% |
Taiwan | 8.6% |
Canada | 7.1% |
France | 6.8% |
United States | 4.8% |
Hong Kong | 4.7% |
South Korea | 4.6% |
Germany | 4.5% |
Cash & Other | 27.7% |
| |
Top Sectors* | (%) |
Financials | 19.2% |
Information Technology | 18.7% |
Industrials | 14.4% |
Consumer Discretionary | 10.8% |
Health Care | 8.0% |
Consumer Staples | 4.8% |
Materials | 4.6% |
Communication Services | 4.4% |
Energy | 3.6% |
Cash & Other | 11.5% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). |
| Carillon ClariVest International Stock Fund | PAGE 1 | TSR-SAR-14214L767 |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon ClariVest International Stock Fund | PAGE 2 | TSR-SAR-14214L767 |
| | |
| Carillon Eagle Growth & Income Fund | |
| Class A | HRCVX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Growth & Income Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $50 | 0.98% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $577,204,080 |
Number of Holdings | 40 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Microsoft Corp. | 4.9% |
Broadcom, Inc. | 4.6% |
Chevron Corp. | 3.9% |
JPMorgan Chase & Co. | 3.8% |
Oracle Corp. | 3.8% |
The Goldman Sachs Group, Inc. | 3.5% |
Eaton Corp. PLC | 3.2% |
The PNC Financial Services Group, Inc. | 3.0% |
Texas Instruments, Inc. | 2.9% |
Merck & Co., Inc. | 2.9% |
| |
Top Sectors* | (%) |
Information Technology | 25.2% |
Health Care | 14.6% |
Financials | 12.4% |
Industrials | 11.4% |
Consumer Discretionary | 10.1% |
Consumer Staples | 8.0% |
Energy | 6.7% |
Real Estate | 3.6% |
Utilities | 2.7% |
Cash & Other | 5.3% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Growth & Income Fund | PAGE 1 | TSR_SAR_14214L809 |
| | |
| Carillon Eagle Growth & Income Fund | |
| Class C | HIGCX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Growth & Income Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $88 | 1.71% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $577,204,080 |
Number of Holdings | 40 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Microsoft Corp. | 4.9% |
Broadcom, Inc. | 4.6% |
Chevron Corp. | 3.9% |
JPMorgan Chase & Co. | 3.8% |
Oracle Corp. | 3.8% |
The Goldman Sachs Group, Inc. | 3.5% |
Eaton Corp. PLC | 3.2% |
The PNC Financial Services Group, Inc. | 3.0% |
Texas Instruments, Inc. | 2.9% |
Merck & Co., Inc. | 2.9% |
| |
Top Sectors* | (%) |
Information Technology | 25.2% |
Health Care | 14.6% |
Financials | 12.4% |
Industrials | 11.4% |
Consumer Discretionary | 10.1% |
Consumer Staples | 8.0% |
Energy | 6.7% |
Real Estate | 3.6% |
Utilities | 2.7% |
Cash & Other | 5.3% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Growth & Income Fund | PAGE 1 | TSR_SAR_14214L882 |
| | |
| Carillon Eagle Growth & Income Fund | |
| Class I | HIGJX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Growth & Income Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $37 | 0.72% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $577,204,080 |
Number of Holdings | 40 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Microsoft Corp. | 4.9% |
Broadcom, Inc. | 4.6% |
Chevron Corp. | 3.9% |
JPMorgan Chase & Co. | 3.8% |
Oracle Corp. | 3.8% |
The Goldman Sachs Group, Inc. | 3.5% |
Eaton Corp. PLC | 3.2% |
The PNC Financial Services Group, Inc. | 3.0% |
Texas Instruments, Inc. | 2.9% |
Merck & Co., Inc. | 2.9% |
| |
Top Sectors* | (%) |
Information Technology | 25.2% |
Health Care | 14.6% |
Financials | 12.4% |
Industrials | 11.4% |
Consumer Discretionary | 10.1% |
Consumer Staples | 8.0% |
Energy | 6.7% |
Real Estate | 3.6% |
Utilities | 2.7% |
Cash & Other | 5.3% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Growth & Income Fund | PAGE 1 | TSR_SAR_14214L874 |
| | |
| Carillon Eagle Growth & Income Fund | |
| Class R-6 | HIGUX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Growth & Income Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $33 | 0.64% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $577,204,080 |
Number of Holdings | 40 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Microsoft Corp. | 4.9% |
Broadcom, Inc. | 4.6% |
Chevron Corp. | 3.9% |
JPMorgan Chase & Co. | 3.8% |
Oracle Corp. | 3.8% |
The Goldman Sachs Group, Inc. | 3.5% |
Eaton Corp. PLC | 3.2% |
The PNC Financial Services Group, Inc. | 3.0% |
Texas Instruments, Inc. | 2.9% |
Merck & Co., Inc. | 2.9% |
| |
Top Sectors* | (%) |
Information Technology | 25.2% |
Health Care | 14.6% |
Financials | 12.4% |
Industrials | 11.4% |
Consumer Discretionary | 10.1% |
Consumer Staples | 8.0% |
Energy | 6.7% |
Real Estate | 3.6% |
Utilities | 2.7% |
Cash & Other | 5.3% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Growth & Income Fund | PAGE 1 | TSR_SAR_14214L841 |
| | |
| Carillon Eagle Mid Cap Growth Fund | |
| Class A | HAGAX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Mid Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $54 | 1.06% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $6,287,475,432 |
Number of Holdings | 84 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Synopsys, Inc. | 2.7% |
Waste Connections, Inc. | 2.4% |
Westinghouse Air Brake Technologies Corp. | 2.4% |
Ross Stores, Inc. | 2.2% |
DexCom, Inc. | 2.2% |
Entegris, Inc. | 2.1% |
RB Global, Inc. | 2.1% |
Cencora, Inc. | 2.0% |
Baker Hughes Co. | 1.9% |
LPL Financial Holdings, Inc. | 1.9% |
| |
Top Sectors* | (%) |
Information Technology | 22.8% |
Industrials | 20.4% |
Health Care | 15.6% |
Consumer Discretionary | 14.3% |
Financials | 10.7% |
Energy | 4.2% |
Consumer Staples | 3.6% |
Communication Services | 3.0% |
Materials | 2.5% |
Cash & Other | 2.9% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Mid Cap Growth Fund | PAGE 1 | TSR_SAR_14214L668 |
| | |
| Carillon Eagle Mid Cap Growth Fund | |
| Class C | HAGCX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Mid Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $88 | 1.74% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $6,287,475,432 |
Number of Holdings | 84 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Synopsys, Inc. | 2.7% |
Waste Connections, Inc. | 2.4% |
Westinghouse Air Brake Technologies Corp. | 2.4% |
Ross Stores, Inc. | 2.2% |
DexCom, Inc. | 2.2% |
Entegris, Inc. | 2.1% |
RB Global, Inc. | 2.1% |
Cencora, Inc. | 2.0% |
Baker Hughes Co. | 1.9% |
LPL Financial Holdings, Inc. | 1.9% |
| |
Top Sectors* | (%) |
Information Technology | 22.8% |
Industrials | 20.4% |
Health Care | 15.6% |
Consumer Discretionary | 14.3% |
Financials | 10.7% |
Energy | 4.2% |
Consumer Staples | 3.6% |
Communication Services | 3.0% |
Materials | 2.5% |
Cash & Other | 2.9% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Mid Cap Growth Fund | PAGE 1 | TSR_SAR_14214L650 |
| | |
| Carillon Eagle Mid Cap Growth Fund | |
| Class I | HAGIX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Mid Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $38 | 0.75% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $6,287,475,432 |
Number of Holdings | 84 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Synopsys, Inc. | 2.7% |
Waste Connections, Inc. | 2.4% |
Westinghouse Air Brake Technologies Corp. | 2.4% |
Ross Stores, Inc. | 2.2% |
DexCom, Inc. | 2.2% |
Entegris, Inc. | 2.1% |
RB Global, Inc. | 2.1% |
Cencora, Inc. | 2.0% |
Baker Hughes Co. | 1.9% |
LPL Financial Holdings, Inc. | 1.9% |
| |
Top Sectors* | (%) |
Information Technology | 22.8% |
Industrials | 20.4% |
Health Care | 15.6% |
Consumer Discretionary | 14.3% |
Financials | 10.7% |
Energy | 4.2% |
Consumer Staples | 3.6% |
Communication Services | 3.0% |
Materials | 2.5% |
Cash & Other | 2.9% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Mid Cap Growth Fund | PAGE 1 | TSR_SAR_14214L643 |
| | |
| Carillon Eagle Mid Cap Growth Fund | |
| Class R-6 | HRAUX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Mid Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $33 | 0.66% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $6,287,475,432 |
Number of Holdings | 84 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Synopsys, Inc. | 2.7% |
Waste Connections, Inc. | 2.4% |
Westinghouse Air Brake Technologies Corp. | 2.4% |
Ross Stores, Inc. | 2.2% |
DexCom, Inc. | 2.2% |
Entegris, Inc. | 2.1% |
RB Global, Inc. | 2.1% |
Cencora, Inc. | 2.0% |
Baker Hughes Co. | 1.9% |
LPL Financial Holdings, Inc. | 1.9% |
| |
Top Sectors* | (%) |
Information Technology | 22.8% |
Industrials | 20.4% |
Health Care | 15.6% |
Consumer Discretionary | 14.3% |
Financials | 10.7% |
Energy | 4.2% |
Consumer Staples | 3.6% |
Communication Services | 3.0% |
Materials | 2.5% |
Cash & Other | 2.9% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Mid Cap Growth Fund | PAGE 1 | TSR_SAR_14214L619 |
| | |
| Carillon Eagle Small Cap Growth Fund | |
| Class A | HRSCX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Small Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $61 | 1.18% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $555,620,746 |
Number of Holdings | 98 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Viper Energy, Inc. | 2.7% |
PJT Partners, Inc. | 2.5% |
RB Global, Inc. | 2.4% |
Monday.com Ltd. | 2.2% |
MSA Safety, Inc. | 2.1% |
Onto Innovation, Inc. | 2.1% |
Summit Materials, Inc. | 2.0% |
Woodward, Inc. | 2.0% |
Quaker Chemical Corp. | 1.9% |
Landstar System, Inc. | 1.8% |
| |
Top Sectors* | (%) |
Health Care | 22.5% |
Information Technology | 21.2% |
Industrials | 20.4% |
Consumer Discretionary | 11.0% |
Financials | 6.8% |
Energy | 6.3% |
Materials | 4.4% |
Consumer Staples | 3.7% |
Real Estate | 1.8% |
Cash & Other | 1.9% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Small Cap Growth Fund | PAGE 1 | TSR_SAR_14214L510 |
| | |
| Carillon Eagle Small Cap Growth Fund | |
| Class I | HSIIX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Small Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $46 | 0.88% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $555,620,746 |
Number of Holdings | 98 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Viper Energy, Inc. | 2.7% |
PJT Partners, Inc. | 2.5% |
RB Global, Inc. | 2.4% |
Monday.com Ltd. | 2.2% |
MSA Safety, Inc. | 2.1% |
Onto Innovation, Inc. | 2.1% |
Summit Materials, Inc. | 2.0% |
Woodward, Inc. | 2.0% |
Quaker Chemical Corp. | 1.9% |
Landstar System, Inc. | 1.8% |
| |
Top Sectors* | (%) |
Health Care | 22.5% |
Information Technology | 21.2% |
Industrials | 20.4% |
Consumer Discretionary | 11.0% |
Financials | 6.8% |
Energy | 6.3% |
Materials | 4.4% |
Consumer Staples | 3.7% |
Real Estate | 1.8% |
Cash & Other | 1.9% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Small Cap Growth Fund | PAGE 1 | TSR_SAR_14214L486 |
| | |
| Carillon Eagle Small Cap Growth Fund | |
| Class C | HSCCX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Small Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $97 | 1.88% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $555,620,746 |
Number of Holdings | 98 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Viper Energy, Inc. | 2.7% |
PJT Partners, Inc. | 2.5% |
RB Global, Inc. | 2.4% |
Monday.com Ltd. | 2.2% |
MSA Safety, Inc. | 2.1% |
Onto Innovation, Inc. | 2.1% |
Summit Materials, Inc. | 2.0% |
Woodward, Inc. | 2.0% |
Quaker Chemical Corp. | 1.9% |
Landstar System, Inc. | 1.8% |
| |
Top Sectors* | (%) |
Health Care | 22.5% |
Information Technology | 21.2% |
Industrials | 20.4% |
Consumer Discretionary | 11.0% |
Financials | 6.8% |
Energy | 6.3% |
Materials | 4.4% |
Consumer Staples | 3.7% |
Real Estate | 1.8% |
Cash & Other | 1.9% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Small Cap Growth Fund | PAGE 1 | TSR_SAR_14214L494 |
| | |
| Carillon Eagle Small Cap Growth Fund | |
| Class R-6 | HSRUX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Eagle Small Cap Growth Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $40 | 0.78% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $555,620,746 |
Number of Holdings | 98 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Viper Energy, Inc. | 2.7% |
PJT Partners, Inc. | 2.5% |
RB Global, Inc. | 2.4% |
Monday.com Ltd. | 2.2% |
MSA Safety, Inc. | 2.1% |
Onto Innovation, Inc. | 2.1% |
Summit Materials, Inc. | 2.0% |
Woodward, Inc. | 2.0% |
Quaker Chemical Corp. | 1.9% |
Landstar System, Inc. | 1.8% |
| |
Top Sectors* | (%) |
Health Care | 22.5% |
Information Technology | 21.2% |
Industrials | 20.4% |
Consumer Discretionary | 11.0% |
Financials | 6.8% |
Energy | 6.3% |
Materials | 4.4% |
Consumer Staples | 3.7% |
Real Estate | 1.8% |
Cash & Other | 1.9% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Eagle Small Cap Growth Fund | PAGE 1 | TSR_SAR_14214L452 |
| | |
| Carillon Scout Mid Cap Fund | |
| Class A | CSMEX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Scout Mid Cap Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $66 | 1.26% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $3,127,569,232 |
Number of Holdings | 126 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Palantir Technologies, Inc. | 2.4% |
Edwards Lifesciences Corp. | 2.2% |
First Horizon Corp. | 2.1% |
Viper Energy, Inc. | 2.1% |
CenterPoint Energy, Inc. | 1.9% |
Casey’s General Stores, Inc. | 1.9% |
Quanta Services, Inc. | 1.8% |
Cboe Global Markets, Inc. | 1.8% |
Agree Realty Corp. | 1.7% |
Evercore, Inc. | 1.7% |
| |
Top Sectors* | (%) |
Industrials | 19.6% |
Financials | 16.5% |
Information Technology | 12.2% |
Consumer Discretionary | 10.3% |
Health Care | 10.1% |
Real Estate | 6.7% |
Utilities | 5.4% |
Materials | 5.4% |
Energy | 5.1% |
Cash & Other | 8.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Scout Mid Cap Fund | PAGE 1 | TSR_SAR_14214M807 |
| | |
| Carillon Scout Mid Cap Fund | |
| Class C | CSMFX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Scout Mid Cap Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $104 | 2.00% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $3,127,569,232 |
Number of Holdings | 126 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Palantir Technologies, Inc. | 2.4% |
Edwards Lifesciences Corp. | 2.2% |
First Horizon Corp. | 2.1% |
Viper Energy, Inc. | 2.1% |
CenterPoint Energy, Inc. | 1.9% |
Casey’s General Stores, Inc. | 1.9% |
Quanta Services, Inc. | 1.8% |
Cboe Global Markets, Inc. | 1.8% |
Agree Realty Corp. | 1.7% |
Evercore, Inc. | 1.7% |
| |
Top Sectors* | (%) |
Industrials | 19.6% |
Financials | 16.5% |
Information Technology | 12.2% |
Consumer Discretionary | 10.3% |
Health Care | 10.1% |
Real Estate | 6.7% |
Utilities | 5.4% |
Materials | 5.4% |
Energy | 5.1% |
Cash & Other | 8.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Scout Mid Cap Fund | PAGE 1 | TSR_SAR_14214M880 |
| | |
| Carillon Scout Mid Cap Fund | |
| Class I | UMBMX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Scout Mid Cap Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $50 | 0.96% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $3,127,569,232 |
Number of Holdings | 126 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Palantir Technologies, Inc. | 2.4% |
Edwards Lifesciences Corp. | 2.2% |
First Horizon Corp. | 2.1% |
Viper Energy, Inc. | 2.1% |
CenterPoint Energy, Inc. | 1.9% |
Casey’s General Stores, Inc. | 1.9% |
Quanta Services, Inc. | 1.8% |
Cboe Global Markets, Inc. | 1.8% |
Agree Realty Corp. | 1.7% |
Evercore, Inc. | 1.7% |
| |
Top Sectors* | (%) |
Industrials | 19.6% |
Financials | 16.5% |
Information Technology | 12.2% |
Consumer Discretionary | 10.3% |
Health Care | 10.1% |
Real Estate | 6.7% |
Utilities | 5.4% |
Materials | 5.4% |
Energy | 5.1% |
Cash & Other | 8.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Scout Mid Cap Fund | PAGE 1 | TSR_SAR_14214M872 |
| | |
| Carillon Scout Mid Cap Fund | |
| Class R-6 | CSMUX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Scout Mid Cap Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $45 | 0.86% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $3,127,569,232 |
Number of Holdings | 126 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Palantir Technologies, Inc. | 2.4% |
Edwards Lifesciences Corp. | 2.2% |
First Horizon Corp. | 2.1% |
Viper Energy, Inc. | 2.1% |
CenterPoint Energy, Inc. | 1.9% |
Casey’s General Stores, Inc. | 1.9% |
Quanta Services, Inc. | 1.8% |
Cboe Global Markets, Inc. | 1.8% |
Agree Realty Corp. | 1.7% |
Evercore, Inc. | 1.7% |
| |
Top Sectors* | (%) |
Industrials | 19.6% |
Financials | 16.5% |
Information Technology | 12.2% |
Consumer Discretionary | 10.3% |
Health Care | 10.1% |
Real Estate | 6.7% |
Utilities | 5.4% |
Materials | 5.4% |
Energy | 5.1% |
Cash & Other | 8.7% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Scout Mid Cap Fund | PAGE 1 | TSR_SAR_14214M849 |
| | |
| Carillon Scout Small Cap Fund | |
| Class A | CSSAX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Scout Small Cap Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $60 | 1.16% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $264,476,329 |
Number of Holdings | 72 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Applied Industrial Technologies, Inc. | 2.8% |
Dycom Industries, Inc. | 2.7% |
Credo Technology Group Holding Ltd. | 2.7% |
Fabrinet | 2.5% |
Impinj, Inc. | 2.4% |
LeMaitre Vascular, Inc. | 2.4% |
Vericel Corp. | 2.3% |
Installed Building Products, Inc. | 2.3% |
HealthEquity, Inc. | 2.3% |
Halozyme Therapeutics, Inc. | 2.2% |
| |
Top Sectors* | (%) |
Health Care | 26.7% |
Information Technology | 24.2% |
Industrials | 18.0% |
Consumer Discretionary | 11.4% |
Financials | 6.9% |
Materials | 3.1% |
Energy | 2.7% |
Consumer Staples | 2.6% |
Real Estate | 2.2% |
Cash & Other | 2.2% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Scout Small Cap Fund | PAGE 1 | TSR_SAR_14214M823 |
| | |
| Carillon Scout Small Cap Fund | |
| Class C | CSSJX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Scout Small Cap Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $98 | 1.90% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $264,476,329 |
Number of Holdings | 72 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Applied Industrial Technologies, Inc. | 2.8% |
Dycom Industries, Inc. | 2.7% |
Credo Technology Group Holding Ltd. | 2.7% |
Fabrinet | 2.5% |
Impinj, Inc. | 2.4% |
LeMaitre Vascular, Inc. | 2.4% |
Vericel Corp. | 2.3% |
Installed Building Products, Inc. | 2.3% |
HealthEquity, Inc. | 2.3% |
Halozyme Therapeutics, Inc. | 2.2% |
| |
Top Sectors* | (%) |
Health Care | 26.7% |
Information Technology | 24.2% |
Industrials | 18.0% |
Consumer Discretionary | 11.4% |
Financials | 6.9% |
Materials | 3.1% |
Energy | 2.7% |
Consumer Staples | 2.6% |
Real Estate | 2.2% |
Cash & Other | 2.2% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Scout Small Cap Fund | PAGE 1 | TSR_SAR_14214M815 |
| | |
| Carillon Scout Small Cap Fund | |
| Class I | UMBHX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Scout Small Cap Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $49 | 0.95% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $264,476,329 |
Number of Holdings | 72 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Applied Industrial Technologies, Inc. | 2.8% |
Dycom Industries, Inc. | 2.7% |
Credo Technology Group Holding Ltd. | 2.7% |
Fabrinet | 2.5% |
Impinj, Inc. | 2.4% |
LeMaitre Vascular, Inc. | 2.4% |
Vericel Corp. | 2.3% |
Installed Building Products, Inc. | 2.3% |
HealthEquity, Inc. | 2.3% |
Halozyme Therapeutics, Inc. | 2.2% |
| |
Top Sectors* | (%) |
Health Care | 26.7% |
Information Technology | 24.2% |
Industrials | 18.0% |
Consumer Discretionary | 11.4% |
Financials | 6.9% |
Materials | 3.1% |
Energy | 2.7% |
Consumer Staples | 2.6% |
Real Estate | 2.2% |
Cash & Other | 2.2% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Scout Small Cap Fund | PAGE 1 | TSR_SAR_14214M799 |
| | |
| Carillon Scout Small Cap Fund | |
| Class R-6 | CSSVX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Scout Small Cap Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $44 | 0.85% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $264,476,329 |
Number of Holdings | 72 |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Applied Industrial Technologies, Inc. | 2.8% |
Dycom Industries, Inc. | 2.7% |
Credo Technology Group Holding Ltd. | 2.7% |
Fabrinet | 2.5% |
Impinj, Inc. | 2.4% |
LeMaitre Vascular, Inc. | 2.4% |
Vericel Corp. | 2.3% |
Installed Building Products, Inc. | 2.3% |
HealthEquity, Inc. | 2.3% |
Halozyme Therapeutics, Inc. | 2.2% |
| |
Top Sectors* | (%) |
Health Care | 26.7% |
Information Technology | 24.2% |
Industrials | 18.0% |
Consumer Discretionary | 11.4% |
Financials | 6.9% |
Materials | 3.1% |
Energy | 2.7% |
Consumer Staples | 2.6% |
Real Estate | 2.2% |
Cash & Other | 2.2% |
| * | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor’s Financial Services LLC (“S&P”). GICS® is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC. |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Scout Small Cap Fund | PAGE 1 | TSR_SAR_14214M765 |
| | |
| Carillon Chartwell Real Income Fund | |
| Class A | BERGX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Real Income Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $17* | 0.94% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $273,323,303 |
Number of Holdings | 74 |
Portfolio Turnover | 76% |
| |
Effective Duration | 4.5 years |
Weighted Average Maturity | 5.3 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
U.S. Treasury Inflation Indexed Notes | 54.7% |
U.S. Treasury Inflation Indexed Bonds | 8.5% |
GS Mortgage-Backed Securities Trust | 3.6% |
JP Morgan Mortgage Trust | 2.6% |
U.S. Treasury Bill | 2.2% |
iShares Silver Trust | 1.7% |
Alamos Gold, Inc. | 1.6% |
SPDR Gold Shares | 1.5% |
Kinross Gold Corp. | 1.3% |
Oracle Corp. | 1.1% |
| |
Security Type | (%) |
U.S. Treasury Securities | 63.2% |
Common Stocks | 13.8% |
Commercial Mortgage-Backed Securities | 8.3% |
Corporate Bonds | 4.0% |
Exchange Traded Funds | 3.2% |
Short-Term Investments | 2.2% |
Asset-Backed Securities | 1.9% |
Convertible Bonds | 0.7% |
Cash & Other | 2.7% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Real Income Fund | PAGE 1 | TSR_SAR_14214M468 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Real Income Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Real Income Fund | PAGE 2 | TSR_SAR_14214M468 |
| | |
| Carillon Chartwell Real Income Fund | |
| Class C | BERHX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Real Income Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $30* | 1.69% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $273,323,303 |
Number of Holdings | 74 |
Portfolio Turnover | 76% |
| |
Effective Duration | 4.5 years |
Weighted Average Maturity | 5.3 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
U.S. Treasury Inflation Indexed Notes | 54.7% |
U.S. Treasury Inflation Indexed Bonds | 8.5% |
GS Mortgage-Backed Securities Trust | 3.6% |
JP Morgan Mortgage Trust | 2.6% |
U.S. Treasury Bill | 2.2% |
iShares Silver Trust | 1.7% |
Alamos Gold, Inc. | 1.6% |
SPDR Gold Shares | 1.5% |
Kinross Gold Corp. | 1.3% |
Oracle Corp. | 1.1% |
| |
Security Type | (%) |
U.S. Treasury Securities | 63.2% |
Common Stocks | 13.8% |
Commercial Mortgage-Backed Securities | 8.3% |
Corporate Bonds | 4.0% |
Exchange Traded Funds | 3.2% |
Short-Term Investments | 2.2% |
Asset-Backed Securities | 1.9% |
Convertible Bonds | 0.7% |
Cash & Other | 2.7% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Real Income Fund | PAGE 1 | TSR_SAR_14214M450 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Real Income Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Real Income Fund | PAGE 2 | TSR_SAR_14214M450 |
| | |
| Carillon Chartwell Real Income Fund | |
| Class I | BERIX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Real Income Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $32 | 0.64% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $273,323,303 |
Number of Holdings | 74 |
Portfolio Turnover | 76% |
| |
Effective Duration | 4.5 years |
Weighted Average Maturity | 5.3 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
U.S. Treasury Inflation Indexed Notes | 54.7% |
U.S. Treasury Inflation Indexed Bonds | 8.5% |
GS Mortgage-Backed Securities Trust | 3.6% |
JP Morgan Mortgage Trust | 2.6% |
U.S. Treasury Bill | 2.2% |
iShares Silver Trust | 1.7% |
Alamos Gold, Inc. | 1.6% |
SPDR Gold Shares | 1.5% |
Kinross Gold Corp. | 1.3% |
Oracle Corp. | 1.1% |
| |
Security Type | (%) |
U.S. Treasury Securities | 63.2% |
Common Stocks | 13.8% |
Commercial Mortgage-Backed Securities | 8.3% |
Corporate Bonds | 4.0% |
Exchange Traded Funds | 3.2% |
Short-Term Investments | 2.2% |
Asset-Backed Securities | 1.9% |
Convertible Bonds | 0.7% |
Cash & Other | 2.7% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Real Income Fund | PAGE 1 | TSR_SAR_16140T202 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Real Income Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Real Income Fund | PAGE 2 | TSR_SAR_16140T202 |
| | |
| Carillon Chartwell Real Income Fund | |
| Class R-6 | BERSX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Real Income Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $10* | 0.54% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $273,323,303 |
Number of Holdings | 74 |
Portfolio Turnover | 76% |
| |
Effective Duration | 4.5 years |
Weighted Average Maturity | 5.3 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
U.S. Treasury Inflation Indexed Notes | 54.7% |
U.S. Treasury Inflation Indexed Bonds | 8.5% |
GS Mortgage-Backed Securities Trust | 3.6% |
JP Morgan Mortgage Trust | 2.6% |
U.S. Treasury Bill | 2.2% |
iShares Silver Trust | 1.7% |
Alamos Gold, Inc. | 1.6% |
SPDR Gold Shares | 1.5% |
Kinross Gold Corp. | 1.3% |
Oracle Corp. | 1.1% |
| |
Security Type | (%) |
U.S. Treasury Securities | 63.2% |
Common Stocks | 13.8% |
Commercial Mortgage-Backed Securities | 8.3% |
Corporate Bonds | 4.0% |
Exchange Traded Funds | 3.2% |
Short-Term Investments | 2.2% |
Asset-Backed Securities | 1.9% |
Convertible Bonds | 0.7% |
Cash & Other | 2.7% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Real Income Fund | PAGE 1 | TSR_SAR_14214M310 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Real Income Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Real Income Fund | PAGE 2 | TSR_SAR_14214M310 |
| | |
| Carillon Chartwell Short Duration High Yield Fund | |
| Class A | CWFAX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Short Duration High Yield Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $14* | 0.79% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $251,054,976 |
Number of Holdings | 66 |
Portfolio Turnover | 32% |
| |
Effective Duration | 1.8 years |
Weighted Average Maturity | 2.6 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Ford Motor Credit Co. LLC | 2.6% |
SLM Corp. | 2.5% |
Tenet Healthcare Corp. | 2.5% |
Starwood Property Trust, Inc. | 2.5% |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. | 2.5% |
Icahn Enterprises LP/Icahn Enterprises Finance Corp. | 2.5% |
Fortress Transportation and Infrastructure Investors LLC | 2.5% |
Prime Security Services Borrower LLC/Prime Finance, Inc. | 2.5% |
HAT Holdings I LLC/HAT Holdings II LLC | 2.5% |
GGAM Finance Ltd. | 2.5% |
| |
Security Type | (%) |
Domestic Corporate Bonds | 81.7% |
Foreign Corporate Bonds | 13.6% |
Cash & Other | 4.7% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Short Duration High Yield Fund | PAGE 1 | TSR_SAR_14214M435 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Short Duration High Yield Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Short Duration High Yield Fund | PAGE 2 | TSR_SAR_14214M435 |
| | |
| Carillon Chartwell Short Duration High Yield Fund | |
| Class C | CWFCX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Short Duration High Yield Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $28* | 1.54% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $251,054,976 |
Number of Holdings | 66 |
Portfolio Turnover | 32% |
| |
Effective Duration | 1.8 years |
Weighted Average Maturity | 2.6 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Ford Motor Credit Co. LLC | 2.6% |
SLM Corp. | 2.5% |
Tenet Healthcare Corp. | 2.5% |
Starwood Property Trust, Inc. | 2.5% |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. | 2.5% |
Icahn Enterprises LP/Icahn Enterprises Finance Corp. | 2.5% |
Fortress Transportation and Infrastructure Investors LLC | 2.5% |
Prime Security Services Borrower LLC/Prime Finance, Inc. | 2.5% |
HAT Holdings I LLC/HAT Holdings II LLC | 2.5% |
GGAM Finance Ltd. | 2.5% |
| |
Security Type | (%) |
Domestic Corporate Bonds | 81.7% |
Foreign Corporate Bonds | 13.6% |
Cash & Other | 4.7% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Short Duration High Yield Fund | PAGE 1 | TSR_SAR_14214M427 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Short Duration High Yield Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Short Duration High Yield Fund | PAGE 2 | TSR_SAR_14214M427 |
| | |
| Carillon Chartwell Short Duration High Yield Fund | |
| Class I | CWFIX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Short Duration High Yield Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $25 | 0.49% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $251,054,976 |
Number of Holdings | 66 |
Portfolio Turnover | 32% |
| |
Effective Duration | 1.8 years |
Weighted Average Maturity | 2.6 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Ford Motor Credit Co. LLC | 2.6% |
SLM Corp. | 2.5% |
Tenet Healthcare Corp. | 2.5% |
Starwood Property Trust, Inc. | 2.5% |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. | 2.5% |
Icahn Enterprises LP/Icahn Enterprises Finance Corp. | 2.5% |
Fortress Transportation and Infrastructure Investors LLC | 2.5% |
Prime Security Services Borrower LLC/Prime Finance, Inc. | 2.5% |
HAT Holdings I LLC/HAT Holdings II LLC | 2.5% |
GGAM Finance Ltd. | 2.5% |
| |
Security Type | (%) |
Domestic Corporate Bonds | 81.7% |
Foreign Corporate Bonds | 13.6% |
Cash & Other | 4.7% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Short Duration High Yield Fund | PAGE 1 | TSR_SAR_16140T400 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Short Duration High Yield Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Short Duration High Yield Fund | PAGE 2 | TSR_SAR_16140T400 |
| | |
| Carillon Chartwell Short Duration High Yield Fund | |
| Class R-6 | CWFRX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Chartwell Short Duration High Yield Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $7* | 0.39% |
| * | Expenses reflect the actual expenses paid on a $10,000 investment for the period from the inception of the share class on April 26, 2024 to June 30, 2024. Expenses for the full reporting period from January 1, 2024 to June 30, 2024 would have been higher. |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $251,054,976 |
Number of Holdings | 66 |
Portfolio Turnover | 32% |
| |
Effective Duration | 1.8 years |
Weighted Average Maturity | 2.6 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Ford Motor Credit Co. LLC | 2.6% |
SLM Corp. | 2.5% |
Tenet Healthcare Corp. | 2.5% |
Starwood Property Trust, Inc. | 2.5% |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. | 2.5% |
Icahn Enterprises LP/Icahn Enterprises Finance Corp. | 2.5% |
Fortress Transportation and Infrastructure Investors LLC | 2.5% |
Prime Security Services Borrower LLC/Prime Finance, Inc. | 2.5% |
HAT Holdings I LLC/HAT Holdings II LLC | 2.5% |
GGAM Finance Ltd. | 2.5% |
| |
Security Type | (%) |
Domestic Corporate Bonds | 81.7% |
Foreign Corporate Bonds | 13.6% |
Cash & Other | 4.7% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
| Carillon Chartwell Short Duration High Yield Fund | PAGE 1 | TSR_SAR_14214M419 |
Changes in and Disagreements with Accountants
On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Short Duration High Yield Fund (the “Fund”), in connection with a decision by the Board of Trustees of Carillon Series Trust (“Trust”) to consolidate with a single independent registered public accounting firm the audit of all series of the Trust. During the Fund’s fiscal years ended December 31, 2022 and December 31, 2023, and the interim period ended June 30, 2024, there were no disagreements with Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Chartwell Short Duration High Yield Fund | PAGE 2 | TSR_SAR_14214M419 |
| | |
| Carillon Reams Core Bond Fund | |
| Class A | CRCBX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Core Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $37 | 0.75% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $479,611,316 |
Number of Holdings | 217 |
Portfolio Turnover | 259% |
| |
Effective Duration | 6.5 years |
Weighted Average Maturity | 9.6 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 32.2% |
U.S. Treasury Bill | 14.8% |
U.S. Treasury Bonds | 10.0% |
JP Morgan Mortgage Trust | 4.5% |
Avis Budget Rental Car Funding AESOP LLC | 3.5% |
U.S. Treasury Notes | 3.4% |
U.S. Treasury Inflation Indexed Notes | 2.8% |
Flagstar Mortgage Trust | 2.7% |
Progress Residential Trust | 2.2% |
Nissan Auto Receivables Owner Trust | 2.1% |
| |
Security Type | (%) |
Agency Mortgage-Backed Securities | 32.6% |
Corporate Bonds | 25.8% |
Asset-Backed Securities | 25.5% |
U.S. Treasury Securities | 16.2% |
Commercial Mortgage-Backed Securities | 15.5% |
Short-Term Investments | 14.8% |
Cash & Other | -30.4% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Core Bond Fund | PAGE 1 | TSR_SAR_14214L270 |
| | |
| Carillon Reams Core Bond Fund | |
| Class C | CRCDX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Core Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $75 | 1.52% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $479,611,316 |
Number of Holdings | 217 |
Portfolio Turnover | 259% |
| |
Effective Duration | 6.5 years |
Weighted Average Maturity | 9.6 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 32.2% |
U.S. Treasury Bill | 14.8% |
U.S. Treasury Bonds | 10.0% |
JP Morgan Mortgage Trust | 4.5% |
Avis Budget Rental Car Funding AESOP LLC | 3.5% |
U.S. Treasury Notes | 3.4% |
U.S. Treasury Inflation Indexed Notes | 2.8% |
Flagstar Mortgage Trust | 2.7% |
Progress Residential Trust | 2.2% |
Nissan Auto Receivables Owner Trust | 2.1% |
| |
Security Type | (%) |
Agency Mortgage-Backed Securities | 32.6% |
Corporate Bonds | 25.8% |
Asset-Backed Securities | 25.5% |
U.S. Treasury Securities | 16.2% |
Commercial Mortgage-Backed Securities | 15.5% |
Short-Term Investments | 14.8% |
Cash & Other | -30.4% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Core Bond Fund | PAGE 1 | TSR_SAR_14214L262 |
| | |
| Carillon Reams Core Bond Fund | |
| Class I | SCCIX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Core Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $21 | 0.43% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $479,611,316 |
Number of Holdings | 217 |
Portfolio Turnover | 259% |
| |
Effective Duration | 6.5 years |
Weighted Average Maturity | 9.6 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 32.2% |
U.S. Treasury Bill | 14.8% |
U.S. Treasury Bonds | 10.0% |
JP Morgan Mortgage Trust | 4.5% |
Avis Budget Rental Car Funding AESOP LLC | 3.5% |
U.S. Treasury Notes | 3.4% |
U.S. Treasury Inflation Indexed Notes | 2.8% |
Flagstar Mortgage Trust | 2.7% |
Progress Residential Trust | 2.2% |
Nissan Auto Receivables Owner Trust | 2.1% |
| |
Security Type | (%) |
Agency Mortgage-Backed Securities | 32.6% |
Corporate Bonds | 25.8% |
Asset-Backed Securities | 25.5% |
U.S. Treasury Securities | 16.2% |
Commercial Mortgage-Backed Securities | 15.5% |
Short-Term Investments | 14.8% |
Cash & Other | -30.4% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Core Bond Fund | PAGE 1 | TSR_SAR_14214L254 |
| | |
| Carillon Reams Core Bond Fund | |
| Class R-6 | CRCUX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Core Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $18 | 0.37% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $479,611,316 |
Number of Holdings | 217 |
Portfolio Turnover | 259% |
| |
Effective Duration | 6.5 years |
Weighted Average Maturity | 9.6 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 32.2% |
U.S. Treasury Bill | 14.8% |
U.S. Treasury Bonds | 10.0% |
JP Morgan Mortgage Trust | 4.5% |
Avis Budget Rental Car Funding AESOP LLC | 3.5% |
U.S. Treasury Notes | 3.4% |
U.S. Treasury Inflation Indexed Notes | 2.8% |
Flagstar Mortgage Trust | 2.7% |
Progress Residential Trust | 2.2% |
Nissan Auto Receivables Owner Trust | 2.1% |
| |
Security Type | (%) |
Agency Mortgage-Backed Securities | 32.6% |
Corporate Bonds | 25.8% |
Asset-Backed Securities | 25.5% |
U.S. Treasury Securities | 16.2% |
Commercial Mortgage-Backed Securities | 15.5% |
Short-Term Investments | 14.8% |
Cash & Other | -30.4% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Core Bond Fund | PAGE 1 | TSR_SAR_14214L221 |
| | |
| Carillon Reams Core Plus Bond Fund | |
| Class A | SCPDX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Core Plus Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $40 | 0.80% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $1,577,353,025 |
Number of Holdings | 214 |
Portfolio Turnover | 258% |
| |
Effective Duration | 5.0 years |
Weighted Average Maturity | 5.2 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 31.0% |
U.S. Treasury Bill | 14.3% |
U.S. Treasury Bonds | 10.2% |
U.S. Treasury Notes | 9.2% |
JP Morgan Mortgage Trust | 4.5% |
U.S. Treasury Inflation Indexed Notes | 2.8% |
Avis Budget Rental Car Funding AESOP LLC | 2.3% |
Flagstar Mortgage Trust | 2.2% |
Progress Residential Trust | 2.1% |
Nissan Auto Receivables Owner Trust | 2.0% |
| |
Security Type | (%) |
Agency Mortgage-Backed Securities | 31.0% |
Asset-Backed Securities | 23.5% |
Corporate Bonds | 23.1% |
U.S. Treasury Securities | 22.3% |
Short-Term Investments | 14.3% |
Commercial Mortgage-Backed Securities | 14.0% |
Cash & Other (includes derivatives) | -28.2% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Core Plus Bond Fund | PAGE 1 | TSR_SAR_14214M666 |
| | |
| Carillon Reams Core Plus Bond Fund | |
| Class C | SCPEX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Core Plus Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $77 | 1.55% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $1,577,353,025 |
Number of Holdings | 214 |
Portfolio Turnover | 258% |
| |
Effective Duration | 5.0 years |
Weighted Average Maturity | 5.2 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 31.0% |
U.S. Treasury Bill | 14.3% |
U.S. Treasury Bonds | 10.2% |
U.S. Treasury Notes | 9.2% |
JP Morgan Mortgage Trust | 4.5% |
U.S. Treasury Inflation Indexed Notes | 2.8% |
Avis Budget Rental Car Funding AESOP LLC | 2.3% |
Flagstar Mortgage Trust | 2.2% |
Progress Residential Trust | 2.1% |
Nissan Auto Receivables Owner Trust | 2.0% |
| |
Security Type | (%) |
Agency Mortgage-Backed Securities | 31.0% |
Asset-Backed Securities | 23.5% |
Corporate Bonds | 23.1% |
U.S. Treasury Securities | 22.3% |
Short-Term Investments | 14.3% |
Commercial Mortgage-Backed Securities | 14.0% |
Cash & Other (includes derivatives) | -28.2% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Core Plus Bond Fund | PAGE 1 | TSR_SAR_14214M658 |
| | |
| Carillon Reams Core Plus Bond Fund | |
| Class I | SCPZX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Core Plus Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $23 | 0.47% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $1,577,353,025 |
Number of Holdings | 214 |
Portfolio Turnover | 258% |
| |
Effective Duration | 5.0 years |
Weighted Average Maturity | 5.2 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 31.0% |
U.S. Treasury Bill | 14.3% |
U.S. Treasury Bonds | 10.2% |
U.S. Treasury Notes | 9.2% |
JP Morgan Mortgage Trust | 4.5% |
U.S. Treasury Inflation Indexed Notes | 2.8% |
Avis Budget Rental Car Funding AESOP LLC | 2.3% |
Flagstar Mortgage Trust | 2.2% |
Progress Residential Trust | 2.1% |
Nissan Auto Receivables Owner Trust | 2.0% |
| |
Security Type | (%) |
Agency Mortgage-Backed Securities | 31.0% |
Asset-Backed Securities | 23.5% |
Corporate Bonds | 23.1% |
U.S. Treasury Securities | 22.3% |
Short-Term Investments | 14.3% |
Commercial Mortgage-Backed Securities | 14.0% |
Cash & Other (includes derivatives) | -28.2% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Core Plus Bond Fund | PAGE 1 | TSR_SAR_14214M641 |
| | |
| Carillon Reams Core Plus Bond Fund | |
| Class R-6 | SCPWX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Core Plus Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $20 | 0.40% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $1,577,353,025 |
Number of Holdings | 214 |
Portfolio Turnover | 258% |
| |
Effective Duration | 5.0 years |
Weighted Average Maturity | 5.2 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 31.0% |
U.S. Treasury Bill | 14.3% |
U.S. Treasury Bonds | 10.2% |
U.S. Treasury Notes | 9.2% |
JP Morgan Mortgage Trust | 4.5% |
U.S. Treasury Inflation Indexed Notes | 2.8% |
Avis Budget Rental Car Funding AESOP LLC | 2.3% |
Flagstar Mortgage Trust | 2.2% |
Progress Residential Trust | 2.1% |
Nissan Auto Receivables Owner Trust | 2.0% |
| |
Security Type | (%) |
Agency Mortgage-Backed Securities | 31.0% |
Asset-Backed Securities | 23.5% |
Corporate Bonds | 23.1% |
U.S. Treasury Securities | 22.3% |
Short-Term Investments | 14.3% |
Commercial Mortgage-Backed Securities | 14.0% |
Cash & Other (includes derivatives) | -28.2% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Core Plus Bond Fund | PAGE 1 | TSR_SAR_14214M617 |
| | |
| Carillon Reams Unconstrained Bond Fund | |
| Class A | SUBDX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Unconstrained Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class A | $45 | 0.90% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $1,483,329,098 |
Number of Holdings | 200 |
Portfolio Turnover | 296% |
| |
Effective Duration | 5.0 years |
Weighted Average Maturity | 5.2 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 18.7% |
U.S. Treasury Notes | 15.4% |
U.S. Treasury Bill | 13.5% |
U.S. Treasury Inflation Indexed Notes | 7.8% |
Secretaria Tesouro Nacional | 4.6% |
JP Morgan Mortgage Trust | 4.1% |
Avis Budget Rental Car Funding AESOP LLC | 2.6% |
GS Mortgage-Backed Securities Trust | 2.2% |
Citigroup Global Markets Holdings, Inc. | 1.7% |
Home Partners of America Trust | 1.6% |
| |
Security Type | (%) |
U.S. Treasury Securities | 23.2% |
Asset-Backed Securities | 21.9% |
Corporate Bonds | 19.3% |
Agency Mortgage-Backed Securities | 18.7% |
Short-Term Investments | 13.5% |
Commercial Mortgage-Backed Securities | 12.6% |
Foreign Government Debt Obligations | 4.6% |
Medium-Term Notes | 1.7% |
Cash & Other (includes derivatives) | -15.5% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Unconstrained Bond Fund | PAGE 1 | TSR_SAR_14214M740 |
| | |
| Carillon Reams Unconstrained Bond Fund | |
| Class C | SUBEX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Unconstrained Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class C | $81 | 1.62% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $1,483,329,098 |
Number of Holdings | 200 |
Portfolio Turnover | 296% |
| |
Effective Duration | 5.0 years |
Weighted Average Maturity | 5.2 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 18.7% |
U.S. Treasury Notes | 15.4% |
U.S. Treasury Bill | 13.5% |
U.S. Treasury Inflation Indexed Notes | 7.8% |
Secretaria Tesouro Nacional | 4.6% |
JP Morgan Mortgage Trust | 4.1% |
Avis Budget Rental Car Funding AESOP LLC | 2.6% |
GS Mortgage-Backed Securities Trust | 2.2% |
Citigroup Global Markets Holdings, Inc. | 1.7% |
Home Partners of America Trust | 1.6% |
| |
Security Type | (%) |
U.S. Treasury Securities | 23.2% |
Asset-Backed Securities | 21.9% |
Corporate Bonds | 19.3% |
Agency Mortgage-Backed Securities | 18.7% |
Short-Term Investments | 13.5% |
Commercial Mortgage-Backed Securities | 12.6% |
Foreign Government Debt Obligations | 4.6% |
Medium-Term Notes | 1.7% |
Cash & Other (includes derivatives) | -15.5% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Unconstrained Bond Fund | PAGE 1 | TSR_SAR_14214M732 |
| | |
| Carillon Reams Unconstrained Bond Fund | |
| Class I | SUBFX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Unconstrained Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class I | $29 | 0.57% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $1,483,329,098 |
Number of Holdings | 200 |
Portfolio Turnover | 296% |
| |
Effective Duration | 5.0 years |
Weighted Average Maturity | 5.2 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 18.7% |
U.S. Treasury Notes | 15.4% |
U.S. Treasury Bill | 13.5% |
U.S. Treasury Inflation Indexed Notes | 7.8% |
Secretaria Tesouro Nacional | 4.6% |
JP Morgan Mortgage Trust | 4.1% |
Avis Budget Rental Car Funding AESOP LLC | 2.6% |
GS Mortgage-Backed Securities Trust | 2.2% |
Citigroup Global Markets Holdings, Inc. | 1.7% |
Home Partners of America Trust | 1.6% |
| |
Security Type | (%) |
U.S. Treasury Securities | 23.2% |
Asset-Backed Securities | 21.9% |
Corporate Bonds | 19.3% |
Agency Mortgage-Backed Securities | 18.7% |
Short-Term Investments | 13.5% |
Commercial Mortgage-Backed Securities | 12.6% |
Foreign Government Debt Obligations | 4.6% |
Medium-Term Notes | 1.7% |
Cash & Other (includes derivatives) | -15.5% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Unconstrained Bond Fund | PAGE 1 | TSR_SAR_14214M724 |
| | |
| Carillon Reams Unconstrained Bond Fund | |
| Class R-6 | SUBTX |
| Semi-Annual Shareholder Report | June 30, 2024 |
This semi-annual shareholder report contains important information about the Carillon Reams Unconstrained Bond Fund (the “Fund”) for the period of January 1, 2024, to June 30, 2024. You can find additional information about the Fund at https://www.carillontower.com/our-funds/fund-literature/. You can also request this information by contacting us at 800.421.4184.
What were the Fund costs for the six month period ended June 30, 2024?
(based on a hypothetical $10,000 investment)
| | |
Class Name | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment (annualized) |
| Class R-6 | $24 | 0.48% |
Key Fund Statistics (as of June 30, 2024)
| |
Net Assets | $1,483,329,098 |
Number of Holdings | 200 |
Portfolio Turnover | 296% |
| |
Effective Duration | 5.0 years |
Weighted Average Maturity | 5.2 years |
Visit https://www.rjinvestmentmanagement.com/our-funds/fund-pricing-and-performance for recent performance information.
What did the Fund invest in? (% of net assets, as of June 30, 2024)
| |
Top 10 Issuers | (%) |
Fannie Mae Pool | 18.7% |
U.S. Treasury Notes | 15.4% |
U.S. Treasury Bill | 13.5% |
U.S. Treasury Inflation Indexed Notes | 7.8% |
Secretaria Tesouro Nacional | 4.6% |
JP Morgan Mortgage Trust | 4.1% |
Avis Budget Rental Car Funding AESOP LLC | 2.6% |
GS Mortgage-Backed Securities Trust | 2.2% |
Citigroup Global Markets Holdings, Inc. | 1.7% |
Home Partners of America Trust | 1.6% |
| |
Security Type | (%) |
U.S. Treasury Securities | 23.2% |
Asset-Backed Securities | 21.9% |
Corporate Bonds | 19.3% |
Agency Mortgage-Backed Securities | 18.7% |
Short-Term Investments | 13.5% |
Commercial Mortgage-Backed Securities | 12.6% |
Foreign Government Debt Obligations | 4.6% |
Medium-Term Notes | 1.7% |
Cash & Other (includes derivatives) | -15.5% |
Householding
To reduce Fund expenses, only one copy of most shareholder documents may be mailed to shareholders with multiple accounts at the same address (Householding). If you would prefer that your Carillon Tower Advisers, Inc. documents not be householded, please contact Carillon Tower Advisers, Inc. at 800.421.4184, or contact your financial intermediary. Your instructions will typically be effective within 30 days of receipt by Carillon Tower Advisers, Inc. or your financial intermediary.
For additional information about the Fund; including its prospectus, financial information, holdings and proxy information, scan the QR code or visit https://www.carillontower.com/our-funds/fund-literature/.
| Carillon Reams Unconstrained Bond Fund | PAGE 1 | TSR_SAR_14214M682 |
Item 1. Reports to Shareholders (Continued)
(b) Not applicable.
Item 2. Code of Ethics
Not applicable to semi-annual reports.
Item 3. Audit Committee Financial Expert
Not applicable to semi-annual reports.
Item 4. Principal Accountant Fees and Services
Not applicable to semi-annual reports.
Item 5. Audit Committee of Listed Registrants
Not applicable to the Trust.
Item 6. Schedule of Investments
Included as part of the financial statements filed under Item 7.
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies
The registrant’s Financial Statements and Financial Highlights for the six-month period ended June 30, 2024, are as follows:
Carillon Chartwell Mid Cap Value Fund
Carillon Chartwell Small Cap Growth Fund
Carillon Chartwell Small Cap Value Fund
Carillon ClariVest Capital Appreciation Fund
Carillon ClariVest International Stock Fund
Carillon Eagle Growth & Income Fund
Carillon Eagle Mid Cap Growth Fund
Carillon Eagle Small Cap Growth Fund
Carillon Scout Mid Cap Fund
Carillon Scout Small Cap Fund
Carillon Chartwell Real Income Fund
Carillon Chartwell Short Duration High Yield Fund
Carillon Reams Core Bond Fund
Carillon Reams Core Plus Bond Fund
Carillon Reams Unconstrained Bond Fund
Core Financial Statements
June 30, 2024
TABLE OF CONTENTS
Carillon Chartwell Mid Cap Value Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 96.6%
|
Aerospace & Defense — 5.0%
|
CAE, Inc.(a) | | | 26,385 | | | $490,233 |
L3Harris Technologies, Inc. | | | 3,569 | | | 801,526 |
| | | | | | 1,291,759 |
Banks — 5.2%
| | | | | | |
First Horizon Corp. | | | 35,915 | | | 566,379 |
M&T Bank Corp. | | | 1,855 | | | 280,773 |
Pinnacle Financial Partners, Inc. | | | 6,024 | | | 482,161 |
| | | | | | 1,329,313 |
Chemicals — 2.9%
| | | | | | |
FMC Corp. | | | 12,888 | | | 741,704 |
Construction Materials — 1.4%
| | | | | | |
Vulcan Materials Co. | | | 1,477 | | | 367,300 |
Consumer Finance — 2.2%
| | | | | | |
Synchrony Financial | | | 11,776 | | | 555,709 |
Consumer Staples Distribution & Retail — 1.8%
| | | | | | |
Dollar Tree, Inc.(a) | | | 4,361 | | | 465,624 |
Containers & Packaging — 1.4%
| | | | | | |
Crown Holdings, Inc. | | | 4,822 | | | 358,709 |
Electrical Equipment — 2.6%
| | | | | | |
Regal Rexnord Corp. | | | 4,838 | | | 654,194 |
Electronic Equipment, Instruments & Components — 5.5%
| | | | | | |
Keysight Technologies, Inc.(a) | | | 4,077 | | | 557,530 |
Littelfuse, Inc. | | | 3,316 | | | 847,536 |
| | | | | | 1,405,066 |
Energy Equipment & Services — 2.0%
| | | | | | |
Baker Hughes Co. | | | 14,733 | | | 518,160 |
Entertainment — 1.9%
| | | | | | |
Electronic Arts, Inc. | | | 3,565 | | | 496,712 |
Financial Services — 2.3%
| | | | | | |
Global Payments, Inc. | | | 6,026 | | | 582,714 |
Food Products — 4.2%
| | | | | | |
Conagra Brands, Inc. | | | 22,899 | | | 650,790 |
Tyson Foods, Inc. - Class A | | | 7,280 | | | 415,979 |
| | | | | | 1,066,769 |
Ground Transportation — 2.4%
| | | | | | |
Norfolk Southern Corp. | | | 2,852 | | | 612,296 |
Health Care Equipment & Supplies — 2.0%
| | | |
Hologic, Inc.(a) | | | 6,924 | | | 514,107 |
| | | | | | | |
| | | | | | | |
Health Care Providers & Services — 4.0%
| | | |
Humana, Inc. | | | 1,150 | | | $429,698 |
Quest Diagnostics, Inc. | | | 4,265 | | | 583,793 |
| | | | | | 1,013,491 |
Health Care REITs — 2.3%
| | | | | | |
Alexandria Real Estate Equities,
Inc. | | | 4,967 | | | 580,990 |
Hotels, Restaurants & Leisure — 6.5%
| | | | | | |
Expedia Group, Inc.(a) | | | 7,085 | | | 892,639 |
Restaurant Brands International, Inc. | | | 10,969 | | | 771,889 |
| | | | | | 1,664,528 |
Insurance — 4.9%
| | | | | | |
The Allstate Corp. | | | 3,139 | | | 501,173 |
The Hanover Insurance Group,
Inc. | | | 5,931 | | | 743,984 |
| | | | | | 1,245,157 |
IT Services — 2.2%
| | | | | | |
Cognizant Technology Solutions Corp. - Class A | | | 8,478 | | | 576,504 |
Life Sciences Tools & Services — 2.9%
| | | | | | |
Avantor, Inc.(a) | | | 34,744 | | | 736,573 |
Machinery — 8.3%
| | | | | | |
Gates Industrial Corp. PLC(a) | | | 62,312 | | | 985,153 |
Snap-on, Inc. | | | 2,181 | | | 570,091 |
The Middleby Corp.(a) | | | 4,554 | | | 558,366 |
| | | | | | 2,113,610 |
Multi-Utilities — 8.1%
| | | | | | |
Ameren Corp. | | | 8,025 | | | 570,658 |
CMS Energy Corp. | | | 10,473 | | | 623,457 |
Public Service Enterprise Group, Inc. | | | 11,940 | | | 879,978 |
| | | | | | 2,074,093 |
Oil, Gas & Consumable Fuels — 3.4%
| | | | | | |
Chesapeake Energy Corp. | | | 4,087 | | | 335,911 |
Diamondback Energy, Inc. | | | 2,685 | | | 537,510 |
| | | | | | 873,421 |
Real Estate Management & Development — 2.9%
| | | | | | |
Jones Lang LaSalle, Inc.(a) | | | 3,654 | | | 750,093 |
Residential REITs — 2.0%
| | | | | | |
Mid-America Apartment Communities, Inc. | | | 3,683 | | | 525,233 |
Retail REITs — 2.4%
| | | | | | |
Brixmor Property Group, Inc. | | | 26,718 | | | 616,919 |
Specialized REITs — 1.5%
| | | | | | |
SBA Communications Corp. | | | 1,978 | | | 388,281 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Mid Cap Value Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Specialty Retail — 2.4%
| | | | | | |
AutoZone, Inc.(a) | | | 205 | | | $607,641 |
TOTAL COMMON STOCKS
(Cost $21,652,355) | | | | | | 24,726,670 |
TOTAL INVESTMENTS — 96.6% (Cost $21,652,355) | | | | | | $24,726,670 |
Other Assets in Excess of
Liabilities - 3.4% | | | | | | 861,927 |
TOTAL NET ASSETS — 100.0% | | | | | | $25,588,597 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
PLC - Public Limited Company
REIT - Real Estate Investment Trust
(a)
| Non-income producing security. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Small Cap Growth Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 94.2%
|
Aerospace & Defense — 1.9%
|
AAR Corp.(a) | | | 3,195 | | | $232,277 |
AeroVironment, Inc.(a) | | | 715 | | | 130,244 |
| | | | | | 362,521 |
Automobile Components — 1.8%
|
Modine Manufacturing Co.(a) | | | 3,431 | | | 343,752 |
Banks — 2.4%
| | | | | | |
Banc of California, Inc. | | | 10,581 | | | 135,225 |
Pinnacle Financial Partners, Inc. | | | 1,889 | | | 151,196 |
Wintrust Financial Corp. | | | 1,879 | | | 185,194 |
| | | | | | 471,615 |
Biotechnology — 10.7%
| | | | | | |
ADMA Biologics, Inc.(a) | | | 43,027 | | | 481,042 |
Biohaven Ltd.(a) | | | 2,378 | | | 82,540 |
Ideaya Biosciences, Inc.(a) | | | 2,465 | | | 86,546 |
Immunovant, Inc.(a) | | | 3,059 | | | 80,758 |
Insmed, Inc.(a) | | | 2,587 | | | 173,329 |
Merus NV(a) | | | 1,075 | | | 63,608 |
Natera, Inc.(a) | | | 5,347 | | | 579,027 |
Spyre Therapeutics, Inc.(a) | | | 986 | | | 23,181 |
Vaxcyte, Inc.(a) | | | 1,907 | | | 143,997 |
Vera Therapeutics, Inc.(a) | | | 2,023 | | | 73,192 |
Viking Therapeutics, Inc.(a) | | | 3,368 | | | 178,538 |
Xenon Pharmaceuticals, Inc.(a) | | | 3,047 | | | 118,802 |
| | | | | | 2,084,560 |
Broadline Retail — 0.7%
| | | | | | |
Ollie’s Bargain Outlet Holdings,
Inc.(a) | | | 1,407 | | | 138,125 |
Building Products — 2.2%
| | | | | | |
AZZ, Inc. | | | 2,617 | | | 202,163 |
The AZEK Co., Inc(a) | | | 5,584 | | | 235,254 |
| | | | | | 437,417 |
Chemicals — 1.4%
| | | | | | |
Avient Corp. | | | 4,913 | | | 214,452 |
Cabot Corp. | | | 718 | | | 65,977 |
| | | | | | 280,429 |
Commercial Services & Supplies — 1.5%
| | | | | | |
CECO Environmental Corp.(a) | | | 5,404 | | | 155,906 |
Montrose Environmental Group, Inc.(a) | | | 3,038 | | | 135,373 |
| | | | | | 291,279 |
Construction & Engineering — 4.2%
| | | | | | |
Comfort Systems USA, Inc. | | | 1,821 | | | 553,803 |
MYR Group, Inc.(a) | | | 650 | | | 88,211 |
Sterling Infrastructure, Inc.(a) | | | 1,484 | | | 175,617 |
| | | | | | 817,631 |
Diversified Telecommunication Services — 0.5%
|
AST SpaceMobile, Inc.(a) | | | 7,778 | | | 90,303 |
| | | | | | | |
| | | | | | | |
Electrical Equipment — 0.9%
| | | | | | |
Powell Industries, Inc. | | | 1,273 | | | $182,548 |
Electronic Equipment, Instruments & Components — 1.5%
| | | | | | |
Coherent Corp.(a) | | | 2,599 | | | 188,323 |
Fabrinet(a) | | | 440 | | | 107,708 |
| | | | | | 296,031 |
Energy Equipment & Services — 1.5%
| | | | | | |
Tidewater, Inc.(a) | | | 2,072 | | | 197,275 |
Weatherford International
PLC(a) | | | 737 | | | 90,246 |
| | | | | | 287,521 |
Financial Services — 0.9%
| | | | | | |
NMI Holdings, Inc.(a) | | | 5,359 | | | 182,420 |
Health Care Equipment & Supplies — 6.2%
| | | |
Glaukos Corp.(a) | | | 910 | | | 107,698 |
Lantheus Holdings, Inc.(a) | | | 3,900 | | | 313,131 |
Merit Medical Systems, Inc.(a) | | | 6,923 | | | 595,032 |
UFP Technologies, Inc.(a) | | | 780 | | | 205,819 |
| | | | | | 1,221,680 |
Health Care Providers & Services — 3.9%
| | | |
NeoGenomics, Inc.(a) | | | 8,829 | | | 122,458 |
RadNet, Inc.(a) | | | 4,079 | | | 240,335 |
Tenet Healthcare Corp.(a) | | | 2,968 | | | 394,833 |
| | | | | | 757,626 |
Hotel & Resort REITs — 1.9%
| | | | | | |
Ryman Hospitality Properties,
Inc. | | | 3,715 | | | 370,980 |
Hotels, Restaurants & Leisure — 2.4%
| | | | | | |
Boyd Gaming Corp. | | | 5,062 | | | 278,916 |
Churchill Downs, Inc. | | | 896 | | | 125,082 |
Dutch Bros, Inc. - Class A(a) | | | 1,641 | | | 67,937 |
| | | | | | 471,935 |
Household Durables — 2.1%
| | | | | | |
Meritage Homes Corp. | | | 1,579 | | | 255,561 |
Tri Pointe Homes, Inc.(a) | | | 4,402 | | | 163,975 |
| | | | | | 419,536 |
Insurance — 2.6%
| | | | | | |
HCI Group, Inc. | | | 1,283 | | | 118,254 |
Mercury General Corp. | | | 2,970 | | | 157,826 |
Skyward Specialty Insurance Group, Inc.(a) | | | 6,475 | | | 234,265 |
| | | | | | 510,345 |
Interactive Media & Services — 0.7%
| | | | | | |
Reddit, Inc. - Class A(a) | | | 2,166 | | | 138,386 |
Machinery — 2.0%
| | | | | | |
Crane Co. | | | 1,301 | | | 188,619 |
Oshkosh Corp. | | | 1,856 | | | 200,819 |
| | | | | | 389,438 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Small Cap Growth Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Media — 0.7%
| | | | | | |
Magnite, Inc.(a) | | | 10,314 | | | $137,073 |
Metals & Mining — 0.7%
| | | | | | |
ATI, Inc.(a) | | | 2,385 | | | 132,248 |
Oil, Gas & Consumable Fuels — 2.9%
| | | | | | |
Civitas Resources, Inc. | | | 2,758 | | | 190,302 |
Gulfport Energy Corp.(a) | | | 1,345 | | | 203,095 |
Matador Resources Co. | | | 2,948 | | | 175,701 |
| | | | | | 569,098 |
Personal Care Products — 3.1%
|
BellRing Brands, Inc.(a) | | | 3,832 | | | 218,961 |
elf Beauty, Inc.(a) | | | 1,856 | | | 391,096 |
| | | | | | 610,057 |
Pharmaceuticals — 3.3%
| | | | | | |
Amneal Pharmaceuticals, Inc.(a) | | | 11,740 | | | 74,549 |
ANI Pharmaceuticals, Inc.(a) | | | 1,591 | | | 101,315 |
Axsome Therapeutics, Inc.(a) | | | 960 | | | 77,280 |
Catalent, Inc.(a) | | | 1,328 | | | 74,673 |
Evolus, Inc.(a) | | | 7,073 | | | 76,742 |
Intra-Cellular Therapies, Inc.(a) | | | 2,231 | | | 152,801 |
Liquidia Corp.(a) | | | 7,357 | | | 88,284 |
| | | | | | 645,644 |
Professional Services — 3.5%
| | | | | | |
ExlService Holdings, Inc.(a) | | | 5,366 | | | 168,278 |
Huron Consulting Group, Inc.(a) | | | 951 | | | 93,673 |
ICF International, Inc. | | | 1,422 | | | 211,110 |
Parsons Corp.(a) | | | 2,490 | | | 203,707 |
| | | | | | 676,768 |
Semiconductors & Semiconductor Equipment — 8.3%
|
ACM Research, Inc. - Class A(a) | | | 3,268 | | | 75,360 |
Credo Technology Group Holding Ltd.(a) | | | 7,364 | | | 235,206 |
MACOM Technology Solutions Holdings, Inc.(a) | | | 4,216 | | | 469,958 |
Onto Innovation, Inc.(a) | | | 1,050 | | | 230,538 |
Power Integrations, Inc. | | | 1,827 | | | 128,237 |
Rambus, Inc.(a) | | | 6,721 | | | 394,926 |
Synaptics, Inc.(a) | | | 554 | | | 48,863 |
Wolfspeed, Inc.(a) | | | 1,861 | | | 42,356 |
| | | | | | 1,625,444 |
Software — 7.8%
| | | | | | |
Blackbaud, Inc.(a) | | | 2,694 | | | 205,202 |
Clearwater Analytics Holdings, Inc. - Class A(a) | | | 8,357 | | | 154,772 |
LiveRamp Holdings, Inc.(a) | | | 5,346 | | | 165,405 |
Manhattan Associates, Inc.(a) | | | 1,462 | | | 360,646 |
Nutanix, Inc. - Class A(a) | | | 8,263 | | | 469,752 |
Tenable Holdings, Inc.(a) | | | 4,014 | | | 174,930 |
| | | | | | 1,530,707 |
| | | | | | | |
| | | | | | | |
Specialty Retail — 3.7%
| | | | | | |
Abercrombie & Fitch Co. -
Class A(a) | | | 1,574 | | | $279,920 |
American Eagle Outfitters, Inc. | | | 7,736 | | | 154,411 |
Burlington Stores, Inc.(a) | | | 632 | | | 151,680 |
Foot Locker, Inc. | | | 5,689 | | | 141,770 |
| | | | | | 727,781 |
Trading Companies &
Distributors — 6.3%
| | | | | | |
Applied Industrial Technologies,
Inc. | | | 1,804 | | | 349,976 |
FTAI Aviation Ltd. | | | 5,834 | | | 602,244 |
Herc Holdings, Inc. | | | 1,375 | | | 183,274 |
SiteOne Landscape Supply,
Inc.(a) | | | 860 | | | 104,413 |
| | | | | | 1,239,907 |
TOTAL COMMON STOCKS
(Cost $12,648,763) | | | | | | 18,440,805 |
TOTAL INVESTMENTS — 94.2%
(Cost $12,648,763) | | | | | | $18,440,805 |
Other Assets in Excess of
Liabilities - 5.8% | | | | | | 1,139,973 |
TOTAL NET ASSETS — 100.0% | | | | | | $19,580,778 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
NV - Naamloze Vennootschap
PLC - Public Limited Company
REIT - Real Estate Investment Trust
(a)
Non-income producing security.
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Small Cap Value Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 96.5%
|
Aerospace & Defense — 2.8%
|
AAR Corp.(a) | | | 12,705 | | | $923,653 |
Moog, Inc. - Class A | | | 7,186 | | | 1,202,218 |
| | | | | | 2,125,871 |
Air Freight & Logistics — 1.4%
| | | | | | |
Hub Group, Inc. - Class A | | | 25,227 | | | 1,086,022 |
Automobile Components — 2.4%
| | | | | | |
Patrick Industries, Inc. | | | 6,515 | | | 707,203 |
Visteon Corp.(a) | | | 10,286 | | | 1,097,516 |
| | | | | | 1,804,719 |
Banks — 15.7%
| | | | | | |
Columbia Banking System, Inc. | | | 46,549 | | | 925,860 |
CVB Financial Corp. | | | 57,851 | | | 997,351 |
First Financial Bancorp | | | 38,462 | | | 854,626 |
FNB Corp. | | | 94,861 | | | 1,297,698 |
Independent Bank Group, Inc. | | | 14,275 | | | 649,798 |
Old National Bancorp | | | 82,156 | | | 1,412,262 |
Pacific Premier Bancorp, Inc. | | | 41,812 | | | 960,422 |
Renasant Corp. | | | 37,671 | | | 1,150,472 |
Sandy Spring Bancorp, Inc. | | | 23,563 | | | 573,995 |
Towne Bank | | | 41,969 | | | 1,144,495 |
United Bankshares, Inc. | | | 36,266 | | | 1,176,469 |
United Community Banks, Inc. | | | 25,486 | | | 648,873 |
| | | | | | 11,792,321 |
Beverages — 1.3%
| | | | | | |
Primo Water Corp. | | | 44,265 | | | 967,633 |
Capital Markets — 1.3%
| | | | | | |
PJT Partners, Inc. - Class A | | | 8,899 | | | 960,291 |
Chemicals — 5.9%
| | | | | | |
Avient Corp. | | | 17,567 | | | 766,800 |
Element Solutions, Inc. | | | 43,661 | | | 1,184,086 |
Methanex Corp. | | | 18,024 | | | 869,838 |
Minerals Technologies, Inc. | | | 19,576 | | | 1,627,940 |
| | | | | | 4,448,664 |
Commercial Services & Supplies — 1.3%
| | | |
UniFirst Corp. | | | 5,832 | | | 1,000,363 |
Construction Materials — 0.8%
| | | | | | |
Eagle Materials, Inc. | | | 2,866 | | | 623,240 |
Consumer Finance — 1.2%
| | | | | | |
PRA Group, Inc.(a) | | | 44,786 | | | 880,493 |
Containers & Packaging — 1.0%
| | | | | | |
TriMas Corp. | | | 28,088 | | | 717,929 |
Electric Utilities — 1.9%
| | | | | | |
PNM Resources, Inc. | | | 39,235 | | | 1,450,126 |
| | | | | | | |
| | | | | | | |
Electronic Equipment, Instruments & Components — 4.1%
| | | | | | |
CTS Corp. | | | 28,290 | | | $1,432,323 |
IPG Photonics Corp.(a) | | | 4,374 | | | 369,122 |
Plexus Corp.(a) | | | 12,559 | | | 1,295,837 |
| | | | | | 3,097,282 |
Energy Equipment & Services — 3.8%
| | | | | | |
Cactus, Inc. - Class A | | | 26,767 | | | 1,411,692 |
ChampionX Corp. | | | 43,796 | | | 1,454,465 |
| | | | | | 2,866,157 |
Entertainment — 2.1%
| | | | | | |
Cinemark Holdings, Inc.(a) | | | 71,521 | | | 1,546,284 |
Food Products — 1.2%
| | | | | | |
Nomad Foods Ltd. | | | 55,126 | | | 908,476 |
Health Care Equipment & Supplies — 2.1%
| | | |
Enovis Corp.(a) | | | 18,199 | | | 822,595 |
Integer Holdings Corp.(a) | | | 6,785 | | | 785,635 |
| | | | | | 1,608,230 |
Health Care Providers &
Services — 1.0%
| | | | | | |
Patterson Cos., Inc. | | | 31,572 | | | 761,517 |
Hotel & Resort REITs — 2.0%
| | | | | | |
Pebblebrook Hotel Trust | | | 37,180 | | | 511,225 |
Ryman Hospitality Properties, Inc. | | | 9,642 | | | 962,850 |
| | | | | | 1,474,075 |
Hotels, Restaurants & Leisure — 3.9%
| | | | | | |
Jack in the Box, Inc. | | | 24,179 | | | 1,231,678 |
Six Flags Entertainment Corp.(a) | | | 50,120 | | | 1,660,977 |
| | | | | | 2,892,655 |
Household Durables — 2.9%
| | | | | | |
Helen of Troy Ltd.(a) | | | 8,104 | | | 751,565 |
Tri Pointe Homes, Inc.(a) | | | 37,554 | | | 1,398,886 |
| | | | | | 2,150,451 |
Industrial REITs — 2.1%
| | | | | | |
First Industrial Realty Trust, Inc. | | | 12,327 | | | 585,656 |
STAG Industrial, Inc. | | | 26,981 | | | 972,935 |
| | | | | | 1,558,591 |
Insurance — 3.9%
| | | | | | |
Kemper Corp. | | | 26,846 | | | 1,592,773 |
Selective Insurance Group, Inc. | | | 14,366 | | | 1,347,962 |
| | | | | | 2,940,735 |
Machinery — 7.4%
| | | | | | |
Columbus McKinnon Corp. | | | 32,060 | | | 1,107,352 |
EnPro, Inc. | | | 8,432 | | | 1,227,446 |
Gates Industrial Corp. PLC(a) | | | 68,179 | | | 1,077,910 |
John Bean Technologies Corp. | | | 8,147 | | | 773,721 |
Mueller Water Products, Inc. - Class A | | | 77,230 | | | 1,383,962 |
| | | | | | 5,570,391 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Small Cap Value Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Multi-Utilities — 2.6%
| |
Black Hills Corp. | | | 15,668 | | | $852,026 |
NorthWestern Energy Group, Inc. | | | 21,308 | | | 1,067,104 |
| | | | | | 1,919,130 |
Oil, Gas & Consumable Fuels — 4.0%
| | | | | | |
CNX Resources Corp.(a) | | | 40,451 | | | 982,959 |
Matador Resources Co. | | | 16,809 | | | 1,001,817 |
Southwestern Energy Co.(a) | | | 154,688 | | | 1,041,050 |
| | | | | | 3,025,826 |
Personal Care Products — 1.0%
| | | | | | |
Edgewell Personal Care Co. | | | 17,728 | | | 712,488 |
Professional Services — 1.5%
| | | | | | |
Korn Ferry | | | 16,835 | | | 1,130,302 |
Real Estate Management & Development — 1.7%
| | | | | | |
Cushman & Wakefield PLC(a) | | | 125,254 | | | 1,302,642 |
Residential REITs — 1.0%
| | | | | | |
Independence Realty Trust, Inc. | | | 41,041 | | | 769,108 |
Retail REITs — 1.5% | | | | | | |
Kite Realty Group Trust | | | 51,225 | | | 1,146,416 |
Semiconductors & Semiconductor Equipment — 2.8%
| | | | | | |
Diodes, Inc.(a) | | | 8,515 | | | 612,484 |
Ichor Holdings Ltd.(a) | | | 38,229 | | | 1,473,728 |
| | | | | | 2,086,212 |
Software — 3.4%
| | | | | | |
Blackbaud, Inc.(a) | | | 9,258 | | | 705,182 |
CommVault Systems, Inc.(a) | | | 7,578 | | | 921,258 |
Progress Software Corp. | | | 17,644 | | | 957,363 |
| | | | | | 2,583,803 |
| | | | | | | |
| | | | | | | |
Specialized REITs — 1.0%
| | | | | | |
Four Corners Property Trust, Inc. | | | 30,450 | | | $751,202 |
Specialty Retail — 0.3%
| | | | | | |
Leslie’s, Inc.(a) | | | 50,447 | | | 211,373 |
Textiles, Apparel & Luxury
Goods — 0.9%
| | | | | | |
Oxford Industries, Inc. | | | 6,962 | | | 697,244 |
Trading Companies & Distributors — 1.3%
| | | |
Rush Enterprises, Inc. - Class A | | | 22,672 | | | 949,277 |
TOTAL COMMON STOCKS
(Cost $55,804,755) | | | | | | 72,517,539 |
TOTAL INVESTMENTS — 96.5% (Cost $55,804,755) | | | | | | $72,517,539 |
Other Assets in Excess of
Liabilities - 3.5% | | | | | | 2,668,539 |
TOTAL NET ASSETS — 100.0% | | | | | | $75,186,078 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
PLC - Public Limited Company
REIT - Real Estate Investment Trust
(a)
| Non-income producing security. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon ClariVest Capital Appreciation Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 100.0%
|
Aerospace & Defense — 1.1%
|
Curtiss-Wright Corp. | | | 9,000 | | | $2,438,820 |
General Electric Co. | | | 19,200 | | | 3,052,224 |
| | | | | | 5,491,044 |
Automobiles — 1.3%
| | | | | | |
Tesla, Inc.(a) | | | 30,480 | | | 6,031,382 |
Biotechnology — 2.0%
| | | | | | |
AbbVie, Inc. | | | 42,000 | | | 7,203,840 |
Vertex Pharmaceuticals, Inc.(a) | | | 4,630 | | | 2,170,174 |
| | | | | | 9,374,014 |
Broadline Retail — 5.6%
| | | | | | |
Amazon.com, Inc.(a) | | | 138,300 | | | 26,726,475 |
Building Products — 2.2%
| | | | | | |
Builders FirstSource, Inc.(a) | | | 15,100 | | | 2,089,991 |
Carrier Global Corp. | | | 40,881 | | | 2,578,773 |
Lennox International, Inc. | | | 6,300 | | | 3,370,374 |
Owens Corning | | | 13,100 | | | 2,275,732 |
| | | | | | 10,314,870 |
Capital Markets — 1.9%
| | | | | | |
Affiliated Managers Group, Inc. | | | 10,600 | | | 1,656,038 |
BlackRock, Inc. | | | 3,700 | | | 2,913,084 |
The Goldman Sachs Group, Inc. | | | 10,000 | | | 4,523,200 |
| | | | | | 9,092,322 |
Communications Equipment — 1.1%
| | | | | | |
Arista Networks, Inc.(a) | | | 14,600 | | | 5,117,008 |
Consumer Staples Distribution & Retail — 2.8%
|
Costco Wholesale Corp. | | | 7,500 | | | 6,374,925 |
The Kroger Co. | | | 63,400 | | | 3,165,562 |
Wal-Mart, Inc. | | | 58,860 | | | 3,985,411 |
| | | | | | 13,525,898 |
Diversified Telecommunication
Services — 0.5%
|
AT&T, Inc. | | | 120,900 | | | 2,310,399 |
Electronic Equipment, Instruments &
Components — 0.4%
| | | | | | |
TD SYNNEX Corp. | | | 16,400 | | | 1,892,560 |
Entertainment — 1.2%
| | | | | | |
Netflix, Inc.(a) | | | 8,800 | | | 5,938,944 |
Financial Services — 4.7%
| | | | | | |
Block, Inc.(a) | | | 35,500 | | | 2,289,395 |
Fiserv, Inc.(a) | | | 24,100 | | | 3,591,864 |
MasterCard, Inc. - Class A | | | 14,580 | | | 6,432,113 |
Visa, Inc. - Class A | | | 31,990 | | | 8,396,415 |
WEX, Inc.(a) | | | 10,100 | | | 1,789,114 |
| | | | | | 22,498,901 |
Health Care Equipment & Supplies — 0.6%
| | | |
Stryker Corp. | | | 8,300 | | | 2,824,075 |
| | | | | | | |
| | | | | | | |
Health Care Providers & Services — 3.8%
| | | |
Centene Corp.(a) | | | 44,900 | | | $2,976,870 |
McKesson Corp. | | | 11,500 | | | 6,716,460 |
The Cigna Group | | | 14,130 | | | 4,670,954 |
UnitedHealth Group, Inc. | | | 7,730 | | | 3,936,580 |
| | | | | | 18,300,864 |
Hotels, Restaurants & Leisure — 1.2%
| | | | | | |
Booking Holdings, Inc. | | | 1,130 | | | 4,476,495 |
DraftKings, Inc. - Class A(a) | | | 38,200 | | | 1,458,094 |
| | | | | | 5,934,589 |
Household Durables — 0.7%
| | | | | | |
PulteGroup, Inc. | | | 28,700 | | | 3,159,870 |
Insurance — 0.5%
| | | | | | |
The Progressive Corp. | | | 10,500 | | | 2,180,955 |
Interactive Media & Services — 11.7%
| | | | | | |
Alphabet, Inc. - Class A | | | 89,980 | | | 16,389,857 |
Alphabet, Inc. - Class C | | | 70,640 | | | 12,956,789 |
Meta Platforms, Inc. - Class A | | | 50,200 | | | 25,311,844 |
Pinterest, Inc. - Class A(a) | | | 36,200 | | | 1,595,334 |
| | | | | | 56,253,824 |
IT Services — 0.2%
| | | | | | |
Okta, Inc.(a) | | | 12,800 | | | 1,198,208 |
Life Sciences Tools & Services — 0.3%
| | | | | | |
Medpace Holdings, Inc.(a) | | | 3,400 | | | 1,400,290 |
Machinery — 2.1%
| | | | | | |
Allison Transmission Holdings, Inc. | | | 30,700 | | | 2,330,130 |
Caterpillar, Inc. | | | 7,500 | | | 2,498,250 |
Flowserve Corp. | | | 24,300 | | | 1,168,830 |
Gates Industrial Corp. PLC(a) | | | 76,800 | | | 1,214,208 |
Oshkosh Corp. | | | 15,200 | | | 1,644,640 |
Westinghouse Air Brake Technologies Corp. | | | 8,100 | | | 1,280,205 |
| | | | | | 10,136,263 |
Passenger Airlines — 0.4%
| | | | | | |
United Airlines Holdings, Inc.(a) | | | 41,400 | | | 2,014,524 |
Pharmaceuticals — 2.7%
| | | | | | |
Eli Lilly & Co. | | | 14,470 | | | 13,100,849 |
Professional Services — 0.7%
| | | | | | |
Leidos Holdings, Inc. | | | 22,200 | | | 3,238,536 |
Semiconductors & Semiconductor
Equipment — 16.5%
|
Applied Materials, Inc. | | | 23,900 | | | 5,640,161 |
Broadcom, Inc. | | | 5,703 | | | 9,156,337 |
Lam Research Corp. | | | 3,200 | | | 3,407,520 |
NVIDIA Corp. | | | 451,000 | | | 55,716,540 |
QUALCOMM, Inc. | | | 24,600 | | | 4,899,828 |
| | | | | | 78,820,386 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon ClariVest Capital Appreciation Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Software — 20.0%
| | | | | | |
Adobe, Inc.(a) | | | 12,910 | | | $7,172,021 |
AppLovin Corp. - Class A(a) | | | 40,100 | | | 3,337,122 |
Cadence Design Systems, Inc.(a) | | | 21,060 | | | 6,481,215 |
Crowdstrike Holdings, Inc. - Class A(a) | | | 4,600 | | | 1,762,674 |
DocuSign, Inc.(a) | | | 26,300 | | | 1,407,050 |
Fair Isaac Corp.(a) | | | 1,400 | | | 2,084,124 |
Informatica, Inc. - Class A(a) | | | 54,700 | | | 1,689,136 |
Intuit, Inc. | | | 3,980 | | | 2,615,696 |
Microsoft Corp. | | | 125,800 | | | 56,226,310 |
Nutanix, Inc. - Class A(a) | | | 43,600 | | | 2,478,660 |
Palantir Technologies, Inc. - Class A(a) | | | 70,500 | | | 1,785,765 |
Pegasystems, Inc. | | | 20,800 | | | 1,259,024 |
Salesforce, Inc. | | | 28,090 | | | 7,221,939 |
| | | | | | 95,520,736 |
Specialty Retail — 1.1%
| | | | | | |
The TJX Cos., Inc. | | | 49,200 | | | 5,416,920 |
Technology Hardware, Storage & Peripherals — 12.4%
| | | | | | |
Apple, Inc. | | | 234,564 | | | 49,403,870 |
Dell Technologies, Inc. - Class C | | | 17,300 | | | 2,385,843 |
Hewlett Packard Enterprise Co. | | | 139,359 | | | 2,950,230 |
HP, Inc. | | | 125,900 | | | 4,409,018 |
| | | | | | 59,148,961 |
| | | | | | | |
| | | | | | | |
Textiles, Apparel & Luxury
Goods — 0.3%
| | | | | | |
PVH Corp. | | | 14,200 | | | $1,503,354 |
TOTAL COMMON STOCKS
(Cost $180,118,370) | | | | | | 478,467,021 |
TOTAL INVESTMENTS — 100.0%
(Cost $180,118,370) | | | | | | $478,467,021 |
Other Assets in Excess of
Liabilities - 0.0%(b) | | | | | | 215,517 |
TOTAL NET ASSETS — 100.0% | | | | | | $478,682,538 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
PLC - Public Limited Company
(a)
| Non-income producing security. |
(b)
| Represents less than 0.05% of net assets. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon ClariVest International Stock Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 91.3%
|
Australia — 2.7%
|
Aristocrat Leisure Ltd. | | | 54,647 | | | $1,809,659 |
BHP Group Ltd. | | | 68,506 | | | 1,958,030 |
Commonwealth Bank of Australia | | | 14,712 | | | 1,246,270 |
CSL Ltd. | | | 3,958 | | | 776,151 |
Evolution Mining Ltd. | | | 539,343 | | | 1,261,178 |
Mineral Resources Ltd. | | | 30,661 | | | 1,096,913 |
Qantas Airways Ltd.(a) | | | 904,532 | | | 3,520,181 |
| | | | | | 11,668,382 |
Brazil — 0.2%
| | | | | | |
Banco do Brasil S.A. | | | 168,200 | | | 801,268 |
Canada — 7.1%
| | | | | | |
Agnico Eagle Mines Ltd. | | | 19,700 | | | 1,288,517 |
Air Canada(a) | | | 217,400 | | | 2,844,531 |
Alimentation Couche-Tard, Inc. | | | 44,000 | | | 2,469,120 |
Brookfield Corp. | | | 23,300 | | | 969,095 |
Centerra Gold, Inc. | | | 187,000 | | | 1,257,556 |
Fairfax Financial Holdings Ltd. | | | 2,100 | | | 2,389,016 |
Hudbay Minerals, Inc. | | | 184,400 | | | 1,668,705 |
iA Financial Corp., Inc. | | | 13,700 | | | 860,325 |
Kinross Gold Corp. | | | 226,000 | | | 1,881,612 |
Loblaw Cos. Ltd. | | | 22,000 | | | 2,552,100 |
Metro, Inc. | | | 34,000 | | | 1,883,601 |
Royal Bank of Canada | | | 48,100 | | | 5,120,986 |
Shopify, Inc. - Class A(a) | | | 47,900 | | | 3,165,556 |
WSP Global, Inc. | | | 11,700 | | | 1,821,900 |
| | | | | | 30,172,620 |
China — 2.8%
| | | | | | |
Agricultural Bank of China Ltd. - Class H | | | 2,812,000 | | | 1,200,264 |
Bank of China Ltd. - Class H | | | 9,383,000 | | | 4,624,009 |
China CITIC Bank Corp. Ltd. - Class H | | | 1,530,000 | | | 980,266 |
China Construction Bank Corp. - Class H | | | 3,912,000 | | | 2,891,837 |
Industrial & Commercial Bank of China Ltd. - Class H | | | 1,529,000 | | | 908,806 |
Jiangxi Copper Co. Ltd. - Class H | | | 587,000 | | | 1,168,397 |
| | | | | | 11,773,579 |
Denmark — 3.0%
| | | | | | |
Danske Bank AS | | | 111,259 | | | 3,318,414 |
Novo Nordisk AS - Class B | | | 65,838 | | | 9,420,422 |
| | | | | | 12,738,836 |
France — 6.8%
| | | | | | |
Covivio S.A. | | | 17,107 | | | 818,028 |
Eiffage S.A. | | | 31,115 | | | 2,859,670 |
Engie S.A. | | | 146,721 | | | 2,101,097 |
L’Oreal S.A. | | | 5,558 | | | 2,446,441 |
LVMH Moet Hennessy Louis Vuitton SE | | | 3,083 | | | 2,367,101 |
Publicis Groupe S.A. | | | 19,387 | | | 2,059,269 |
Renault S.A. | | | 79,327 | | | 4,068,268 |
| | | | | | | |
| | | | | | | |
Sanofi S.A. | | | 26,553 | | | $2,560,855 |
Schneider Electric SE | | | 5,203 | | | 1,247,397 |
TotalEnergies SE | | | 67,517 | | | 4,520,519 |
Unibail-Rodamco-Westfield SE | | | 28,659 | | | 2,264,838 |
Veolia Environnement S.A. | | | 55,475 | | | 1,661,635 |
| | | | | | 28,975,118 |
Germany — 3.6%
| | | | | | |
Bayerische Motoren Werke AG | | | 10,146 | | | 959,725 |
Daimler Truck Holding AG | | | 58,268 | | | 2,323,912 |
Deutsche Telekom AG | | | 139,822 | | | 3,514,497 |
E.ON SE | | | 132,570 | | | 1,742,327 |
Heidelberg Materials AG | | | 20,058 | | | 2,073,479 |
SAP SE | | | 22,724 | | | 4,564,699 |
| | | | | | 15,178,639 |
Hong Kong — 4.7%
| | | | | | |
Alibaba Group Holding Ltd. | | | 245,800 | | | 2,215,356 |
Baidu, Inc. - Class A(a) | | | 108,350 | | | 1,173,002 |
CK Hutchison Holdings Ltd. | | | 542,500 | | | 2,587,767 |
CLP Holdings Ltd. | | | 94,500 | | | 764,327 |
JD.com, Inc. - Class A | | | 115,000 | | | 1,493,536 |
Meituan - Class B(a) | | | 135,600 | | | 1,927,458 |
Tencent Holdings Ltd. | | | 76,400 | | | 3,624,441 |
Trip.com Group Ltd.(a) | | | 129,350 | | | 6,121,600 |
| | | | | | 19,907,487 |
Ireland — 0.7%
| | | | | | |
PDD Holdings, Inc. - ADR(a) | | | 22,500 | | | 2,991,375 |
Israel — 1.5%
| | | | | | |
Bank Leumi Le-Israel B.M. | | | 285,125 | | | 2,324,222 |
Teva Pharmaceutical Industries
Ltd. - ADR(a) | | | 262,600 | | | 4,267,250 |
| | | | | | 6,591,472 |
Italy — 2.2%
| | | | | | |
Enel SpA | | | 332,199 | | | 2,305,061 |
Intesa Sanpaolo SpA | | | 1,436,046 | | | 5,336,944 |
Leonardo SpA | | | 73,250 | | | 1,697,116 |
| | | | | | 9,339,121 |
Japan — 18.1%
| | | |
Canon, Inc. | | | 65,200 | | | 1,768,723 |
Daiichi Sankyo Co. Ltd. | | | 43,000 | | | 1,494,411 |
FUJIFILM Holdings Corp. | | | 195,900 | | | 4,595,168 |
Honda Motor Co. Ltd. | | | 287,000 | | | 3,085,248 |
ITOCHU Corp. | | | 122,500 | | | 6,021,880 |
KDDI Corp. | | | 93,400 | | | 2,474,307 |
Kirin Holdings Co. Ltd. | | | 84,500 | | | 1,091,537 |
Marubeni Corp. | | | 196,300 | | | 3,639,907 |
Mitsubishi Corp. | | | 163,200 | | | 3,208,168 |
Mitsubishi UFJ Financial Group,
Inc. | | | 332,800 | | | 3,591,587 |
Mitsui & Co. Ltd. | | | 142,600 | | | 3,252,224 |
Mizuho Financial Group, Inc. | | | 118,700 | | | 2,498,325 |
Murata Manufacturing Co. Ltd. | | | 75,200 | | | 1,557,270 |
Nintendo Co. Ltd. | | | 40,000 | | | 2,136,063 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon ClariVest International Stock Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Japan — (Continued)
|
Nippon Telegraph & Telephone Corp. | | | 2,954,800 | | | $2,794,069 |
Nippon Yusen KK | | | 54,000 | | | 1,575,553 |
Olympus Corp. | | | 80,300 | | | 1,296,229 |
Otsuka Holdings Co. Ltd. | | | 67,700 | | | 2,860,105 |
Recruit Holdings Co. Ltd. | | | 42,100 | | | 2,265,282 |
Renesas Electronics Corp. | | | 161,800 | | | 3,068,480 |
Sekisui House Ltd. | | | 83,700 | | | 1,860,249 |
Sony Group Corp. | | | 14,200 | | | 1,210,141 |
Sumitomo Corp. | | | 194,700 | | | 4,891,243 |
Sumitomo Mitsui Financial Group, Inc. | | | 77,400 | | | 5,195,470 |
Takeda Pharmaceutical Co. Ltd. | | | 37,800 | | | 980,466 |
TDK Corp. | | | 95,700 | | | 5,884,770 |
Tokyo Electron Ltd. | | | 5,916 | | | 1,295,015 |
Toyota Motor Corp. | | | 76,100 | | | 1,561,380 |
| | | | | | 77,153,270 |
Mexico — 0.3%
| | | |
Cemex S.A.B. de C.V. - ADR | | | 221,600 | | | 1,416,024 |
Netherlands — 3.7%
| | | | | | |
ASML Holding N.V. | | | 9,289 | | | 9,467,040 |
Iveco Group N.V. | | | 60,186 | | | 673,955 |
NN Group N.V. | | | 63,159 | | | 2,935,535 |
Prosus N.V.(a) | | | 22,211 | | | 789,790 |
Stellantis N.V. | | | 106,623 | | | 2,107,800 |
| | | | | | 15,974,120 |
Norway — 0.2%
| | | |
Norsk Hydro ASA | | | 115,415 | | | 719,553 |
Singapore — 0.9%
| | | | | | |
DBS Group Holdings Ltd. | | | 146,150 | | | 3,849,416 |
South Korea — 4.6%
| | | | | | |
Hyundai Motor Co. | | | 35,483 | | | 7,567,030 |
Kia Corp. | | | 22,324 | | | 2,088,888 |
Samsung Electronics Co. Ltd. | | | 108,916 | | | 6,410,122 |
SK Hynix, Inc. | | | 19,714 | | | 3,345,636 |
| | | | | | 19,411,676 |
Spain — 1.8%
| | | |
Banco Santander S.A. | | | 419,816 | | | 1,953,310 |
Cellnex Telecom S.A. | | | 20,300 | | | 660,247 |
Iberdrola S.A. | | | 138,682 | | | 1,799,389 |
Repsol S.A. | | | 219,397 | | | 3,479,348 |
| | | | | | 7,892,294 |
Sweden — 1.3%
| | | |
Atlas Copco AB - Class A | | | 285,346 | | | 5,357,730 |
Switzerland — 3.0%
|
Nestle S.A. | | | 22,113 | | | 2,257,169 |
Novartis AG | | | 47,794 | | | 5,088,707 |
Roche Holding AG | | | 5,443 | | | 1,508,031 |
Swiss Re AG | | | 13,607 | | | 1,686,955 |
| | | | | | | |
| | | | | | | |
UBS Group AG | | | 75,580 | | | $2,219,797 |
| | | | | | 12,760,659 |
Taiwan — 8.6%
| | | |
Asustek Computer, Inc. | | | 290,000 | | | 4,438,706 |
Compal Electronics, Inc. | | | 3,934,000 | | | 4,193,658 |
CTBC Financial Holding Co. Ltd. | | | 2,028,000 | | | 2,364,818 |
Hon Hai Precision Industry Co. Ltd. | | | 433,000 | | | 2,850,839 |
MediaTek, Inc. | | | 143,000 | | | 6,158,782 |
Micro-Star International Co. Ltd. | | | 315,000 | | | 1,723,904 |
Quanta Computer, Inc. | | | 319,000 | | | 3,049,528 |
Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | | | 60,700 | | | 10,550,267 |
Wistron Corp. | | | 446,000 | | | 1,447,527 |
| | | | | | 36,778,029 |
Turkey — 0.4%
| | | |
Turk Hava Yollari AO(a) | | | 169,112 | | | 1,598,950 |
United Kingdom — 13.1%
| | | |
3i Group PLC | | | 241,477 | | | 9,306,705 |
AstraZeneca PLC | | | 16,676 | | | 2,595,326 |
BAE Systems PLC | | | 216,032 | | | 3,598,352 |
Barclays PLC | | | 2,016,454 | | | 5,328,291 |
BP PLC | | | 290,931 | | | 1,751,623 |
Coca-Cola Europacific Partners
PLC | | | 26,436 | | | 1,926,391 |
Experian PLC | | | 21,220 | | | 985,809 |
GSK PLC | | | 60,968 | | | 1,172,667 |
HSBC Holdings PLC | | | 588,310 | | | 5,078,277 |
Imperial Brands PLC | | | 84,466 | | | 2,161,377 |
Marks & Spencer Group PLC | | | 538,276 | | | 1,946,256 |
RELX PLC | | | 33,968 | | | 1,556,370 |
Rio Tinto PLC | | | 59,809 | | | 3,924,548 |
Rolls-Royce Holdings PLC(a) | | | 696,915 | | | 4,002,533 |
Segro PLC | | | 104,774 | | | 1,185,423 |
Shell PLC | | | 155,400 | | | 5,573,864 |
SSE PLC | | | 66,047 | | | 1,491,572 |
Standard Chartered PLC | | | 234,589 | | | 2,118,204 |
| | | | | | 55,703,588 |
TOTAL COMMON STOCKS
(Cost $310,001,076) | | | | | | 388,753,206 |
EXCHANGE TRADED FUNDS — 4.8% | | | | | | |
iShares MSCI India Exchange Traded Fund(a) | | | 282,600 | | | 15,763,428 |
Xtrackers Harvest CSI 300 China
A-Shares Exchange Traded Fund | | | 203,925 | | | 4,806,512 |
TOTAL EXCHANGE TRADED FUNDS
(Cost $17,966,823) | | | | | | 20,569,940 |
PREFERRED STOCKS — 0.9%
| | | | | | |
Germany — 0.9%
| | | | | | |
Henkel AG & Co. KGaA | | | 13,984 | | | 1,245,091 |
Volkswagen AG | | | 20,455 | | | 2,309,654 |
TOTAL PREFERRED STOCKS
(Cost $3,658,679) | | | | | | 3,554,745 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon ClariVest International Stock Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
PREFERRED STOCKS — (Continued)
|
TOTAL INVESTMENTS — 97.0%
(Cost $331,626,578) | | | | | | $412,877,891 |
Other Assets in Excess of
Liabilities - 3.0% | | | | | | 12,841,699 |
TOTAL NET ASSETS — 100.0% | | | | | | $425,719,590 |
| | | | | | | |
Percentages are stated as a percent of net assets.
ADR - American Depositary Receipt
AG - Aktiengesellschaft
ASA - Advanced Subscription Agreement
PLC - Public Limited Company
(a)
| Non-income producing security. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Eagle Growth & Income Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 98.9%
|
Domestic — 87.1%
| | | | | | |
Air Freight & Logistics — 1.7%
| | | | | | |
FedEx Corp. | | | 33,090 | | | $ 9,921,706 |
Banks — 6.8%
| | | | | | |
JPMorgan Chase & Co. | | | 109,196 | | | 22,085,983 |
The PNC Financial Services Group, Inc. | | | 110,105 | | | 17,119,125 |
| | | | | | 39,205,108 |
Beverages — 1.7%
| | | | | | |
PepsiCo, Inc. | | | 59,207 | | | 9,765,010 |
Biotechnology — 2.5%
| | | | | | |
AbbVie, Inc. | | | 82,815 | | | 14,204,429 |
Capital Markets — 5.6%
| | | | | | |
BlackRock, Inc. | | | 14,900 | | | 11,731,068 |
The Goldman Sachs Group, Inc. | | | 45,052 | | | 20,377,921 |
| | | | | | 32,108,989 |
Chemicals — 2.2%
| | | | | | |
Eastman Chemical Co. | | | 130,921 | | | 12,826,330 |
Communications Equipment — 1.9%
| | | | | | |
Motorola Solutions, Inc. | | | 28,512 | | | 11,007,058 |
Consumer Staples Distribution & Retail — 2.0%
| | | | | | |
Target Corp. | | | 76,372 | | | 11,306,111 |
Electric Utilities — 2.7%
| | | | | | |
NextEra Energy, Inc. | | | 218,038 | | | 15,439,271 |
Electrical Equipment — 1.3%
| | | | | | |
Emerson Electric Co. | | | 66,283 | | | 7,301,735 |
Food Products — 1.6%
| | | | | | |
Mondelez International,
Inc. - Class A | | | 139,451 | | | 9,125,673 |
Ground Transportation — 1.6%
| | | | | | |
Union Pacific Corp. | | | 41,891 | | | 9,478,258 |
Health Care Equipment & Supplies — 2.0%
| | | |
Abbott Laboratories | | | 112,930 | | | 11,734,556 |
Health Care Providers & Services — 2.2%
| | | |
UnitedHealth Group, Inc. | | | 24,589 | | | 12,522,194 |
Hotels, Restaurants & Leisure — 2.8%
| | | | | | |
McDonald's Corp. | | | 62,377 | | | 15,896,155 |
Household Products — 2.7%
| | | | | | |
The Procter & Gamble Co. | | | 95,733 | | | 15,788,286 |
Industrial Conglomerates — 2.1%
| | | |
Honeywell International, Inc. | | | 56,668 | | | 12,100,885 |
| | | | | | | |
| | | | | | | |
Industrial REITs — 2.0%
| | | | | | |
Prologis, Inc. | | | 101,737 | | | $11,426,082 |
Oil, Gas & Consumable Fuels — 6.7%
| | | | | | |
Chevron Corp. | | | 142,469 | | | 22,285,001 |
The Williams Cos, Inc. | | | 390,829 | | | 16,610,232 |
| | | | | | 38,895,233 |
Pharmaceuticals — 2.9%
| | | | | | |
Merck & Co., Inc. | | | 134,747 | | | 16,681,679 |
Semiconductors & Semiconductor Equipment — 10.2%
|
Analog Devices, Inc. | | | 70,676 | | | 16,132,504 |
Broadcom, Inc. | | | 16,405 | | | 26,338,720 |
Texas Instruments, Inc. | | | 85,806 | | | 16,691,841 |
| | | | | | 59,163,065 |
Software — 8.7%
| | | | | | |
Microsoft Corp. | | | 62,882 | | | 28,105,110 |
Oracle Corp. | | | 155,495 | | | 21,955,894 |
| | | | | | 50,061,004 |
Specialized REITs — 1.6%
| | | | | | |
Equinix, Inc. | | | 12,615 | | | 9,544,509 |
Specialty Retail — 7.3%
| | | | | | |
Best Buy Co., Inc. | | | 135,161 | | | 11,392,721 |
The Home Depot, Inc. | | | 45,347 | | | 15,610,251 |
Tractor Supply Co. | | | 56,533 | | | 15,263,910 |
| | | | | | 42,266,882 |
Technology Hardware, Storage & Peripherals — 0.8%
| | | | | | |
Dell Technologies, Inc. - Class C | | | 32,017 | | | 4,415,464 |
Trading Companies & Distributors — 1.5%
| | | | | | |
Ferguson PLC | | | 45,759 | | | 8,861,230 |
Wireless Telecommunication Services — 2.0%
| | | | | | |
T-Mobile US, Inc. | | | 67,053 | | | 11,813,398 |
Total Domestic | | | | | | 502,860,300 |
Foreign — 11.8%
| | | |
Electrical Equipment — 3.2%
| | | | | | |
Eaton Corp. PLC | | | 58,710 | | | 18,408,520 |
Electronic Equipment, Instruments &
Components — 1.6%
|
TE Connectivity Ltd. | | | 63,020 | | | 9,480,099 |
Medtronic PLC | | | 179,314 | | | 14,113,805 |
IT Services — 2.0%
| | | | | | |
Accenture PLC - Class A | | | 37,458 | | | 11,365,132 |
Pharmaceuticals — 2.6%
| | | | | | |
AstraZeneca PLC - ADR | | | 188,713 | | | 14,717,727 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Eagle Growth & Income Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Total Foreign | | | | | | $68,085,283 |
TOTAL COMMON STOCKS
(Cost $353,660,845) | | | | | | 570,945,583 |
TOTAL INVESTMENTS — 98.9%
(Cost $353,660,845) | | | | | | $570,945,583 |
Other Assets in Excess of Liabilities - 1.1% | | | | | | 6,258,497 |
TOTAL NET
ASSETS — 100.0% | | | | | | $577,204,080 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
ADR - American Depositary Receipt
PLC - Public Limited Company
REIT - Real Estate Investment Trust
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Eagle Mid Cap Growth Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 99.4%
|
Aerospace & Defense — 2.3%
| | | | |
Axon Enterprise, Inc.(a) | | | 332,015 | | | $ 97,692,094 |
TransDigm Group, Inc. | | | 35,163 | | | 44,924,600 |
| | | | | | 142,616,694 |
Beverages — 1.5%
| | | | |
Celsius Holdings, Inc.(a) | | | 1,659,065 | | | 94,716,021 |
Biotechnology — 4.5%
| | | | |
Alnylam Pharmaceuticals, Inc.(a) | | | 184,274 | | | 44,778,582 |
Apellis Pharmaceuticals,
Inc.(a) | | | 587,363 | | | 22,531,244 |
BioMarin Pharmaceutical, Inc.(a) | | | 495,657 | | | 40,807,441 |
Natera, Inc.(a) | | | 528,963 | | | 57,281,403 |
Neurocrine Biosciences,
Inc.(a) | | | 500,113 | | | 68,850,557 |
Sarepta Therapeutics,
Inc.(a) | | | 299,205 | | | 47,274,390 |
| | | | | | 281,523,617 |
Building Products — 0.9%
| | | | | | |
Fortune Brands Innovations, Inc. | | | 851,059 | | | 55,267,771 |
Capital Markets — 8.2%
| | | | |
Ares Management Corp. - Class A | | | 776,138 | | | 103,443,673 |
Houlihan Lokey, Inc. | | | 336,057 | | | 45,320,647 |
LPL Financial Holdings, Inc. | | | 420,872 | | | 117,549,550 |
Moody’s Corp. | | | 245,038 | | | 103,143,845 |
MSCI, Inc. | | | 201,205 | | | 96,930,509 |
The Carlyle Group, Inc. | | | 1,240,003 | | | 49,786,120 |
| | | | | | 516,174,344 |
Chemicals — 0.9%
| | | | |
Corteva, Inc. | | | 1,008,830 | | | 54,416,290 |
Commercial Services & Supplies — 4.5%
|
RB Global, Inc. | | | 1,725,012 | | | 131,721,916 |
Waste Connections, Inc. | | | 864,352 | | | 151,572,767 |
| | | | | | 283,294,683 |
Construction & Engineering — 0.6%
| | | |
Quanta Services, Inc. | | | 154,290 | | | 39,203,546 |
Construction Materials — 1.6%
| | | |
Martin Marietta Materials, Inc. | | | 187,215 | | | 101,433,087 |
Consumer Staples Distribution &
Retail — 1.2%
| |
Casey’s General Stores, Inc. | | | 191,308 | | | 72,995,480 |
| | | | | | | |
| | | | | | | |
Electrical Equipment — 2.9%
| | | | | | |
GE Vernova, Inc.(a) | | | 536,841 | | | $ 92,073,600 |
Vertiv Holdings Co. -
Class A | | | 1,033,340 | | | 89,456,244 |
| | | | | | 181,529,844 |
Electronic Equipment, Instruments &
Components — 1.4%
|
Cognex Corp. | | | 1,127,996 | | | 52,745,093 |
Zebra Technologies Corp. - Class A(a) | | | 120,826 | | | 37,326,776 |
| | | | | | 90,071,869 |
Energy Equipment & Services — 1.9%
| | | |
Baker Hughes Co. | | | 3,367,950 | | | 118,450,801 |
Entertainment — 0.7%
| | | | | | |
Take - Two Interactive Software, Inc.(a) | | | 296,494 | | | 46,101,852 |
Financial Services — 1.8%
| | | | | | |
Corpay, Inc.(a) | | | 255,614 | | | 68,098,126 |
Shift4 Payments, Inc. - Class A(a) | | | 624,366 | | | 45,797,246 |
| | | | | | 113,895,372 |
Food Products — 0.9%
| | | | | | |
Freshpet, Inc.(a) | | | 456,168 | | | 59,023,577 |
Ground Transportation — 1.5%
|
Old Dominion Freight Line,
Inc. | | | 538,176 | | | 95,041,882 |
Health Care Equipment & Supplies — 5.5%
| | | |
Align Technology, Inc.(a) | | | 223,853 | | | 54,044,830 |
DexCom, Inc.(a) | | | 1,204,518 | | | 136,568,251 |
IDEXX Laboratories, Inc.(a) | | | 199,690 | | | 97,288,968 |
Inspire Medical Systems, Inc.(a) | | | 105,062 | | | 14,060,447 |
Penumbra, Inc.(a) | | | 242,176 | | | 43,584,415 |
| | | | | | 345,546,911 |
Health Care Providers & Services — 2.0%
| | | |
Cencora, Inc. | | | 559,046 | | | 125,953,064 |
Health Care Technology — 1.0%
| | | |
Veeva Systems, Inc. - Class A(a) | | | 339,766 | | | 62,180,576 |
Hotels, Restaurants & Leisure — 7.7%
| | | |
DoorDash, Inc. - Class A(a) | | | 873,824 | | | 95,054,575 |
DraftKings, Inc. - Class A(a) | | | 2,690,640 | | | 102,701,729 |
Dutch Bros, Inc. - Class A(a) | | | 846,543 | | | 35,046,880 |
Hyatt Hotels Corp. - Class A | | | 414,835 | | | 63,021,733 |
Royal Caribbean Cruises Ltd.(a) | | | 722,658 | | | 115,213,365 |
Wingstop, Inc. | | | 176,835 | | | 74,741,081 |
| | | | | | 485,779,363 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Eagle Mid Cap Growth Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Independent Power and Renewable
Electricity Producers — 0.5%
|
Vistra Corp. | | | 348,312 | | | $ 29,947,866 |
Industrial REITs — 0.7%
| | | | |
EastGroup Properties, Inc. | | | 260,369 | | | 44,288,767 |
Insurance — 0.7%
| | | | |
Ryan Specialty Holdings, Inc. | | | 764,887 | | | 44,294,606 |
Interactive Media & Services — 0.7%
| |
Match Group, Inc.(a) | | | 1,465,106 | | | 44,509,920 |
IT Services — 1.2%
| | | | |
Gartner, Inc.(a) | | | 167,166 | | | 75,067,564 |
Life Sciences Tools & Services — 2.6%
| |
Medpace Holdings, Inc.(a) | | | 144,140 | | | 59,364,059 |
Repligen Corp.(a) | | | 192,998 | | | 24,329,328 |
West Pharmaceutical
Services, Inc. | | | 240,859 | | | 79,336,546 |
| | | | | | 163,029,933 |
Machinery — 3.4%
| | | | | | |
Lincoln Electric Holdings, Inc. | | | 345,530 | | | 65,180,779 |
Westinghouse Air Brake Technologies Corp. | | | 947,658 | | | 149,777,347 |
| | | | | | 214,958,126 |
Media — 1.6%
| | | | | | |
The Trade Desk, Inc. - Class A(a) | | | 1,043,279 | | | 101,897,060 |
Oil, Gas & Consumable Fuels — 2.3%
| | | |
Antero Resources Corp.(a) | | | 1,800,636 | | | 58,754,753 |
Permian Resources Corp. | | | 5,469,381 | | | 88,330,503 |
| | | | | | 147,085,256 |
Professional Services — 1.6%
|
Booz Allen Hamilton Holding Corp. | | | 672,083 | | | 103,433,574 |
Real Estate Management &
Development — 1.1%
|
CoStar Group, Inc.(a) | | | 892,377 | | | 66,160,831 |
Semiconductors & Semiconductor Equipment — 6.3%
|
Entegris, Inc. | | | 993,304 | | | 134,493,362 |
Marvell Technology, Inc. | | | 1,366,608 | | | 95,525,899 |
Monolithic Power Systems, Inc. | | | 142,502 | | | 117,091,043 |
Teradyne, Inc. | | | 317,174 | | | 47,033,733 |
| | | | | | 394,144,037 |
Software — 13.0%
| | | | |
BILL Holdings, Inc.(a) | | | 402,609 | | | 21,185,286 |
| | | | | | | |
| | | | | | | |
Crowdstrike Holdings, Inc. - Class A(a) | | | 284,409 | | | $ 108,982,685 |
Datadog, Inc. - Class A(a) | | | 387,025 | | | 50,193,272 |
Dynatrace, Inc.(a) | | | 1,018,459 | | | 45,565,856 |
Fair Isaac Corp.(a) | | | 56,131 | | | 83,559,974 |
Five9, Inc.(a) | | | 475,641 | | | 20,975,768 |
HubSpot, Inc.(a) | | | 107,295 | | | 63,281,518 |
Nutanix, Inc. - Class A(a) | | | 872,650 | | | 49,610,152 |
PTC, Inc.(a) | | | 525,286 | | | 95,428,708 |
Synopsys, Inc.(a) | | | 280,679 | | | 167,020,846 |
Tyler Technologies, Inc.(a) | | | 217,145 | | | 109,176,163 |
| | | | | | 814,980,228 |
Specialty Retail — 4.0%
| | | | |
Chewy, Inc. - Class A(a) | | | 730,553 | | | 19,900,264 |
Five Below, Inc.(a) | | | 317,594 | | | 34,608,218 |
Floor & Decor Holdings, Inc. - Class A(a) | | | 598,117 | | | 59,458,811 |
Ross Stores, Inc. | | | 948,387 | | | 137,819,599 |
| | | | | | 251,786,892 |
Technology Hardware, Storage & Peripherals — 0.9%
|
Pure Storage, Inc. -
Class A(a) | | | 899,591 | | | 57,762,738 |
Textiles, Apparel & Luxury Goods — 2.6%
|
Deckers Outdoor Corp.(a) | | | 99,482 | | | 96,293,602 |
Lululemon Athletica, Inc.(a) | | | 214,045 | | | 63,935,241 |
| | | | | | 160,228,843 |
Trading Companies & Distributors — 2.7%
|
Core & Main, Inc. - Class A(a) | | | 1,228,054 | | | 60,100,963 |
W.W. Grainger, Inc. | | | 121,235 | | | 109,383,066 |
| | | | | | 169,484,029 |
TOTAL COMMON STOCKS
(Cost $4,471,908,306) | | | | | | 6,248,276,914 |
TOTAL INVESTMENTS — 99.4%
(Cost $4,471,908,306) | | | | | | $6,248,276,914 |
Other Assets in Excess of Liabilities - 0.6% | | | | | | 39,198,518 |
TOTAL NET ASSETS — 100.0% | | | | | | $6,287,475,432 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
REIT - Real Estate Investment Trust
(a)
| Non-income producing security. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Eagle Small Cap Growth Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 98.9%
|
Aerospace & Defense — 3.6%
|
AeroVironment, Inc.(a) | | | 49,782 | | | $9,068,289 |
Woodward, Inc. | | | 63,166 | | | 11,014,887 |
| | | | | | 20,083,176 |
Beverages — 0.8%
| | | | | | |
Celsius Holdings, Inc.(a) | | | 73,330 | | | 4,186,410 |
Biotechnology — 8.8%
| | | | | | |
Aldeyra Therapeutics, Inc.(a) | | | 265,151 | | | 877,650 |
Alkermes PLC(a) | | | 131,174 | | | 3,161,293 |
Arcellx, Inc.(a) | | | 58,469 | | | 3,226,904 |
Blueprint Medicines Corp.(a) | | | 58,397 | | | 6,294,029 |
BridgeBio Pharma, Inc.(a) | | | 79,659 | | | 2,017,762 |
Disc Medicine, Inc.(a) | | | 28,352 | | | 1,277,825 |
Insmed, Inc.(a) | | | 93,419 | | | 6,259,073 |
Iovance Biotherapeutics, Inc.(a) | | | 360,382 | | | 2,890,264 |
Krystal Biotech, Inc.(a) | | | 22,672 | | | 4,163,486 |
Nuvalent, Inc. - Class A(a) | | | 47,037 | | | 3,568,227 |
Protagonist Therapeutics, Inc.(a) | | | 109,686 | | | 3,800,620 |
SpringWorks Therapeutics, Inc.(a) | | | 97,400 | | | 3,669,058 |
Vaxcyte, Inc.(a) | | | 84,483 | | | 6,379,311 |
Viridian Therapeutics, Inc.(a) | | | 111,685 | | | 1,453,022 |
| | | | | | 49,038,524 |
Building Products — 2.7%
| | | | | | |
AAON, Inc. | | | 71,587 | | | 6,245,250 |
Zurn Elkay Water Solutions Corp. | | | 297,692 | | | 8,752,145 |
| | | | | | 14,997,395 |
Capital Markets — 5.0%
| | | | | | |
LPL Financial Holdings, Inc. | | | 22,810 | | | 6,370,833 |
Perella Weinberg Partners | | | 166,999 | | | 2,713,734 |
PJT Partners, Inc. - Class A | | | 131,228 | | | 14,160,813 |
StepStone Group, Inc. - Class A | | | 100,846 | | | 4,627,823 |
| | | | | | 27,873,203 |
Chemicals — 1.9%
| | | | | | |
Quaker Chemical Corp. | | | 63,085 | | | 10,705,525 |
Commercial Services & Supplies — 5.2%
| | | | | | |
Casella Waste Systems, Inc. - Class A(a) | | | 41,712 | | | 4,138,665 |
MSA Safety, Inc. | | | 62,354 | | | 11,703,222 |
RB Global, Inc. | | | 173,250 | | | 13,229,370 |
| | | | | | 29,071,257 |
Construction Materials — 2.0%
| | | | | | |
Summit Materials, Inc. -
Class A(a) | | | 302,139 | | | 11,061,309 |
Consumer Finance — 1.1%
| | | | | | |
FirstCash Holdings, Inc. | | | 56,807 | | | 5,957,918 |
Diversified Consumer Services — 1.2%
| | | | | | |
OneSpaWorld Holdings Ltd.(a) | | | 420,358 | | | 6,460,902 |
| | | | | | | |
| | | | | | | |
Electrical Equipment — 1.9%
| | | | | | |
NEXTracker, Inc. - Class A(a) | | | 88,993 | | | $4,171,992 |
nVent Electric PLC | | | 53,940 | | | 4,132,343 |
Powell Industries, Inc. | | | 16,417 | | | 2,354,198 |
| | | | | | 10,658,533 |
Electronic Equipment, Instruments & Components — 3.5%
| | | | | | |
Badger Meter, Inc. | | | 17,095 | | | 3,185,653 |
Cognex Corp. | | | 108,448 | | | 5,071,029 |
Coherent Corp.(a) | | | 63,464 | | | 4,598,601 |
Itron, Inc.(a) | | | 67,223 | | | 6,652,388 |
| | | | | | 19,507,671 |
Energy Equipment & Services — 1.0%
| | | | | | |
Liberty Energy, Inc. | | | 267,169 | | | 5,581,160 |
Financial Services — 0.7%
| | | | | | |
Flywire Corp.(a) | | | 249,903 | | | 4,095,910 |
Food Products — 1.1%
| | | | | | |
Freshpet, Inc.(a) | | | 47,793 | | | 6,183,936 |
Ground Transportation — 1.9%
| | | | | | |
Landstar System, Inc. | | | 55,666 | | | 10,269,264 |
Health Care Equipment &Supplies — 6.6%
| | | |
Establishment Labs Holdings,
Inc.(a) | | | 41,553 | | | 1,888,168 |
Glaukos Corp.(a) | | | 28,159 | | | 3,332,618 |
Haemonetics Corp.(a) | | | 66,736 | | | 5,521,069 |
Inmode Ltd.(a) | | | 69,249 | | | 1,263,102 |
iRhythm Technologies, Inc.(a) | | | 22,407 | | | 2,411,890 |
Lantheus Holdings, Inc.(a) | | | 92,122 | | | 7,396,475 |
Merit Medical Systems, Inc.(a) | | | 91,595 | | | 7,872,590 |
TransMedics Group, Inc.(a) | | | 45,728 | | | 6,887,551 |
| | | | | | 36,573,463 |
Health Care Providers & Services — 4.0%
| | | |
BrightSpring Health Services,
Inc.(a) | | | 243,305 | | | 2,763,945 |
HealthEquity, Inc.(a) | | | 54,445 | | | 4,693,159 |
Progyny, Inc.(a) | | | 152,324 | | | 4,357,989 |
RadNet, Inc.(a) | | | 71,038 | | | 4,185,559 |
The Ensign Group, Inc. | | | 48,449 | | | 5,992,657 |
| | | | | | 21,993,309 |
Health Care Technology — 0.7%
| | | |
Evolent Health, Inc. - Class A(a) | | | 196,160 | | | 3,750,579 |
Hotels, Restaurants & Leisure — 6.5%
| | | | | | |
Cava Group, Inc.(a) | | | 35,849 | | | 3,324,995 |
Kura Sushi USA, Inc. - Class A(a) | | | 30,703 | | | 1,937,052 |
Light & Wonder, Inc.(a) | | | 56,594 | | | 5,935,579 |
PENN Entertainment, Inc.(a) | | | 163,813 | | | 3,170,600 |
Shake Shack, Inc. - Class A(a) | | | 54,885 | | | 4,939,650 |
United Parks & Resorts, Inc.(a) | | | 152,928 | | | 8,305,520 |
Wingstop, Inc. | | | 19,721 | | | 8,335,278 |
| | | | | | 35,948,674 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Eagle Small Cap Growth Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Industrial REITs — 1.8%
| | | |
EastGroup Properties, Inc. | | | 58,299 | | | $9,916,660 |
Interactive Media & Services — 0.4%
| | | |
Bumble, Inc. - Class A(a) | | | 205,991 | | | 2,164,965 |
Life Sciences Tools & Services — 1.0%
| | | | | | |
Medpace Holdings, Inc.(a) | | | 14,002 | | | 5,766,724 |
Machinery — 4.1%
| | | |
Donaldson Co., Inc. | | | 76,308 | | | 5,460,600 |
Esab Corp. | | | 92,262 | | | 8,712,301 |
Federal Signal Corp. | | | 53,213 | | | 4,452,332 |
SPX Technologies, Inc.(a) | | | 28,564 | | | 4,060,087 |
| | | | | | 22,685,320 |
Media — 0.4%
| | | |
TechTarget, Inc.(a) | | | 79,196 | | | 2,468,539 |
Metals & Mining — 0.5%
| | | | | | |
ATI, Inc.(a) | | | 52,119 | | | 2,889,999 |
Oil, Gas & Consumable Fuels — 5.3%
| | | | | | |
Antero Resources Corp.(a) | | | 174,679 | | | 5,699,776 |
Chord Energy Corp. | | | 51,789 | | | 8,683,979 |
Viper Energy, Inc. | | | 406,762 | | | 15,265,778 |
| | | | | | 29,649,533 |
Personal Care Products — 1.8%
| | | |
BellRing Brands, Inc.(a) | | | 96,544 | | | 5,516,524 |
elf Beauty, Inc.(a) | | | 20,110 | | | 4,237,579 |
| | | | | | 9,754,103 |
Pharmaceuticals — 1.4%
| | | |
Axsome Therapeutics, Inc.(a) | | | 30,050 | | | 2,419,025 |
Intra-Cellular Therapies, Inc.(a) | | | 79,797 | | | 5,465,297 |
| | | | | | 7,884,322 |
Professional Services — 1.0%
| | | |
Parsons Corp.(a) | | | 69,663 | | | 5,699,130 |
Semiconductors & Semiconductor Equipment — 6.4%
| | | | | | |
Impinj, Inc.(a) | | | 50,328 | | | 7,889,921 |
Lattice Semiconductor Corp.(a) | | | 110,977 | | | 6,435,556 |
Onto Innovation, Inc.(a) | | | 52,332 | | | 11,490,014 |
Rambus, Inc.(a) | | | 165,507 | | | 9,725,191 |
| | | | | | 35,540,682 |
Software — 10.5%
| | | |
Appfolio, Inc. - Class A(a) | | | 36,444 | | | 8,913,109 |
BILL Holdings, Inc.(a) | | | 64,999 | | | 3,420,248 |
Five9, Inc.(a) | | | 46,593 | | | 2,054,751 |
Freshworks, Inc. - Class A(a) | | | 349,668 | | | 4,437,287 |
Monday.com Ltd.(a) | | | 50,291 | | | 12,108,061 |
| | | | | | | |
| | | | | | | |
PROS Holdings, Inc.(a) | | | 157,059 | | | $4,499,740 |
Rapid7, Inc.(a) | | | 73,748 | | | 3,188,126 |
Smartsheet, Inc. - Class A(a) | | | 139,009 | | | 6,127,517 |
Sprout Social, Inc. - Class A(a) | | | 82,049 | | | 2,927,508 |
Varonis Systems, Inc.(a) | | | 127,801 | | | 6,130,614 |
Zeta Global Holdings Corp. - Class A(a) | | | 262,185 | | | 4,627,565 |
| | | | | | 58,434,526 |
Specialty Retail — 2.3%
| | | |
Abercrombie & Fitch Co. -
Class A(a) | | | 40,802 | | | 7,256,228 |
Boot Barn Holdings, Inc.(a) | | | 41,216 | | | 5,313,979 |
| | | | | | 12,570,207 |
Technology Hardware, Storage &
Peripherals — 0.8%
| | | |
Super Micro Computer, Inc.(a) | | | 5,453 | | | 4,467,916 |
Textiles, Apparel & LuxuryGoods — 1.0%
| | | |
Figs, Inc. - Class A(a) | | | 1,046,972 | | | 5,580,361 |
TOTAL COMMON STOCKS
(Cost $412,361,321) | | | | | | 549,471,105 |
TOTAL INVESTMENTS — 98.9%
(Cost $412,361,321) | | | | | | $549,471,105 |
Other Assets in Excess of
Liabilities - 1.1% | | | | | | 6,149,641 |
TOTAL NET ASSETS — 100.0% | | | | | | $555,620,746 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
PLC - Public Limited Company
REIT - Real Estate Investment Trust
(a)
| Non-income producing security. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Scout Mid Cap Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 99.7%
| | | |
Aerospace & Defense — 1.3%
| | | | |
BWX Technologies, Inc. | | | 141,292 | | | $13,422,740 |
Textron, Inc. | | | 331,694 | | | 28,479,247 |
| | | | | | 41,901,987 |
Automobiles — 0.4%
| | | | |
Thor Industries, Inc. | | | 130,876 | | | 12,230,362 |
Banks — 3.9%
| | | | |
Citizens Financial Group, Inc. | | | 615,870 | | | 22,189,796 |
First Horizon Corp. | | | 4,260,451 | | | 67,187,312 |
Huntington Bancshares, Inc. | | | 2,518,717 | | | 33,196,690 |
| | | | | | 122,573,798 |
Beverages — 1.1%
| | | | | | |
Brown-Forman Corp. - Class B(a) | | | 325,855 | | | 14,073,677 |
Celsius Holdings, Inc.(b) | | | 359,532 | | | 20,525,682 |
| | | | | | 34,599,359 |
Biotechnology — 1.8%
| | | | | | |
BioMarin Pharmaceutical, Inc.(b) | | | 374,879 | | | 30,863,788 |
Neurocrine Biosciences,
Inc.(b) | | | 183,320 | | | 25,237,664 |
| | | | | | 56,101,452 |
Building Products — 1.7%
| | | | | | |
Builders FirstSource, Inc.(b) | | | 66,636 | | | 9,223,089 |
Carrier Global Corp. | | | 319,124 | | | 20,130,342 |
Owens Corning | | | 130,146 | | | 22,608,963 |
| | | | | | 51,962,394 |
Capital Markets — 5.0%
| | | | |
Cboe Global Markets, Inc. | | | 326,088 | | | 55,454,525 |
Evercore, Inc. - Class A | | | 253,114 | | | 52,756,551 |
Interactive Brokers Group, Inc. - Class A | | | 145,850 | | | 17,881,210 |
Morningstar, Inc. | | | 41,301 | | | 12,218,901 |
Robinhood Markets, Inc. - Class A(b) | | | 849,022 | | | 19,281,290 |
| | | | | | 157,592,477 |
Chemicals — 0.9% | | | | | | |
Corteva, Inc. | | | 297,361 | | | 16,039,652 |
Westlake Corp. | | | 91,810 | | | 13,295,924 |
| | | | | | 29,335,576 |
Commercial Services & Supplies — 2.4%
| | | |
Clean Harbors, Inc.(b) | | | 107,040 | | | 24,207,096 |
Copart, Inc.(b) | | | 453,387 | | | 24,555,440 |
RB Global, Inc. | | | 347,547 | | | 26,538,689 |
| | | | | | 75,301,225 |
Communications Equipment — 1.2%
| | | |
Arista Networks, Inc.(b) | | | 49,535 | | | 17,361,027 |
Ciena Corp.(b) | | | 384,050 | | | 18,503,529 |
| | | | | | 35,864,556 |
| | | | | | | |
| | | | | | | |
Construction & Engineering — 1.8%
| | | |
Quanta Services, Inc. | | | 223,310 | | | $56,740,838 |
Construction Materials — 1.8%
| | | |
Eagle Materials, Inc. | | | 91,014 | | | 19,791,905 |
Martin Marietta Materials, Inc. | | | 30,564 | | | 16,559,575 |
Vulcan Materials Co. | | | 77,600 | | | 19,297,568 |
| | | | | | 55,649,048 |
Consumer Finance — 1.0%
| | | | |
Ally Financial, Inc. | | | 795,879 | | | 31,572,520 |
Consumer Staples Distribution & Retail — 1.9%
|
Casey’s General Stores, Inc. | | | 152,572 | | | 58,215,372 |
Distributors — 0.4%
| | | | |
LKQ Corp. | | | 317,964 | | | 13,224,123 |
Electric Utilities — 1.3%
| | | | |
PPL Corp. | | | 1,508,531 | | | 41,710,882 |
Electrical Equipment — 3.4%
| | | | |
AMETEK, Inc. | | | 132,272 | | | 22,051,065 |
GE Vernova, Inc.(b) | | | 100,899 | | | 17,305,187 |
Hubbell, Inc. | | | 90,738 | | | 33,162,924 |
NEXTracker, Inc. - Class A(b) | | | 279,804 | | | 13,117,212 |
Vertiv Holdings Co. - Class A | | | 232,701 | | | 20,144,926 |
| | | | | | 105,781,314 |
Electronic Equipment, Instruments & Components — 0.5%
| | | |
Cognex Corp. | | | 358,153 | | | 16,747,234 |
Energy Equipment & Services — 1.4%
|
Baker Hughes Co. | | | 480,098 | | | 16,885,047 |
Noble Corp. PLC | | | 574,628 | | | 25,657,140 |
| | | | | | 42,542,187 |
Entertainment — 2.6%
| | | | | | |
Live Nation Entertainment, Inc.(b) | | | 216,340 | | | 20,279,712 |
Take-Two Interactive Software, Inc.(b) | | | 182,634 | | | 28,397,761 |
TKO Group Holdings, Inc. | | | 304,755 | | | 32,910,492 |
| | | | | | 81,587,965 |
Financial Services — 2.4%
| | | | | | |
Corebridge Financial, Inc. | | | 558,980 | | | 16,277,498 |
Jack Henry & Associates,
Inc. | | | 78,157 | | | 12,975,625 |
Shift4 Payments, Inc. - Class A(b) | | | 639,171 | | | 46,883,193 |
| | | | | | 76,136,316 |
Food Products — 1.3%
| | | | | | |
Darling Ingredients, Inc.(b) | | | 519,238 | | | 19,081,997 |
The Hershey Co. | | | 114,164 | | | 20,986,768 |
| | | | | | 40,068,765 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Scout Mid Cap Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Gas Utilities — 0.8%
| | | | |
Atmos Energy Corp. | | | 208,466 | | | $24,317,559 |
Ground Transportation — 1.4%
| |
Knight-Swift Transportation Holdings, Inc. | | | 242,827 | | | 12,121,924 |
U-Haul Holding Co. | | | 308,556 | | | 18,519,531 |
XPO Logistics, Inc.(b) | | | 110,345 | | | 11,713,122 |
| | | | | | 42,354,577 |
Health Care Equipment & Supplies — 2.6%
|
Align Technology, Inc.(b) | | | 52,777 | | | 12,741,951 |
Edwards Lifesciences
Corp.(b) | | | 753,416 | | | 69,593,036 |
| | | | | | 82,334,987 |
Health Care Providers & Services — 4.6%
| | | | | | |
Cencora, Inc. | | | 193,174 | | | 43,522,102 |
Centene Corp.(b) | | | 474,678 | | | 31,471,151 |
Encompass Health Corp. | | | 519,105 | | | 44,534,018 |
Henry Schein, Inc.(b) | | | 221,819 | | | 14,218,598 |
Molina Healthcare, Inc.(b) | | | 31,699 | | | 9,424,113 |
| | | | | | 143,169,982 |
Hotel & Resort REITs — 0.4%
| | | | |
Host Hotels & Resorts, Inc. | | | 629,439 | | | 11,317,313 |
Hotels, Restaurants & Leisure — 3.4%
| | | |
Boyd Gaming Corp. | | | 426,187 | | | 23,482,904 |
Las Vegas Sands Corp. | | | 484,593 | | | 21,443,240 |
Texas Roadhouse, Inc. | | | 137,096 | | | 23,540,754 |
Vail Resorts, Inc. | | | 68,104 | | | 12,267,574 |
Viking Holdings Ltd.(b) | | | 783,225 | | | 26,582,656 |
| | | | | | 107,317,128 |
Household Durables — 2.3%
| | | | | | |
D.R. Horton, Inc. | | | 211,912 | | | 29,864,758 |
NVR, Inc.(b) | | | 2,287 | | | 17,355,037 |
SharkNinja, Inc. | | | 341,920 | | | 25,695,288 |
| | | | | | 72,915,083 |
Household Products — 0.4%
| | | | |
Church & Dwight Co., Inc. | | | 132,142 | | | 13,700,483 |
Independent Power and Renewable Electricity Producers — 0.4%
| |
Vistra Corp. | | | 134,393 | | | 11,555,110 |
Industrial REITs — 2.3%
| | | | |
EastGroup Properties, Inc. | | | 144,342 | | | 24,552,574 |
STAG Industrial, Inc. | | | 1,338,469 | | | 48,265,192 |
| | | | | | 72,817,766 |
Insurance — 4.2%
| | | | |
Arch Capital Group Ltd.(b) | | | 186,896 | | | 18,855,937 |
Axis Capital Holdings Ltd. | | | 502,221 | | | 35,481,913 |
Brown & Brown, Inc. | | | 181,556 | | | 16,232,922 |
| | | | | | | |
| | | | | | | |
Everest Group Ltd. | | | 49,388 | | | $18,817,816 |
Kinsale Capital Group, Inc. | | | 41,160 | | | 15,858,125 |
White Mountains Insurance Group Ltd. | | | 14,457 | | | 26,274,875 |
| | | | | | 131,521,588 |
IT Services — 0.7%
| | | | | | |
Gartner, Inc.(b) | | | 46,869 | | | 21,046,993 |
Leisure Products — 0.8%
| | | | |
Brunswick Corp. | | | 343,323 | | | 24,983,615 |
Life Sciences Tools & Services — 1.1%
| | | |
Agilent Technologies, Inc. | | | 256,311 | | | 33,225,595 |
Machinery — 3.6%
| | | | | | |
Chart Industries, Inc.(b) | | | 231,629 | | | 33,433,330 |
Ingersoll Rand, Inc. | | | 150,301 | | | 13,653,343 |
Parker-Hannifin Corp. | | | 56,070 | | | 28,360,767 |
The Timken Co. | | | 100,525 | | | 8,055,068 |
Xylem, Inc. | | | 202,792 | | | 27,504,679 |
| | | | | | 111,007,187 |
Marine Transportation — 0.7%
| | | |
Kirby Corp.(b) | | | 170,522 | | | 20,416,599 |
Media — 1.1%
| | | | |
Omnicom Group, Inc. | | | 369,771 | | | 33,168,459 |
Metals & Mining — 2.7%
| | | | |
Agnico Eagle Mines Ltd. | | | 208,855 | | | 13,659,117 |
Alamos Gold, Inc. - Class A | | | 898,862 | | | 14,094,156 |
ATI, Inc.(b) | | | 428,875 | | | 23,781,119 |
Freeport-McMoRan, Inc. | | | 337,659 | | | 16,410,228 |
Nucor Corp. | | | 93,979 | | | 14,856,200 |
| | | | | | 82,800,820 |
Multi-Utilities — 2.9%
| | | | | | |
CenterPoint Energy, Inc. | | | 1,887,848 | | | 58,485,531 |
WEC Energy Group, Inc. | | | 423,481 | | | 33,226,319 |
| | | | | | 91,711,850 |
Oil, Gas & Consumable Fuels — 3.7%
| | | |
Cheniere Energy, Inc. | | | 120,728 | | | 21,106,876 |
EQT Corp. | | | 588,934 | | | 21,778,779 |
Texas Pacific Land Corp. | | | 10,678 | | | 7,840,535 |
Viper Energy, Inc. | | | 1,769,839 | | | 66,422,058 |
| | | | | | 117,148,248 |
Passenger Airlines — 1.0%
| | | | | | |
Delta Air Lines, Inc. | | | 675,012 | | | 32,022,569 |
Professional Services — 1.3%
| | | |
Booz Allen Hamilton Holding Corp. | | | 188,949 | | | 29,079,251 |
Paycom Software, Inc. | | | 82,577 | | | 11,811,814 |
| | | | | | 40,891,065 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Scout Mid Cap Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Real Estate Management &
Development — 0.3%
| | | |
CoStar Group, Inc.(b) | | | 127,979 | | | $9,488,363 |
Residential REITs — 2.0%
| | | | |
Mid-America Apartment Communities, Inc. | | | 345,629 | | | 49,290,152 |
UDR, Inc. | | | 309,768 | | | 12,746,953 |
| | | | | | 62,037,105 |
Retail REITs — 1.7%
| | | | |
Agree Realty Corp. | | | 879,458 | | | 54,473,628 |
Semiconductors & Semiconductor Equipment — 3.4%
| |
Allegro MicroSystems,
Inc.(b) | | | 375,996 | | | 10,618,127 |
Marvell Technology, Inc. | | | 461,219 | | | 32,239,208 |
Microchip Technology, Inc. | | | 210,215 | | | 19,234,673 |
Monolithic Power Systems, Inc. | | | 24,652 | | | 20,256,055 |
Teradyne, Inc. | | | 167,151 | | | 24,786,822 |
| | | | | | 107,134,885 |
Software — 4.3%
| | | | | | |
AppLovin Corp. - Class A(b) | | | 420,139 | | | 34,963,968 |
Crowdstrike Holdings, Inc. - Class A(b) | | | 48,087 | | | 18,426,457 |
Palantir Technologies, Inc. - Class A(b) | | | 2,914,189 | | | 73,816,407 |
Workday, Inc. - Class A(b) | | | 30,589 | | | 6,838,477 |
| | | | | | 134,045,309 |
Specialty Retail — 3.0%
| | | | | | |
Murphy USA, Inc. | | | 73,936 | | | 34,709,995 |
O’Reilly Automotive, Inc.(b) | | | 19,162 | | | 20,236,222 |
Ross Stores, Inc. | | | 55,023 | | | 7,995,942 |
Tractor Supply Co. | | | 32,010 | | | 8,642,700 |
Ulta Beauty, Inc.(b) | | | 59,770 | | | 23,063,450 |
| | | | | | 94,648,309 |
Technology Hardware, Storage & Peripherals — 2.1%
| | | |
Dell Technologies, Inc. - Class C | | | 183,531 | | | 25,310,760 |
Pure Storage, Inc. -
Class A(b) | | | 301,655 | | | 19,369,268 |
Super Micro Computer,
Inc.(b) | | | 26,426 | | | 21,652,143 |
| | | | | | 66,332,171 |
| | | | | | | |
| | | | | | | |
Trading Companies & Distributors — 1.0%
| | | |
United Rentals, Inc. | | | 47,202 | | | $30,526,949 |
TOTAL COMMON STOCKS (Cost $2,451,601,246) | | | | | | 3,117,871,045 |
SHORT-TERM INVESTMENTS — 0.0%(c)
| | | |
Money Market Funds — 0.0%(c)
| | | |
First American Government Obligations Fund - Class X, 5.23%(d) | | | 544,275 | | | 544,275 |
TOTAL SHORT-TERM INVESTMENTS
(Cost $544,275) | | | | | | 544,275 |
TOTAL INVESTMENTS — 99.7%
(Cost $2,451,131,053) | | | | | | $3,118,415,320 |
Other Assets in Excess of Liabilities - 0.3% | | | | | | 9,153,912 |
TOTAL NET ASSETS — 100.0% | | | | | | $3,127,569,232 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
PLC - Public Limited Company
REIT - Real Estate Investment Trust
(a)
| All or a portion of this security is on loan as of June 30, 2024. The total market value of these securities was $531,237 which represented 0.0% of net assets.
|
(b)
| Non-income producing security.
|
(c)
| Represents less than 0.05% of net assets.
|
(d)
| The rate shown represents the 7-day effective yield as of June 30, 2024. Investment made with cash collateral received for securities on loan. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Scout Small Cap Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
COMMON STOCKS — 99.7%
| | | | | | |
Aerospace & Defense — 2.0%
|
Kratos Defense & Security Solutions, Inc.(a) | | | 270,991 | | | $5,422,530 |
Automobile Components — 2.6%
|
Patrick Industries, Inc. | | | 46,406 | | | 5,037,371 |
Stoneridge, Inc.(a) | | | 108,155 | | | 1,726,154 |
| | | | | | 6,763,525 |
Automobiles — 1.2%
| | | | | | |
Thor Industries, Inc. | | | 33,003 | | | 3,084,130 |
Banks — 2.4%
| | | | | | |
Axos Financial, Inc.(a) | | | 63,594 | | | 3,634,397 |
Hilltop Holdings, Inc. | | | 83,895 | | | 2,624,236 |
| | | | | | 6,258,633 |
Beverages — 1.1%
| | | | | | |
MGP Ingredients, Inc. | | | 40,818 | | | 3,036,859 |
Biotechnology — 8.0%
| | | | | | |
Halozyme Therapeutics,
Inc.(a) | | | 109,969 | | | 5,757,977 |
Insmed, Inc.(a) | | | 56,493 | | | 3,785,031 |
Kiniksa Pharmaceuticals International PLC(a) | | | 71,859 | | | 1,341,607 |
Krystal Biotech, Inc.(a) | | | 23,479 | | | 4,311,684 |
Vericel Corp.(a) | | | 131,676 | | | 6,041,295 |
| | | | | | 21,237,594 |
Capital Markets — 3.4%
| | | | | | |
Cohen & Steers, Inc. | | | 61,220 | | | 4,442,123 |
PJT Partners, Inc. - Class A | | | 41,573 | | | 4,486,143 |
| | | | | | 8,928,266 |
Chemicals — 1.8%
| | | | | | |
Balchem Corp. | | | 31,571 | | | 4,860,355 |
Commercial Services & Supplies — 2.6%
|
Aris Water Solutions, Inc. - Class A | | | 254,542 | | | 3,988,673 |
CECO Environmental
Corp.(a) | | | 99,283 | | | 2,864,315 |
| | | | | | 6,852,988 |
Construction & Engineering — 3.9%
|
Construction Partners, Inc. - Class A(a) | | | 56,086 | | | 3,096,508 |
Dycom Industries, Inc.(a) | | | 42,425 | | | 7,159,643 |
| | | | | | 10,256,151 |
Consumer Staples Distribution & Retail — 1.5%
|
The Chefs’ Warehouse,
Inc.(a) | | | 98,911 | | | 3,868,409 |
Diversified Consumer Services — 1.7%
|
OneSpaWorld Holdings
Ltd.(a) | | | 291,904 | | | 4,486,565 |
| | | | | | | |
| | | | | | | |
Electrical Equipment — 0.8%
| | | | | | |
Vicor Corp.(a) | | | 62,377 | | | $2,068,421 |
Electronic Equipment, Instruments & Components — 7.1%
|
Advanced Energy Industries, Inc. | | | 35,754 | | | 3,888,605 |
ePlus, Inc.(a) | | | 63,982 | | | 4,714,194 |
Fabrinet(a) | | | 27,231 | | | 6,665,877 |
Plexus Corp.(a) | | | 33,797 | | | 3,487,174 |
| | | | | | 18,755,850 |
Energy Equipment & Services — 1.0%
|
Core Laboratories, Inc. | | | 129,401 | | | 2,625,546 |
Financial Services — 1.1%
| | | | | | |
I3 Verticals, Inc. - Class A(a) | | | 137,671 | | | 3,039,776 |
Health Care Equipment & Supplies — 8.8%
|
Enovis Corp.(a) | | | 45,745 | | | 2,067,674 |
ICU Medical, Inc.(a) | | | 27,935 | | | 3,317,281 |
Integer Holdings Corp.(a) | | | 43,598 | | | 5,048,213 |
Lantheus Holdings, Inc.(a) | | | 45,161 | | | 3,625,977 |
LeMaitre Vascular, Inc. | | | 77,765 | | | 6,398,504 |
UFP Technologies, Inc.(a) | | | 10,568 | | | 2,788,578 |
| | | | | | 23,246,227 |
Health Care Providers & Services — 5.5%
|
Addus HomeCare Corp.(a) | | | 30,419 | | | 3,531,950 |
AMN Healthcare Services, Inc.(a) | | | 48,441 | | | 2,481,633 |
HealthEquity, Inc.(a) | | | 69,192 | | | 5,964,350 |
U.S. Physical Therapy, Inc. | | | 27,370 | | | 2,529,535 |
| | | | | | 14,507,468 |
Health Care REITs — 1.5%
| | | | | | |
CareTrust REIT, Inc. | | | 162,302 | | | 4,073,780 |
Health Care Technology — 1.4%
|
Certara, Inc.(a) | | | 159,565 | | | 2,209,975 |
Evolent Health, Inc. - Class A(a) | | | 82,707 | | | 1,581,358 |
| | | | | | 3,791,333 |
Hotels, Restaurants & Leisure — 1.5%
|
Lindblad Expeditions Holdings, Inc.(a) | | | 133,911 | | | 1,292,241 |
The Cheesecake Factory,
Inc. | | | 70,026 | | | 2,751,322 |
| | | | | | 4,043,563 |
Household Durables — 3.3%
| | | | | | |
Installed Building Products, Inc. | | | 29,209 | | | 6,007,707 |
LGI Homes, Inc.(a) | | | 30,695 | | | 2,746,896 |
| | | | | | 8,754,603 |
Interactive Media & Services — 0.9%
|
Ziff Davis, Inc.(a) | | | 43,127 | | | 2,374,141 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Scout Small Cap Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMON STOCKS — (Continued)
|
Machinery — 3.1%
| | | | | | |
Albany International Corp. - Class A | | | 42,115 | | | $3,556,612 |
Chart Industries, Inc.(a) | | | 31,700 | | | 4,575,578 |
| | | | | | 8,132,190 |
Media — 1.0%
| | | | | | |
Magnite, Inc.(a) | | | 204,399 | | | 2,716,463 |
Metals & Mining — 1.3%
| | | | | | |
Materion Corp. | | | 32,185 | | | 3,480,164 |
Oil, Gas & Consumable Fuels — 1.7%
|
Excelerate Energy, Inc. - Class A | | | 116,499 | | | 2,148,242 |
Kimbell Royalty Partners LP | | | 147,709 | | | 2,416,519 |
| | | | | | 4,564,761 |
Pharmaceuticals — 3.0%
| | | | | | |
Axsome Therapeutics, Inc.(a) | | | 34,901 | | | 2,809,530 |
Pacira BioSciences, Inc.(a) | | | 63,281 | | | 1,810,469 |
Supernus Pharmaceuticals, Inc.(a) | | | 122,098 | | | 3,266,122 |
| | | | | | 7,886,121 |
Professional Services — 1.7%
|
Insperity, Inc. | | | 48,124 | | | 4,389,390 |
Residential REITs — 0.7%
| | | | | | |
UMH Properties, Inc. | | | 115,197 | | | 1,842,000 |
Semiconductors & Semiconductor Equipment — 8.4%
|
Ambarella, Inc.(a) | | | 45,556 | | | 2,457,746 |
Credo Technology Group Holding Ltd.(a) | | | 220,698 | | | 7,049,094 |
Impinj, Inc.(a) | | | 40,948 | | | 6,419,418 |
Power Integrations, Inc. | | | 40,760 | | | 2,860,945 |
Ultra Clean Holdings, Inc.(a) | | | 69,934 | | | 3,426,766 |
| | | | | | 22,213,969 |
Software — 8.7%
| | | | | | |
Box, Inc. - Class A(a) | | | 150,815 | | | 3,987,549 |
Envestnet, Inc.(a) | | | 43,563 | | | 2,726,608 |
Intapp, Inc.(a) | | | 81,029 | | | 2,971,333 |
PagerDuty, Inc.(a) | | | 111,208 | | | 2,550,000 |
Qualys, Inc.(a) | | | 25,722 | | | 3,667,957 |
The Descartes Systems Group, Inc.(a) | | | 50,054 | | | 4,847,229 |
Verint Systems, Inc.(a) | | | 69,846 | | | 2,249,041 |
| | | | | | 22,999,717 |
| | | | | | | |
| | | | | | | |
Textiles, Apparel & Luxury Goods — 1.1%
|
G-III Apparel Group Ltd.(a) | | | 106,735 | | | $2,889,316 |
Trading Companies & Distributors — 3.9%
|
Applied Industrial Technologies, Inc. | | | 37,967 | | | 7,365,598 |
Global Industrial Co. | | | 92,191 | | | 2,891,110 |
| | | | | | 10,256,708 |
TOTAL COMMON STOCKS (Cost $163,480,364) | | | | | | 263,707,512 |
TOTAL INVESTMENTS — 99.7%
(Cost $163,480,364) | | | | | | $263,707,512 |
Other Assets in Excess of Liabilities - 0.3% | | | | | | 768,817 |
TOTAL NET ASSETS — 100.0% | | | | | | $264,476,329 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
PLC - Public Limited Company
REIT - Real Estate Investment Trust
(a)
| Non-income producing security. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Real Income Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
U.S. TREASURY SECURITIES — 63.2%
|
U.S. Treasury Inflation Indexed Bonds
| | | | | | |
0.75%, 02/15/2042 | | | $9,713,340 | | | $7,585,985 |
0.63%, 02/15/2043 | | | 8,182,680 | | | 6,142,639 |
0.88%, 02/15/2047 | | | 6,728,354 | | | 5,050,382 |
1.00%, 02/15/2048 | | | 5,836,185 | | | 4,466,920 |
U.S. Treasury Inflation Indexed Notes
| | | | | | |
0.25%, 01/15/2025 | | | 9,266,600 | | | 9,074,933 |
0.13%, 04/15/2025 | | | 13,110,012 | | | 12,752,730 |
0.63%, 01/15/2026 | | | 10,556,640 | | | 10,212,683 |
2.00%, 01/15/2026 | | | 11,058,390 | | | 10,921,881 |
0.13%, 04/15/2026 | | | 10,760,490 | | | 10,279,104 |
0.38%, 01/15/2027 | | | 7,788,120 | | | 7,402,678 |
2.38%, 01/15/2027 | | | 10,883,600 | | | 10,876,699 |
0.13%, 04/15/2027 | | | 6,940,688 | | | 6,530,256 |
0.50%, 01/15/2028 | | | 6,355,750 | | | 5,988,786 |
1.75%, 01/15/2028 | | | 10,476,690 | | | 10,309,013 |
1.25%, 04/15/2028 | | | 8,200,692 | | | 7,920,170 |
3.63%, 04/15/2028 | | | 5,815,770 | | | 6,111,452 |
0.88%, 01/15/2029 | | | 9,313,200 | | | 8,822,603 |
2.13%, 04/15/2029 | | | 8,109,680 | | | 8,119,033 |
3.88%, 04/15/2029 | | | 7,629,200 | | | 8,240,020 |
0.13%, 01/15/2031 | | | 8,738,575 | | | 7,713,128 |
1.13%, 01/15/2033 | | | 9,010,342 | | | 8,336,072 |
TOTAL U.S. TREASURY SECURITIES
(Cost $173,135,272) | | | | | | 172,857,167 |
| | | | | | | |
| | | | | | | |
COMMON STOCKS — 13.8%
| | | | | | |
Beverages - 0.7%
| | | | | | |
Keurig Dr Pepper, Inc. | | | 55,000 | | | 1,837,000 |
Biotechnology — 0.7%
| | | | | | |
AbbVie, Inc. | | | 11,000 | | | 1,886,720 |
Entertainment — 0.8%
| | | | | | |
Electronic Arts, Inc. | | | 15,000 | | | 2,089,950 |
Financial Services — 0.9%
| | | | | | |
Rocket Cos., Inc. - Class A(a) | | | 70,000 | | | 959,000 |
UWM Holdings Corp. | | | 205,915 | | | 1,426,991 |
| | | | | | 2,385,991 |
Ground Transportation — 0.4%
| | | | | | |
Canadian Pacific Kansas City Ltd. | | | 15,500 | | | 1,220,315 |
Health Care Providers & Services — 0.5%
| | | | | | |
Quest Diagnostics, Inc. | | | 10,200 | | | 1,396,176 |
Metals & Mining — 3.7%
| | | | | | |
Alamos Gold, Inc. - Class A | | | 280,000 | | | 4,390,400 |
Kinross Gold Corp. | | | 440,000 | | | 3,660,800 |
| | | | | | | |
| | | | | | | |
OceanaGold Corp. | | | 870,000 | | | $1,996,857 |
| | | | | | 10,048,057 |
Oil, Gas & Consumable Fuels — 2.4%
|
Diamondback Energy, Inc. | | | 9,000 | | | 1,801,710 |
EQT Corp. | | | 70,000 | | | 2,588,600 |
Matador Resources Co. | | | 35,000 | | | 2,086,000 |
| | | | | | 6,476,310 |
Pharmaceuticals — 0.6%
| | | | | | |
Teva Pharmaceutical Industries Ltd. - ADR(a) | | | 105,000 | | | 1,706,250 |
Semiconductors & Semiconductor
Equipment — 1.1%
|
Applied Materials, Inc. | | | 6,500 | | | 1,533,935 |
Micron Technology, Inc. | | | 12,000 | | | 1,578,360 |
| | | | | | 3,112,295 |
Software — 1.1%
| | | | | | |
Oracle Corp. | | | 22,000 | | | 3,106,400 |
Specialty Retail — 0.5%
| | | | | | |
Camping World Holdings,
Inc. - Class A | | | 70,000 | | | 1,250,200 |
Textiles, Apparel & Luxury Goods — 0.4%
| | | | | | |
Levi Strauss & Co. - Class A | | | 60,000 | | | 1,156,800 |
TOTAL COMMON STOCKS
(Cost $31,020,680) | | | | | | 37,672,464 |
| | | | | | | |
| | | | | | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES — 8.3%
|
Chase Home Lending Mortgage Trust, Series 2023-1, Class A5, 6.00%, 06/25/2054(b)(c) | | | $715,000 | | | 713,216 |
GS Mortgage-Backed Securities
Trust
| | | | | | |
Series 2023-PJ3, Class A3, 5.00%, 10/27/2053(b)(c) | | | 2,412,112 | | | 2,301,117 |
Series 2023-PJ4, Class A16, 6.50%, 01/25/2054(b)(c) | | | 956,258 | | | 962,884 |
Series 2023-PJ5, Class A15, 6.00%, 02/25/2054(b)(c) | | | 4,336,017 | | | 4,314,000 |
Series 2023-PJ5, Class A21, 6.00%, 02/25/2054(b)(c) | | | 2,375,000 | | | 2,364,439 |
JP Morgan Mortgage Trust
| | | | | | |
Series 2023-10, Class A4, 6.00%, 05/25/2054(b)(c) | | | 3,138,646 | | | 3,123,462 |
Series 2023-10, Class A7, 6.00%, 05/25/2054(b)(c) | | | 1,740,000 | | | 1,712,232 |
Series 2023-6, Class A4, 6.00%, 12/26/2053(b)(c) | | | 944,195 | | | 938,788 |
Series 2023-8, Class A5, 6.00%, 02/25/2054(b)(c) | | | 1,445,000 | | | 1,442,126 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Real Income Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMERCIAL MORTGAGE-BACKED
SECURITIES — (Continued)
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2023-4, Class A6, 6.00%, 11/25/2053(b)(c) | | | $1,225,000 | | | $1,205,008 |
OBX Trust, Series 2023-J2, Class A11,
6.00%, 11/25/2053(b)(c) | | | 1,500,000 | | | 1,480,693 |
RMF Buyout Issuance Trust, Series 2020-HB1, Class A1, 1.72%, 10/25/2050(b)(c) | | | 1,046,737 | | | 986,323 |
Sequoia Mortgage Trust, Series 2023-3, Class A1, 6.00%, 09/25/2053(b)(c) | | | 1,039,350 | | | 1,029,403 |
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $22,281,654) | | | | | | 22,573,691 |
CORPORATE BONDS — 4.0%
| | | | | | |
Airlines — 0.3%
| | | | | | |
American Airlines, Inc./AAdvantage Loyalty IP Ltd.,
5.50%, 04/20/2026(b) | | | 696,622 | | | 690,430 |
Capital Markets — 0.5%
| | | | | | |
Blue Owl Capital Corp.,
3.40%, 07/15/2026 | | | 1,525,000 | | | 1,436,931 |
Commercial Services — 0.4%
| | | | | | |
CPI CG, Inc.,
10.00%, 07/15/2029(b) | | | 1,000,000 | | | 1,037,500 |
Diversified Consumer Services — 0.3%
| | | |
StoneMor, Inc.,
8.50%, 05/15/2029(b) | | | 1,070,000 | | | 887,664 |
Diversified Financial Services — 0.3%
| | | |
Provident Funding Associates LP/PFG Finance Corp.,
6.38%, 06/15/2025(b) | | | 889,000 | | | 863,675 |
Food — 0.5%
| | | | | | |
KeHE Distributors LLC/KeHE Finance Corp./NextWave Distribution, Inc.,
9.00%, 02/15/2029(b) | | | 1,300,000 | | | 1,332,365 |
Oil, Gas & Consumable Fuels — 0.9%
| | | |
Energy Transfer LP, 7.13% to 05/15/2030 then 5 yr. CMT Rate + 5.31%, Perpetual | | | 1,108,000 | | | 1,097,518 |
Saturn Oil & Gas, Inc.,
9.63%, 06/15/2029(b) | | | 1,335,000 | | | 1,347,480 |
| | | | | | 2,444,998 |
| | | | | | | |
| | | | | | | |
Pipelines — 0.4%
| | | | | | |
Delek Logistics Partners LP/Delek Logistics Finance Corp.,
8.63%, 03/15/2029(b) | | | $1,070,000 | | | $1,101,093 |
Real Estate — 0.4%
| | | | | | |
Kennedy-Wilson, Inc.,
4.75%, 03/01/2029 | | | 1,360,000 | | | 1,163,591 |
TOTAL CORPORATE BONDS (Cost $10,639,123) | | | | | | 10,958,247 |
| | | | | | | |
| | | | | | | |
EXCHANGE TRADED FUNDS — 3.2%(a)
|
iShares Silver Trust | | | 175,000 | | | 4,649,750 |
SPDR Gold Shares | | | 19,500 | | | 4,192,695 |
TOTAL EXCHANGE TRADED FUNDS
(Cost $6,619,000) | | | | | | 8,842,445 |
| | | | | | | |
| | | | | | | |
ASSET-BACKED SECURITIES — 1.9%
|
FMC GMSR Issuer Trust, Series 2020-GT1, Class A, 4.45%, 01/25/2026(b)(c) | | | $2,265,000 | | | 2,105,908 |
Frontier Issuer LLC,
Series 2023-1, Class A2,
6.60%, 08/20/2053(b) | | | 1,590,000 | | | 1,599,543 |
NRZ Excess Spread-Collateralized Notes
| | | | | | |
Series 2020-PLS1, Class A, 3.84%, 12/25/2025(b) | | | 518,745 | | | 500,524 |
Series 2021-FHT1, Class A, 3.10%, 07/25/2026(b) | | | 212,225 | | | 199,658 |
Series 2021-GNT1, Class A, 3.47%, 11/25/2026(b) | | | 878,442 | | | 816,182 |
TOTAL ASSET-BACKED SECURITIES
(Cost $5,402,678) | | | | | | 5,221,815 |
CONVERTIBLE BONDS — 0.7%
| | | | | | |
Pharmaceuticals — 0.7%
| | | | | | |
Jazz Investments I Ltd.,
2.00%, 06/15/2026 | | | 2,000,000 | | | 1,921,000 |
TOTAL CONVERTIBLE BONDS (Cost $2,008,631) | | | | | | 1,921,000 |
| | | | | | | |
| | | | | | | |
PREFERRED STOCKS — 0.6%
|
Mortgage REITs — 0.6%
| | | | | | |
Rithm Capital Corp., Series C, 6.38% to 02/15/2025 then 3 mo. LIBOR US + 4.97%, Perpetual(d) | | | 73,000 | | | 1,727,180 |
TOTAL PREFERRED STOCKS (Cost $1,252,391) | | | | | | 1,727,180 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Real Income Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
AGENCY MORTGAGE-BACKED SECURITIES — 0.6%
|
Federal Home Loan Mortgage Corp., Pool SD3857,
6.00%, 09/01/2053 | | | $1,574,871 | | | $1,585,953 |
TOTAL AGENCY MORTGAGE-BACKED SECURITIES
(Cost $1,560,599) | | | | | | 1,585,953 |
SHORT-TERM INVESTMENTS — 2.2%
|
U.S. Treasury Bills — 2.2% | | | | | | |
5.25%, 07/25/2024(e) | | | 6,000,000 | | | 5,979,060 |
TOTAL SHORT-TERM INVESTMENTS
(Cost $5,979,092) | | | | | | 5,979,060 |
TOTAL INVESTMENTS — 98.5% (Cost $259,899,120) | | | | | | $269,339,022 |
Other Assets in Excess of Liabilities - 1.5% | | | | | | 3,984,281 |
TOTAL NET ASSETS — 100.0% | | | | | | $273,323,303 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
ADR - American Depositary Receipt
CMT - Constant Maturity Treasury Rate
LIBOR - London Interbank Offered Rate
REIT - Real Estate Investment Trust
(a)
| Non-income producing security. |
(b)
| 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.
|
(c)
| 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 June 30, 2024.
|
(d)
| Securities referencing LIBOR are expected to transition to an alternative reference rate by the security’s next scheduled coupon reset date.
|
(e)
| The rate shown is the effective yield as of June 30, 2024. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Short Duration High Yield Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
CORPORATE BONDS — 95.3%
|
Domestic — 81.7%
| | | | | | |
Aerospace & Defense — 2.4%
| | | | | | |
TransDigm, Inc.
| | | | | | |
6.75%, 08/15/2028(a) | | | $3,440,000 | | | $3,482,050 |
6.38%, 03/01/2029(a) | | | 2,575,000 | | | 2,587,986 |
| | | | | | 6,070,036 |
Airlines — 2.5%
| | | | | | |
American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 04/20/2026(a) | | | 6,226,666 | | | 6,171,316 |
Auto Manufacturers — 2.6%
| | | | | | |
Ford Motor Credit Co. LLC, 5.13%, 06/16/2025 | | | 6,500,000 | | | 6,450,879 |
Automobile Components — 1.5%
|
Phinia, Inc.,
6.75%, 04/15/2029(a) | | | 3,710,000 | | | 3,765,060 |
Commercial Services — 2.5%
|
Prime Security Services Borrower LLC/Prime Finance, Inc.,
5.75%, 04/15/2026(a) | | | 6,300,000 | | | 6,252,133 |
Commercial Services & Supplies — 1.3%
|
The Brink’s Co., 6.50%, 06/15/2029(a) | | | 3,265,000 | | | 3,299,228 |
Consumer Finance — 4.4%
| | | | | | |
OneMain Finance Corp.
| | | | | | |
7.13%, 03/15/2026 | | | 1,495,000 | | | 1,519,149 |
3.50%, 01/15/2027 | | | 3,535,000 | | | 3,312,108 |
SLM Corp.
| | | | | | |
4.20%, 10/29/2025 | | | 2,755,000 | | | 2,679,804 |
3.13%, 11/02/2026 | | | 3,863,000 | | | 3,598,271 |
| | | | | | 11,109,332 |
Electric — 2.4%
| | | | | | |
Vistra Operations Co. LLC, 5.50%, 09/01/2026(a) | | | 6,231,000 | | | 6,144,737 |
Electrical Components & Equipment — 1.3%
|
WESCO Distribution, Inc., 6.38%, 03/15/2029(a) | | | 3,225,000 | | | 3,236,652 |
Electrical Equipment — 0.1%
| | | | | | |
Regal Rexnord Corp.,
6.05%, 02/15/2026 | | | 230,000 | | | 230,564 |
Equity REITs — 7.4%
| | | | | | |
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/2027(a) | | | 990,000 | | | 921,355 |
| | | | | | | |
| | | | | | | |
GLP Capital LP/GLP
Financing II, Inc.
| | | | | | |
5.25%, 06/01/2025 | | | $1,410,000 | | | $1,398,198 |
5.38%, 04/15/2026 | | | 4,680,000 | | | 4,641,789 |
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co.-Issuer
| | | | | | |
5.88%, 10/01/2028(a) | | | 2,785,000 | | | 2,745,035 |
4.88%, 05/15/2029(a) | | | 2,790,000 | | | 2,616,229 |
VICI Properties LP/VICI Note Co., Inc.,
4.25%, 12/01/2026(a) | | | 6,375,000 | | | 6,147,977 |
| | | | | | 18,470,583 |
Food — 2.5%
| | | | | | |
Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 3.25%, 03/15/2026(a) | | | 6,450,000 | | | 6,195,869 |
Ground Transportation — 2.0%
|
XPO, Inc., 6.25%,
06/01/2028(a) | | | 5,010,000 | | | 5,025,031 |
Health Care Providers & Services — 4.7%
|
Centene Corp., 4.25%, 12/15/2027 | | | 5,910,000 | | | 5,642,788 |
Tenet Healthcare Corp.
| | | | | | |
5.13%, 11/01/2027 | | | 3,105,000 | | | 3,038,658 |
4.25%, 06/01/2029 | | | 3,470,000 | | | 3,231,485 |
| | | | | | 11,912,931 |
Hotels, Restaurants & Leisure — 4.8%
|
Boyd Gaming Corp.,
4.75%, 12/01/2027 | | | 6,375,000 | | | 6,135,751 |
Travel + Leisure Co.
| | | | | | |
6.60%, 10/01/2025 | | | 2,306,000 | | | 2,320,235 |
6.63%, 07/31/2026(a) | | | 3,580,000 | | | 3,607,051 |
| | | | | | 12,063,037 |
Investment Companies — 2.5%
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
| | | | | | |
6.25%, 05/15/2026 | | | 2,320,000 | | | 2,301,682 |
5.25%, 05/15/2027 | | | 4,220,000 | | | 3,960,989 |
| | | | | | 6,262,671 |
Lodging — 0.3%
| | | | | | |
Hilton Domestic Operating Co., Inc., 5.38%, 05/01/2025(a) | | | 560,000 | | | 558,126 |
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp.,
4.88%, 04/01/2027 | | | 300,000 | | | 294,757 |
| | | | | | 852,883 |
Machinery — 1.9%
| | | | | | |
Esab Corp., 6.25%,
04/15/2029(a) | | | 4,835,000 | | | 4,863,996 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Short Duration High Yield Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
CORPORATE BONDS — (Continued)
|
Domestic — (Continued)
| |
Media — 6.9%
| | | | | | |
Charter Communications Operating LLC/Charter Communications Operating Capital, 4.91%, 07/23/2025 | | | $5,220,000 | | | $5,169,294 |
Sirius XM Radio, Inc., 3.13%, 09/01/2026(a) | | | 6,495,000 | | | 6,110,738 |
TEGNA, Inc.
| | | | | | |
4.75%, 03/15/2026(a) | | | 5,020,000 | | | 4,907,143 |
4.63%, 03/15/2028 | | | 1,290,000 | | | 1,162,359 |
| | | | | | 17,349,534 |
Mortgage REITs — 2.5%
| | | | | | |
Starwood Property Trust, Inc.
| | | | | | |
4.75%, 03/15/2025 | | | 2,190,000 | | | 2,162,349 |
3.63%, 07/15/2026(a) | | | 4,362,000 | | | 4,103,217 |
| | | | | | 6,265,566 |
Oil & Gas — 2.5%
| | | | | | |
Sunoco LP/Sunoco Finance Corp.
| | | | | | |
6.00%, 04/15/2027 | | | 4,080,000 | | | 4,074,689 |
5.88%, 03/15/2028 | | | 2,085,000 | | | 2,075,919 |
| | | | | | 6,150,608 |
Oil, Gas & Consumable Fuels — 4.4%
|
New Fortress Energy, Inc.
| | | | | | |
6.75%, 09/15/2025(a) | | | 3,931,000 | | | 3,815,997 |
6.50%, 09/30/2026(a) | | | 2,480,000 | | | 2,281,619 |
Western Midstream Operating LP, 3.10%, 02/01/2025 | | | 5,145,000 | | | 5,056,299 |
| | | | | | 11,153,915 |
Packaging & Containers — 2.4%
|
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/2026 | | | 6,065,000 | | | 5,960,612 |
Pipelines — 4.9%
| | | | | | |
Kinetik Holdings LP, 6.63%, 12/15/2028(a) | | | 6,025,000 | | | 6,121,147 |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.
| | | | | | |
6.00%, 03/01/2027(a) | | | 1,940,000 | | | 1,912,055 |
5.50%, 01/15/2028(a) | | | 1,845,000 | | | 1,765,182 |
7.38%, 02/15/2029(a) | | | 2,575,000 | | | 2,587,584 |
| | | | | | 12,385,968 |
Private Equity — 2.5%
| | | | | | |
HAT Holdings I LLC/HAT Holdings II LLC
| | | | | | |
6.00%, 04/15/2025(a) | | | 3,090,000 | | | 3,087,030 |
3.38%, 06/15/2026(a) | | | 3,350,000 | | | 3,158,872 |
| | | | | | 6,245,902 |
| | | | | | | |
| | | | | | | |
Specialized REITs — 2.5%
| | | | | | |
SBA Communications Corp., 3.88%, 02/15/2027 | | | $6,530,000 | | | $6,223,275 |
Technology Hardware, Storage & Peripherals — 2.1%
|
Western Digital Corp., 4.75%, 02/15/2026 | | | 5,500,000 | | | 5,384,726 |
Trading Companies & Distributors — 3.9%
|
Fortress Transportation and Infrastructure Investors LLC, 5.50%, 05/01/2028(a) | | | 6,450,000 | | | 6,253,571 |
Herc Holdings, Inc., 6.63%, 06/15/2029(a) | | | 3,430,000 | | | 3,478,098 |
| | | | | | 9,731,669 |
Total Domestic | | | | | | 205,228,713 |
Foreign — 13.6%
| | | | | | |
Diversified Financial Services — 4.0%
|
GGAM Finance Ltd.
| | | | | | |
7.75%, 05/15/2026(a) | | | 3,580,000 | | | 3,653,111 |
8.00%, 02/15/2027(a) | | | 2,510,000 | | | 2,592,637 |
Macquarie Airfinance Holdings Ltd.
|
8.38%, 05/01/2028(a) | | | 2,520,000 | | | 2,656,007 |
6.40%, 03/26/2029(a) | | | 1,200,000 | | | 1,220,299 |
| | | | | | 10,122,054 |
Electronics — 2.2%
| | | | | | |
Sensata Technologies BV, 5.00%, 10/01/2025(a) | | | 5,555,000 | | | 5,600,632 |
Hotels, Restaurants & Leisure — 2.5%
|
International Game Technology PLC
| | | | | | |
6.50%, 02/15/2025(a) | | | 2,121,000 | | | 2,122,149 |
6.25%, 01/15/2027(a) | | | 4,010,000 | | | 4,023,105 |
| | | | | | 6,145,254 |
Pharmaceuticals — 4.9%
| | | | | | |
Jazz Securities DAC, 4.38%, 01/15/2029(a) | | | 6,580,000 | | | 6,108,600 |
Teva Pharmaceutical Finance Netherlands III BV
| | | | | | |
3.15%, 10/01/2026 | | | 3,865,000 | | | 3,627,447 |
4.75%, 05/09/2027 | | | 2,310,000 | | | 2,226,050 |
6.75%, 03/01/2028 | | | 250,000 | | | 255,925 |
| | | | | | 12,218,022 |
Total Foreign | | | | | | 34,085,962 |
TOTAL CORPORATE BONDS (Cost $240,416,311) | | | | | | 239,314,675 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Chartwell Short Duration High Yield Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
TOTAL INVESTMENTS — 95.3%
(Cost $240,416,311) | | | | | | $239,314,675 |
Other Assets in Excess of Liabilities - 4.7% | | | | | | 11,740,301 |
TOTAL NET ASSETS — 100.0% | | | | | | $251,054,976 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
PLC - Public Limited Company
REIT - Real Estate Investment Trust
(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. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
AGENCY MORTGAGE-BACKED SECURITIES — 32.6%
|
Fannie Mae Pool
| | | | | | |
2.50%, 07/15/2054(a) | | | $8,415,000 | | | $6,870,387 |
4.00%, 07/15/2054(a) | | | 8,935,000 | | | 8,175,176 |
5.00%, 07/15/2054(a) | | | 38,660,000 | | | 37,361,266 |
2.50%, 08/15/2054(a) | | | 17,480,000 | | | 14,286,486 |
3.50%, 08/15/2054(a) | | | 14,405,000 | | | 12,750,676 |
4.50%, 08/15/2054(a) | | | 14,095,000 | | | 13,291,695 |
5.50%, 08/15/2054(a) | | | 49,440,000 | | | 48,754,406 |
6.00%, 08/15/2054(a) | | | 12,815,000 | | | 12,845,536 |
Fannie Mae-Aces, Series 2021-M23, Class AB, 0.50%, 11/01/2031 | | | 2,558,613 | | | 2,071,643 |
TOTAL AGENCY MORTGAGE-BACKED SECURITIES
(Cost $157,487,947) | | | | | | 156,407,271 |
CORPORATE BONDS — 25.8%
| | | | | | |
Air Freight & Logistics — 0.5%
| | | | | | |
United Parcel Service, Inc., 5.15%, 05/22/2034 | | | 2,485,000 | | | 2,478,101 |
Airlines — 2.8%
| | | | | | |
Air Canada, Pass Through Trust, Series 2020-2, Class A, 5.25%, 04/01/2029(b) | | | 684,262 | | | 674,931 |
Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 4.80%, 08/15/2027(b) | | | 4,201,462 | | | 4,119,894 |
American Airlines, Pass Through Trust
| | | | | | |
Series 2017-2, Class AA, 3.35%, 10/15/2029 | | | 465,934 | | | 428,957 |
Series 2019-1, Class AA, 3.15%, 02/15/2032 | | | 536,354 | | | 478,021 |
British Airways, Pass Through Trust
| | | | | | |
Series 2019-1, Class AA, 3.30%, 12/15/2032(b) | | | 436,486 | | | 392,428 |
Series 2020-1, Class A, 4.25%, 11/15/2032(b) | | | 968,261 | | | 907,185 |
Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 06/10/2028 | | | 2,115,091 | | | 1,922,843 |
JetBlue, Pass Through Trust
| | | | | | |
Series 2019-1, Class AA, 4.00%, 11/15/2032 | | | 1,067,794 | | | 998,898 |
Series 2020-1, Class A,
2.75%, 05/15/2032 | | | 1,220,791 | | | 1,053,025 |
United Airlines, Pass Through Trust
| | | | | | |
Series 2015-1, Class AA, 3.45%, 12/01/2027 | | | 349,511 | | | 328,924 |
Series 2016-2, Class AA, 2.88%, 10/07/2028 | | | 668,440 | | | 609,163 |
Series 2018-1, Class AA, 3.50%, 03/01/2030 | | | 1,241,754 | | | 1,146,625 |
| | | | | | | |
| | | | | | | |
Series 2019-1, Class AA, 4.15%, 08/25/2031 | | | $365,993 | | | $342,900 |
| | | | | | 13,403,794 |
Auto Manufacturers — 2.5%
| | | | | | |
General Motors Financial Co., Inc.
| | | | | | |
6.05%, 10/10/2025 | | | 1,210,000 | | | 1,214,363 |
1.25%, 01/08/2026 | | | 3,580,000 | | | 3,351,308 |
3.10%, 01/12/2032 | | | 1,105,000 | | | 928,711 |
Toyota Motor Credit Corp., 5.00%, 03/19/2027 | | | 1,525,000 | | | 1,524,890 |
Volkswagen Group of America Finance LLC
| | | | | | |
5.30%, 03/22/2027(b) | | | 2,260,000 | | | 2,260,607 |
3.75%, 05/13/2030(b) | | | 3,105,000 | | | 2,865,341 |
| | | | | | 12,145,220 |
Banks — 5.3%
| | | | | | |
Bank of America Corp.
| | | | | | |
4.57% to 04/27/2032 then SOFR + 1.83%, 04/27/2033 | | | 2,340,000 | | | 2,206,765 |
5.02% to 07/22/2032 then SOFR + 2.16%, 07/22/2033 | | | 2,580,000 | | | 2,521,746 |
Citigroup, Inc., 3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 | | | 5,565,000 | | | 4,958,574 |
HSBC Holdings PLC, 4.95%, 03/31/2030 | | | 2,285,000 | | | 2,245,893 |
JPMorgan Chase & Co.
| | | | | | |
4.59% to 04/26/2032 then SOFR + 1.80%, 04/26/2033 | | | 685,000 | | | 653,446 |
4.91% to 07/25/2032 then SOFR + 2.08%, 07/25/2033 | | | 4,325,000 | | | 4,200,600 |
The PNC Financial Services Group, Inc., 6.04% to 10/28/2032 then SOFR + 2.14%, 10/28/2033 | | | 1,290,000 | | | 1,329,046 |
US Bancorp, 5.38% to 01/23/2029 then SOFR + 1.56%, 01/23/2030 | | | 2,715,000 | | | 2,722,274 |
Wells Fargo & Co.
| | | | | | |
4.48% to 04/04/2030 then 3 mo. Term SOFR + 4.03%, 04/04/2031 | | | 2,900,000 | | | 2,776,445 |
4.90% to 07/25/2032 then SOFR + 2.10%, 07/25/2033 | | | 2,035,000 | | | 1,957,394 |
| | | | | | 25,572,183 |
Capital Markets — 2.0%
| | | | | | |
Morgan Stanley, 2.94% to 01/21/2032 then SOFR + 1.29%, 01/21/2033 | | | 2,895,000 | | | 2,460,516 |
The Bank of New York Mellon Corp., 4.97% to 04/26/2033 then SOFR + 1.61%, 04/26/2034 | | | 2,585,000 | | | 2,521,826 |
The Goldman Sachs Group, Inc., 3.10% to 02/24/2032 then SOFR + 1.41%, 02/24/2033 | | | 2,775,000 | | | 2,370,024 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
CORPORATE BONDS — (Continued)
|
Capital Markets — (Continued)
| | | | | | |
UBS Group AG
| | | | | | |
1.36% to 01/30/2026 then 1 yr. CMT Rate + 1.08%, 01/30/2027(b) | | | $1,825,000 | | | $1,704,342 |
3.13% to 08/13/2029 then 3 mo. LIBOR US + 1.47%, 08/13/2030(b)(c) | | | 625,000 | | | 560,720 |
| | | | | | 9,617,428 |
Containers & Packaging — 0.5%
| | | | | | |
Sonoco Products Co.,
3.13%, 05/01/2030 | | | 2,695,000 | | | 2,397,549 |
Electric — 5.4%
| | | | | | |
Appalachian Power Co.,
2.70%, 04/01/2031 | | | 3,005,000 | | | 2,528,453 |
Consolidated Edison Co. of New York, Inc., 3.35%, 04/01/2030 | | | 500,000 | | | 459,043 |
DTE Electric Co.,
5.20%, 04/01/2033 | | | 2,180,000 | | | 2,177,645 |
Duke Energy Florida LLC
| | | | | | |
5.88%, 11/15/2033 | | | 695,000 | | | 722,540 |
5.65%, 04/01/2040 | | | 2,590,000 | | | 2,578,501 |
Duke Energy Indiana LLC,
5.25%, 03/01/2034 | | | 1,235,000 | | | 1,230,211 |
Duke Energy Progress LLC, 5.25%, 03/15/2033 | | | 1,990,000 | | | 1,984,049 |
Entergy Arkansas LLC
| | | | | | |
5.30%, 09/15/2033 | | | 1,775,000 | | | 1,768,510 |
5.45%, 06/01/2034 | | | 1,440,000 | | | 1,441,971 |
3.35%, 06/15/2052 | | | 1,550,000 | | | 1,043,823 |
Entergy Louisiana LLC,
5.35%, 03/15/2034 | | | 1,580,000 | | | 1,567,730 |
Indianapolis Power & Light Co., 5.65%, 12/01/2032(b) | | | 2,150,000 | | | 2,162,984 |
MidAmerican Energy Co.,
5.35%, 01/15/2034 | | | 1,100,000 | | | 1,115,084 |
Monongahela Power Co.,
5.85%, 02/15/2034(b) | | | 1,500,000 | | | 1,526,820 |
Public Service Co. of New Hampshire,
5.35%, 10/01/2033 | | | 2,770,000 | | | 2,785,598 |
Wisconsin Public Service Corp., 2.85%, 12/01/2051 | | | 845,000 | | | 522,096 |
| | | | | | 25,615,058 |
Electric Utilities — 1.8%
| | | | | | |
IPALCO Enterprises, Inc.,
4.25%, 05/01/2030 | | | 2,515,000 | | | 2,334,406 |
Union Electric Co.,
5.20%, 04/01/2034 | | | 1,745,000 | | | 1,732,112 |
Wisconsin Power and Light Co.
| | | | | | |
1.95%, 09/16/2031 | | | 1,650,000 | | | 1,319,118 |
3.95%, 09/01/2032 | | | 1,680,000 | | | 1,535,477 |
4.95%, 04/01/2033 | | | 1,895,000 | | | 1,833,520 |
| | | | | | 8,754,633 |
| | | | | | | |
| | | | | | | |
Equity REITs — 0.9%
| | | | | | |
Agree LP, 2.00%, 06/15/2028 | | | $3,025,000 | | | $2,672,032 |
Ventas Realty LP,
4.75%, 11/15/2030 | | | 1,515,000 | | | 1,454,065 |
| | | | | | 4,126,097 |
Insurance — 0.7%
| | | | | | |
Equitable Financial Life Global Funding, 1.70%, 11/12/2026(b) | | | 625,000 | | | 572,771 |
MetLife, Inc., 5.38%, 07/15/2033 | | | 2,465,000 | | | 2,484,894 |
| | | | | | 3,057,665 |
Multi-Utilities — 1.5%
| | | | | | |
CenterPoint Energy, Inc.,
2.50%, 09/01/2024 | | | 2,015,000 | | | 2,003,028 |
Dominion Energy, Inc.,
3.38%, 04/01/2030 | | | 1,540,000 | | | 1,391,073 |
Public Service Enterprise Group, Inc., 2.45%, 11/15/2031 | | | 2,080,000 | | | 1,712,734 |
WEC Energy Group, Inc.,
1.80%, 10/15/2030 | | | 2,670,000 | | | 2,171,514 |
| | | | | | 7,278,349 |
Oil & Gas — 0.7%
| | | | | | |
BP Capital Markets America, Inc.
| | | | | | |
4.99%, 04/10/2034 | | | 995,000 | | | 973,407 |
5.23%, 11/17/2034 | | | 2,535,000 | | | 2,516,031 |
| | | | | | 3,489,438 |
Oil, Gas & Consumable Fuels — 0.5%
| | | |
TransCanada PipeLines Ltd., 4.10%, 04/15/2030 | | | 2,395,000 | | | 2,259,718 |
Tobacco — 0.4%
| | | | | | |
Altria Group, Inc.,
2.45%, 02/04/2032 | | | 2,580,000 | | | 2,086,135 |
Transportation — 0.3%
| | | | | | |
Burlington Northern Santa Fe LLC, 2.88%, 06/15/2052 | | | 1,740,000 | | | 1,098,800 |
Union Pacific Railroad Co., Pass Through Trust
| | | | | | |
Series 2004,
5.40%, 07/02/2025 | | | 2,941 | | | 2,928 |
Series 2005,
5.08%, 01/02/2029 | | | 66,361 | | | 65,754 |
Series 2006,
5.87%, 07/02/2030 | | | 121,064 | | | 121,974 |
| | | | | | 1,289,456 |
TOTAL CORPORATE BONDS (Cost $129,560,013) | | | | | | 123,570,824 |
ASSET-BACKED SECURITIES — 25.5%
|
Ally Auto Receivables Trust, Series 2023-1, Class A2, 5.76%, 11/15/2026 | | | 2,193,505 | | | 2,194,505 |
American Homes 4 Rent Trust, Series 2015-SFR2, Class A, 3.73%, 10/17/2052(b) | | | 1,374,635 | | | 1,341,703 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
ASSET-BACKED SECURITIES — (Continued)
|
AMSR Trust
| | | | | | |
Series 2020-SFR4, Class A, 1.36%, 11/17/2037(b) | | | $2,973,489 | | | $2,817,698 |
Series 2021-SFR3, Class A, 1.48%, 10/17/2038(b) | | | 1,150,000 | | | 1,049,465 |
Series 2024-SFR1, Class A, 4.29%, 07/17/2041(b) | | | 1,130,000 | | | 1,069,243 |
Avis Budget Rental Car Funding AESOP LLC
| | | | | | |
Series 2020-1A, Class A, 2.33%, 08/20/2026(b) | | | 2,035,000 | | | 1,970,773 |
Series 2022-4A, Class A, 4.77%, 02/20/2029(b) | | | 4,300,000 | | | 4,206,527 |
Series 2022-5A, Class A, 6.12%, 04/20/2027(b) | | | 1,020,000 | | | 1,028,014 |
Series 2023-5A, Class A, 5.78%, 04/20/2028(b) | | | 1,340,000 | | | 1,349,172 |
Series 2024-1A, Class A, 5.36%, 06/20/2030(b) | | | 3,245,000 | | | 3,229,971 |
Series 2024-2A, Class A, 5.13%, 10/20/2028(b) | | | 3,105,000 | | | 3,080,305 |
Series 2024-3A, Class A, 5.23%, 12/20/2030(b) | | | 1,765,000 | | | 1,748,881 |
Bank of America Auto Trust, Series 2023-1A, Class A2, 5.83%, 05/15/2026(b) | | | 2,915,855 | | | 2,917,790 |
BMW Vehicle Owner Trust
| | | | | | |
Series 2024-A, Class A2A, 5.42%, 02/25/2027 | | | 2,210,000 | | | 2,210,142 |
Series 2024-A, Class A2B, 5.67% (30 day avg SOFR
US + 0.34%), 02/25/2027 | | | 1,165,000 | | | 1,165,093 |
Capital One Prime Auto Receivables Trust, Series 2023-1, Class A2,
5.20%, 05/15/2026 | | | 1,355,644 | | | 1,353,827 |
Fifth Third Auto Trust, Series 2023-1, Class A2A,
5.80%, 11/16/2026 | | | 2,110,813 | | | 2,112,567 |
FirstKey Homes Trust
| | | | | | |
Series 2020-SFR1, Class A, 1.34%, 08/17/2037(b) | | | 1,700,905 | | | 1,618,335 |
Series 2020-SFR2, Class A, 1.27%, 10/19/2037(b) | | | 3,302,421 | | | 3,127,790 |
Series 2022-SFR1, Class A, 4.15%, 05/19/2039(b) | | | 648,536 | | | 625,127 |
Series 2022-SFR2, Class A, 4.25%, 07/17/2039(b) | | | 2,382,502 | | | 2,303,428 |
Ford Credit Auto Owner Trust
| | | | | | |
Series 2023-A, Class A2A, 5.14%, 03/15/2026 | | | 722,342 | | | 721,393 |
Series 2023-B, Class A2B, 5.82% (30 day avg SOFR
US + 0.49%), 06/15/2026 | | | 1,624,804 | | | 1,625,933 |
Series 2024-B, Class A2A, 5.40%, 04/15/2027 | | | 1,000,000 | | | 999,885 |
| | | | | | | |
| | | | | | | |
Series 2024-B, Class A2B, 5.74% (30 day avg SOFR
US + 0.40%), 04/15/2027 | | | $975,000 | | | $975,096 |
GM Financial Consumer Automobile Receivables Trust
| | | | | | |
Series 2023-3, Class A2A, 5.74%, 09/16/2026 | | | 1,255,257 | | | 1,256,179 |
Series 2024-1, Class A2A, 5.12%, 02/16/2027 | | | 885,000 | | | 882,238 |
Series 2024-1, Class A2B, 5.73% (30 day avg SOFR
US + 0.40%), 02/16/2027 | | | 750,000 | | | 749,996 |
Hertz Vehicle Financing III LLC
| | | | | | |
Series 2023-3A, Class A, 5.94%, 02/25/2028(b) | | | 865,000 | | | 868,847 |
Series 2023-4A, Class A, 6.15%, 03/25/2030(b) | | | 1,030,000 | | | 1,049,594 |
Hertz Vehicle Financing III LP, Series 2021-2A, Class A, 1.68%, 12/27/2027(b) | | | 1,020,000 | | | 930,895 |
Hertz Vehicle Financing LLC, Series 2021-1A, Class A, 1.21%, 12/26/2025(b) | | | 6,460,000 | | | 6,374,419 |
Honda Auto Receivables Owner Trust
| | | | | | |
Series 2023-1, Class A2, 5.22%, 10/21/2025 | | | 1,066,853 | | | 1,065,809 |
Series 2024-1, Class A2, 5.36%, 09/15/2026 | | | 3,740,000 | | | 3,733,706 |
Series 2024-2, Class A2, 5.48%, 11/18/2026 | | | 3,910,000 | | | 3,910,972 |
Hyundai Auto Receivables Trust
| | | | | | |
Series 2023-A, Class A2A, 5.19%, 12/15/2025 | | | 1,170,343 | | | 1,169,319 |
Series 2023-B, Class A2A, 5.77%, 05/15/2026 | | | 1,728,969 | | | 1,730,286 |
Series 2023-C, Class A2B, 5.96% (30 day avg SOFR US + 0.63%), 01/15/2027 | | | 1,632,776 | | | 1,635,260 |
Invitation Homes Trust, Series 2018-SFR4, Class A, 6.54% (1 mo. Term SOFR + 1.21%), 01/17/2038(b) | | | 3,382,933 | | | 3,386,895 |
Mercedes-Benz Auto Lease Trust
| | | | | | |
Series 2023-A, Class A2, 5.24%, 11/17/2025 | | | 1,784,517 | | | 1,783,312 |
Series 2024-A, Class A2B, 5.75% (30 day avg SOFR
US + 0.42%), 02/16/2027 | | | 1,015,000 | | | 1,015,000 |
Mercedes-Benz Auto Receivables Trust
| | | | | | |
Series 2022-1, Class A2, 5.26%, 10/15/2025 | | | 130,900 | | | 130,884 |
Series 2023-1, Class A2, 5.09%, 01/15/2026 | | | 383,813 | | | 383,560 |
Series 2023-2, Class A2, 5.92%, 11/16/2026 | | | 3,173,417 | | | 3,177,977 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
ASSET-BACKED SECURITIES — (Continued)
|
Series 2024-1, Class A2B, 5.70% (30 day avg SOFR
US + 0.37%), 05/17/2027 | | | $2,490,000 | | | $2,489,200 |
Nissan Auto Receivables Owner Trust
| | | | | | |
Series 2023-A, Class A2A, 5.34%, 02/17/2026 | | | 1,305,930 | | | 1,305,067 |
Series 2023-B, Class A2A, 5.95%, 05/15/2026 | | | 1,755,000 | | | 1,757,414 |
Series 2023-B, Class A2B, 5.89% (30 day avg SOFR
US + 0.56%), 05/15/2026 | | | 2,550,000 | | | 2,552,530 |
Series 2024-A, Class A2B, 5.71% (30 day avg SOFR
US + 0.38%), 12/15/2026 | | | 4,475,000 | | | 4,475,000 |
Porsche Financial Auto Securitization Trust
| | | | | | |
Series 2023-2A, Class A2A, 5.88%, 11/23/2026(b) | | | 929,661 | | | 930,322 |
Series 2023-2A, Class A2B, 5.92% (30 day avg SOFR
US + 0.58%), 11/23/2026(b) | | | 749,177 | | | 749,772 |
Progress Residential Trust
| | | | | | |
Series 2021-SFR2, Class A, 1.55%, 04/19/2038(b) | | | 1,400,376 | | | 1,305,528 |
Series 2021-SFR3, Class A, 1.64%, 05/17/2026(b) | | | 1,546,224 | | | 1,440,116 |
Series 2021-SFR4, Class A, 1.56%, 05/17/2038(b) | | | 2,011,210 | | | 1,866,364 |
Series 2021-SFR5, Class A, 1.43%, 07/17/2038(b) | | | 727,465 | | | 669,662 |
Series 2021-SFR8, Class A, 1.51%, 10/17/2038(b) | | | 818,822 | | | 749,807 |
Series 2022-SFR2, Class A, 2.95%, 04/17/2027(b) | | | 3,006,680 | | | 2,813,776 |
Series 2022-SFR5, Class A, 4.45%, 06/17/2039(b) | | | 765,554 | | | 744,707 |
Series 2022-SFR6, Class A, 4.45%, 07/20/2039(b) | | | 1,132,203 | | | 1,101,533 |
STAR Trust
| | | | | | |
Series 2021-SFR1, Class A, 6.04% (1 mo. Term SOFR + 0.71%), 04/17/2038(b) | | | 1,671,505 | | | 1,656,919 |
Series 2022-SFR3, Class A, 6.98% (1 mo. Term SOFR + 1.65%), 05/17/2039(b) | | | 3,254,712 | | | 3,254,709 |
Toyota Auto Receivables Owner Trust
| | | | | | |
Series 2022-D, Class A2A, 5.27%, 01/15/2026 | | | 513,075 | | | 512,788 |
Series 2023-A, Class A2, 5.05%, 01/15/2026 | | | 591,327 | | | 590,781 |
Series 2023-B, Class A2A, 5.28%, 05/15/2026 | | | 1,619,900 | | | 1,617,848 |
Series 2023-C, Class A2A, 5.60%, 08/17/2026 | | | 1,989,797 | | | 1,989,620 |
| | | | | | | |
| | | | | | | |
Series 2024-A, Class A2B, 5.68% (30 day avg SOFR
US + 0.35%), 12/15/2026 | | | $2,080,000 | | | $2,079,767 |
Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75%, 06/17/2040(b) | | | 2,405,000 | | | 2,347,074 |
USAA Auto Owner Trust, Series 2023-A, Class A2, 5.83%, 07/15/2026(b) | | | 1,250,882 | | | 1,251,567 |
TOTAL ASSET-BACKED SECURITIES
(Cost $122,421,284) | | | | | | 122,329,682 |
U.S. TREASURY SECURITIES — 16.2%
| | | |
U.S. Treasury Bonds
| | | | | | |
2.38%, 02/15/2042 | | | 2,455,000 | | | 1,787,163 |
2.25%, 02/15/2052 | | | 25,678,000 | | | 16,357,688 |
3.00%, 08/15/2052 | | | 21,295,000 | | | 16,020,328 |
4.13%, 08/15/2053 | | | 14,570,000 | | | 13,567,743 |
U.S. Treasury Inflation Indexed Notes, 1.75%, 01/15/2034 | | | 14,018,272 | | | 13,601,100 |
U.S. Treasury Notes | | | | | | |
4.13%, 02/15/2027 | | | 8,070,000 | | | 7,977,321 |
4.00%, 01/31/2029 | | | 1,255,000 | | | 1,235,685 |
4.00%, 02/15/2034 | | | 7,380,000 | | | 7,163,213 |
TOTAL U.S. TREASURY SECURITIES
(Cost $79,881,276) | | | | | | 77,710,241 |
COMMERCIAL MORTGAGE-BACKED SECURITIES — 15.5%
|
Benchmark Mortgage Trust
| | | | | | |
Series 2018-B5, Class A2, 4.08%, 07/15/2051 | | | 566,483 | | | 551,144 |
Series 2020-B22, Class A2, 1.16%, 01/15/2054 | | | 2,741,000 | | | 2,553,504 |
Series 2021-B23, Class A2, 1.62%, 02/15/2054 | | | 1,160,000 | | | 1,082,866 |
Series 2021-B24, Class A2, 1.95%, 03/15/2054 | | | 1,935,000 | | | 1,777,225 |
Series 2022-B33, Class A2, 3.32%, 03/15/2055 | | | 1,905,000 | | | 1,765,115 |
Citigroup Mortgage Loan Trust, Inc.
| | | | | | |
Series 2021-INV1, Class A3A, 2.50%, 05/25/2051(b)(d) | | | 928,266 | | | 734,207 |
Series 2021-J3, Class A3A, 2.50%, 09/25/2051(b)(d) | | | 1,454,671 | | | 1,154,929 |
COMM Mortgage Trust
| | | | | | |
Series 2015-CR25, Class ASB, 3.54%, 08/10/2048 | | | 398,380 | | | 393,491 |
Series 2015-PC1, Class ASB, 3.61%, 07/10/2050 | | | 311,737 | | | 310,160 |
DBJPM Mortgage Trust, Series 2020-C9, Class A2, 1.90%, 08/15/2053 | | | 1,809,286 | | | 1,733,665 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMERCIAL MORTGAGE-BACKED
SECURITIES — (Continued)
|
Flagstar Mortgage Trust
| | | | | | |
Series 2021-12, Class A2, 2.50%, 11/25/2051(b)(d) | | | $3,851,637 | | | $3,057,988 |
Series 2021-3INV, Class A18, 5.00%, 06/25/2051(b)(d) | | | 690,484 | | | 648,470 |
Series 2021-3INV, Class A2, 2.50%, 06/25/2051(b)(d) | | | 1,338,056 | | | 1,063,179 |
Series 2021-4, Class A1, 2.50%, 06/01/2051(b)(d) | | | 2,762,060 | | | 2,186,019 |
Series 2021-4, Class A5, 2.50%, 06/01/2051(b)(d) | | | 472,097 | | | 404,278 |
Series 2021-6INV, Class A4, 2.50%, 08/25/2051(b)(d) | | | 3,012,568 | | | 2,391,813 |
Series 2021-7, Class A1, 2.50%, 08/25/2051(b)(d) | | | 3,839,312 | | | 3,053,002 |
GS Mortgage Securities Trust, Series 2014-GC22, Class A5, 3.86%, 06/10/2047 | | | 110,373 | | | 110,108 |
GS Mortgage-Backed Securities Corp. Trust, Series 2021-PJ5, Class A8, 2.50%, 10/25/2051(b)(d) | | | 1,238,715 | | | 1,068,938 |
GS Mortgage-Backed Securities Trust
| | | | | | |
Series 2020-INV1, Class A14, 2.92%, 10/25/2050(b)(d) | | | 810,448 | | | 675,015 |
Series 2021-GR2, Class A2, 2.50%, 02/25/2052(b)(d) | | | 2,836,000 | | | 2,251,628 |
Series 2021-INV1, Class A2, 2.50%, 12/25/2051(b)(d) | | | 513,175 | | | 407,432 |
Series 2021-PJ2, Class A2, 2.50%, 07/25/2051(b)(d) | | | 887,141 | | | 704,452 |
Series 2022-LTV2, Class A21, 4.00%, 12/25/2052(b)(d) | | | 1,263,562 | | | 1,158,104 |
Series 2022-PJ5, Class A4, 2.50%, 10/25/2052(b)(d) | | | 804,339 | | | 638,601 |
Series 2022-PJ6, Class A4, 3.00%, 01/25/2053(b)(d) | | | 2,514,251 | | | 2,075,240 |
JP Morgan Mortgage Trust
| | | | | | |
Series 2020-9, Class A4, 2.50%, 05/25/2051(b)(d) | | | 1,259,830 | | | 1,125,569 |
Series 2021-10, Class A3A, 2.00%, 12/25/2051(b)(d) | | | 3,719,240 | | | 2,834,905 |
Series 2021-14, Class A12, 5.00%, 05/25/2052(b)(d) | | | 1,109,826 | | | 1,054,317 |
Series 2021-15, Class A2, 3.00%, 06/25/2052(b)(d) | | | 3,811,825 | | | 3,153,489 |
Series 2021-15, Class A3, 2.50%, 06/25/2052(b)(d) | | | 1,006,819 | | | 799,359 |
Series 2021-3, Class A3, 2.50%, 07/25/2051(b)(d) | | | 2,258,710 | | | 1,793,574 |
Series 2021-4, Class A3, 2.50%, 08/25/2051(b)(d) | | | 892,965 | | | 711,198 |
Series 2021-7, Class A3, 2.50%, 11/25/2051(b)(d) | | | 696,857 | | | 553,349 |
| | | | | | | |
| | | | | | | |
Series 2021-8, Class A3, 2.50%, 12/25/2051(b)(d) | | | $3,439,704 | | | $2,731,366 |
Series 2021-INV4, Class A2A, 2.50%, 01/25/2052(b)(d) | | | 1,229,423 | | | 976,248 |
Series 2021-INV8, Class A2, 3.00%, 05/25/2052(b)(d) | | | 1,821,945 | | | 1,509,511 |
Series 2022-1, Class A2, 3.00%, 07/25/2052(b)(d) | | | 1,520,269 | | | 1,258,617 |
Series 2022-4, Class A2A, 3.00%, 10/25/2052(b)(d) | | | 708,163 | | | 585,396 |
Series 2022-6, Class A3, 3.00%, 11/25/2052(b)(d) | | | 355,461 | | | 294,283 |
Series 2024-3, Class A3, 3.00%, 05/25/2054(b)(d) | | | 2,478,879 | | | 2,052,242 |
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class ASB, 3.56%, 07/15/2048 | | | 187,259 | | | 186,023 |
Mello Mortgage Capital Acceptance
| | | | | | |
Series 2021-INV1, Class A4, 2.50%, 06/25/2051(b)(d) | | | 1,861,732 | | | 1,606,615 |
Series 2021-MTG1, Class A1, 2.50%, 04/25/2051(b)(d) | | | 1,543,636 | | | 1,225,755 |
Morgan Stanley Residential Mortgage Loan Trust, Series 2023-1, Class A1, 4.00%, 02/25/2053(b)(d) | | | 544,540 | | | 485,640 |
OBX Trust
| | | | | | |
Series 2021-INV2, Class A3, 2.50%, 10/25/2051(b)(d) | | | 672,328 | | | 533,792 |
Series 2022-J2, Class A2, 3.00%, 08/25/2052(b)(d) | | | 2,022,570 | | | 1,669,411 |
Series 2023-INV1, Class A1, 3.00%, 01/25/2052(b)(d) | | | 3,163,115 | | | 2,624,645 |
Series 2023-J1, Class A1, 4.50%, 01/25/2053(b)(d) | | | 1,891,366 | | | 1,735,697 |
PRMI Securitization Trust, Series 2021-1, Class A3, 2.50%, 04/25/2051(b)(d) | | | 2,025,857 | | | 1,734,095 |
Provident Funding Mortgage Trust, Series 2021-INV2, Class 1A4, 2.00%, 11/25/2051(b)(d) | | | 477,073 | | | 395,430 |
PSMC Trust
| | | | | | |
Series 2021-1, Class A11, 2.50%, 03/25/2051(b)(d) | | | 641,295 | | | 554,768 |
Series 2021-2, Class A3, 2.50%, 05/25/2051(b)(d) | | | 1,312,841 | | | 1,142,358 |
Sequoia Mortgage Trust, Series 2021-9, Class A1, 2.50%, 01/25/2052(b)(d) | | | 952,667 | | | 756,365 |
UWM Mortgage Trust, Series 2021-INV4, Class A10, 5.00%, 12/25/2051(b)(d) | | | 729,942 | | | 693,433 |
Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A2, 2.50%, 06/15/2053 | | | 3,374,150 | | | 3,264,036 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMERCIAL MORTGAGE-BACKED
SECURITIES — (Continued)
|
Wells Fargo Mortgage Backed Securities Trust, Series 2021-1, Class A1, 2.50%, 12/25/2050(b)(d) | | | $280,780 | | | $222,959 |
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $76,079,462) | | | | | | 74,215,018 |
SHORT-TERM INVESTMENTS — 14.8%
|
U.S. Treasury Bills — 14.8%
| | | | | | |
5.40%, 07/11/2024(e) | | | 13,690,000 | | | 13,670,029 |
5.15%, 02/20/2025(e) | | | 59,440,000 | | | 57,517,859 |
TOTAL SHORT-TERM INVESTMENTS
(Cost $71,206,822) | | | | | | 71,187,888 |
TOTAL INVESTMENTS — 130.4% (Cost $636,636,804) | | | | | | $625,420,924 |
Liabilities in Excess of
Other Assets - (30.4)% | | | | | | (145,809,608) |
TOTAL NET ASSETS — 100.0% | | | | | | $479,611,316 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
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)
| To-be-announced security. |
(b)
| 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.
|
(c)
| Securities referencing LIBOR are expected to transition to an alternative reference rate by the security’s next scheduled coupon reset date.
|
(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 June 30, 2024. |
(e)
| The rate shown is the effective yield as of June 30, 2024. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Plus Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | |
AGENCY MORTGAGE-BACKED SECURITIES — 31.0%
|
Fannie Mae Pool
| | | | | | |
2.50%, 07/15/2054(a) | | | $ 28,105,000 | | | $ 22,946,195 |
4.00%, 07/15/2054(a) | | | 26,195,000 | | | 23,967,402 |
5.00%, 07/15/2054(a) | | | 121,095,000 | | | 117,026,965 |
2.50%, 08/15/2054(a) | | | 57,710,000 | | | 47,166,654 |
3.50%, 08/15/2054(a) | | | 47,275,000 | | | 41,845,762 |
4.50%, 08/15/2054(a) | | | 41,795,000 | | | 39,413,011 |
5.50%, 08/15/2054(a) | | | 157,760,000 | | | 155,572,312 |
6.00%, 08/15/2054(a) | | | 41,045,000 | | | 41,142,802 |
TOTAL AGENCY MORTGAGE-
BACKED SECURITIES
(Cost $491,622,610) | | | | | | 489,081,103 |
ASSET-BACKED SECURITIES — 23.5%
|
Ally Auto Receivables Trust, Series 2023-1, Class A2, 5.76%, 11/15/2026 | | | 6,966,020 | | | 6,969,196 |
American Homes 4 Rent Trust, Series 2015-SFR2, Class A, 3.73%, 10/17/2052(b) | | | 4,303,242 | | | 4,200,150 |
AMSR Trust
| | | | | | |
Series 2020-SFR4, Class A, 1.36%, 11/17/2037(b) | | | 9,270,622 | | | 8,784,903 |
Series 2020-SFR5, Class A, 1.38%, 11/17/2037(b) | | | 1,889,575 | | | 1,789,376 |
Series 2021-SFR3, Class A, 1.48%, 10/17/2038(b) | | | 3,635,000 | | | 3,317,222 |
Series 2024-SFR1, Class A, 4.29%, 07/17/2041(b) | | | 3,820,000 | | | 3,614,609 |
Avis Budget Rental Car Funding AESOP LLC
| | | | | | |
Series 2022-5A, Class A, 6.12%, 04/20/2027(b) | | | 3,275,000 | | | 3,300,732 |
Series 2023-5A, Class A, 5.78%, 04/20/2028(b) | | | 4,310,000 | | | 4,339,502 |
Series 2024-1A, Class A, 5.36%, 06/20/2030(b) | | | 12,585,000 | | | 12,526,715 |
Series 2024-2A, Class A, 5.13%, 10/20/2028(b) | | | 9,975,000 | | | 9,895,665 |
Series 2024-3A, Class A, 5.23%, 12/20/2030(b) | | | 5,525,000 | | | 5,474,544 |
Bank of America Auto Trust, Series 2023-1A, Class A2, 5.83%, 05/15/2026(b) | | | 9,407,337 | | | 9,413,580 |
BMW Vehicle Owner Trust
| | | | | | |
Series 2024-A, Class A2A, 5.42%, 02/25/2027 | | | 7,245,000 | | | 7,245,465 |
Series 2024-A, Class A2B, 5.67% (30 day avg
SOFR US + 0.34%),
02/25/2027 | | | 3,830,000 | | | 3,830,307 |
Capital One Prime Auto Receivables Trust, Series 2023-1, Class A2, 5.20%, 05/15/2026 | | | 4,299,825 | | | 4,294,062 |
| | | | | | | |
| | | | | | | |
Fifth Third Auto Trust, Series 2023-1, Class A2A, 5.80%, 11/16/2026 | | | $ 7,534,241 | | | $ 7,540,502 |
FirstKey Homes Trust
| | | | | | |
Series 2020-SFR1, Class A, 1.34%, 08/17/2037(b) | | | 5,568,781 | | | 5,298,448 |
Series 2020-SFR2, Class A, 1.27%, 10/19/2037(b) | | | 10,362,932 | | | 9,814,942 |
Series 2022-SFR1, Class A, 4.15%, 05/19/2039(b) | | | 2,034,719 | | | 1,961,276 |
Series 2022-SFR2, Class A, 4.25%, 07/17/2039(b) | | | 7,509,844 | | | 7,260,597 |
Ford Credit Auto Owner Trust
| | | | | | |
Series 2023-A, Class A2A, 5.14%, 03/15/2026 | | | 2,150,854 | | | 2,148,029 |
Series 2023-B, Class A2B, 5.82% (30 day avg
SOFR US + 0.49%),
06/15/2026 | | | 6,733,138 | | | 6,737,817 |
Series 2024-B, Class A2A, 5.40%, 04/15/2027 | | | 3,785,000 | | | 3,784,563 |
Series 2024-B, Class A2B, 5.74% (30 day avg
SOFR US + 0.40%),
04/15/2027 | | | 3,690,000 | | | 3,690,362 |
GM Financial Consumer Automobile Receivables Trust
| | | | | | |
Series 2023-3, Class A2A, 5.74%, 09/16/2026 | | | 3,982,845 | | | 3,985,771 |
Series 2024-1, Class A2A, 5.12%, 02/16/2027 | | | 2,780,000 | | | 2,771,323 |
Series 2024-1, Class A2B, 5.73% (30 day avg
SOFR US + 0.40%), 02/16/2027 | | | 2,345,000 | | | 2,344,988 |
Hertz Vehicle Financing III LLC
| | | | | | |
Series 2023-3A, Class A, 5.94%, 02/25/2028(b) | | | 2,775,000 | | | 2,787,341 |
Series 2023-4A, Class A, 6.15%, 03/25/2030(b) | | | 3,305,000 | | | 3,367,871 |
Hertz Vehicle Financing III LP, Series 2021-2A, Class A, 1.68%, 12/27/2027(b) | | | 3,270,000 | | | 2,984,339 |
Hertz Vehicle Financing LLC, Series 2021-1A, Class A, 1.21%, 12/26/2025(b) | | | 17,650,000 | | | 17,416,175 |
Honda Auto Receivables Owner Trust
| | | | | | |
Series 2023-1, Class A2, 5.22%, 10/21/2025 | | | 3,545,154 | | | 3,541,686 |
Series 2024-1, Class A2, 5.36%, 09/15/2026 | | | 11,640,000 | | | 11,620,412 |
Series 2024-2, Class A2, 5.48%, 11/18/2026 | | | 12,560,000 | | | 12,563,124 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Plus Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
ASSET-BACKED SECURITIES — (Continued)
|
Hyundai Auto Receivables Trust
| | | | | | |
Series 2023-A, Class A2A, 5.19%, 12/15/2025 | | | $ 3,703,707 | | | $ 3,700,467 |
Series 2023-B, Class A2A, 5.77%, 05/15/2026 | | | 5,484,892 | | | 5,489,069 |
Series 2023-C, Class A2B, 5.96% (30 day avg
SOFR US + 0.63%), 01/15/2027 | | | 4,893,766 | | | 4,901,214 |
Invitation Homes Trust, Series 2018-SFR4, Class A, 6.54% (1 mo. Term SOFR + 1.21%), 01/17/2038(b) | | | 10,515,423 | | | 10,527,739 |
Mercedes-Benz Auto Lease Trust
| | | | | | |
Series 2023-A, Class A2, 5.24%, 11/17/2025 | | | 5,322,971 | | | 5,319,377 |
Series 2024-A, Class A2B, 5.75% (30 day avg
SOFR US + 0.42%), 02/16/2027 | | | 3,865,000 | | | 3,864,998 |
Mercedes-Benz Auto Receivables Trust
| | | | | | |
Series 2022-1, Class A2, 5.26%, 10/15/2025 | | | 377,487 | | | 377,440 |
Series 2023-1, Class A2, 5.09%, 01/15/2026 | | | 1,144,414 | | | 1,143,657 |
Series 2023-2, Class A2, 5.92%, 11/16/2026 | | | 9,308,125 | | | 9,321,498 |
Series 2024-1, Class A2B, 5.70% (30 day avg
SOFR US + 0.37%), 05/17/2027 | | | 7,810,000 | | | 7,807,489 |
Nissan Auto Receivables Owner Trust
| | | | | | |
Series 2023-A, Class A2A, 5.34%, 02/17/2026 | | | 3,798,375 | | | 3,795,865 |
Series 2023-B, Class A2A, 5.95%, 05/15/2026 | | | 5,160,000 | | | 5,167,097 |
Series 2023-B, Class A2B, 5.89% (30 day avg
SOFR US + 0.56%), 05/15/2026 | | | 7,500,000 | | | 7,507,440 |
Series 2024-A, Class A2B, 5.71% (30 day avg
SOFR US + 0.38%), 12/15/2026 | | | 14,380,000 | | | 14,380,000 |
Porsche Financial Auto Securitization Trust
| | | | | | |
Series 2023-2A, Class A2A, 5.88%, 11/23/2026(b) | | | 2,751,524 | | | 2,753,481 |
Series 2023-2A, Class A2B, 5.92% (30 day avg SOFR US + 0.58%), 11/23/2026(b) | | | 2,216,884 | | | 2,218,644 |
| | | | | | | |
| | | | | | | |
Progress Residential Trust
| | | | | | |
Series 2021-SFR2, Class A, 1.55%, 04/19/2038(b) | | | $ 4,396,832 | | | $ 4,099,033 |
Series 2021-SFR3, Class A, 1.64%, 05/17/2026(b) | | | 4,854,653 | | | 4,521,507 |
Series 2021-SFR4, Class A, 1.56%, 05/17/2038(b) | | | 6,302,456 | | | 5,848,555 |
Series 2021-SFR5, Class A, 1.43%, 07/17/2038(b) | | | 2,765,329 | | | 2,545,602 |
Series 2021-SFR8, Class A, 1.51%, 10/17/2038(b) | | | 2,565,642 | | | 2,349,397 |
Series 2022-SFR2, Class A, 2.95%, 04/17/2027(b) | | | 9,366,774 | | | 8,765,817 |
Series 2022-SFR5, Class A, 4.45%, 06/17/2039(b) | | | 2,384,996 | | | 2,320,047 |
Series 2022-SFR6, Class A, 4.45%, 07/20/2039(b) | | | 3,536,263 | | | 3,440,472 |
STAR Trust
| | | | | | |
Series 2021-SFR1, Class A, 6.04% (1 mo. Term
SOFR + 0.71%), 04/17/2038(b) | | | 5,253,302 | | | 5,207,461 |
Series 2022-SFR3, Class A, 6.98% (1 mo. Term
SOFR + 1.65%), 05/17/2039(b) | | | 9,625,637 | | | 9,625,630 |
Toyota Auto Receivables Owner Trust
| | | | | | |
Series 2022-D, Class A2A, 5.27%, 01/15/2026 | | | 1,446,873 | | | 1,446,063 |
Series 2023-A, Class A2, 5.05%, 01/15/2026 | | | 1,767,836 | | | 1,766,205 |
Series 2023-B, Class A2A, 5.28%, 05/15/2026 | | | 4,843,143 | | | 4,837,008 |
Series 2023-C, Class A2A, 5.60%, 08/17/2026 | | | 7,082,267 | | | 7,081,638 |
Series 2024-A, Class A2B, 5.68% (30 day avg
SOFR US + 0.35%), 12/15/2026 | | | 6,505,000 | | | 6,504,271 |
Tricon Residential Trust, Series 2024-SFR2, Class A, 4.75%, 06/17/2040(b) | | | 7,710,000 | | | 7,524,299 |
USAA Auto Owner Trust, Series 2023-A, Class A2, 5.83%, 07/15/2026(b) | | | 3,791,626 | | | 3,793,702 |
TOTAL ASSET-BACKED SECURITIES
(Cost $370,492,882) | | | | | | 370,567,776 |
CORPORATE BONDS — 23.1%
|
Air Freight & Logistics — 0.5%
|
United Parcel Service, Inc., 5.15%, 05/22/2034 | | | 8,130,000 | | | 8,107,429 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Plus Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
CORPORATE BONDS — (Continued)
|
Airlines — 2.5%
| | | | | | |
Air Canada, Pass Through Trust, Series 2020-2, Class A, 5.25%,
04/01/2029(b) | | | $ 2,170,170 | | | $ 2,140,577 |
Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 4.80%,
08/15/2027(b) | | | 8,870,236 | | | 8,698,028 |
American Airlines, Pass Through Trust
| | | | | | |
Series 2017-2, Class AA, 3.35%, 10/15/2029 | | | 1,775,951 | | | 1,635,011 |
Series 2019-1, Class AA, 3.15%, 02/15/2032 | | | 2,043,626 | | | 1,821,364 |
British Airways, Pass Through Trust
| | | | | | |
Series 2019-1, Class AA, 3.30%, 12/15/2032(b) | | | 1,374,122 | | | 1,235,421 |
Series 2020-1, Class A, 4.25%, 11/15/2032(b) | | | 2,473,641 | | | 2,317,609 |
Series 2021-1, Class A, 2.90%, 03/15/2035(b) | | | 80,488 | | | 69,479 |
Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 06/10/2028 | | | 8,129,407 | | | 7,390,496 |
JetBlue, Pass Through Trust
| | | | | | |
Series 2019-1, Class AA, 4.00%, 11/15/2032 | | | 1,584,345 | | | 1,482,119 |
Series 2020-1, Class A, 2.75%, 05/15/2032 | | | 4,415,458 | | | 3,808,667 |
United Airlines, Pass Through Trust
| | | | | | |
Series 2015-1, Class AA, 3.45%, 12/01/2027 | | | 2,164,513 | | | 2,037,022 |
Series 2016-2, Class AA, 2.88%, 10/07/2028 | | | 1,352,875 | | | 1,232,903 |
Series 2018-1, Class AA, 3.50%, 03/01/2030 | | | 3,890,585 | | | 3,592,533 |
Series 2019-1, Class AA, 4.15%, 08/25/2031 | | | 1,161,325 | | | 1,088,048 |
| | | | | | 38,549,277 |
Auto Manufacturers — 3.4%
| | | | | | |
Ford Motor Credit Co. LLC
| | | | | | |
6.95%, 03/06/2026 | | | 3,270,000 | | | 3,322,809 |
7.35%, 11/04/2027 | | | 6,945,000 | | | 7,236,649 |
General Motors Financial Co., Inc.
| | | | | | |
6.05%, 10/10/2025 | | | 2,555,000 | | | 2,564,212 |
1.25%, 01/08/2026 | | | 9,130,000 | | | 8,546,771 |
6.00%, 01/09/2028 | | | 15,955,000 | | | 16,216,566 |
Toyota Motor Credit Corp., 5.00%, 03/19/2027 | | | 4,990,000 | | | 4,989,640 |
| | | | | | | |
| | | | | | | |
Volkswagen Group of America Finance LLC
| | | | | | |
5.30%, 03/22/2027(b) | | | $ 7,115,000 | | | $ 7,116,911 |
3.75%, 05/13/2030(b) | | | 3,760,000 | | | 3,469,786 |
| | | | | | 53,463,344 |
Automobiles — 0.2%
| | | | | | |
Ford Motor Co.,
3.25%, 02/12/2032 | | | 4,540,000 | | | 3,752,009 |
Banks — 5.0%
| | | | | | |
Bank of America Corp.
| | | | | | |
3.56% to 04/23/2026 then
3 mo. Term SOFR + 1.32%, 04/23/2027 | | | 7,000,000 | | | 6,768,797 |
5.02% to 07/22/2032 then SOFR + 2.16%, 07/22/2033 | | | 9,095,000 | | | 8,889,645 |
Citigroup, Inc.
| | | | | | |
3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 | | | 4,340,000 | | | 3,867,064 |
4.91% to 05/24/2032 then SOFR + 2.09%, 05/24/2033 | | | 11,785,000 | | | 11,316,667 |
HSBC Holdings PLC, 4.95%, 03/31/2030 | | | 5,315,000 | | | 5,224,035 |
JPMorgan Chase & Co.
| | | | | | |
2.96% to 01/25/2032 then SOFR + 1.26%, 01/25/2033 | | | 3,020,000 | | | 2,574,876 |
4.59% to 04/26/2032 then SOFR + 1.80%, 04/26/2033 | | | 5,060,000 | | | 4,826,917 |
4.91% to 07/25/2032 then SOFR + 2.08%, 07/25/2033 | | | 8,200,000 | | | 7,964,144 |
The PNC Financial Services Group, Inc., 6.04% to 10/28/2032 then SOFR + 2.14%, 10/28/2033 | | | 4,025,000 | | | 4,146,830 |
US Bancorp, 5.38% to 01/23/2029 then SOFR + 1.56%, 01/23/2030 | | | 8,490,000 | | | 8,512,746 |
Wells Fargo & Co.
| | | | | | |
4.48% to 04/04/2030 then
3 mo. Term SOFR + 4.03%, 04/04/2031 | | | 9,780,000 | | | 9,363,320 |
5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 | | | 6,005,000 | | | 5,936,348 |
| | | | | | 79,391,389 |
Capital Markets — 2.3%
| | | | | | |
Morgan Stanley, 6.34% to 10/18/2032 then SOFR + 2.56%, 10/18/2033 | | | 7,360,000 | | | 7,812,564 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Plus Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
CORPORATE BONDS — (Continued)
|
Capital Markets — (Continued)
|
The Bank of New York Mellon Corp., 4.97% to 04/26/2033 then SOFR + 1.61%, 04/26/2034 | | | $ 8,165,000 | | | $ 7,965,458 |
The Goldman Sachs Group, Inc., 3.10% to 02/24/2032 then SOFR + 1.41%, 02/24/2033 | | | 8,670,000 | | | 7,404,723 |
UBS Group AG
| | | | | | |
1.36% to 01/30/2026 then
1 yr. CMT Rate + 1.08%, 01/30/2027(b) | | | 4,805,000 | | | 4,487,322 |
3.13% to 08/13/2029 then
3 mo. LIBOR US + 1.47%, 08/13/2030(b)(c) | | | 1,190,000 | | | 1,067,612 |
5.96% (1 yr. CMT Rate + 2.20%), 01/12/2034(b) | | | 7,180,000 | | | 7,288,025 |
| | | | | | 36,025,704 |
Containers & Packaging — 0.4%
|
Sonoco Products Co.,
3.13%, 05/01/2030 | | | 6,620,000 | | | 5,889,340 |
Electric — 4.9%
| | | | | | |
Appalachian Power Co.,
2.70%, 04/01/2031 | | | 7,310,000 | | | 6,150,745 |
DTE Electric Co.,
5.20%, 04/01/2033 | | | 6,825,000 | | | 6,817,626 |
Duke Energy Florida LLC
| | | | | | |
5.88%, 11/15/2033 | | | 2,085,000 | | | 2,167,619 |
5.65%, 04/01/2040 | | | 5,606,000 | | | 5,581,111 |
Duke Energy Indiana LLC, 5.25%, 03/01/2034 | | | 4,160,000 | | | 4,143,870 |
Duke Energy Progress LLC, 5.25%, 03/15/2033 | | | 7,275,000 | | | 7,253,244 |
Entergy Arkansas LLC
| | | | | | |
5.30%, 09/15/2033 | | | 5,895,000 | | | 5,873,446 |
5.45%, 06/01/2034 | | | 4,565,000 | | | 4,571,249 |
3.35%, 06/15/2052 | | | 4,350,000 | | | 2,929,439 |
Entergy Louisiana LLC, 5.35%, 03/15/2034 | | | 4,940,000 | | | 4,901,637 |
Indianapolis Power & Light Co., 5.65%, 12/01/2032(b) | | | 6,805,000 | | | 6,846,096 |
MidAmerican Energy Co., 5.35%, 01/15/2034 | | | 3,620,000 | | | 3,669,642 |
Monongahela Power Co., 5.85%, 02/15/2034(b) | | | 4,785,000 | | | 4,870,556 |
Public Service Co. of
New Hampshire,
5.35%, 10/01/2033 | | | 8,940,000 | | | 8,990,340 |
Wisconsin Public Service Corp., 2.85%, 12/01/2051 | | | 3,455,000 | | | 2,134,722 |
| | | | | | 76,901,342 |
Electric Utilities — 1.8%
| | | | | | |
IPALCO Enterprises, Inc., 4.25%, 05/01/2030 | | | 7,720,000 | | | 7,165,653 |
| | | | | | | |
| | | | | | | |
Union Electric Co.,
5.20%, 04/01/2034 | | | $ 5,685,000 | | | $ 5,643,014 |
Wisconsin Power and Light Co.
| | | | | | |
1.95%, 09/16/2031 | | | 4,760,000 | | | 3,805,455 |
3.95%, 09/01/2032 | | | 6,150,000 | | | 5,620,941 |
4.95%, 04/01/2033 | | | 5,490,000 | | | 5,311,887 |
| | | | | | 27,546,950 |
Insurance — 0.5%
| | | | | | |
MetLife, Inc.,
5.38%, 07/15/2033 | | | 7,860,000 | | | 7,923,435 |
Multi-Utilities — 0.2%
| | | | | | |
Dominion Energy, Inc.,
3.38%, 04/01/2030 | | | 3,815,000 | | | 3,446,068 |
Oil & Gas — 0.7%
| | | | | | |
BP Capital Markets America, Inc.
| | | | | | |
4.99%, 04/10/2034 | | | 3,415,000 | | | 3,340,890 |
5.23%, 11/17/2034 | | | 8,135,000 | | | 8,074,127 |
| | | | | | 11,415,017 |
Oil, Gas & Consumable Fuels — 0.4%
|
TransCanada PipeLines Ltd., 4.10%, 04/15/2030 | | | 7,040,000 | | | 6,642,345 |
Tobacco — 0.3%
| | | | | | |
Altria Group, Inc., 2.45%, 02/04/2032 | | | 5,560,000 | | | 4,495,701 |
TOTAL CORPORATE BONDS (Cost $377,273,963) | | | | | | 363,549,350 |
U.S. TREASURY SECURITIES — 22.3%
|
U.S. Treasury Bonds
| | | | | | |
2.38%, 02/15/2042 | | | 14,320,000 | | | 10,424,513 |
2.25%, 02/15/2052 | | | 96,135,000 | | | 61,240,999 |
3.00%, 08/15/2052 | | | 63,846,000 | | | 48,031,645 |
4.13%, 08/15/2053 | | | 44,835,000 | | | 41,750,842 |
U.S. Treasury Inflation Indexed Notes, 1.75%, 01/15/2034 | | | 45,936,031 | | | 44,569,011 |
U.S. Treasury Notes
| | | | | | |
4.50%, 07/15/2026 | | | 54,040,000 | | | 53,807,797 |
4.13%, 02/15/2027 | | | 23,690,000 | | | 23,417,935 |
4.00%, 01/31/2029 | | | 21,005,000 | | | 20,681,720 |
4.00%, 02/15/2034 | | | 49,129,000 | | | 47,685,836 |
TOTAL U.S. TREASURY SECURITIES
(Cost $362,881,162) | | | | | | 351,610,298 |
COMMERCIAL MORTGAGE-BACKED SECURITIES — 14.0%
|
BANK, Series 2020-BN30, Class A2, 1.36%, 12/15/2053 | | | 2,016,000 | | | 1,866,074 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Plus Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMERCIAL MORTGAGE-BACKED
SECURITIES — (Continued)
|
Benchmark Mortgage Trust
| | | | | | |
Series 2018-B5, Class A2, 4.08%, 07/15/2051 | | | $ 1,787,732 | | | $ 1,739,324 |
Series 2021-B23, Class A2, 1.62%, 02/15/2054 | | | 4,555,000 | | | 4,252,117 |
Series 2021-B24, Class A2, 1.95%, 03/15/2054 | | | 4,028,000 | | | 3,699,567 |
Series 2022-B33, Class A2, 3.32%, 03/15/2055 | | | 8,420,000 | | | 7,801,714 |
Citigroup Mortgage Loan Trust, Inc.
| | | | | | |
Series 2021-INV1, Class A3A, 2.50%, 05/25/2051(b)(d) | | | 9,193,870 | | | 7,271,846 |
Series 2021-J3, Class A3A, 2.50%, 09/25/2051(b)(d) | | | 4,506,135 | | | 3,577,624 |
COMM Mortgage Trust
| | | | | | |
Series 2015-CR25, Class ASB, 3.54%, 08/10/2048 | | | 1,493,926 | | | 1,475,592 |
Series 2015-PC1, Class ASB, 3.61%, 07/10/2050 | | | 1,167,608 | | | 1,161,701 |
DBJPM Mortgage Trust, Series 2020-C9, Class A2, 1.90%, 08/15/2053 | | | 5,289,416 | | | 5,068,339 |
Flagstar Mortgage Trust
| | | | | | |
Series 2021-12, Class A2, 2.50%, 11/25/2051(b)(d) | | | 12,240,120 | | | 9,717,982 |
Series 2021-3INV, Class A18, 5.00%, 06/25/2051(b)(d) | | | 2,223,592 | | | 2,088,295 |
Series 2021-3INV, Class A2, 2.50%, 06/25/2051(b)(d) | | | 4,096,090 | | | 3,254,630 |
Series 2021-4, Class A1, 2.50%, 06/01/2051(b)(d) | | | 8,769,232 | | | 6,940,365 |
Series 2021-4, Class A5, 2.50%, 06/01/2051(b)(d) | | | 1,470,026 | | | 1,258,850 |
Series 2021-6INV, Class A4, 2.50%, 08/25/2051(b)(d) | | | 2,228,528 | | | 1,769,328 |
Series 2021-7, Class A1, 2.50%, 08/25/2051(b)(d) | | | 12,191,923 | | | 9,694,956 |
GS Mortgage-Backed Securities Corp. Trust, Series 2021-PJ5, Class A8, 2.50%, 10/25/2051(b)(d) | | | 3,854,589 | | | 3,326,283 |
GS Mortgage-Backed Securities Trust
| | | | | | |
Series 2020-INV1, Class A14, 2.92%, 10/25/2050(b)(d) | | | 2,521,864 | | | 2,100,438 |
Series 2021-INV1, Class A2, 2.50%, 12/25/2051(b)(d) | | | 1,571,850 | | | 1,247,962 |
Series 2021-PJ2, Class A2, 2.50%, 07/25/2051(b)(d) | | | 2,676,210 | | | 2,125,098 |
| | | | | | | |
| | | | | | | |
Series 2022-LTV2, Class A21, 4.00%, 12/25/2052(b)(d) | | | $ 7,252,848 | | | $ 6,647,517 |
Series 2022-PJ5, Class A4, 2.50%, 10/25/2052(b)(d) | | | 2,620,880 | | | 2,080,834 |
Series 2022-PJ6, Class A4, 3.00%, 01/25/2053(b)(d) | | | 8,077,032 | | | 6,666,710 |
JP Morgan Mortgage Trust
| | | | | | |
Series 2017-2, Class A7, 3.50%, 05/25/2047(b)(d) | | | 2,443,064 | | | 2,129,957 |
Series 2020-9, Class A4, 2.50%, 05/25/2051(b)(d) | | | 3,904,465 | | | 3,488,362 |
Series 2021-1, Class A3, 2.50%, 06/25/2051(b)(d) | | | 1,653,883 | | | 1,319,294 |
Series 2021-10, Class A3A, 2.00%, 12/25/2051(b)(d) | | | 11,962,538 | | | 9,118,169 |
Series 2021-14, Class A12, 5.00%, 05/25/2052(b)(d) | | | 3,466,694 | | | 3,293,304 |
Series 2021-15, Class A2, 3.00%, 06/25/2052(b)(d) | | | 11,924,383 | | | 9,864,935 |
Series 2021-15, Class A3, 2.50%, 06/25/2052(b)(d) | | | 3,153,042 | | | 2,503,342 |
Series 2021-3, Class A3, 2.50%, 07/25/2051(b)(d) | | | 6,945,361 | | | 5,515,103 |
Series 2021-4, Class A3, 2.50%, 08/25/2051(b)(d) | | | 2,689,875 | | | 2,142,338 |
Series 2021-7, Class A3, 2.50%, 11/25/2051(b)(d) | | | 2,098,444 | | | 1,666,301 |
Series 2021-8, Class A3, 2.50%, 12/25/2051(b)(d) | | | 10,789,930 | | | 8,567,960 |
Series 2021-INV4, Class A2A, 2.50%, 01/25/2052(b)(d) | | | 3,269,146 | | | 2,595,931 |
Series 2021-INV8, Class A2, 3.00%, 05/25/2052(b)(d) | | | 8,124,018 | | | 6,730,879 |
Series 2022-1, Class A2, 3.00%, 07/25/2052(b)(d) | | | 4,488,210 | | | 3,715,749 |
Series 2022-4, Class A2A, 3.00%, 10/25/2052(b)(d) | | | 2,107,003 | | | 1,741,735 |
Series 2022-6, Class A3, 3.00%, 11/25/2052(b)(d) | | | 1,037,546 | | | 858,975 |
Series 2024-3, Class A3, 3.00%, 05/25/2054(b)(d) | | | 7,773,335 | | | 6,435,474 |
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class ASB, 3.56%, 07/15/2048 | | | 701,576 | | | 696,946 |
Mello Mortgage Capital Acceptance, Series 2021-MTG1, Class A1, 2.50%, 04/25/2051(b)(d) | | | 4,824,813 | | | 3,831,239 |
Morgan Stanley Residential Mortgage Loan Trust, Series 2023-1, Class A1, 4.00%, 02/25/2053(b)(d) | | | 1,262,966 | | | 1,126,359 |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Plus Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
COMMERCIAL MORTGAGE-BACKED
SECURITIES — (Continued)
|
OBX Trust
| | | | | | |
Series 2021-INV2, Class A3, 2.50%, 10/25/2051(b)(d) | | | $ 2,465,204 | | | $ 1,957,237 |
Series 2022-J2, Class A2, 3.00%, 08/25/2052(b)(d) | | | 5,508,842 | | | 4,546,949 |
Series 2023-INV1, Class A1, 3.00%, 01/25/2052(b)(d) | | | 9,451,577 | | | 7,842,597 |
Series 2023-J1, Class A1, 4.50%, 01/25/2053(b)(d) | | | 6,567,869 | | | 6,027,301 |
PRMI Securitization Trust, Series 2021-1, Class A3, 2.50%, 04/25/2051(b)(d) | | | 6,309,311 | | | 5,400,651 |
Provident Funding Mortgage Trust, Series 2021-INV2, Class 1A4, 2.00%, 11/25/2051(b)(d) | | | 1,757,636 | | | 1,456,846 |
PSMC Trust
| | | | | | |
Series 2021-1, Class A11, 2.50%, 03/25/2051(b)(d) | | | 2,000,841 | | | 1,730,877 |
Series 2021-2, Class A3, 2.50%, 05/25/2051(b)(d) | | | 4,084,782 | | | 3,554,338 |
Sequoia Mortgage Trust
| | | | | | |
Series 2021-4, Class A1, 2.50%, 06/25/2051(b)(d) | | | 5,946,643 | | | 4,722,051 |
Series 2021-9, Class A1, 2.50%, 01/25/2052(b)(d) | | | 2,981,891 | | | 2,367,458 |
UWM Mortgage Trust, Series 2021-INV4, Class A10, 5.00%, 12/25/2051(b)(d) | | | 2,283,493 | | | 2,169,282 |
Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A2, 2.50%, 06/15/2053 | | | 4,844,958 | | | 4,686,846 |
Wells Fargo Mortgage Backed Securities Trust, Series 2021-1, Class A1, 2.50%, 12/25/2050(b)(d) | | | 1,048,482 | | | 832,568 |
TOTAL COMMERCIAL MORTGAGE-
BACKED SECURITIES
(Cost $226,753,392) | | | | | | 221,470,499 |
| | | | | | | |
| | | | | | | |
SHORT-TERM INVESTMENTS — 14.3%
|
U.S. Treasury Bills — 14.3%
| | | | | | |
5.38%, 07/11/2024(e) | | | $52,120,000 | | | $52,043,968 |
5.15%, 02/20/2025(e) | | | 179,605,000 | | | 173,797,023 |
TOTAL SHORT-TERM INVESTMENTS
(Cost $225,898,680) | | | | | | 225,840,991 |
TOTAL INVESTMENTS — 128.2%
(Cost $2,054,922,689) | | | | | | $2,022,120,017 |
Liabilities in Excess of Other Assets - (28.2)% | | | | | | (444,766,992) |
TOTAL NET ASSETS — 100.0% | | | | | | $1,577,353,025 |
| | | | | | | |
Percentages are stated as a percent of net assets.
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.
AG - Aktiengesellschaft
CMT - Constant Maturity Treasury Rate
LIBOR - London Interbank Offered Rate
PLC - Public Limited Company
SOFR - Secured Overnight Financing Rate
(a)
| To-be-announced security.
|
(b)
| 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.
|
(c)
| Securities referencing LIBOR are expected to transition to an alternative reference rate by the security’s next scheduled coupon reset date.
|
(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 June 30, 2024.
|
(e)
| The rate shown is the effective yield as of June 30, 2024. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Core Plus Bond Fund
Schedule of Futures Contracts
as of June 30, 2024 (Unaudited)
| | | | | | | | | | | | | |
2-Year U.S. Treasury Note | | | 1,230 | | | 09/30/2024 | | | $251,189,063 | | | $745,941 |
Total Unrealized Appreciation (Depreciation) | | | | | | | | | | | | $745,941 |
| | | | | | | | | | | | | |
There is $38,819 of variation margin due from the broker to the Fund as of the date of this report.
Schedule of Forward Currency Contracts
as of June 30, 2024 (Unaudited)
| | | | | | | | | | | | | |
07/24/2024 | | | JPY | | | 987,512,770 | | | USD | | | 6,471,611 | | | Goldman Sachs | | | $(308,727) |
Total Unrealized Appreciation (Depreciation) | | | | | | | | | | | | | | | | | | $(308,727) |
| | | | | | | | | | | | | | | | | | | |
JPY – Japanese Yen
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)
| | | | | | | | | | |
U.S. TREASURY SECURITIES — 23.2%
|
U.S. Treasury Inflation Indexed Notes, 1.75%, 01/15/2034 | | | | | | $119,508,755 | | | $115,952,269 |
U.S. Treasury Notes
| | | | | | | | | |
4.25%, 01/31/2026 | | | | | | 67,850,000 | | | 67,198,004 |
4.13%, 02/15/2027 | | | | | | 26,735,000 | | | 26,427,965 |
4.63%, 09/30/2028 | | | | | | 110,560,000 | | | 111,497,168 |
4.00%, 01/31/2029 | | | | | | 18,195,000 | | | 17,914,968 |
2.75%, 08/15/2032 | | | | | | 5,665,000 | | | 5,041,186 |
TOTAL U.S. TREASURY SECURITIES
(Cost $345,822,315) | | | | | | | | | 344,031,560 |
ASSET-BACKED SECURITIES — 21.9%
|
American Express Credit Account Master Trust, Series 2021-1, Class A, 0.90%, 11/15/2026 | | | | | | 10,855,000 | | | 10,664,759 |
AMSR Trust, Series 2024-SFR1, Class A, 4.29%, 07/17/2041(a) | | | | | | 3,965,000 | | | 3,751,812 |
Atrium XIII, Series 13A, Class AR, 6.48% (3 mo. Term SOFR + 1.15%), 11/21/2030(a) | | | | | | 6,518,328 | | | 6,525,589 |
Avis Budget Rental Car Funding AESOP LLC
| | | | | | | | | |
Series 2022-5A, Class A, 6.12%,
04/20/2027(a) | | | | | | 4,240,000 | | | 4,273,314 |
Series 2023-3A, Class A, 5.44%, 02/22/2028(a) | | | | | | 4,465,000 | | | 4,461,438 |
Series 2023-5A, Class A, 5.78%, 04/20/2028(a) | | | | | | 4,215,000 | | | 4,243,852 |
Series 2024-1A, Class A, 5.36%, 06/20/2030(a) | | | | | | 10,135,000 | | | 10,088,062 |
Series 2024-2A, Class A, 5.13%, 10/20/2028(a) | | | | | | 9,750,000 | | | 9,672,454 |
Series 2024-3A, Class A, 5.23%, 12/20/2030(a) | | | | | | 5,545,000 | | | 5,494,361 |
Barings CLO Ltd., Series 2018-4A, Class A1R, 6.48% (3 mo. Term SOFR + 1.15%),
10/15/2030(a) | | | | | | 13,925,000 | | | 13,927,785 |
BlueMountain CLO Ltd., Series 2018-3A, Class A1R, 6.51% (3 mo. Term SOFR + 1.19%),
10/25/2030(a) | | | | | | 5,252,627 | | | 5,254,675 |
| | | | | | | | | | |
| | | | | | | | | | |
BMW Vehicle Owner Trust
| | | | | | | | | |
Series 2024-A, Class A2A, 5.42%, 02/25/2027 | | | | | | $ 7,005,000 | | | $ 7,005,450 |
Series 2024-A, Class A2B, 5.67% (30 day avg SOFR US + 0.34%), 02/25/2027 | | | | | | 3,700,000 | | | 3,700,296 |
Dryden Senior Loan Fund, Series 2015-40A, Class AR2, 6.47% (3 mo. Term SOFR + 1.15%), 08/15/2031(a) | | | | | | 2,750,483 | | | 2,752,009 |
FirstKey Homes Trust
| | | | | | | | | |
Series 2020-SFR2, Class A, 1.27%, 10/19/2037(a) | | | | | | 11,546,730 | | | 10,936,141 |
Series 2022-SFR1, Class A, 4.15%, 05/19/2039(a) | | | | | | 1,856,496 | | | 1,789,485 |
Series 2022-SFR2, Class A, 4.25%, 07/17/2039(a) | | | | | | 4,487,045 | | | 4,338,123 |
Ford Credit Auto Owner Trust, Series 2024-A, Class A2B, 5.69% (30 day avg SOFR US + 0.36%), 01/15/2027 | | | | | | 13,305,000 | | | 13,303,958 |
GM Financial Consumer Automobile Receivables Trust
| | | | | | | | | |
Series 2024-1, Class A2A, 5.12%, 02/16/2027 | | | | | | 2,520,000 | | | 2,512,135 |
Series 2024-1, Class A2B, 5.73% (30 day avg SOFR US + 0.40%), 02/16/2027 | | | | | | 2,550,000 | | | 2,549,987 |
Goldentree Loan Management US CLO Ltd., Series 2019-4A, Class ARR, 6.47% (3 mo. Term SOFR + 1.15%), 04/24/2031(a) | | | | | | 5,960,000 | | | 5,961,186 |
Hertz Vehicle Financing III LLC
| | | | | | | | | |
Series 2022-1A, Class A, 1.99%, 06/25/2026(a) | | | | | | 5,774,000 | | | 5,608,938 |
Series 2023-4A, Class A, 6.15%, 03/25/2030(a) | | | | | | 3,230,000 | | | 3,291,444 |
Hertz Vehicle Financing III LP, Series 2021-2A, Class A, 1.68%, 12/27/2027(a) | | | | | | 2,925,000 | | | 2,669,477 |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | |
ASSET-BACKED SECURITIES — (Continued)
|
Hertz Vehicle Financing LLC, Series 2021-1A, Class A, 1.21%, 12/26/2025(a) | | | | | | $ 23,685,000 | | | $ 23,371,224 |
Home Partners of America Trust
| | | | | | | | | |
Series 2021-1, Class A, 1.70%, 09/17/2041(a) | | | | | | 4,090,162 | | | 3,437,929 |
Series 2021-2, Class A, 1.90%, 12/17/2026(a) | | | | | | 10,375,097 | | | 9,528,617 |
Series 2021-3, Class A, 2.20%, 01/17/2041(a) | | | | | | 12,167,622 | | | 10,666,253 |
Honda Auto Receivables Owner Trust, Series 2024-1, Class A2, 5.36%, 09/15/2026 | | | | | | 11,240,000 | | | 11,221,085 |
Huntington Auto Trust, Series 2024-1A, Class A2, 5.50%, 03/15/2027(a) | | | | | | 17,525,000 | | | 17,507,510 |
Hyundai Auto Receivables Trust
| | | | | | | | | |
Series 2023-C, Class A2B, 5.96% (30 day avg SOFR US + 0.63%), 01/15/2027 | | | | | | 4,305,419 | | | 4,311,972 |
Series 2024-A, Class A2B, 5.75% (30 day avg SOFR US + 0.42%), 04/15/2027 | | | | | | 14,460,000 | | | 14,464,319 |
Invitation Homes Trust, Series 2018-SFR4, Class A, 6.54% (1 mo. Term SOFR + 1.21%), 01/17/2038(a) | | | | | | 3,316,275 | | | 3,320,159 |
Madison Park Funding XXXIX Ltd., Series 2018-29A, Class AR, 6.51% (3 mo. Term SOFR + 1.18%), 10/18/2030(a) | | | | | | 4,067,891 | | | 4,071,934 |
Mercedes-Benz Auto Lease Trust, Series 2023-A, Class A2, 5.24%, 11/17/2025 | | | | | | 5,229,050 | | | 5,225,519 |
Mercedes-Benz Auto Receivables Trust
| | | | | | | | | |
Series 2022-1, Class A2, 5.26%, 10/15/2025 | | | | | | 423,656 | | | 423,603 |
| | | | | | | | | | |
| | | | | | | | | | |
Series 2024-1, Class A2B, 5.70% (30 day avg SOFR US + 0.37%), 05/17/2027 | | | | | | $ 7,170,000 | | | $ 7,167,695 |
Porsche Financial Auto Securitization Trust
| | | | | | | | | |
Series 2023-2A, Class A2A, 5.88%, 11/23/2026(a) | | | | | | 2,485,906 | | | 2,487,675 |
Series 2023-2A, Class A2B, 5.92% (30 day avg SOFR US + 0.58%), 11/23/2026(a) | | | | | | 2,414,394 | | | 2,416,311 |
Progress Residential Trust
| | | | | | | | | |
Series 2021-SFR3, Class A, 1.64%, 05/17/2026(a) | | | | | | 4,731,937 | | | 4,407,213 |
Series 2021-SFR7, Class A, 1.69%, 08/17/2040(a) | | | | | | 3,457,140 | | | 2,996,817 |
Series 2021-SFR8, Class A, 1.51%, 10/17/2038(a) | | | | | | 3,310,025 | | | 3,031,040 |
Series 2021-SFR9, Class A, 2.01%, 11/17/2040(a) | | | | | | 7,409,324 | | | 6,494,188 |
Series 2022-SFR6, Class A, 4.45%, 07/20/2039(a) | | | | | | 3,401,595 | | | 3,309,453 |
TIAA CLO Ltd., Series 2016-1A, Class ARR, 6.57% (3 mo. Term SOFR + 1.25%),
07/20/2031(a) | | | | | | 5,570,000 | | | 5,575,375 |
Toyota Auto Receivables Owner Trust
| | | | | | | | | |
Series 2022-D, Class A2A, 5.27%, 01/15/2026 | | | | | | 1,517,420 | | | 1,516,571 |
Series 2024-A, Class A2B, 5.68% (30 day avg SOFR US + 0.35%), 12/15/2026 | | | | | | 6,015,000 | | | 6,014,326 |
Tricon Residential Trust
| | | | | | | | | |
Series 2022-SFR1, Class A, 3.86%, 04/17/2039(a) | | | | | | 13,674,326 | | | 13,096,976 |
Series 2024-SFR2, Class A, 4.75%, 06/17/2040(a) | | | | | | 9,375,000 | | | 9,149,196 |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | |
ASSET-BACKED SECURITIES — (Continued)
|
Venture CLO Ltd., Series 2018-34A, Class AR, 0.00% (3 mo. Term SOFR + 1.28%), 10/15/2031(a) | | | | | | $ 4,410,000 | | | $4,410,000 |
TOTAL ASSET-BACKED SECURITIES
(Cost $324,944,822) | | | | | | | | | 324,399,690 |
CORPORATE BONDS — 19.3%
|
Airlines — 2.6%
| | | | | | | | | |
Air Canada, Pass Through Trust, Series 2020-2, Class A, 5.25%, 04/01/2029(a) | | | | | | 1,588,977 | | | 1,567,309 |
Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 4.80%,
08/15/2027(a) | | | | | | 4,023,679 | | | 3,945,563 |
British Airways, Pass Through Trust
| | | | | | | | | |
Series 2020-1, Class A, 4.25%, 11/15/2032(a) | | | | | | 2,227,963 | | | 2,087,427 |
Series 2021-1, Class A, 2.90%, 03/15/2035(a) | | | | | | 4,516,244 | | | 3,898,550 |
Delta Air Lines, Pass Through Trust, Series 2020-1, Class AA, 2.00%, 06/10/2028 | | | | | | 11,613,982 | | | 10,558,346 |
JetBlue, Pass Through Trust
| | | | | | | | | |
Series 2019-1, Class AA, 4.00%, 11/15/2032 | | | | | | 3,419,255 | | | 3,198,637 |
Series 2020-1, Class A, 2.75%,
05/15/2032 | | | | | | 824,430 | | | 711,133 |
United Airlines, Pass Through Trust
| | | | | | | | | |
Series 2014-1, Class A, 4.00%,
04/11/2026 | | | | | | 2,689,347 | | | 2,606,077 |
Series 2015-1, Class A, 3.10%,
07/07/2028 | | | | | | 923,115 | | | 856,791 |
Series 2015-1, Class AA, 3.45%, 12/01/2027 | | | | | | 925,896 | | | 871,361 |
Series 2016-2, Class AA, 2.88%, 10/07/2028 | | | | | | 3,552,131 | | | 3,237,129 |
| | | | | | | | | | |
| | | | | | | | | | |
Series 2018-1, Class AA, 3.50%, 03/01/2030 | | | | | | $ 1,066,880 | | | $ 985,148 |
Series 2019-1, Class AA, 4.15%, 08/25/2031 | | | | | | 4,966,248 | | | 4,652,891 |
Series 2019-2, Class AA, 2.70%, 05/01/2032 | | | | | | 220,569 | | | 190,817 |
| | | | | | | | | 39,367,179 |
Auto Manufacturers — 3.1%
| | | | | | | | | |
Ford Motor Credit Co. LLC
| | | | | | | | | |
6.95%, 03/06/2026 | | | | | | 6,950,000 | | | 7,062,240 |
4.27%, 01/09/2027 | | | | | | 2,215,000 | | | 2,134,260 |
7.35%, 11/04/2027 | | | | | | 9,378,000 | | | 9,771,821 |
General Motors Financial Co., Inc.
| | | | | | | | | |
5.35%, 07/15/2027 | | | | | | 8,930,000 | | | 8,904,931 |
6.00%, 01/09/2028 | | | | | | 7,155,000 | | | 7,272,299 |
Toyota Motor Credit Corp., 5.00%, 03/19/2027 | | | | | | 4,650,000 | | | 4,649,665 |
Volkswagen Group of America Finance LLC, 5.30%,
03/22/2027(a) | | | | | | 6,545,000 | | | 6,546,758 |
| | | | | | | | | 46,341,974 |
Banks — 4.7%
| | | | | | | | | |
Bank of America Corp.
| | | | | | | | | |
4.95% to 07/22/2027 then SOFR + 2.04%, 07/22/2028 | | | | | | 2,925,000 | | | 2,901,490 |
2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 | | | | | | 6,810,000 | | | 5,763,133 |
5.02% to 07/22/2032 then SOFR + 2.16%, 07/22/2033 | | | | | | 4,715,000 | | | 4,608,541 |
Citigroup, Inc.
| | | | | | | | | |
3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 | | | | | | 12,435,000 | | | 11,079,940 |
6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 | | | | | | 3,425,000 | | | 3,587,115 |
JPMorgan Chase & Co.
| | | | | | | | | |
4.91% to 07/25/2032 then SOFR + 2.08%, 07/25/2033 | | | | | | 8,595,000 | | | 8,347,782 |
5.35% to 06/01/2033 then SOFR + 1.85%, 06/01/2034 | | | | | | 6,520,000 | | | 6,491,107 |
Mitsubishi UFJ Financial Group, Inc., 1.54% to 07/20/2026 then 1 yr. CMT Rate + 0.75%, 07/20/2027 | | | | | | 5,470,000 | | | 5,061,795 |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | |
CORPORATE BONDS — (Continued)
|
Banks — (Continued)
|
The PNC Financial Services Group, Inc., 6.04% to 10/28/2032 then SOFR + 2.14%, 10/28/2033 | | | | | | $ 7,060,000 | | | $ 7,273,695 |
Wells Fargo & Co.
| | | | | | | | | |
4.48% to 04/04/2030 then 3 mo. Term SOFR + 4.03%, 04/04/2031 | | | | | | 4,230,000 | | | 4,049,780 |
3.35% to 03/02/2032 then SOFR + 1.50%, 03/02/2033 | | | | | | 2,905,000 | | | 2,519,232 |
4.90% to 07/25/2032 then SOFR + 2.10%, 07/25/2033 | | | | | | 8,535,000 | | | 8,209,512 |
| | | | | | | | | 69,893,122 |
Biotechnology — 0.2%
| | | | | | | | | |
Amgen, Inc., 5.15%, 03/02/2028 | | | | | | 3,465,000 | | | 3,464,491 |
Capital Markets — 2.0%
| | | | | | | | | |
Morgan Stanley, 6.34% to 10/18/2032 then SOFR + 2.56%,
10/18/2033(b) | | | | | | 7,260,000 | | | 7,706,415 |
The Bank of New York Mellon Corp., 4.97% to 04/26/2033 then SOFR + 1.61%,
04/26/2034 | | | | | | 7,515,000 | | | 7,331,343 |
The Goldman Sachs Group, Inc., 3.10% to 02/24/2032 then SOFR + 1.41%, 02/24/2033 | | | | | | 8,505,000 | | | 7,263,802 |
UBS Group AG, 5.96% (1 yr. CMT Rate + 2.20%),
01/12/2034(a) | | | | | | 6,895,000 | | | 6,998,738 |
| | | | | | | | | 29,300,298 |
Commercial Services — 0.4%
| | | | | | | | | |
ERAC USA Finance LLC, 4.60%,
05/01/2028(a) | | | | | | 6,410,000 | | | 6,308,630 |
Consumer Finance — 0.5%
| | | | | | | | | |
American Express Co., 5.10% to 02/16/2027 then SOFR + 1.00%, 02/16/2028 | | | | | | 6,910,000 | | | 6,879,210 |
Diversified Telecommunication Services — 0.2%
| | | | | | | | | |
Verizon Communications, Inc., 2.55%,
03/21/2031 | | | | | | 3,235,000 | | | 2,748,482 |
| | | | | | | | | | |
| | | | | | | | | | |
Electric — 3.0%
| | | | | | | | | |
Appalachian Power Co., 2.70%, 04/01/2031 | | | | | | $ 6,185,000 | | | $5,204,153 |
Consolidated Edison Co. of New York, Inc., 3.35%, 04/01/2030 | | | | | | 510,000 | | | 468,224 |
Duke Energy Florida LLC, 5.88%, 11/15/2033 | | | | | | 3,950,000 | | | 4,106,521 |
Duke Energy Indiana LLC, 5.25%, 03/01/2034 | | | | | | 7,605,000 | | | 7,575,512 |
Entergy Arkansas LLC, 5.30%, 09/15/2033 | | | | | | 5,810,000 | | | 5,788,757 |
Entergy Louisiana LLC
| | | | | | | | | |
2.35%, 06/15/2032 | | | | | | 5,485,000 | | | 4,452,554 |
5.35%, 03/15/2034 | | | | | | 11,650,000 | | | 11,559,528 |
Public Service Electric and Gas Co., 4.65%, 03/15/2033 | | | | | | 5,200,000 | | | 5,011,985 |
| | | | | | | | | 44,167,234 |
Electric Utilities — 1.0%
| | | | | | | | | |
Duke Energy Corp., 5.00%, 12/08/2027 | | | | | | 3,475,000 | | | 3,457,578 |
Edison International, 4.95%, 04/15/2025 | | | | | | 575,000 | | | 570,804 |
Southern California Edison Co., 1.20%,
02/01/2026 | | | | | | 4,890,000 | | | 4,580,528 |
Wisconsin Power and Light Co., 5.38%, 03/30/2034 | | | | | | 6,350,000 | | | 6,308,099 |
| | | | | | | | | 14,917,009 |
Health Care Equipment & Supplies — 0.5%
| | | | | | | | | |
GE HealthCare Technologies, Inc., 5.86%, 03/15/2030 | | | | | | 6,725,000 | | | 6,911,399 |
Insurance — 0.4%
| | | | | | | | | |
Jackson National Life Global Funding, 1.75%, 01/12/2025(a) | | | | | | 2,950,000 | | | 2,884,381 |
Metropolitan Life Global Funding I, 4.30%, 08/25/2029(a) | | | | | | 2,720,000 | | | 2,617,380 |
| | | | | | | | | 5,501,761 |
Multi-Utilities — 0.4%
| | | | | | | | | |
Dominion Energy, Inc., 3.38%, 04/01/2030 | | | | | | 6,090,000 | | | 5,501,063 |
Oil, Gas & Consumable Fuels — 0.3%
| | | | | | | | | |
TransCanada PipeLines Ltd., 4.10%,
04/15/2030 | | | | | | 4,851,000 | | | 4,576,991 |
TOTAL CORPORATE BONDS
(Cost $292,821,408) | | | | | | | | | 285,878,843 |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | |
AGENCY MORTGAGE-BACKED SECURITIES — 18.7%
|
Fannie Mae Pool
| | | | | | | | | |
5.00%,
07/15/2054(c) | | | | | | $ 47,200,000 | | | $ 45,614,375 |
5.50%,
08/15/2054(c) | | | | | | 157,400,000 | | | 155,217,304 |
6.00%,
08/15/2054(c) | | | | | | 76,125,000 | | | 76,306,392 |
TOTAL AGENCY MORTGAGE-BACKED SECURITIES
(Cost $277,749,178) | | | | | | | | | 277,138,071 |
COMMERCIAL MORTGAGE-BACKED SECURITIES — 12.6%
|
BANK, Series 2021-BNK35, Class A2, 1.87%, 06/15/2064 | | | | | | 6,280,000 | | | 5,577,745 |
BBCMS Mortgage Trust, Series 2022-C18, Class A2, 5.50%, 12/15/2055(d) | | | | | | 7,380,000 | | | 7,393,727 |
Benchmark Mortgage Trust, Series 2021-B28, Class A2, 1.79%, 08/15/2054 | | | | | | 4,640,000 | | | 4,286,830 |
Citigroup Commercial Mortgage Trust, Series 2019-GC43, Class A2, 2.98%, 11/10/2052 | | | | | | 4,529,000 | | | 4,463,795 |
Citigroup Mortgage Loan Trust, Inc., Series 2021-J2, Class A7A, 2.50%,
07/25/2051(a)(d) | | | | | | 1,866,748 | | | 1,605,029 |
COMM Mortgage Trust
| | | | | | | | | |
Series 2015-CR22, Class ASB, 3.14%, 03/10/2048 | | | | | | 701,887 | | | 698,938 |
Series 2015-CR23, Class ASB, 3.26%, 05/10/2048 | | | | | | 817,962 | | | 811,235 |
CSAIL Commercial Mortgage Trust, Series 2015-C2, Class ASB, 3.22%, 06/15/2057 | | | | | | 491,507 | | | 488,946 |
DBJPM Mortgage Trust, Series 2020-C9, Class A2, 1.90%, 08/15/2053 | | | | | | 4,062,539 | | | 3,892,740 |
Flagstar Mortgage Trust
| | | | | | | | | |
Series 2021-4, Class A1, 2.50%, 06/01/2051(a)(d) | | | | | | 5,441,548 | | | 4,306,686 |
Series 2021-8INV, Class A3, 2.50%, 09/25/2051(a)(d) | | | | | | 1,521,993 | | | 1,209,322 |
| | | | | | | | | | |
| | | | | | | | | | |
GCAT Trust, Series 2024-INV2, Class A6, 6.00%,
06/25/2054(a)(d) | | | | | | $ 6,652,138 | | | $ 6,629,682 |
GS Mortgage Securities Trust
| | | | | | | | | |
Series 2014-GC26, Class AAB, 3.37%, 11/10/2047 | | | | | | 278,561 | | | 277,913 |
Series 2015-GC28, Class AAB, 3.21%, 02/10/2048 | | | | | | 596,511 | | | 593,521 |
GS Mortgage-Backed Securities Corp. Trust
| | | | | | | | | |
Series 2021-PJ5, Class A8, 2.50%, 10/25/2051(a)(d) | | | | | | 3,475,688 | | | 2,999,314 |
Series 2022-PJ2, Class A4, 2.50%, 06/25/2052(a)(d) | | | | | | 3,109,250 | | | 2,467,641 |
GS Mortgage-Backed Securities Trust
| | | | | | | | | |
Series 2020-INV1, Class A14, 2.92%, 10/25/2050(a)(d) | | | | | | 3,882,229 | | | 3,233,473 |
Series 2021-GR2, Class A2, 2.50%, 02/25/2052(a)(d) | | | | | | 2,125,003 | | | 1,687,136 |
Series 2021-MM1, Class A2, 2.50%, 04/25/2052(a)(d) | | | | | | 6,903,560 | | | 5,463,788 |
Series 2021-PJ10, Class A2, 2.50%, 03/25/2052(a)(d) | | | | | | 4,463,095 | | | 3,546,130 |
Series 2022-GR2, Class A2, 3.00%, 08/26/2052(a)(d) | | | | | | 4,243,814 | | | 3,505,458 |
Series 2022-LTV2, Class A21, 4.00%, 12/25/2052(a)(d) | | | | | | 3,895,984 | | | 3,570,821 |
Series 2022-PJ5, Class A4, 2.50%, 10/25/2052(a)(d) | | | | | | 6,836,881 | | | 5,428,107 |
Series 2024-PJ6, Class A15, 6.00%, 10/25/2054(a)(d) | | | | | | 6,595,000 | | | 6,570,676 |
JP Morgan Mortgage Trust
| | | | | | | | | |
Series 2021-1, Class A3, 2.50%, 06/25/2051(a)(d) | | | | | | 1,238,920 | | | 988,280 |
Series 2021-3, Class A3, 2.50%, 07/25/2051(a)(d) | | | | | | 3,515,852 | | | 2,791,832 |
Series 2021-4, Class A3, 2.50%, 08/25/2051(a)(d) | | | | | | 2,744,770 | | | 2,186,059 |
Series 2021-6, Class A3, 2.50%, 10/25/2051(a)(d) | | | | | | 2,978,103 | | | 2,368,173 |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | |
COMMERCIAL MORTGAGE-BACKED
SECURITIES — (Continued)
|
Series 2021-8, Class A3, 2.50%, 12/25/2051(a)(d) | | | | | | $ 2,552,540 | | | $ 2,026,896 |
Series 2021-INV6, Class A2, 3.00%, 04/25/2052(a)(d) | | | | | | 6,157,967 | | | 5,123,373 |
Series 2021-INV8, Class A2, 3.00%, 05/25/2052(a)(d) | | | | | | 5,704,184 | | | 4,726,008 |
Series 2022-4, Class A2A, 3.00%, 10/25/2052(a)(d) | | | | | | 2,089,517 | | | 1,727,281 |
Series 2022-6, Class A3, 3.00%, 11/25/2052(a)(d) | | | | | | 2,431,181 | | | 2,012,753 |
Series 2022-8, Class A3, 4.00%, 01/25/2053(a)(d) | | | | | | 1,941,030 | | | 1,727,441 |
Series 2022-INV1, Class A3, 3.00%, 03/25/2052(a)(d) | | | | | | 3,325,500 | | | 2,753,152 |
Series 2023-4, Class 1A4, 6.00%, 11/25/2053(a)(d) | | | | | | 7,640,277 | | | 7,618,907 |
Series 2023-6, Class A4, 6.00%, 12/26/2053(a)(d) | | | | | | 6,905,198 | | | 6,865,657 |
Series 2024-3, Class A3, 3.00%, 05/25/2054(a)(d) | | | | | | 8,300,341 | | | 6,871,778 |
Series 2024-5, Class A6, 6.00%, 11/25/2054(a)(d) | | | | | | 10,555,000 | | | 10,502,056 |
Morgan Stanley Residential Mortgage Loan Trust, Series 2023-1, Class A1, 4.00%, 02/25/2053(a)(d) | | | | | | 2,544,236 | | | 2,269,042 |
OBX Trust
| | | | | | | | | |
Series 2021-INV2, Class A3, 2.50%, 10/25/2051(a)(d) | | | | | | 2,610,461 | | | 2,072,562 |
Series 2023-INV1, Class A1, 3.00%, 01/25/2052(a)(d) | | | | | | 9,659,304 | | | 8,014,962 |
PRMI Securitization Trust, Series 2021-1, Class A3, 2.50%, 04/25/2051(a)(d) | | | | | | 5,688,846 | | | 4,869,544 |
PSMC Trust
| | | | | | | | | |
Series 2021-1, Class A11, 2.50%, 03/25/2051(a)(d) | | | | | | 1,802,039 | | | 1,558,898 |
Series 2021-2, Class A3, 2.50%, 05/25/2051(a)(d) | | | | | | 3,680,831 | | | 3,202,843 |
| | | | | | | | | | |
| | | | | | | | | | |
Rate Mortgage Trust
| | | | | | | | | |
Series 2021-J3, Class A1, 2.50%, 10/25/2051(a)(d) | | | | | | $3,865,618 | | | $3,069,088 |
Series 2021-J4, Class A1, 2.50%, 11/25/2051(a)(d) | | | | | | 4,431,188 | | | 3,518,119 |
Sequoia Mortgage Trust
| | | | | | | | | |
Series 2021-3, Class A1, 2.50%, 05/25/2051(a)(d) | | | | | | 5,674,569 | | | 4,506,005 |
Series 2021-4, Class A1, 2.50%, 06/25/2051(a)(d) | | | | | | 5,466,880 | | | 4,341,086 |
Series 2021-6, Class A1, 2.50%, 10/25/2051(a)(d) | | | | | | 2,536,067 | | | 2,013,498 |
Wells Fargo Mortgage Backed Securities Trust, Series 2021-RR1, Class A1, 2.50%, 12/25/2050(a)(d) | | | | | | 7,757,690 | | | 6,160,148 |
WFRBS Commercial Mortgage Trust
| | | | | | | | | |
Series 2014-C22, Class A4, 3.49%, 09/15/2057 | | | | | | 930,018 | | | 925,598 |
Series 2014-C22, Class ASB, 3.46%, 09/15/2057 | | | | | | 101 | | | 101 |
TOTAL COMMERCIAL MORTGAGE-
BACKED SECURITIES
(Cost $191,680,630) | | | | | | | | | 187,519,793 |
FOREIGN GOVERNMENT DEBT OBLIGATIONS — 4.6%
|
Secretaria Tesouro Nacional, 10.00%, 01/01/2025 | | | BRL | | | 405,398,000 | | | 68,867,963 |
TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS
(Cost $74,916,192) | | | | | | | | | 68,867,963 |
MEDIUM-TERM NOTES — 1.7%
|
Citigroup Global Markets Holdings, Inc.
| | | | | | | | | |
07/29/2024(a)(e) | | | | | | 9,140,000 | | | 10,235,775 |
07/29/2024(a)(f) | | | EUR | | | 7,125,000 | | | 8,137,682 |
08/05/2024(a)(g) | | | | | | 486,000 | | | 94,921 |
08/27/2024(a)(h) | | | EUR | | | 7,050,000 | | | 6,934,406 |
TOTAL MEDIUM-TERM NOTES
(Cost $24,839,284) | | | | | | | | | 25,402,784 |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Investments
as of June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | |
PURCHASED OPTIONS — 0.3%(i)
|
Put Options — 0.3%
| | | | | | |
Euro BUND ; EUREX
| | | | | | | | | |
Expiration: 08/23/2024; Exercise Price: $132.50 | | | $182,541,258 | | | 1,295 | | | $ 2,621,205 |
Expiration: 08/23/2024; Exercise Price: $131.50 | | | 167,458,699 | | | 1,188 | | | 1,689,218 |
Total Put Options | | | | | | 4,310,423 |
TOTAL PURCHASED OPTIONS (Cost $3,874,361) | | | | | | 4,310,423 |
| | | | | | | |
| | | | | | | | | | |
SHORT-TERM INVESTMENTS — 13.5%
|
Money Market Funds — 0.0%(j)
|
First American Government Obligations Fund - Class X, 5.23%(k) | | | 111,000 | | | 111,000 |
| | | | | | | |
| | | | | | | | | | |
U.S. Treasury Bills — 13.5%
|
5.38%, 08/08/2024(l) | | | | | | $ 68,575,000 | | | 68,195,523 |
5.19%, 02/20/2025(l) | | | | | | 135,875,000 | | | 131,481,142 |
| | | | | | | | | 199,676,665 |
TOTAL SHORT-TERM INVESTMENTS
(Cost $199,803,111) | | | | | | 199,787,665 |
TOTAL INVESTMENTS — 115.8%
(Cost $1,736,451,301) | | | | | | $1,717,336,792 |
Liabilities in Excess of Other
Assets - (15.8)% | | | | | | (234,007,694) |
TOTAL NET ASSETS — 100.0% | | | | | | $1,483,329,098 |
| | | | | | | |
Percentages are stated as a percent of net assets.
Par amount is in USD unless otherwise indicated.
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.
AG - Aktiengesellschaft
CMT - Constant Maturity Treasury Rate
SOFR - Secured Overnight Financing Rate
BRL - Brazilian Real
EUR - Euro
(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)
| All or a portion of this security is on loan as of June 30, 2024. The total market value of these securities was $107,435 which represented 0.0% of net assets. |
(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 June 30, 2024 |
(e)
| This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal amount, depending on the performance of the synthetic 5Y5Y SOFR CMS from its initial underlying value to its final underlying value. |
(f)
| This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal amount, depending on the performance of the synthetic 5Y5Y EUR CMS from its initial underlying value to its final underlying value. |
(g)
| This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal amount, depending on the performance of each of the S&P 500 Index (“SPX”) and the 30-Year U.S. Dollar SOFR ICE Swap Rate (“SOFR CMS30”) (each, an “underlying”) from its initial underlying value to its final underlying value. |
(h)
| This security does not pay interest and does not guarantee full repayment of principal at maturity. Instead, the security offers a payment at maturity that may be greater than or less than the stated principal amount, depending on the performance of the EUR CMS10 from its initial underlying value to its final underlying value. |
(i)
| 100 shares per contract. |
(j)
| Represents less than 0.05% of net assets. |
(k)
| The rate shown represents the 7-day effective yield as of June 30, 2024. Investment made with cash collateral received for securities on loan. |
(l)
| The rate shown is the effective yield as of June 30, 2024. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Written Options
as of June 30, 2024 (Unaudited)
| | | | | | | | | | |
WRITTEN OPTIONS — (0.1)%(a)(b)
|
Call Options — 0.0%(c)
| | | | | | | | | |
U.S. Treasury Long Bond, Expiration: 07/26/2024; Exercise Price: $120.00 | | | $(58,446,375) | | | (494) | | | $(393,656) |
Put Options — (0.1)%
| | | | | | | | | |
2-Year U.S. Treasury Note, Expiration: 07/26/2024; Exercise Price: $102.13 | | | (350,642,306) | | | (1,717) | | | (724,361) |
Euro BUND ; EUREX
| | | | | | | | | |
Expiration: 08/23/2024; Exercise Price: $124.00 | | | (167,458,699) | | | (1,188) | | | (48,729) |
Expiration: 08/23/2024; Exercise Price: $127.00 | | | (182,541,258) | | | (1,295) | | | (208,032) |
Total Put Options | | | | | | | | | (981,122) |
TOTAL WRITTEN OPTIONS
(Premiums received $1,655,878) | | | | | | | | | $(1,374,778) |
| | | | | | | | | | |
Percentages are stated as a percent of net assets.
(b)
| 100 shares per contract. |
(c)
| Represents less than 0.05% of net assets. |
Schedule of Futures Contracts
as of June 30, 2024 (Unaudited)
| | | | | | | | | | | | | |
2-Year U.S. Treasury Note | | | 5,777 | | | 09/30/2024 | | | $1,179,771,719 | | | $1,268,241 |
Total Unrealized Appreciation (Depreciation) | | | $1,268,241 |
| | | | |
There is $406,643 of variation margin due from the broker to the Fund as of the date of this report.
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Forward Currency Contracts
as of June 30, 2024 (Unaudited)
| | | | | | | | | | | | | |
07/12/2024 | | | AUD | | | 21,397,000 | | | USD | | | 14,203,650 | | | J.P. Morgan Securities, Inc. | | | $75,686 |
10/02/2024 | | | BRL | | | 83,602,522 | | | USD | | | 15,020,000 | | | J.P. Morgan Securities, Inc. | | | (227,239) |
07/03/2024 | | | CAD | | | 38,373,083 | | | USD | | | 28,304,098 | | | Goldman Sachs | | | (251,328) |
10/03/2024 | | | CAD | | | 38,373,083 | | | USD | | | 28,056,344 | | | Goldman Sachs | | | 59,402 |
07/12/2024 | | | NOK | | | 170,874,225 | | | USD | | | 16,080,464 | | | Barclays Capital, Inc. | | | (70,532) |
07/12/2024 | | | SEK | | | 146,050,022 | | | USD | | | 13,923,449 | | | J.P. Morgan Securities, Inc. | | | (134,264) |
01/03/2025 | | | USD | | | 25,673,957 | | | BRL | | | 132,054,000 | | | Goldman Sachs | | | 2,542,767 |
01/03/2025 | | | USD | | | 53,060,362 | | | BRL | | | 273,344,000 | | | J.P. Morgan Securities, Inc. | | | 5,180,160 |
07/03/2024 | | | USD | | | 27,995,246 | | | CAD | | | 38,373,083 | | | Goldman Sachs | | | (57,524) |
08/05/2024 | | | USD | | | 7,672,699 | | | EUR | | | 7,125,000 | | | J.P. Morgan Securities, Inc. | | | 27,920 |
09/27/2024 | | | USD | | | 7,567,329 | | | EUR | | | 7,050,000 | | | J.P. Morgan Securities, Inc. | | | (16,573) |
Total Unrealized Appreciation (Depreciation) | | | $7,128,475 |
| | | | |
AUD - Australian Dollar
BRL - Brazilian Real
CAD - Canadian Dollar
EUR - Euro
NOK - Norwegian Krone
SEK - Swedish Krona
USD - United States Dollar
Schedule of Inflation Rate Swap Contracts
as of June 30, 2024 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | |
2.45% | | | U.S. CPI Urban Consumers NSA | | | Received | | | At Termination | | | LCH Ltd | | | 06/30/2053 | | | $25,507,000 | | | $370,093 |
2.72% | | | U.S. CPI Urban Consumers NSA | | | Paid | | | At Termination | | | LCH Ltd | | | 06/30/2053 | | | EUR 17,646,000 | | | $1,413,185 |
Total Unrealized Appreciation (Depreciation) | | | $1,783,278 |
| | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Carillon Reams Unconstrained Bond Fund
Schedule of Credit Default Swap Contracts
as of June 30, 2024 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
CDX North American Investment Grade Index Series 42 | | | Baa2/BBB | | | Intercontinental Exchange | | | Sell | | | Receive | | | 1%/Quarterly | | | 06/20/2029 | | | $97,210,000 | | | $2,017,648 | | | $2,130,316 | | | $(112,668) |
iTraxx Australia Series 41 Version 1 Index | | | Baa2/BBB | | | Intercontinental Exchange | | | Buy | | | Pay | | | 1%/Quarterly | | | 06/20/2029 | | | 97,210,000 | | | (1,276,033) | | | (1,448,016) | | | 171,983 |
Total Unrealized Appreciation (Depreciation) | | | $59,315 |
| | | | |
There is $24,923 of variation margin related to swap contracts due from the broker to the Fund as of the date of this report.
(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. |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Statements of Assets and Liabilities
6.30.2024 (Unaudited)
| | | | | | | | | | |
Assets
|
Investments - unaffiliated, at value(a) | | | $24,726,670 | | | $18,440,805 | | | $72,517,539 |
Cash | | | 795,731 | | | 880,922 | | | 2,415,060 |
Receivable for investments sold | | | — | | | 338,689 | | | — |
Receivable for fund shares sold | | | 2,836 | | | — | | | 73,129 |
Receivable for dividends and interest, net | | | 32,429 | | | 10,622 | | | 158,978 |
Receivable for foreign tax reclaims | | | 1,489 | | | — | | | 1,408 |
Prepaid expenses | | | 58,493 | | | 57,247 | | | 58,498 |
Total assets | | | 25,617,648 | | | 19,728,285 | | | 75,224,612 |
Liabilities
|
Payable for investments purchased | | | — | | | 135,192 | | | — |
Payable for fund shares redeemed | | | 16,884 | | | — | | | 8,544 |
Accrued custody fees | | | 399 | | | 220 | | | 1,338 |
Accrued investment advisory fees, net | | | 1,665 | | | 896 | | | 4,271 |
Accrued administrative fees | | | 2,126 | | | 1,572 | | | 6,054 |
Accrued distribution fees | | | 10 | | | 11 | | | 10 |
Accrued shareholder servicing fees | | | 1,724 | | | 1,816 | | | 1,544 |
Accrued professional fees | | | 1,545 | | | 2,931 | | | 5,263 |
Accrued trustees fees | | | 33 | | | 55 | | | 216 |
Accrued compliance fees | | | 790 | | | 790 | | | 790 |
Other accrued expenses | | | 3,875 | | | 4,024 | | | 10,504 |
Total liabilities | | | 29,051 | | | 147,507 | | | 38,534 |
Net assets | | | $25,588,597 | | | $19,580,778 | | | $75,186,078 |
Net Assets Consists of
|
Paid-in capital | | | $20,478,250 | | | $13,363,497 | | | $38,144,557 |
Total distributable earnings (loss) | | | 5,110,347 | | | 6,217,281 | | | 37,041,521 |
Net assets | | | $25,588,597 | | | $19,580,778 | | | $75,186,078 |
Net assets, at market value
|
Class A | | | $9,513 | | | $10,297 | | | $9,817 |
Class C | | | 9,821 | | | 10,629 | | | 10,132 |
Class I | | | 25,559,421 | | | 19,549,201 | | | 75,155,976 |
Class R-6 | | | 9,842 | | | 10,651 | | | 10,153 |
NAV, offering and redemption price per share(b)
| | | | | | | | | |
Class A | | | $17.15 | | | $15.79 | | | $19.35 |
Class A maximum offering price(c) | | | 18.01 | | | 16.58 | | | 20.31 |
Class C | | | 17.13 | | | 15.77 | | | 19.32 |
Class I | | | 17.16 | | | 15.81 | | | 19.36 |
Class R-6 | | | 17.16 | | | 15.81 | | | 19.36 |
| | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Assets and Liabilities
6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | |
Shares of beneficial interest outstanding
| | | | | | | | | |
Class A | | | 555 | | | 652 | | | 507 |
Class C | | | 573 | | | 674 | | | 524 |
Class I | | | 1,489,124 | | | 1,236,701 | | | 3,881,538 |
Class R-6 | | | 573 | | | 674 | | | 524 |
(a) Identified cost | | | $21,652,355 | | | $12,648,763 | | | $55,804,755 |
(b) NAV amounts may not recalculate due to rounding of net assets and / or shares outstanding.
|
(c) The maximum offering price is computed as 100/95.25 of NAV.
|
| |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Assets and Liabilities
6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Assets
|
Investments - unaffiliated, at
value(a) | | | $478,467,021 | | | $412,877,891 | | | $570,945,583 | | | $6,248,276,914 |
Cash | | | 1,482,194 | | | 10,180,130 | | | 7,525,133 | | | 43,925,340 |
Receivable for fund shares sold | | | 63,976 | | | 181,359 | | | 66,771 | | | 10,145,750 |
Receivable for dividends and interest, net | | | 93,566 | | | 628,414 | | | 611,541 | | | 960,090 |
Receivable for foreign tax reclaims | | | — | | | 2,524,112 | | | 31,380 | | | 16,885 |
Prepaid expenses | | | 5,097 | | | 23,919 | | | 3,727 | | | 74,129 |
Total assets | | | 480,111,854 | | | 426,415,825 | | | 579,184,135 | | | 6,303,399,108 |
Liabilities
|
Payable for investments purchased | | | — | | | — | | | — | | | 748,709 |
Payable for fund shares redeemed | | | 1,080,969 | | | 350,251 | | | 1,524,821 | | | 11,160,096 |
Accrued custody fees | | | 2,767 | | | 19,247 | | | 2,840 | | | 29,550 |
Accrued investment advisory fees,
net | | | 180,385 | | | 224,931 | | | 222,937 | | | 2,646,785 |
Accrued administrative fees | | | 38,783 | | | 34,918 | | | 47,537 | | | 517,062 |
Accrued distribution fees | | | 49,982 | | | 2,061 | | | 71,152 | | | 175,250 |
Accrued shareholder servicing fees | | | 33,798 | | | 37,033 | | | 41,019 | | | 250,719 |
Accrued professional fees | | | 17,098 | | | 11,890 | | | 25,151 | | | 142,736 |
Accrued trustees fees | | | 635 | | | 303 | | | 1,443 | | | 12,821 |
Accrued compliance fees | | | 790 | | | 790 | | | 790 | | | 790 |
Other accrued expenses | | | 24,109 | | | 14,811 | | | 42,365 | | | 239,158 |
Total liabilities | | | 1,429,316 | | | 696,235 | | | 1,980,055 | | | 15,923,676 |
Net assets | | | $478,682,538 | | | $425,719,590 | | | $577,204,080 | | | $6,287,475,432 |
Net Assets Consists of
|
Paid-in capital | | | $154,211,154 | | | $336,582,857 | | | $313,201,097 | | | $3,908,231,622 |
Total distributable earnings (loss) | | | 324,471,384 | | | 89,136,733 | | | 264,002,983 | | | 2,379,243,810 |
Net assets | | | $478,682,538 | | | $425,719,590 | | | $577,204,080 | | | $6,287,475,432 |
Net assets, at market value
|
Class A | | | $211,232,662 | | | $4,970,882 | | | $207,080,378 | | | $603,329,025 |
Class C | | | 8,664,719 | | | 1,271,829 | | | 33,968,368 | | | 62,258,894 |
Class I | | | 258,600,111 | | | 409,818,379 | | | 326,973,000 | | | 2,108,912,010 |
Class R-6 | | | 185,046 | | | 9,658,500 | | | 9,182,334 | | | 3,512,975,503 |
NAV, offering and redemption price
per share(b)
|
Class A | | | $55.48 | | | $23.84 | | | $21.97 | | | $73.26 |
Class A maximum offering price(c) | | | 58.25 | | | 25.03 | | | 23.07 | | | 76.91 |
Class C | | | 28.35 | | | 23.28 | | | 20.63 | | | 52.57 |
Class I | | | 60.63 | | | 24.03 | | | 21.90 | | | 79.86 |
Class R-6 | | | 59.31 | | | 23.78 | | | 21.85 | | | 80.92 |
| | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Assets and Liabilities
6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Shares of beneficial interest
outstanding
|
Class A | | | 3,807,165 | | | 208,513 | | | 9,424,541 | | | 8,235,256 |
Class C | | | 305,677 | | | 54,639 | | | 1,646,924 | | | 1,184,384 |
Class I | | | 4,265,058 | | | 17,056,259 | | | 14,931,007 | | | 26,408,309 |
Class R-6 | | | 3,120 | | | 406,093 | | | 420,184 | | | 43,412,530 |
(a) Identified cost | | | $180,118,370 | | | $331,626,578 | | | $353,660,845 | | | $4,471,908,306 |
(b) NAV amounts may not recalculate due to rounding of net assets and / or shares outstanding.
|
(c) The maximum offering price is computed as 100/95.25 of NAV.
|
| |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Assets and Liabilities
6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Assets
|
Investments - unaffiliated, at
value(a)(b) | | | $ 549,471,105 | | | $3,118,415,320 | | | $ 263,707,512 | | | $ 269,339,022 |
Cash | | | 6,228,328 | | | 8,657,836 | | | 1,256,161 | | | 3,983,708 |
Receivable for investments sold | | | — | | | 9,322,206 | | | 896,063 | | | — |
Receivable for fund shares sold | | | 554,163 | | | 1,347,357 | | | 23,255 | | | 77,867 |
Due from adviser, net | | | — | | | — | | | — | | | 62,996 |
Receivable for dividends and interest, net | | | 99,667 | | | 3,093,405 | | | 74,243 | | | 1,047,066 |
Receivable for foreign tax reclaims | | | — | | | — | | | — | | | 69,691 |
Prepaid expenses | | | 4,151 | | | 11,710 | | | 2,893 | | | 59,864 |
Total assets | | | 556,357,414 | | | 3,140,847,834 | | | 265,960,127 | | | 274,640,214 |
Liabilities
|
Payable for interest due on line of
credit | | | 169 | | | — | | | — | | | — |
Payable for securities lending collateral received | | | — | | | 544,275 | | | — | | | — |
Payable for investments purchased | | | — | | | 7,814,906 | | | 1,228,802 | | | 1,000,000 |
Payable for fund shares redeemed | | | 293,665 | | | 2,534,499 | | | 38,210 | | | 248,383 |
Accrued custody fees | | | 2,201 | | | 14,419 | | | 2,283 | | | 1,733 |
Accrued investment advisory fees,
net | | | 270,341 | | | 1,731,519 | | | 133,309 | | | — |
Accrued administrative fees | | | 45,508 | | | 256,627 | | | 21,088 | | | 22,688 |
Accrued distribution fees | | | 37,404 | | | 21,868 | | | 3,759 | | | 11 |
Accrued shareholder servicing fees | | | 30,673 | | | 176,605 | | | 21,284 | | | 17,779 |
Accrued professional fees | | | 17,771 | | | 80,574 | | | 15,582 | | | 5,366 |
Accrued trustees fees | | | 1,329 | | | 7,644 | | | 1,436 | | | 225 |
Accrued compliance fees | | | 790 | | | 790 | | | 790 | | | 790 |
Other accrued expenses | | | 36,817 | | | 94,876 | | | 17,255 | | | 19,936 |
Total liabilities | | | 736,668 | | | 13,278,602 | | | 1,483,798 | | | 1,316,911 |
Net assets | | | $555,620,746 | | | $3,127,569,232 | | | $264,476,329 | | | $273,323,303 |
Net Assets Consists of
|
Paid-in capital | | | $355,599,005 | | | $2,245,554,072 | | | $153,382,846 | | | $297,341,530 |
Total distributable earnings (loss) | | | 200,021,741 | | | 882,015,160 | | | 111,093,483 | | | (24,018,227) |
Net assets | | | $555,620,746 | | | $3,127,569,232 | | | $264,476,329 | | | $273,323,303 |
Net assets, at market value
|
Class A | | | $144,066,723 | | | $32,490,209 | | | $13,653,240 | | | $10,021 |
Class C | | | 9,396,119 | | | 18,450,219 | | | 1,241,916 | | | 10,236 |
Class I | | | 217,951,689 | | | 2,714,549,848 | | | 246,975,220 | | | 273,292,789 |
Class R-6 | | | 184,206,215 | | | 362,078,956 | | | 2,605,953 | | | 10,257 |
| | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Assets and Liabilities
6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
NAV, offering and redemption price per share(c)
| | | | | | | | | | | | |
Class A | | | $23.95 | | | $23.87 | | | $28.71 | | | $12.95 |
Class A maximum offering price(d) | | | 25.14 | | | 25.06 | | | 30.14 | | | 13.45 |
Class C | | | 3.08 | | | 23.01 | | | 27.01 | | | 12.94 |
Class I | | | 28.79 | | | 24.09 | | | 29.26 | | | 12.95 |
Class R-6 | | | 30.18 | | | 24.07 | | | 29.49 | | | 12.96 |
Shares of beneficial interest outstanding
| | | | | | | | | | | | |
Class A | | | 6,016,053 | | | 1,361,379 | | | 475,507 | | | 774 |
Class C | | | 3,051,156 | | | 801,675 | | | 45,988 | | | 791 |
Class I | | | 7,570,379 | | | 112,678,351 | | | 8,440,934 | | | 21,099,454 |
Class R-6 | | | 6,103,691 | | | 15,040,155 | | | 88,366 | | | 792 |
(a) Identified cost | | | $412,361,321 | | | $2,451,131,053 | | | $163,480,364 | | | $259,899,120 |
(b) Includes securities on loan, at
value | | | $— | | | $531,237 | | | $— | | | $— |
(c) NAV amounts may not recalculate due to rounding of net assets and / or shares outstanding.
|
(d) The maximum offering price is computed as 100/95.25 of NAV except for Carillon Chartwell Real Income Fund which is computed as 100/96.25 of NAV.
|
| |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Assets and Liabilities
6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Assets
| | | | | | | | | | | | |
Investments - unaffiliated, at
value(a)(b) | | | $ 239,314,675 | | | $ 625,420,924 | | | $ 2,022,120,017 | | | $ 1,717,336,792 |
Unrealized appreciation - open forward contracts | | | — | | | — | | | — | | | 7,885,935 |
Cash | | | 8,894,761 | | | 6,682,366 | | | 37,122,775 | | | 23,116,299 |
Deposit at broker - swap contracts | | | — | | | — | | | — | | | 4,554,403 |
Deposit at broker - futures contracts | | | — | | | — | | | 1,420,657 | | | 7,223,620 |
Segregated cash - forward contracts and/or TBA transactions | | | — | | | — | | | 334,571 | | | 620,000 |
Variation margin receivable - swap contracts | | | — | | | — | | | — | | | 24,923 |
Variation margin receivable - futures contracts | | | — | | | — | | | 38,819 | | | 406,643 |
Receivable for investments sold | | | — | | | 152,735,317 | | | 479,877,228 | | | 511,019,838 |
Receivable for fund shares sold | | | 250,000 | | | 922,131 | | | 959,736 | | | 1,486,786 |
Due from adviser, net | | | 12,514 | | | — | | | — | | | — |
Receivable for dividends and interest, net | | | 3,088,130 | | | 2,993,118 | | | 11,564,411 | | | 9,660,778 |
Prepaid expenses | | | 57,617 | | | 3,733 | | | 7,211 | | | 6,523 |
Total assets | | | 251,617,697 | | | 788,757,589 | | | 2,553,445,425 | | | 2,283,342,540 |
Liabilities
|
Written options, at value (Premiums received of $—, $—, $—, and $1,655,878) | | | — | | | — | | | — | | | 1,374,778 |
Unrealized depreciation - forward contracts | | | — | | | — | | | 308,727 | | | 757,460 |
Payable for securities lending collateral received | | | — | | | — | | | — | | | 111,000 |
Payable for investments purchased | | | 495,615 | | | 308,719,713 | | | 974,401,983 | | | 796,114,552 |
Payable for fund shares redeemed | | | 21,000 | | | 187,700 | | | 682,078 | | | 888,160 |
Accrued custody fees | | | 1,001 | | | 4,733 | | | 10,037 | | | 6,336 |
Accrued investment advisory fees, net | | | — | | | 62,759 | | | 323,368 | | | 409,151 |
Accrued administrative fees | | | 20,492 | | | 39,450 | | | 129,603 | | | 123,469 |
Accrued distribution fees | | | 11 | | | 12,596 | | | 9,128 | | | 9,388 |
Accrued shareholder servicing fees | | | 12,882 | | | 39,008 | | | 109,915 | | | 114,961 |
Accrued professional fees | | | 730 | | | 22,891 | | | 40,276 | | | 45,582 |
Accrued trustees fees | | | 206 | | | 5,647 | | | 2,887 | | | 2,774 |
Accrued compliance fees | | | 790 | | | 828 | | | 959 | | | 1,141 |
Other accrued expenses | | | 9,994 | | | 50,948 | | | 73,439 | | | 54,690 |
Total liabilities | | | 562,721 | | | 309,146,273 | | | 976,092,400 | | | 800,013,442 |
Net assets | | | $251,054,976 | | | $479,611,316 | | | $1,577,353,025 | | | $1,483,329,098 |
| | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Assets and Liabilities
6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Net Assets Consists of
|
Paid-in capital | | | $254,239,120 | | | $561,252,410 | | | $1,775,701,768 | | | $1,522,254,964 |
Total distributable earnings (loss) | | | (3,184,144) | | | (81,641,094) | | | (198,348,743) | | | (38,925,866) |
Net assets | | | $251,054,976 | | | $479,611,316 | | | $1,577,353,025 | | | $1,483,329,098 |
Net assets, at market value
| | | | | | | | | | | | |
Class A | | | $9,923 | | | $50,408,062 | | | $23,297,527 | | | $37,476,188 |
Class C | | | 10,142 | | | 2,792,134 | | | 4,329,420 | | | 1,762,632 |
Class I | | | 251,024,748 | | | 410,911,178 | | | 1,343,756,749 | | | 1,196,322,445 |
Class R-6 | | | 10,163 | | | 15,499,942 | | | 205,969,329 | | | 247,767,833 |
NAV, offering and redemption price per share(c)
| | | | | | | | | | | | |
Class A | | | $9.47 | | | $10.63 | | | $29.25 | | | $12.20 |
Class A maximum offering price(d) | | | 9.84 | | | 11.04 | | | 30.39 | | | 12.68 |
Class C | | | 9.46 | | | 10.58 | | | 29.00 | | | 12.08 |
Class I | | | 9.47 | | | 10.64 | | | 29.37 | | | 12.22 |
Class R-6 | | | 9.47 | | | 10.66 | | | 29.37 | | | 12.22 |
Shares of beneficial interest
outstanding
|
Class A | | | 1,048 | | | 4,743,731 | | | 796,464 | | | 3,072,783 |
Class C | | | 1,072 | | | 263,984 | | | 149,282 | | | 145,933 |
Class I | | | 26,510,469 | | | 38,621,618 | | | 45,756,681 | | | 97,868,644 |
Class R-6 | | | 1,073 | | | 1,454,106 | | | 7,011,829 | | | 20,271,506 |
(a) Identified cost | | | $240,416,311 | | | $636,636,804 | | | $2,054,922,689 | | | $1,736,451,301 |
(b) Includes securities on loan, at
value | | | $— | | | $— | | | $— | | | $107,435 |
(c) NAV amounts may not recalculate due to rounding of net assets and / or shares outstanding.
|
(d) The maximum offering price is computed as 100/96.25 of NAV.
|
| |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Operations
1.1.2024 to 6.30.2024 (Unaudited)
| | | | | | | | | | |
Investment income
|
Dividends | | | $220,811 | | | $50,548 | | | $915,221 |
Less: foreign taxes withheld | | | (1,591) | | | — | | | (2,103) |
Interest | | | 14,468 | | | 14,458 | | | 43,974 |
Total investment income | | | 233,688 | | | 65,006 | | | 957,092 |
Expenses
|
Investment advisory fees | | | 77,452 | | | 68,446 | | | 400,308 |
Administrative fees: | | | | | | | | | |
Class A | | | 2 | | | 2 | | | 2 |
Class C | | | 2 | | | 2 | | | 2 |
Class I | | | 11,910 | | | 9,121 | | | 50,033 |
Class R-6 | | | 2 | | | 2 | | | 2 |
Distribution and service fees: | | | | | | | | | |
Class A | | | 4 | | | 5 | | | 5 |
Class C | | | 18 | | | 19 | | | 18 |
Shareholder servicing fees: | | | | | | | | | |
Class I | | | 10,252 | | | 9,023 | | | 56,033 |
Custodian fees | | | 3,553 | | | 2,121 | | | 6,423 |
Professional fees | | | 4,874 | | | 5,047 | | | 25,024 |
State registration fees | | | 12,438 | | | 11,989 | | | 12,428 |
Trustees compensation | | | 888 | | | 736 | | | 4,142 |
Compliance fees | | | 1,578 | | | 1,578 | | | 1,578 |
Other expenses | | | 16,145 | | | 15,795 | | | 60,768 |
Total expenses before adjustments | | | 139,118 | | | 123,886 | | | 616,766 |
Fees and expenses waived | | | (31,855) | | | (28,039) | | | (91,340) |
Total expenses after adjustments | | | 107,263 | | | 95,847 | | | 525,426 |
Net investment income (loss) | | | 126,425 | | | (30,841) | | | 431,666 |
Realized and unrealized gain (loss)
| | | | | | | | | |
Net realized gain (loss) on:
| | | | | | | | | |
Investments | | | 1,328,386 | | | 1,717,929 | | | 16,929,920 |
Net realized gain (loss) | | | 1,328,386 | | | 1,717,929 | | | 16,929,920 |
Net change in unrealized appreciation (depreciation) on Investments and foreign currency translations | | | (1,496,717) | | | 1,527,695 | | | (16,122,465) |
Net gain (loss) on investments | | | (168,331) | | | 3,245,624 | | | 807,455 |
Net increase (decrease) in assets resulting from operations | | | $(41,906) | | | $3,214,783 | | | $1,239,121 |
| | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Operations
1.1.2024 to 6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Investment income
| | | | | | | | | | | | |
Dividends | | | $ 1,411,901 | | | $ 7,596,933 | | | $ 7,172,617 | | | $ 16,193,711 |
Less: foreign taxes withheld | | | — | | | (868,575) | | | (3,136) | | | (222,869) |
Interest | | | 28,344 | | | 158,328 | | | 209,736 | | | 880,227 |
Securities lending, net (Note 7) | | | 76 | | | 22,410 | | | 228 | | | 1,359 |
Total investment income | | | 1,440,321 | | | 6,909,096 | | | 7,379,445 | | | 16,852,428 |
Expenses
|
Investment advisory fees | | | 1,313,134 | | | 1,390,156 | | | 1,379,046 | | | 16,641,353 |
Administrative fees:
| | | | | | | | | | | | |
Class A | | | 97,835 | | | 2,363 | | | 103,343 | | | 309,081 |
Class C | | | 4,157 | | | 607 | | | 18,177 | | | 33,699 |
Class I | | | 116,506 | | | 188,494 | | | 168,169 | | | 948,558 |
Class R-3 | | | 49 | | | 2,435 | | | 213 | | | 6,915 |
Class R-5 | | | 235 | | | 8 | | | 499 | | | 138,606 |
Class R-6 | | | 69 | | | 4,682 | | | 4,613 | | | 1,816,496 |
Class Y | | | 5 | | | 6 | | | 21 | | | 326 |
Distribution and service fees:
| | | | | | | | | | | | |
Class A | | | 244,588 | | | 5,907 | | | 258,358 | | | 772,702 |
Class C | | | 41,568 | | | 6,072 | | | 181,769 | | | 336,988 |
Class R-3 | | | 245 | | | 12,175 | | | 1,064 | | | 34,574 |
Class Y | | | 12 | | | 14 | | | 53 | | | 816 |
Shareholder servicing fees:
|
Class A | | | 78,613 | | | 2,145 | | | 91,907 | | | 459,867 |
Class C | | | 2,575 | | | 364 | | | 13,792 | | | 28,582 |
Class I | | | 91,371 | | | 174,998 | | | 131,064 | | | 855,600 |
Class R-3 | | | 74 | | | 3,653 | | | 319 | | | 10,372 |
Class R-5 | | | 235 | | | 4 | | | 499 | | | 138,606 |
Class Y | | | 2 | | | — | | | 24 | | | 483 |
Custodian fees | | | 6,625 | | | 43,387 | | | 9,348 | | | 86,052 |
Professional fees | | | 24,094 | | | 17,569 | | | 36,154 | | | 315,821 |
State registration fees | | | 42,091 | | | 40,813 | | | 33,434 | | | 77,379 |
Trustees compensation | | | 13,331 | | | 11,792 | | | 18,563 | | | 202,986 |
Compliance fees | | | 1,578 | | | 1,578 | | | 1,578 | | | 1,578 |
Interest expense on line of credit | | | 2,516 | | | 78 | | | — | | | 11,582 |
Other expenses | | | 80,882 | | | 96,078 | | | 110,028 | | | 799,160 |
Total expenses before
adjustments | | | 2,162,390 | | | 2,005,378 | | | 2,562,035 | | | 24,028,182 |
Fees and expenses waived | | | (293,033) | | | (96,825) | | | — | | | — |
Recovered fees previously waived by Manager | | | — | | | 219 | | | — | | | — |
Total expenses after
adjustments | | | 1,869,357 | | | 1,908,772 | | | 2,562,035 | | | 24,028,182 |
Net investment income (loss) | | | (429,036) | | | 5,000,324 | | | 4,817,410 | | | (7,175,754) |
| | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Operations
1.1.2024 to 6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Realized and unrealized gain (loss)
|
Net realized gain (loss) on:
| | | | | | | | | | | | |
Investments | | | 22,180,942 | | | 19,388,337 | | | 29,088,654 | | | 515,199,631 |
Foreign currency transactions | | | — | | | (102,970) | | | — | | | — |
Net realized gain (loss) | | | 22,180,942 | | | 19,285,367 | | | 29,088,654 | | | 515,199,631 |
Net change in unrealized appreciation (depreciation) on Investments and foreign currency translations | | | 66,179,022 | | | 25,164,458 | | | 7,990,744 | | | (247,566,367) |
Net gain (loss) on investments | | | 88,359,964 | | | 44,449,825 | | | 37,079,398 | | | 267,633,264 |
Net increase (decrease) in assets resulting from operations | | | $87,930,928 | | | $49,450,149 | | | $41,896,808 | | | $260,457,510 |
| | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Operations
1.1.2024 to 6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Investment income
|
Dividends | | | $ 2,940,731 | | | $ 21,802,667 | | | $ 820,146 | | | $ 534,898 |
Less: foreign taxes withheld | | | (16,266) | | | (65,404) | | | — | | | (9,470) |
Interest | | | 104,648 | | | 108,448 | | | 21,936 | | | 7,129,550 |
Securities lending, net (Note 7) | | | 6,721 | | | 6,927 | | | 103 | | | — |
Total investment income | | | 3,035,834 | | | 21,852,638 | | | 842,185 | | | 7,654,978 |
Expenses
|
Investment advisory fees | | | 1,694,434 | | | 11,882,731 | | | 748,701 | | | 573,787 |
Administrative fees:
| | | | | | | | | | | | |
Class A | | | 72,901 | | | 15,164 | | | 6,599 | | | 2 |
Class C | | | 5,007 | | | 9,549 | | | 614 | | | 2 |
Class I | | | 108,529 | | | 1,416,998 | | | 115,540 | | | 143,441 |
Class R-3 | | | 2,694 | | | 451 | | | 4 | | | — |
Class R-5 | | | 2,853 | | | 598 | | | 4 | | | — |
Class R-6 | | | 93,489 | | | 183,268 | | | 2,006 | | | 2 |
Class Y | | | 2 | | | 468 | | | 16 | | | — |
Distribution and service fees:
|
Class A | | | 182,253 | | | 37,910 | | | 16,498 | | | 5 |
Class C | | | 50,066 | | | 95,487 | | | 6,139 | | | 18 |
Class R-3 | | | 13,468 | | | 2,253 | | | 21 | | | — |
Class Y | | | 6 | | | 1,169 | | | 40 | | | — |
Shareholder servicing fees:
|
Class A | | | 105,301 | | | 19,890 | | | 5,907 | | | — |
Class C | | | 4,894 | | | 11,248 | | | 499 | | | — |
Class I | | | 106,502 | | | 1,446,998 | | | 113,070 | | | 120,667 |
Class R-3 | | | 4,041 | | | 676 | | | 1 | | | — |
Class R-5 | | | 2,853 | | | 598 | | | — | | | — |
Class Y | | | — | | | 678 | | | 5 | | | — |
Custodian fees | | | 10,540 | | | 48,284 | | | 11,072 | | | 8,325 |
Professional fees | | | 28,254 | | | 164,375 | | | 17,014 | | | 141,911 |
State registration fees | | | 48,636 | | | 16,775 | | | 24,586 | | | 13,444 |
Trustees compensation | | | 18,025 | | | 102,584 | | | 8,680 | | | 11,004 |
Compliance fees | | | 1,578 | | | 1,578 | | | 1,578 | | | 1,578 |
Interest expense on line of credit | | | 7,724 | | | 81,810 | | | 3,323 | | | — |
Other expenses | | | 137,676 | | | 490,915 | | | 71,713 | | | 108,723 |
Total expenses before adjustments | | | 2,701,726 | | | 16,032,455 | | | 1,153,630 | | | 1,122,909 |
Fees and expenses waived | | | — | | | (423,464) | | | — | | | (204,827) |
Recovered fees previously waived by Manager | | | — | | | — | | | 49,815 | | | — |
Total expenses after adjustments | | | 2,701,726 | | | 15,608,991 | | | 1,203,445 | | | 918,082 |
Net investment income (loss) | | | 334,108 | | | 6,243,647 | | | (361,260) | | | 6,736,896 |
|
| |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Operations
1.1.2024 to 6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Realized and unrealized gain (loss)
|
Net realized gain (loss) on:
| | | | | | | | | | | | |
Investments | | | 54,515,831 | | | 316,769,994 | | | 16,889,683 | | | (15,726,206) |
Foreign currency translations | | | — | | | — | | | — | | | 875 |
Net realized gain (loss) | | | 54,515,831 | | | 316,769,994 | | | 16,889,683 | | | (15,725,331) |
Net change in unrealized appreciation (depreciation) on Investments and foreign currency translations | | | (10,257,720) | | | 9,082,214 | | | 3,578,143 | | | 17,736,733 |
Net gain (loss) on investments | | | 44,258,111 | | | 325,852,208 | | | 20,467,826 | | | 2,011,402 |
Net increase (decrease) in assets resulting from operations | | | $44,592,219 | | | $332,095,855 | | | $20,106,566 | | | $8,748,298 |
| | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Operations
1.1.2024 to 6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Investment income
|
Interest | | | $ 6,897,824 | | | $ 11,787,264 | | | $ 38,144,957 | | | $ 35,239,284 |
Securities lending, net (Note 7) | | | — | | | — | | | 314 | | | 173 |
Total investment income | | | 6,897,824 | | | 11,787,264 | | | 38,145,271 | | | 35,239,457 |
Expenses
|
Investment advisory fees | | | 370,841 | | | 898,278 | | | 3,113,752 | | | 4,019,037 |
Administrative fees:
| | | | | | | | | | | | |
Class A | | | 2 | | | 17,183 | | | 11,478 | | | 18,949 |
Class C | | | 2 | | | 1,554 | | | 2,182 | | | 789 |
Class I | | | 123,608 | | | 209,381 | | | 720,999 | | | 662,943 |
Class R-3 | | | — | | | 68 | | | 35 | | | 2 |
Class R-5 | | | — | | | 104 | | | 10 | | | 177 |
Class R-6 | | | 2 | | | 7,914 | | | 38,467 | | | 65,805 |
Class Y | | | — | | | 8,654 | | | 5,266 | | | 6,861 |
Distribution and service fees:
| | | | | | | | | | | | |
Class A | | | 5 | | | 42,958 | | | 28,694 | | | 47,373 |
Class C | | | 18 | | | 15,543 | | | 21,823 | | | 7,893 |
Class R-3 | | | — | | | 341 | | | 177 | | | 10 |
Class Y | | | — | | | 21,634 | | | 13,166 | | | 17,153 |
Shareholder servicing fees:
| | | | | | | | | | | | |
Class A | | | — | | | 22,568 | | | 14,659 | | | 25,644 |
Class C | | | — | | | 1,183 | | | 2,023 | | | 669 |
Class I | | | 91,502 | | | 201,597 | | | 630,623 | | | 654,304 |
Class R-3 | | | — | | | 99 | | | 50 | | | — |
Class R-5 | | | — | | | 52 | | | 8 | | | 170 |
Class Y | | | — | | | 12,461 | | | 7,320 | | | 10,018 |
Custodian fees | | | 3,513 | | | 11,628 | | | 25,660 | | | 25,037 |
Professional fees | | | 66,269 | | | 31,318 | | | 77,502 | | | 81,524 |
State registration fees | | | 14,639 | | | 51,719 | | | 55,826 | | | 112,629 |
Trustees compensation | | | 8,312 | | | 19,850 | | | 47,646 | | | 46,235 |
Compliance fees | | | 1,578 | | | 1,916 | | | 2,247 | | | 2,429 |
Other expenses | | | 42,928 | | | 105,679 | | | 242,195 | | | 179,768 |
Total expenses before adjustments | | | 723,219 | | | 1,683,682 | | | 5,061,808 | | | 5,985,419 |
Fees and expenses waived | | | (117,490) | | | (524,340) | | | (1,378,313) | | | (1,673,938) |
Total expenses after adjustments | | | 605,729 | | | 1,159,342 | | | 3,683,495 | | | 4,311,481 |
Net investment income (loss) | | | 6,292,095 | | | 10,627,922 | | | 34,461,776 | | | 30,927,976 |
Realized and unrealized gain (loss)
|
Net realized gain (loss) on:
| | | | | | | | | | | | |
Investments | | | (226,811) | | | (1,763,381) | | | (3,452,455) | | | 9,044,013 |
Written options | | | — | | | — | | | — | | | 927,372 |
Foreign currency translations | | | — | | | — | | | — | | | 8,082 |
Swap contracts - credit default | | | — | | | — | | | 5,698,348 | | | 9,697,241 |
Futures contracts | | | — | | | — | | | (131,783) | | | 3,449,169 |
Forward contracts | | | — | | | — | | | 2,800,594 | | | 6,445,799 |
Net realized gain (loss) | | | (226,811) | | | (1,763,381) | | | 4,914,704 | | | 29,571,676 |
| | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Operations
1.1.2024 to 6.30.2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) on:
| | | | | | | | | | | | |
Investments and foreign currency translations | | | 252,665 | | | (11,610,596) | | | (39,412,158) | | | (33,684,906) |
Written options | | | — | | | — | | | — | | | 281,100 |
Swap contracts - credit default | | | — | | | — | | | (4,344,333) | | | (7,319,554) |
Swap contracts - inflation rates | | | — | | | — | | | — | | | 402,562 |
Futures contracts | | | — | | | — | | | 745,941 | | | 3,032,932 |
Forward contracts | | | — | | | — | | | (3,128,648) | | | 2,735,985 |
Net change in unrealized appreciation (depreciation) | | | 252,665 | | | (11,610,596) | | | (46,139,198) | | | (34,551,881) |
Net gain (loss) on investments | | | 25,854 | | | (13,373,977) | | | (41,224,494) | | | (4,980,205) |
Net increase (decrease) in assets resulting from operations | | | $ 6,317,949 | | | $(2,746,055) | | | $(6,762,718) | | | $25,947,771 |
| | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets
| | | | | | | | | | |
Net assets, beginning of period | | | $23,787,319 | | | $40,877,310 | | | $16,724,557 | | | $16,303,123 | | | $143,320,162 | | | $149,897,553 |
Increase (decrease) in net assets from operations
| | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | 126,425 | | | 143,447 | | | (30,841) | | | (32,443) | | | 431,666 | | | 690,503 |
Net realized gain (loss) | | | 1,328,386 | | | 1,183,285 | | | 1,717,929 | | | 802,000 | | | 16,929,920 | | | 9,593,323 |
Net change in unrealized appreciation (depreciation) | | | (1,496,717) | | | 315,798 | | | 1,527,695 | | | 2,471,911 | | | (16,122,465) | | | 6,219,898 |
Net increase (decrease)
in net assets resulting from operations | | | (41,906) | | | 1,642,530 | | | 3,214,783 | | | 3,241,468 | | | 1,239,121 | | | 16,503,724 |
Distributions to shareholders from earnings | | | — | | | (761,157) | | | — | | | — | | | — | | | (4,936,057) |
Fund share transactions
|
Proceeds from shares sold-Class A | | | 9,673 | | | — | | | 9,674 | | | — | | | 9,675 | | | — |
Issued as reinvestment of distributions-Class A | | | — | | | — | | | — | | | — | | | — | | | — |
Cost of shares redeemed-
Class A | | | — | | | — | | | — | | | — | | | — | | | — |
Proceeds from shares sold-Class C | | | 10,000 | | | — | | | 10,000 | | | — | | | 10,000 | | | — |
Issued as reinvestment of distributions-Class C | | | — | | | — | | | — | | | — | | | — | | | — |
Cost of shares redeemed-
Class C | | | — | | | — | | | — | | | — | | | — | | | — |
Proceeds from shares sold-
Class I | | | 5,528,797 | | | 1,562,102 | | | 842,199 | | | 673,608 | | | 5,874,313 | | | 14,724,443 |
Issued as reinvestment of distributions-Class I | | | — | | | 760,917 | | | — | | | — | | | — | | | 4,278,801 |
Cost of shares redeemed-
Class I | | | (3,715,286) | | | (20,294,383) | | | (1,230,435) | | | (3,493,642) | | | (75,277,193) | | | (37,148,302) |
Proceeds from shares sold-Class R-6 | | | 10,000 | | | — | | | 10,000 | | | — | | | 10,000 | | | — |
Issued as reinvestment of distributions-Class R-6 | | | — | | | — | | | — | | | — | | | — | | | — |
Cost of shares redeemed-
Class R-6 | | | — | | | — | | | — | | | — | | | — | | | — |
Net increase (decrease) from fund share transactions | | | 1,843,184 | | | (17,971,364) | | | (358,562) | | | (2,820,034) | | | (69,373,205) | | | (18,145,058) |
Increase (decrease)
in net assets | | | 1,801,278 | | | (17,089,991) | | | 2,856,221 | | | 421,434 | | | (68,134,084) | | | (6,577,391) |
Net assets, end of period | | | $25,588,597 | | | $23,787,319 | | | $19,580,778 | | | $16,724,557 | | | $75,186,078 | | | $143,320,162 |
Shares issued and redeemed
| | | | | | | | | | | | | | | | | | |
Shares sold-Class A | | | 555 | | | — | | | 652 | | | — | | | 507 | | | — |
Issued as reinvestment of distributions-Class A | | | — | | | — | | | — | | | — | | | — | | | — |
Shares redeemed-Class A | | | — | | | — | | | — | | | — | | | — | | | — |
Shares sold-Class C | | | 573 | | | — | | | 674 | | | — | | | 524 | | | — |
Issued as reinvestment of distributions-Class C | | | — | | | — | | | — | | | — | | | — | | | — |
Shares redeemed-Class C | | | — | | | — | | | — | | | — | | | — | | | — |
| | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | | | | | | | |
Shares sold-Class I | | | 311,705 | | | 93,498 | | | 56,381 | | | 54,191 | | | 307,324 | | | 809,342 |
Issued as reinvestment of distributions-Class I | | | — | | | 44,655 | | | — | | | — | | | — | | | 222,276 |
Shares redeemed-Class I | | | (214,556) | | | (1,224,164) | | | (85,032) | | | (298,746) | | | (3,863,115) | | | (2,041,177) |
Shares sold-Class R-6 | | | 573 | | | — | | | 674 | | | — | | | 524 | | | — |
Issued as reinvestment of distributions-Class R-6 | | | — | | | — | | | — | | | — | | | — | | | — |
Shares redeemed-Class R-6 | | | — | | | — | | | — | | | — | | | — | | | — |
Shares issued and redeemed | | | 98,850 | | | (1,086,011) | | | (26,651) | | | (244,555) | | | (3,554,236) | | | (1,009,559) |
| | | | | | | | | | | | | | | | | | | |
(†)
| The data for fiscal periods ending after December 31, 2024 is unaudited. |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets
| | | | | | | |
Net assets, beginning of period | | | $402,832,954 | | | $360,318,901 | | | $378,339,516 | | | $369,437,330 | | | $334,066,381 | | | $325,935,379 |
Increase (decrease) in net assets from operations
| | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | (429,036) | | | 13,883 | | | (49,767) | | | 5,000,324 | | | 800,862 | | | 7,661,733 |
Net realized gain (loss) | | | 22,180,942 | | | 5,470,376 | | | 45,187,132 | | | 19,285,367 | | | 1,463,206 | | | (3,336,581) |
Net change in unrealized appreciation (depreciation) | | | 66,179,022 | | | 48,007,601 | | | 7,096,092 | | | 25,164,458 | | | 44,580,444 | | | 48,859,079 |
Net increase (decrease)
in net assets resulting from operations | | | 87,930,928 | | | 53,491,860 | | | 52,233,457 | | | 49,450,149 | | | 46,844,512 | | | 53,184,231 |
Distributions to shareholders from earnings | | | — | | | (43,038,033) | | | (58,102,132) | | | — | | | (10,540,368) | | | (3,029,711) |
Fund share transactions
|
Proceeds from shares sold-Class A | | | 4,427,146 | | | 2,069,081 | | | 5,178,830 | | | 310,706 | | | 32,419 | | | 506,392 |
Issued as reinvestment of distributions-Class A | | | — | | | 18,543,860 | | | 24,307,714 | | | — | | | 115,469 | | | 56,816 |
Cost of shares redeemed-
Class A | | | (13,088,121) | | | (5,272,470) | | | (21,589,359) | | | (363,085) | | | (229,651) | | | (591,058) |
Proceeds from shares sold-Class C | | | 1,362,654 | | | 321,066 | | | 549,905 | | | 45,735 | | | 4,064 | | | 293,389 |
Issued as reinvestment of distributions-Class C | | | — | | | 806,664 | | | 2,256,215 | | | — | | | 23,343 | | | 9,517 |
Cost of shares redeemed-
Class C | | | (2,018,053) | | | (618,615) | | | (3,271,922) | | | (83,388) | | | (30,383) | | | (472,053) |
Proceeds from shares sold-
Class I | | | 22,658,798 | | | 3,916,662 | | | 31,347,335 | | | 47,887,639 | | | 1,283,878 | | | 8,517,430 |
Issued as reinvestment of distributions-Class I | | | — | | | 22,486,431 | | | 29,776,402 | | | 71,730 | | | 9,663,768 | | | 2,812,525 |
Cost of shares redeemed-
Class I | | | (23,588,256) | | | (10,355,144) | | | (81,041,646) | | | (24,883,349) | | | (12,363,716) | | | (60,777,135) |
Proceeds from shares sold-Class R-3 | | | 2,104 | | | 2,224 | | | 19,952 | | | 259,989 | | | 252,690 | | | 13,898,857 |
Issued as reinvestment of distributions-Class R-3 | | | — | | | 29,868 | | | 48,168 | | | — | | | 348,648 | | | 94,662 |
Cost of shares redeemed-
Class R-3 | | | (316,144) | | | (35,011) | | | (52,733) | | | (15,847,793) | | | (359,276) | | | (1,955,362) |
Proceeds from shares sold-Class R-5 | | | 193,649 | | | 26,980 | | | 102,484 | | | 365 | | | 1,483 | | | 8,645 |
Issued as reinvestment of distributions-Class R-5 | | | — | | | 128,300 | | | 138,839 | | | — | | | 1,321 | | | 381 |
Cost of shares redeemed-
Class R-5 | | | (1,588,069) | | | (10,866) | | | (123,323) | | | (48,939) | | | (217) | | | (364) |
Proceeds from shares sold-Class R-6 | | | 263,407 | | | 4,107 | | | 183,471 | | | 607,886 | | | 246,956 | | | 8,119,053 |
Issued as reinvestment of distributions-Class R-6 | | | — | | | 25,887 | | | 4,582 | | | — | | | 268,675 | | | 11,379 |
Cost of shares redeemed-
Class R-6 | | | (359,057) | | | (815) | | | (158) | | | (1,089,040) | | | (193,616) | | | (12,557,808) |
Proceeds from shares sold-Class Y | | | 833 | | | — | | | 10,000 | | | 158 | | | 57 | | | 914 |
Issued as reinvestment of distributions-Class Y | | | — | | | 2,935 | | | 3,304 | | | — | | | 893 | | | 312 |
Cost of shares redeemed-
Class Y | | | (32,235) | | | (10,918) | | | — | | | (36,503) | | | — | | | (10) |
| | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | | | | |
Net increase (decrease) from fund share transactions | | | (12,081,344) | | | 32,060,226 | | | (12,151,940) | | | 6,832,111 | | | (933,195) | | | (42,023,518) |
Increase (decrease)
in net assets | | | 75,849,584 | | | 42,514,053 | | | (18,020,615) | | | 56,282,260 | | | 35,370,949 | | | 8,131,002 |
Net assets, end of period | | | $478,682,538 | | | $402,832,954 | | | $360,318,901 | | | $425,719,590 | | | $369,437,330 | | | $334,066,381 |
Shares issued and redeemed
|
Shares sold-Class A | | | 87,118 | | | 43,215 | | | 119,459 | | | 13,675 | | | 1,603 | | | 26,197 |
Issued as reinvestment of distributions-Class A | | | — | | | 406,843 | | | 662,155 | | | — | | | 5,491 | | | 3,163 |
Shares redeemed-Class A | | | (257,995) | | | (111,607) | | | (514,683) | | | (16,036) | | | (11,182) | | | (30,056) |
Shares sold-Class C | | | 54,077 | | | 12,850 | | | 23,815 | | | 2,106 | | | 205 | | | 15,431 |
Issued as reinvestment of distributions-Class C | | | — | | | 34,502 | | | 118,936 | | | — | | | 1,133 | | | 540 |
Shares redeemed-Class C | | | (78,889) | | | (25,022) | | | (146,566) | | | (3,815) | | | (1,544) | | | (25,420) |
Shares sold-Class I | | | 409,160 | | | 75,750 | | | 692,789 | | | 2,097,393 | | | 61,925 | | | 436,312 |
Issued as reinvestment of distributions-Class I | | | — | | | 452,171 | | | 745,528 | | | 3,390 | | | 456,700 | | | 155,646 |
Shares redeemed-Class I | | | (434,518) | | | (202,384) | | | (1,767,482) | | | (1,091,855) | | | (594,749) | | | (3,088,904) |
Shares sold-Class R-3 | | | 47 | | | 50 | | | 514 | | | 12,238 | | | 12,321 | | | 768,056 |
Issued as reinvestment of distributions-Class R-3 | | | — | | | 709 | | | 1,416 | | | — | | | 16,594 | | | 5,274 |
Shares redeemed-Class R-3 | | | (6,702) | | | (785) | | | (1,406) | | | (707,481) | | | (17,480) | | | (99,248) |
Shares sold-Class R-5 | | | 3,839 | | | 515 | | | 2,245 | | | 17 | | | 69 | | | 446 |
Issued as reinvestment of distributions-Class R-5 | | | — | | | 2,587 | | | 3,486 | | | — | | | 63 | | | 21 |
Shares redeemed-Class R-5 | | | (28,606) | | | (210) | | | (2,697) | | | (2,187) | | | (11) | | | (21) |
Shares sold-Class R-6 | | | 4,970 | | | 81 | | | 3,847 | | | 26,640 | | | 11,939 | | | 398,922 |
Issued as reinvestment of distributions-Class R-6 | | | — | | | 533 | | | 117 | | | — | | | 12,837 | | | 636 |
Shares redeemed-Class R-6 | | | (6,946) | | | (16) | | | (3) | | | (47,488) | | | (9,663) | | | (692,365) |
Shares sold-Class Y | | | 15 | | | — | | | 213 | | | 7 | | | 3 | | | 48 |
Issued as reinvestment of distributions-Class Y | | | — | | | 60 | | | 83 | | | — | | | 42 | | | 17 |
Shares redeemed-Class Y | | | (584) | | | (213) | | | — | | | (1,626) | | | — | | | (1) |
Shares issued and redeemed | | | (255,014) | | | 689,629 | | | (58,234) | | | 284,978 | | | (53,704) | | | (2,125,306) |
| | | | | | | | | | | | | | | | | | | |
(†)
| The data for fiscal periods ending after December 31, 2024 is unaudited. |
*
| Fiscal year-end changed to December beginning with the December 31, 2023 year-end. |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets
| | | | | | | | |
Net assets, beginning of
period | | | $610,687,012 | | | $570,100,254 | | | $834,556,150 | | | $6,459,078,781 | | | $5,561,137,796 | | | $6,077,046,472 | |
Increase (decrease) in net
assets from operations
| | | | | | | | |
Net investment income (loss) | | | 4,817,410 | | | 2,129,316 | | | 13,414,550 | | | (7,175,754) | | | 1,542,865 | | | (8,024,998) | |
Net realized gain (loss) on investments | | | 29,088,654 | | | 16,257,135 | | | 64,776,221 | | | 515,199,631 | | | 98,580,478 | | | 686,351,569 | |
Net change in unrealized appreciation (depreciation) | | | 7,990,744 | | | 63,188,366 | | | (76,831,592) | | | (247,566,367) | | | 958,454,581 | | | (740,861,697) | |
Net increase (decrease)
in net assets resulting
from operations | | | 41,896,808 | | | 81,574,817 | | | 1,359,179 | | | 260,457,510 | | | 1,058,577,924 | | | (62,535,126) | |
Distributions to shareholders from earnings | | | (3,143,123) | | | (67,116,240) | | | (57,804,502) | | | — | | | (687,230,816) | | | (77,040,335) | |
Fund share transactions
| |
Proceeds from shares sold-Class A | | | 8,963,599 | | | 4,975,216 | | | 18,051,845 | | | 30,131,955 | | | 12,322,147 | | | 64,510,257 | |
Issued as reinvestment of distributions-Class A | | | 880,593 | | | 19,178,169 | | | 13,098,639 | | | — | | | 61,166,937 | | | 7,470,609 | |
Cost of shares redeemed-
Class A | | | (21,823,728) | | | (9,347,455) | | | (37,691,178) | | | (68,752,053) | | | (30,315,948) | | | (111,705,449) | |
Proceeds from shares sold-Class C | | | 969,747 | | | 888,564 | | | 2,298,192 | | | 1,259,124 | | | 812,373 | | | 3,410,431 | |
Issued as reinvestment of distributions-Class C | | | 110,754 | | | 3,620,745 | | | 2,898,414 | | | — | | | 7,252,675 | | | 1,486,421 | |
Cost of shares redeemed-
Class C | | | (9,101,420) | | | (3,726,455) | | | (16,892,067) | | | (11,966,606) | | | (5,639,248) | | | (23,199,138) | |
Proceeds from shares sold-
Class I | | | 17,546,111 | | | 9,097,872 | | | 40,927,681 | | | 1,086,204,143 | | | 45,965,850 | | | 179,703,811 | |
Issued as reinvestment of distributions-Class I | | | 1,521,870 | | | 30,685,018 | | | 30,812,137 | | | — | | | 129,670,509 | | | 15,345,063 | |
Cost of shares redeemed-
Class I | | | (66,094,391) | | | (30,254,780) | | | (259,889,720) | | | (297,030,282) | | | (91,049,947) | | | (400,229,878) | |
Proceeds from shares sold-Class R-3 | | | 29,370 | | | 23,911 | | | 241,072 | | | 1,556,084 | | | 816,674 | | | 10,948,785 | |
Issued as reinvestment of distributions-Class R-3 | | | — | | | 143,306 | | | 110,833 | | | — | | | 4,282,482 | | | 486,523 | |
Cost of shares redeemed-
Class R-3 | | | (1,332,815) | | | (213,639) | | | (628,332) | | | (45,652,491) | | | (1,541,677) | | | (9,307,863) | |
Proceeds from shares sold-Class R-5 | | | 190,614 | | | 112,544 | | | 642,425 | | | 10,481,618 | | | 23,641,732 | | | 192,856,001 | |
Issued as reinvestment of distributions-Class R-5 | | | — | | | 228,589 | | | 267,681 | | | — | | | 87,861,722 | | | 9,129,525 | |
Cost of shares redeemed-
Class R-5 | | | (3,195,938) | | | (24,758) | | | (2,447,271) | | | (945,699,848) | | | (38,153,191) | | | (163,371,724) | |
Proceeds from shares sold-Class R-6 | | | 806,719 | | | 232,648 | | | 1,671,309 | | | 240,601,858 | | | 86,819,229 | | | 530,849,302 | |
Issued as reinvestment of distributions-Class R-6 | | | 51,178 | | | 989,684 | | | 663,198 | | | — | | | 369,312,101 | | | 39,891,600 | |
Cost of shares redeemed-
Class R-6 | | | (1,618,286) | | | (498,554) | | | (2,138,715) | | | (431,213,694) | | | (136,788,604) | | | (723,388,275) | |
| | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | | | | |
Proceeds from shares sold-Class Y | | | 314 | | | 4,330 | | | 1,764 | | | 231,779 | | | 24,137 | | | 139,999 |
Issued as reinvestment of distributions-Class Y | | | — | | | 14,008 | | | 9,590 | | | — | | | 196,390 | | | 34,641 |
Cost of shares redeemed-
Class Y | | | (140,908) | | | (782) | | | (18,070) | | | (2,212,446) | | | (62,466) | | | (1,393,856) |
Net increase (decrease) from fund share transactions | | | (72,236,617) | | | 26,128,181 | | | (208,010,573) | | | (432,060,859) | | | 526,593,877 | | | (376,333,215) |
Increase (decrease)
in net assets | | | (33,482,932) | | | 40,586,758 | | | (264,455,896) | | | (171,603,349) | | | 897,940,985 | | | (515,908,676) |
Net assets, end of period | | | $577,204,080 | | | $610,687,012 | | | $570,100,254 | | | $6,287,475,432 | | | $6,459,078,781 | | | $5,561,137,796 |
Shares issued and redeemed
|
Shares sold-Class A | | | 422,099 | | | 237,906 | | | 838,993 | | | 409,802 | | | 171,899 | | | 916,373 |
Issued as reinvestment of distributions-Class A | | | 40,506 | | | 935,064 | | | 619,471 | | | — | | | 871,323 | | | 113,673 |
Shares redeemed-Class A | | | (1,021,048) | | | (442,778) | | | (1,755,344) | | | (940,669) | | | (422,461) | | | (1,597,575) |
Shares sold-Class C | | | 48,356 | | | 45,338 | | | 112,825 | | | 23,788 | | | 15,915 | | | 67,684 |
Issued as reinvestment of distributions-Class C | | | 5,418 | | | 187,700 | | | 145,659 | | | — | | | 143,475 | | | 31,195 |
Shares redeemed-Class C | | | (455,289) | | | (187,306) | | | (835,248) | | | (226,463) | | | (108,436) | | | (454,855) |
Shares sold-Class I | | | 823,884 | | | 438,176 | | | 1,905,404 | | | 13,209,701 | | | 573,777 | | | 2,345,514 |
Issued as reinvestment of distributions-Class I | | | 70,294 | | | 1,502,694 | | | 1,462,656 | | | — | | | 1,697,480 | | | 215,248 |
Shares redeemed-Class I | | | (3,114,056) | | | (1,443,301) | | | (12,144,992) | | | (3,681,643) | | | (1,176,387) | | | (5,253,667) |
Shares sold-Class R-3 | | | 1,417 | | | 1,124 | | | 11,386 | | | 23,114 | | | 12,043 | | | 161,834 |
Issued as reinvestment of distributions-Class R-3 | | | — | | | 7,025 | | | 5,269 | | | — | | | 64,379 | | | 7,792 |
Shares redeemed-Class R-3 | | | (62,683) | | | (10,279) | | | (29,586) | | | (634,647) | | | (22,719) | | | (138,883) |
Shares sold-Class R-5 | | | 9,174 | | | 5,405 | | | 29,616 | | | 134,916 | | | 301,632 | | | 2,570,736 |
Issued as reinvestment of distributions-Class R-5 | | | — | | | 11,179 | | | 12,696 | | | — | | | 1,154,707 | | | 128,549 |
Shares redeemed-Class R-5 | | | (149,794) | | | (1,164) | | | (115,711) | | | (11,539,373) | | | (492,160) | | | (2,149,012) |
Shares sold-Class R-6 | | | 38,124 | | | 10,935 | | | 78,006 | | | 2,953,253 | | | 1,103,239 | | | 6,914,580 |
Issued as reinvestment of distributions-Class R-6 | | | 2,369 | | | 48,562 | | | 31,551 | | | — | | | 4,773,325 | | | 552,975 |
Shares redeemed-Class R-6 | | | (76,371) | | | (23,964) | | | (98,772) | | | (5,323,127) | | | (1,740,728) | | | (9,398,864) |
Shares sold-Class Y | | | 15 | | | 213 | | | 82 | | | 3,058 | | | 309 | | | 1,899 |
Issued as reinvestment of distributions-Class Y | | | — | | | 687 | | | 456 | | | — | | | 2,629 | | | 495 |
Shares redeemed-Class Y | | | (6,657) | | | (35) | | | (855) | | | (27,327) | | | (834) | | | (17,740) |
Shares issued and redeemed | | | (3,424,242) | | | 1,323,181 | | | (9,726,438) | | | (5,615,617) | | | 6,922,407 | | | (4,982,049) |
| | | | | | | | | | | | | | | | | | | |
(†)
| The data for fiscal periods ending after December 31, 2024 is unaudited. |
*
| Fiscal year-end changed to December beginning with the December 31, 2023 year-end. |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets
| | | | | | | |
Net assets, beginning of
period | | | $589,513,089 | | | $521,115,833 | | | $994,152,211 | | | $3,338,735,849 | | | $3,050,652,632 | | | $3,831,288,351 |
Increase (decrease) in net assets from operations
| |
Net investment income (loss) | | | 334,108 | | | 90,017 | | | (2,800,680) | | | 6,243,647 | | | 3,047,060 | | | 9,526,730 |
Net realized gain (loss)
on investments | | | 54,515,831 | | | 14,284,153 | | | 51,068,601 | | | 316,769,994 | | | 102,382,976 | | | (107,832,039) |
Net change in unrealized appreciation (depreciation) | | | (10,257,720) | | | 83,852,374 | | | (96,991,188) | | | 9,082,214 | | | 367,147,242 | | | 24,873,382 |
Net increase (decrease) in net assets resulting from operations | | | 44,592,219 | | | 98,226,544 | | | (48,723,267) | | | 332,095,855 | | | 472,577,278 | | | (73,431,927) |
Distributions to shareholders from earnings | | | — | | | (51,422,980) | | | (238,385,196) | | | — | | | (6,052,719) | | | (150,669,095) |
Fund share transactions
| |
Proceeds from shares sold-Class A | | | 5,572,839 | | | 2,777,344 | | | 19,899,851 | | | 7,107,147 | | | 1,060,084 | | | 6,180,354 |
Issued as reinvestment of distributions-Class A | | | — | | | 11,842,895 | | | 47,180,869 | | | — | | | 8,655 | | | 773,044 |
Cost of shares redeemed-
Class A | | | (18,504,221) | | | (10,131,789) | | | (75,231,744) | | | (3,758,700) | | | (1,033,540) | | | (8,121,965) |
Proceeds from shares sold-Class C | | | 299,401 | | | 89,407 | | | 1,049,961 | | | 236,221 | | | 174,116 | | | 1,647,478 |
Issued as reinvestment of distributions-Class C | | | — | | | 909,344 | | | 10,603,637 | | | — | | | — | | | 610,028 |
Cost of shares redeemed-
Class C | | | (2,442,619) | | | (869,975) | | | (6,080,906) | | | (2,826,188) | | | (1,018,134) | | | (7,081,557) |
Proceeds from shares sold-
Class I | | | 48,617,452 | | | 9,062,961 | | | 89,719,579 | | | 122,077,118 | | | 51,400,327 | | | 377,620,667 |
Issued as reinvestment of distributions-Class I | | | — | | | 16,359,781 | | | 70,494,772 | | | — | | | 4,610,533 | | | 126,004,873 |
Cost of shares redeemed-
Class I | | | (52,066,326) | | | (16,696,310) | | | (252,443,554) | | | (614,788,148) | | | (230,483,408) | | | (1,070,108,055) |
Proceeds from shares sold-Class R-3 | | | 309,935 | | | 379,578 | | | 2,578,900 | | | 56,372 | | | 129,260 | | | 524,433 |
Issued as reinvestment of distributions-Class R-3 | | | — | | | 1,423,293 | | | 10,295,058 | | | — | | | — | | | 119,759 |
Cost of shares redeemed-
Class R-3 | | | (17,960,064) | | | (2,185,560) | | | (21,087,866) | | | (3,388,657) | | | (420,468) | | | (802,309) |
Proceeds from shares sold-Class R-5 | | | 466,667 | | | 904,722 | | | 4,686,647 | | | 246,441 | | | 112,726 | | | 483,672 |
Issued as reinvestment of distributions-Class R-5 | | | — | | | 1,543,432 | | | 6,258,907 | | | — | | | 5,340 | | | 173,571 |
Cost of shares redeemed-
Class R-5 | | | (19,470,152) | | | (4,307,101) | | | (12,471,777) | | | (3,974,024) | | | (5,365) | | | (1,848,530) |
Proceeds from shares sold-Class R-6 | | | 9,609,277 | | | 5,588,236 | | | 32,846,588 | | | 31,719,823 | | | 13,188,867 | | | 89,766,290 |
Issued as reinvestment of distributions-Class R-6 | | | — | | | 15,846,481 | | | 71,164,790 | | | — | | | 916,631 | | | 10,977,449 |
| | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | | | | |
Cost of shares redeemed-
Class R-6 | | | (32,902,364) | | | (10,944,180) | | | (185,380,097) | | | (72,917,324) | | | (17,031,501) | | | (83,431,832) |
Proceeds from shares sold-Class Y | | | — | | | — | | | 8,565 | | | 107,576 | | | 5,014 | | | 1,318,387 |
Issued as reinvestment of distributions-Class Y | | | — | | | 1,133 | | | 7,982 | | | — | | | 1,046 | | | 107,576 |
Cost of shares redeemed-
Class Y | | | (14,387) | | | — | | | (28,077) | | | (3,160,129) | | | (61,525) | | | (1,448,030) |
Net increase (decrease) from fund share transactions | | | (78,484,562) | | | 21,593,692 | | | (185,927,915) | | | (543,262,472) | | | (178,441,342) | | | (556,534,697) |
Increase (decrease)
in net assets | | | (33,892,343) | | | 68,397,256 | | | (473,036,378) | | | (211,166,617) | | | 288,083,217 | | | (780,635,719) |
Net assets, end of period | | | $555,620,746 | | | $589,513,089 | | | $521,115,833 | | | $3,127,569,232 | | | $3,338,735,849 | | | $3,050,652,632 |
Shares issued and redeemed
|
Shares sold-Class A | | | 240,708 | | | 124,421 | | | 841,837 | | | 302,468 | | | 50,032 | | | 312,143 |
Issued as reinvestment of distributions-Class A | | | — | | | 537,580 | | | 2,246,708 | | | — | | | 400 | | | 40,708 |
Shares redeemed-Class A | | | (794,231) | | | (453,727) | | | (3,221,839) | | | (164,169) | | | (50,229) | | | (406,182) |
Shares sold-Class C | | | 102,395 | | | 31,030 | | | 307,932 | | | 10,653 | | | 8,767 | | | 85,619 |
Issued as reinvestment of distributions-Class C | | | — | | | 320,191 | | | 3,884,116 | | | — | | | — | | | 32,939 |
Shares redeemed-Class C | | | (823,218) | | | (303,053) | | | (1,865,067) | | | (126,275) | | | (50,567) | | | (367,566) |
Shares sold-Class I | | | 1,698,567 | | | 349,353 | | | 2,841,494 | | | 5,239,179 | | | 2,504,081 | | | 18,860,407 |
Issued as reinvestment of distributions-Class I | | | — | | | 618,751 | | | 2,804,088 | | | — | | | 211,492 | | | 6,590,213 |
Shares redeemed-Class I | | | (1,858,150) | | | (620,185) | | | (8,910,639) | | | (26,420,296) | | | (11,111,350) | | | (53,241,935) |
Shares sold-Class R-3 | | | 16,021 | | | 19,688 | | | 124,873 | | | 2,575 | | | 6,326 | | | 26,362 |
Issued as reinvestment of distributions-Class R-3 | | | — | | | 74,401 | | | 562,572 | | | — | | | — | | | 6,367 |
Shares redeemed-Class R-3 | | | (863,468) | | | (118,980) | | | (1,072,553) | | | (148,863) | | | (20,915) | | | (40,088) |
Shares sold-Class R-5 | | | 17,285 | | | 33,166 | | | 167,852 | | | 11,178 | | | 5,302 | | | 24,460 |
Issued as reinvestment of distributions-Class R-5 | | | — | | | 57,677 | | | 245,930 | | | — | | | 247 | | | 9,140 |
Shares redeemed-Class R-5 | | | (668,189) | | | (157,147) | | | (455,728) | | | (168,360) | | | (258) | | | (94,839) |
Shares sold-Class R-6 | | | 327,997 | | | 200,016 | | | 1,137,419 | | | 1,370,239 | | | 636,783 | | | 4,477,531 |
Issued as reinvestment of distributions-Class R-6 | | | — | | | 572,074 | | | 2,704,857 | | | — | | | 42,105 | | | 574,736 |
Shares redeemed-Class R-6 | | | (1,134,612) | | | (389,715) | | | (6,473,934) | | | (3,139,505) | | | (830,191) | | | (4,149,050) |
Shares sold-Class Y | | | — | | | — | | | 326 | | | 4,892 | | | 245 | | | 66,541 |
Issued as reinvestment of distributions-Class Y | | | — | | | 45 | | | 332 | | | — | | | 48 | | | 5,674 |
Shares redeemed-Class Y | | | (520) | | | — | | | (1,106) | | | (134,904) | | | (3,109) | | | (71,253) |
Shares issued and redeemed | | | (3,739,415) | | | 895,586 | | | (4,130,530) | | | (23,361,188) | | | (8,600,791) | | | (27,258,073) |
| | | | | | | | | | | | | | | | | | | |
(†)
| The data for fiscal periods ending after December 31, 2024 is unaudited. |
*
| Fiscal year-end changed to December beginning with the December 31, 2023 year-end. |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets
| | | | | | | | | | |
Net assets, beginning of period | | | $260,847,291 | | | $222,444,370 | | | $276,304,280 | | | $307,897,758 | | | $366,987,025 | | | $247,271,669 | | | $209,672,494 |
Increase (decrease) in net assets from operations
| | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | (361,260) | | | (42,469) | | | (982,266) | | | 6,736,896 | | | 11,543,713 | | | 6,292,095 | | | 10,412,107 |
Net realized gain (loss)
on investments | | | 16,889,683 | | | (29,966) | | | (1,450,331) | | | (15,725,331) | | | (14,533,475) | | | (226,811) | | | (1,536,356) |
Net change in unrealized appreciation (depreciation) | | | 3,578,143 | | | 44,456,934 | | | (26,049,840) | | | 17,736,733 | | | 27,918,248 | | | 252,665 | | | 8,638,940 |
Net increase (decrease) in net assets resulting from operations | | | 20,106,566 | | | 44,384,499 | | | (28,482,437) | | | 8,748,298 | | | 24,928,486 | | | 6,317,949 | | | 17,514,691 |
Distributions to shareholders from earnings | | | — | | | — | | | (8,383,335) | | | (5,537,781) | | | (11,632,047) | | | (5,215,698) | | | (10,445,245) |
Fund share transactions
| | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares sold-Class A | | | 440,873 | | | 138,510 | | | 800,454 | | | 9,778 | | | — | | | 9,771 | | | — |
Issued as reinvestment of distributions-Class A | | | — | | | — | | | 425,781 | | | 96 | | | — | | | 81 | | | — |
Cost of shares redeemed-Class A | | | (897,691) | | | (538,334) | | | (2,251,547) | | | — | | | — | | | — | | | — |
Proceeds from shares sold-Class C | | | 22,659 | | | 9,324 | | | 291,555 | | | 10,000 | | | — | | | 10,000 | | | — |
Issued as reinvestment of distributions-Class C | | | — | | | — | | | 54,713 | | | 91 | | | — | | | 76 | | | — |
Cost of shares redeemed-Class C | | | (214,810) | | | (84,926) | | | (756,953) | | | — | | | — | | | — | | | — |
Proceeds from shares sold-Class I | | | 12,043,000 | | | 1,934,728 | | | 14,153,883 | | | 5,044,161 | | | 11,673,009 | | | 24,655,093 | | | 54,348,886 |
Issued as reinvestment of distributions-Class I | | | — | | | — | | | 7,564,980 | | | 5,381,501 | | | 11,299,991 | | | 5,186,167 | | | 10,381,948 |
Cost of shares redeemed-Class I | | | (21,209,175) | | | (8,125,889) | | | (37,600,013) | | | (48,240,700) | | | (95,358,706) | | | (27,190,218) | | | (34,201,105) |
Proceeds from shares sold-Class R-3 | | | 50 | | | 211 | | | 953 | | | — | | | — | | | — | | | — |
Issued as reinvestment of distributions-Class R-3 | | | — | | | — | | | 3,079 | | | — | | | — | | | — | | | — |
Cost of shares redeemed-Class R-3 | | | (26,924) | | | (1) | | | (76,624) | | | — | | | — | | | — | | | — |
Proceeds from shares sold-Class R-5 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
Issued as reinvestment of distributions-Class R-5 | | | — | | | — | | | 624 | | | — | | | — | | | — | | | — |
Cost of shares redeemed-Class R-5 | | | (22,495) | | | — | | | — | | | — | | | — | | | — | | | — |
| | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | | | | | | | |
Proceeds from shares sold-Class R-6 | | | 289,158 | | | 850,891 | | | 1,919,216 | | | 10,000 | | | — | | | 10,000 | | | — |
Issued as reinvestment of distributions-Class R-6 | | | — | | | — | | | 244,354 | | | 101 | | | — | | | 86 | | | — |
Cost of shares redeemed-Class R-6 | | | (6,801,512) | | | (166,092) | | | (1,760,653) | | | — | | | — | | | — | | | — |
Proceeds from shares sold-Class Y | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
Issued as reinvestment of distributions-Class Y | | | — | | | — | | | 3,172 | | | — | | | — | | | — | | | — |
Cost of shares redeemed-Class Y | | | (100,661) | | | — | | | (11,112) | | | — | | | — | | | — | | | — |
Net increase (decrease) from fund share transactions | | | (16,477,528) | | | (5,981,578) | | | (16,994,138) | | | (37,784,972) | | | (72,385,706) | | | 2,681,056 | | | 30,529,729 |
Increase (decrease)
in net assets | | | 3,629,038 | | | 38,402,921 | | | (53,859,910) | | | (34,574,455) | | | (59,089,267) | | | 3,783,307 | | | 37,599,175 |
Net assets, end of period | | | $264,476,329 | | | $260,847,291 | | | $222,444,370 | | | $273,323,303 | | | $307,897,758 | | | $251,054,976 | | | $247,271,669 |
Shares issued and redeemed
| | | | | | | | | | | | | | | | | | | | | |
Shares sold-Class A | | | 16,572 | | | 5,753 | | | 32,133 | | | 767 | | | — | | | 1,039 | | | |
Issued as reinvestment of distributions-Class A | | | — | | | — | | | 17,852 | | | 7 | | | — | | | 9 | | | — |
Shares redeemed-
Class A | | | (32,647) | | | (21,196) | | | (91,214) | | | — | | | — | | | — | | | — |
Shares sold-Class C | | | 909 | | | 400 | | | 12,488 | | | 784 | | | — | | | 1,064 | | | — |
Issued as reinvestment of distributions-Class C | | | — | | | — | | | 2,411 | | | 7 | | | — | | | 8 | | | — |
Shares redeemed-
Class C | | | (8,631) | | | (3,679) | | | (31,807) | | | — | | | — | | | — | | | — |
Shares sold-Class I | | | 426,567 | | | 76,658 | | | 560,447 | | | 394,067 | | | 927,702 | | | 2,616,419 | | | — |
Issued as reinvestment of distributions-Class I | | | — | | | — | | | 312,344 | | | 420,421 | | | 900,098 | | | 551,462 | | | 5,877,176 |
Shares redeemed-Class I | | | (780,582) | | | (323,922) | | | (1,492,684) | | | (3,770,656) | | | (7,621,766) | | | (2,878,206) | | | 1,123,195 |
Shares sold-Class R-3 | | | 2 | | | 9 | | | 39 | | | — | | | — | | | — | | | (3,693,559) |
Issued as reinvestment of distributions-Class R-3 | | | — | | | — | | | 132 | | | — | | | — | | | — | | | — |
Shares redeemed-
Class R-3 | | | (994) | | | — | | | (2,983) | | | — | | | — | | | — | | | — |
Shares sold-Class R-5 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
Issued as reinvestment of distributions-Class R-5 | | | — | | | — | | | 26 | | | — | | | — | | | — | | | — |
Shares redeemed-
Class R-5 | | | (798) | | | — | | | — | | | — | | | — | | | — | | | — |
Shares sold-Class R-6 | | | 10,483 | | | 31,938 | | | 74,804 | | | 784 | | | — | | | 1,064 | | | — |
Issued as reinvestment of distributions-Class R-6 | | | — | | | — | | | 10,027 | | | 8 | | | — | | | 9 | | | — |
Shares redeemed-
Class R-6 | | | (258,339) | | | (6,413) | | | (69,102) | | | — | | | — | | | — | | | — |
Shares sold-Class Y | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
| | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | | | | | | | |
Issued as reinvestment of distributions-Class Y | | | — | | | — | | | 133 | | | — | | | — | | | — | | | — |
Shares redeemed-Class Y | | | (3,631) | | | — | | | (429) | | | — | | | — | | | — | | | — |
Shares issued and redeemed | | | (631,089) | | | (240,452) | | | (665,383) | | | (2,953,811) | | | (5,793,966) | | | 292,868 | | | (3,306,812) |
| | | | | | | | | | | | | | | | | | | | | | |
(†)
| The data for fiscal periods ending after December 31, 2024 is unaudited. |
*
| Fiscal year-end changed to December beginning with the December 31, 2023 year-end. |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets
| | | | | | | |
Net assets, beginning of period | | | $508,050,629 | | | $487,416,296 | | | $363,466,089 | | | $1,594,291,018 | | | $1,442,969,285 | | | $1,017,840,606 |
Increase (decrease) in net assets from operations
| | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | 10,627,922 | | | 3,481,190 | | | 15,956,987 | | | 34,461,776 | | | 11,147,628 | | | 51,553,603 |
Net realized gain (loss) on investments | | | (1,763,381) | | | 1,998,550 | | | (26,647,565) | | | 4,914,704 | | | 8,278,488 | | | (69,155,850) |
Net change in unrealized appreciation (depreciation) | | | (11,610,596) | | | 37,792,958 | | | 3,676,271 | | | (46,139,198) | | | 119,088,126 | | | (1,709,119) |
Net increase (decrease) in net assets resulting from operations | | | (2,746,055) | | | 43,272,698 | | | (7,014,307) | | | (6,762,718) | | | 138,514,242 | | | (19,311,366) |
Distributions to shareholders from earnings | | | (8,824,401) | | | (5,487,159) | | | (14,846,213) | | | (30,772,738) | | | (17,571,388) | | | (62,878,846) |
Fund share transactions
|
Proceeds from shares sold-Class A | | | 54,201,505 | | | 186,000 | | | 652,626 | | | 35,621,877 | | | 260,955 | | | 2,728,832 |
Issued as reinvestment of distributions-Class A | | | 545,440 | | | 28,812 | | | 112,170 | | | 386,618 | | | 32,438 | | | 110,932 |
Cost of shares redeemed-Class A | | | (6,964,591) | | | (178,185) | | | (1,606,983) | | | (17,010,651) | | | (356,032) | | | (1,827,547) |
Proceeds from shares sold-Class C | | | 3,966 | | | 10,675 | | | 853,519 | | | 402,358 | | | 165,130 | | | 1,659,332 |
Issued as reinvestment of distributions-Class C | | | 41,732 | | | 29,016 | | | 99,639 | | | 38,910 | | | 23,186 | | | 100,587 |
Cost of shares redeemed-Class C | | | (768,163) | | | (165,090) | | | (2,043,441) | | | (483,305) | | | (319,097) | | | (1,088,406) |
Proceeds from shares sold-Class I | | | 55,526,300 | | | 17,987,128 | | | 277,527,750 | | | 223,870,840 | | | 129,200,080 | | | 700,005,536 |
Issued as reinvestment of distributions-Class I | | | 7,611,833 | | | 4,709,211 | | | 12,353,762 | | | 24,426,132 | | | 14,025,707 | | | 51,403,074 |
Cost of shares redeemed-Class I | | | (73,912,676) | | | (37,476,883) | | | (164,950,486) | | | (370,225,574) | | | (101,251,365) | | | (309,227,617) |
Proceeds from shares sold-Class R-3 | | | 16,961 | | | 39,032 | | | 232,819 | | | 11,623 | | | 13,979 | | | 34,924 |
Issued as reinvestment
of distributions-
ClassR-3 | | | 2,235 | | | 3,654 | | | 8,721 | | | 1,392 | | | 1,924 | | | 7,411 |
Cost of shares redeemed-Class R-3 | | | (416,520) | | | (16,686) | | | (51,894) | | | (217,670) | | | (209) | | | (21,318) |
Proceeds from shares sold-Class R-5 | | | 13,346 | | | 71,930 | | | 582,531 | | | 1,792 | | | 2,368 | | | 18,465 |
Issued as reinvestment of distributions-
Class R-5 | | | 3,483 | | | 6,374 | | | 4,076 | | | 446 | | | 657 | | | 2,336 |
Cost of shares redeemed-Class R-5 | | | (652,132) | | | (28,491) | | | (11,593) | | | (63,068) | | | (542) | | | (5,418) |
Proceeds from shares sold-Class R-6 | | | 2,168,924 | | | 674,998 | | | 13,121,743 | | | 161,059,184 | | | 2,934,894 | | | 89,124,047 |
| | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | | | | |
Issued as reinvestment of distributions-
Class R-6 | | | 291,812 | | | 172,804 | | | 394,969 | | | 1,156,177 | | | 565,617 | | | 814,676 |
Cost of shares redeemed-Class R-6 | | | (2,820,757) | | | (640,130) | | | (1,942,958) | | | (7,499,282) | | | (2,783,063) | | | (44,110,841) |
Proceeds from shares sold-Class Y | | | 1,424,075 | | | 969,696 | | | 38,048,790 | | | 2,308,567 | | | 2,267,330 | | | 27,774,854 |
Issued as reinvestment of distributions-Class Y | | | 300,272 | | | 532,888 | | | 1,847,646 | | | 211,689 | | | 349,318 | | | 1,385,386 |
Cost of shares redeemed-Class Y | | | (53,485,902) | | | (4,067,959) | | | (29,422,679) | | | (33,400,592) | | | (14,754,396) | | | (11,570,354) |
Net increase (decrease) from fund share transactions | | | (16,868,857) | | | (17,151,206) | | | 145,810,727 | | | 20,597,463 | | | 30,378,879 | | | 507,318,891 |
Increase (decrease) in net assets | | | (28,439,313) | | | 20,634,333 | | | 123,950,207 | | | (16,937,993) | | | 151,321,733 | | | 425,128,679 |
Net assets, end of period | | | $479,611,316 | | | $508,050,629 | | | $487,416,296 | | | $1,577,353,025 | | | $1,594,291,018 | | | $1,442,969,285 |
Shares issued and redeemed
|
Shares sold-Class A | | | 5,069,764 | | | 17,314 | | | 60,578 | | | 1,210,861 | | | 9,012 | | | 92,024 |
Issued as reinvestment of distributions-Class A | | | 51,721 | | | 2,735 | | | 10,417 | | | 13,299 | | | 1,115 | | | 3,765 |
Shares redeemed-
Class A | | | (653,066) | | | (16,962) | | | (149,699) | | | (580,305) | | | (12,340) | | | (61,885) |
Shares sold-Class C | | | 373 | | | 1,028 | | | 78,661 | | | 13,808 | | | 5,724 | | | 56,089 |
Issued as reinvestment of distributions-Class C | | | 3,946 | | | 2,769 | | | 9,305 | | | 1,337 | | | 803 | | | 3,436 |
Shares redeemed-
Class C | | | (72,632) | | | (15,478) | | | (190,416) | | | (16,639) | | | (10,871) | | | (36,939) |
Shares sold-Class I | | | 5,200,779 | | | 1,696,186 | | | 25,806,228 | | | 7,615,854 | | | 4,431,860 | | | 23,390,405 |
Issued as reinvestment of distributions-Class I | | | 716,295 | | | 446,699 | | | 1,150,095 | | | 830,902 | | | 480,017 | | | 1,735,473 |
Shares redeemed-
Class I | | | (6,938,521) | | | (3,575,623) | | | (15,386,291) | | | (12,641,724) | | | (3,458,607) | | | (10,513,268) |
Shares sold-Class R-3 | | | 1,577 | | | 3,643 | | | 21,419 | | | 393 | | | 478 | | | 1,174 |
Issued as reinvestment of distributions-
Class R-3 | | | 208 | | | 346 | | | 812 | | | 47 | | | 66 | | | 252 |
Shares redeemed-
Class R-3 | | | (38,929) | | | (1,537) | | | (4,953) | | | (7,400) | | | (7) | | | (734) |
Shares sold-Class R-5 | | | 1,239 | | | 6,634 | | | 54,492 | | | 60 | | | 81 | | | 621 |
Issued as reinvestment of distributions-
Class R-5 | | | 322 | | | 603 | | | 390 | | | 15 | | | 22 | | | 79 |
Shares redeemed-
Class R-5 | | | (60,900) | | | (2,626) | | | (1,143) | | | (2,134) | | | (19) | | | (182) |
Shares sold-Class R-6 | | | 202,453 | | | 64,025 | | | 1,215,130 | | | 5,509,558 | | | 101,108 | | | 2,989,484 |
Issued as reinvestment of distributions-
Class R-6 | | | 27,416 | | | 16,356 | | | 36,698 | | | 39,374 | | | 19,361 | | | 27,848 |
Shares redeemed-
Class R-6 | | | (264,494) | | | (60,844) | | | (181,202) | | | (254,916) | | | (97,074) | | | (1,504,802) |
Shares sold-Class Y | | | 132,460 | | | 91,274 | | | 3,516,987 | | | 78,023 | | | 77,450 | | | 938,831 |
Issued as reinvestment of distributions-Class Y | | | 27,903 | | | 50,577 | | | 171,675 | | | 7,114 | | | 12,045 | | | 47,002 |
| | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | | | | |
Shares redeemed-
Class Y | | | (4,997,104) | | | (383,187) | | | (2,757,961) | | | (1,132,955) | | | (511,091) | | | (395,869) |
Shares issued and redeemed | | | (1,589,190) | | | (1,656,068) | | | 13,461,222 | | | 684,572 | | | 1,049,133 | | | 16,772,804 |
| | | | | | | | | | | | | | | | | | | |
(†)
| The data for fiscal periods ending after December 31, 2024 is unaudited. |
*
| Fiscal year-end changed to December beginning with the December 31, 2023 year-end. |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets
| | | | |
Net assets, beginning of period | | | $1,430,170,678 | | | $1,292,786,065 | | | $1,063,978,985 |
Increase (decrease) in net assets from operations
| | | | | | | | | |
Net investment income (loss) | | | 30,927,976 | | | 9,105,226 | | | 49,589,287 |
Net realized gain (loss) on investments | | | 29,571,676 | | | 6,623,000 | | | (32,048,675) |
Net change in unrealized appreciation (depreciation) | | | (34,551,881) | | | 77,265,655 | | | 29,288,591 |
Net increase (decrease) in net assets resulting from operations | | | 25,947,771 | | | 92,993,881 | | | 46,829,203 |
Distributions to shareholders from earnings | | | (30,668,937) | | | (14,705,670) | | | (60,571,888) |
Fund share transactions
|
Proceeds from shares sold-Class A | | | 80,620,555 | | | 37,744 | | | 958,742 |
Issued as reinvestment of distributions-Class A | | | 577,041 | | | 57,558 | | | 232,399 |
Cost of shares redeemed-Class A | | | (49,208,777) | | | (202,942) | | | (271,373) |
Proceeds from shares sold-Class C | | | 800,816 | | | 67,630 | | | 385,524 |
Issued as reinvestment of distributions-Class C | | | 24,376 | | | 10,550 | | | 52,735 |
Cost of shares redeemed-Class C | | | (278,975) | | | (169,905) | | | (826,880) |
Proceeds from shares sold-Class I | | | 331,257,237 | | | 162,587,474 | | | 721,527,165 |
Issued as reinvestment of distributions-Class I | | | 23,917,063 | | | 11,196,277 | | | 44,600,182 |
Cost of shares redeemed-Class I | | | (433,878,442) | | | (106,866,987) | | | (545,774,969) |
Proceeds from shares sold-Class R-3 | | | — | | | — | | | — |
Issued as reinvestment of distributions-Class R-3 | | | 100 | | | 109 | | | 471 |
Cost of shares redeemed-Class R-3 | | | (11,861) | | | — | | | — |
Proceeds from shares sold-Class R-5 | | | 93,055 | | | 147,996 | | | 266,253 |
Issued as reinvestment of distributions-Class R-5 | | | 9,023 | | | 10,096 | | | 35,697 |
Cost of shares redeemed-Class R-5 | | | (1,113,249) | | | (80,765) | | | (71,817) |
Proceeds from shares sold-Class R-6 | | | 162,193,846 | | | 8,421,811 | | | 4,992,154 |
Issued as reinvestment of distributions-Class R-6 | | | 1,453,427 | | | 770,661 | | | 3,286,512 |
Cost of shares redeemed-Class R-6 | | | (16,932,504) | | | (3,728,837) | | | (9,434,843) |
Proceeds from shares sold-Class Y | | | 35,789,690 | | | 1,826,186 | | | 100,292,074 |
Issued as reinvestment of distributions-Class Y | | | 337,438 | | | 457,307 | | | 3,775,149 |
Cost of shares redeemed-Class Y | | | (77,770,273) | | | (15,445,561) | | | (81,475,410) |
Net increase (decrease) from fund share transactions | | | 57,879,586 | | | 59,096,402 | | | 242,549,765 |
Increase (decrease) in net assets | | | 53,158,420 | | | 137,384,613 | | | 228,807,080 |
Net assets, end of period | | | $1,483,329,098 | | | $1,430,170,678 | | | $1,292,786,065 |
| | | | | | | | | | |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Statements of Changes in Net Assets(Continued)
| | | | |
Shares issued and redeemed
|
Shares sold-Class A | | | 6,637,718 | | | 3,146 | | | 80,571 |
Issued as reinvestment of distributions-Class A | | | 47,821 | | | 4,791 | | | 19,602 |
Shares redeemed-Class A | | | (4,086,553) | | | (17,081) | | | (22,803) |
Shares sold-Class C | | | 66,439 | | | 5,674 | | | 32,553 |
Issued as reinvestment of distributions-Class C | | | 2,029 | | | 885 | | | 4,497 |
Shares redeemed-Class C | | | (23,518) | | | (13,990) | | | (69,820) |
Shares sold-Class I | | | 27,235,540 | | | 13,504,688 | | | 60,133,926 |
Issued as reinvestment of distributions-Class I | | | 1,969,672 | | | 929,667 | | | 3,752,397 |
Shares redeemed-Class I | | | (35,797,851) | | | (8,945,998) | | | (45,797,507) |
Shares sold-Class R-3 | | | — | | | — | | | — |
Issued as reinvestment of distributions-Class R-3 | | | 8 | | | 9 | | | 40 |
Shares redeemed-Class R-3 | | | (978) | | | — | | | — |
Shares sold-Class R-5 | | | 7,636 | | | 12,347 | | | 22,415 |
Issued as reinvestment of distributions-Class R-5 | | | 737 | | | 838 | | | 3,004 |
Shares redeemed-Class R-5 | | | (91,437) | | | (6,726) | | | (6,074) |
Shares sold-Class R-6 | | | 13,329,853 | | | 707,265 | | | 421,029 |
Issued as reinvestment of distributions-Class R-6 | | | 119,739 | | | 64,028 | | | 276,621 |
Shares redeemed-Class R-6 | | | (1,392,429) | | | (305,683) | | | (780,856) |
Shares sold-Class Y | | | 2,941,789 | | | 152,125 | | | 8,350,076 |
Issued as reinvestment of distributions-Class Y | | | 27,456 | | | 37,892 | | | 314,924 |
Shares redeemed-Class Y | | | (6,361,397) | | | (1,293,095) | | | (6,899,761) |
Shares issued and redeemed | | | 4,632,274 | | | 4,840,782 | | | 19,834,834 |
| | | | | | | | | | |
(†)
| The data for fiscal periods ending after December 31, 2024 is unaudited. |
*
| Fiscal year-end changed to December beginning with the December 31, 2023 year-end. |
The accompanying notes are an integral part of the financial statements.
TABLE OF CONTENTS
Financial Highlights
| | | | | | | | | | | | | | | | | | | | | | |
Carillon Chartwell Mid Cap Value Fund
|
Class A*
|
04/26/24 | | | 06/30/24 | | | $17.44 | | | $0.01 | | | $(0.30) | | | $(0.29) | | | $— | | | $— | | | $— | | | $17.15 | | | 1.20 | | | 1.42 | | | 0.48 | | | 32 | | | (1.66) | | | $0 |
Class C*
|
04/26/24 | | | 06/30/24 | | | 17.44 | | | (0.01) | | | (0.30) | | | (0.31) | | | — | | | — | | | — | | | 17.13 | | | 1.95 | | | 2.16 | | | (0.27) | | | 32 | | | (1.78) | | | 0 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 17.09 | | | 0.09 | | | (0.02) | | | 0.07 | | | — | | | — | | | — | | | 17.16 | | | 0.90 | | | 1.17 | | | 1.06 | | | 32 | | | 0.41 | | | 26 |
01/01/23 | | | 12/31/23 | | | 16.50 | | | 0.07 | | | 1.07 | | | 1.14 | | | (0.13) | | | (0.42) | | | (0.55) | | | 17.09 | | | 0.90 | | | 1.49 | | | 0.40 | | | 33 | | | 6.90 | | | 24 |
01/01/22 | | | 12/31/22 | | | 18.88 | | | 0.19 | | | (2.38) | | | (2.19) | | | (0.18) | | | (0.01) | | | (0.19) | | | 16.50 | | | 0.90 | | | 1.29 | | | 1.15 | | | 27 | | | (11.63) | | | 41 |
01/01/21 | | | 12/31/21 | | | 14.92 | | | 0.11 | | | 3.96 | | | 4.07 | | | (0.11) | | | — | | | (0.11) | | | 18.88 | | | 0.90 | | | 1.29 | | | 0.68 | | | 15 | | | 27.30 | | | 38 |
11/01/20 | | | 12/31/20 | | | 13.12 | | | 0.03 | | | 1.94 | | | 1.97 | | | (0.17) | | | — | | | (0.17) | | | 14.92 | | | 0.90 | | | 1.56 | | | 1.25 | | | 3 | | | 15.00 | | | 29 |
11/01/19 | | | 10/31/20 | | | 15.54 | | | 0.19 | | | (2.28) | | | (2.09) | | | (0.18) | | | (0.15) | | | (0.33) | | | 13.12 | | | 0.90 | | | 1.47 | | | 1.40 | | | 35 | | | (13.81) | | | 25 |
11/01/18 | | | 10/31/19 | | | 15.07 | | | 0.17 | | | 1.34 | | | 1.51 | | | (0.11) | | | (0.93) | | | (1.04) | | | 15.54 | | | 1.02 | | | 1.44 | | | 1.09 | | | 36 | | | 11.47 | | | 26 |
Class R-6*
|
04/26/24 | | | 06/30/24 | | | 17.44 | | | 0.03 | | | (0.31) | | | (0.28) | | | — | | | — | | | — | | | 17.16 | | | 0.80 | | | 1.16 | | | 0.89 | | | 32 | | | (1.61) | | | 0 |
Carillon Chartwell Small Cap Growth Fund
|
Class A*
|
04/26/24 | | | 06/30/24 | | | 14.84 | | | (0.01) | | | 0.96 | | | 0.95 | | | — | | | — | | | — | | | 15.79 | | | 1.35 | | | 1.65 | | | (0.51) | | | 24 | | | 6.40 | | | 0 |
Class C*
|
04/26/24 | | | 06/30/24 | | | 14.84 | | | (0.03) | | | 0.96 | | | 0.93 | | | — | | | — | | | — | | | 15.77 | | | 2.10 | | | 2.39 | | | (1.26) | | | 24 | | | 6.27 | | | 0 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 13.22 | | | (0.02) | | | 2.61 | | | 2.59 | | | — | | | — | | | — | | | 15.81 | | | 1.05 | | | 1.36 | | | (0.34) | | | 24 | | | 19.59 | | | 20 |
01/01/23 | | | 12/31/23 | | | 10.80 | | | (0.02) | | | 2.44 | | | 2.42 | | | — | | | — | | | — | | | 13.22 | | | 1.05 | | | 2.39 | | | (0.20) | | | 72 | | | 22.41 | | | 17 |
01/01/22 | | | 12/31/22 | | | 16.36 | | | (0.08) | | | (4.96) | | | (5.04) | | | — | | | (0.52) | | | (0.52) | | | 10.80 | | | 1.05 | | | 1.82 | | | (0.54) | | | 80 | | | (30.83) | | | 16 |
01/01/21 | | | 12/31/21 | | | 17.29 | | | (0.15) | | | 2.78 | | | 2.63 | | | (0.01) | | | (3.55) | | | (3.56) | | | 16.36 | | | 1.05 | | | 1.47 | | | (0.88) | | | 61 | | | 16.47 | | | 28 |
11/01/20 | | | 12/31/20 | | | 15.22 | | | (0.01) | | | 3.24 | | | 3.23 | | | — | | | (1.16) | | | (1.16) | | | 17.29 | | | 1.05 | | | 1.76 | | | (0.58) | | | 24 | | | 21.20 | | | 27 |
11/01/19 | | | 10/31/20 | | | 11.78 | | | (0.09) | | | 3.53 | | | 3.44 | | | — | | | —+ | | | — | | | 15.22 | | | 1.05 | | | 1.73 | | | (0.56) | | | 104 | | | 29.25 | | | 23 |
11/01/18 | | | 10/31/19 | | | 11.55 | | | (0.04) | | | 0.32 | | | 0.28 | | | — | | | (0.05) | | | (0.05) | | | 11.78 | | | 1.05 | | | 1.64 | | | (0.39) | | | 104 | | | 2.46 | | | 21 |
Class R-6*
|
04/26/24 | | | 06/30/24 | | | 14.84 | | | (0.00) | | | 0.97 | | | 0.97 | | | — | | | — | | | — | | | 15.81 | | | 0.95 | | | 1.38 | | | (0.11) | | | 24 | | | 6.54 | | | 0 |
Carillon Chartwell Small Cap Value Fund
|
Class A*
|
04/26/24 | | | 06/30/24 | | | 19.07 | | | 0.05 | | | 0.23 | | | 0.28 | | | — | | | — | | | — | | | 19.35 | | | 1.35 | | | 1.60 | | | 1.35 | | | 15 | | | 1.47 | | | 0 |
Class C*
|
04/26/24 | | | 06/30/24 | | | 19.07 | | | 0.02 | | | 0.23 | | | 0.25 | | | — | | | — | | | — | | | 19.32 | | | 2.10 | | | 2.33 | | | 0.60 | | | 15 | | | 1.31 | | | 0 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 19.27 | | | 0.08 | | | 0.01 | | | 0.09 | | | — | | | — | | | — | | | 19.36 | | | 1.05 | | | 1.23 | | | 0.86 | | | 15 | | | 0.47 | | | 75 |
01/01/23 | | | 12/31/23 | | | 17.75 | | | 0.09 | | | 2.09 | | | 2.18 | | | (0.21) | | | (0.45) | | | (0.66) | | | 19.27 | | | 1.05 | | | 1.26 | | | 0.48 | | | 27 | | | 12.30 | | | 143 |
01/01/22 | | | 12/31/22 | | | 19.90 | | | 0.10 | | | (2.04) | | | (1.94) | | | — | | | (0.21) | | | (0.21) | | | 17.75 | | | 1.05 | | | 1.17 | | | 0.54 | | | 24 | | | (9.71) | | | 150 |
01/01/21 | | | 12/31/21 | | | 17.75 | | | 0.10 | | | 4.16 | | | 4.26 | | | (0.10) | | | (2.01) | | | (2.11) | | | 19.90 | | | 1.05 | | | 1.15 | | | 0.45 | | | 20 | | | 24.42 | | | 183 |
11/01/20 | | | 12/31/20 | | | 14.75 | | | 0.04 | | | 3.09 | | | 3.13 | | | (0.13) | | | — | | | (0.13) | | | 17.75 | | | 1.05 | | | 1.21 | | | 1.32 | | | 2 | | | 21.23 | | | 177 |
11/01/19 | | | 10/31/20 | | | 18.67 | | | 0.13 | | | (3.37) | | | (3.24) | | | (0.14) | | | (0.54) | | | (0.68) | | | 14.75 | | | 1.05 | | | 1.18 | | | 0.81 | | | 30 | | | (18.16) | | | 148 |
11/01/18 | | | 10/31/19 | | | 18.79 | | | 0.13 | | | 1.04 | | | 1.17 | | | (0.07) | | | (1.22) | | | (1.29) | | | 18.67 | | | 1.05 | | | 1.07 | | | 0.69 | | | 30 | | | 7.54 | | | 173 |
Class R-6*
|
04/26/24 | | | 06/30/24 | | | 19.07 | | | 0.06 | | | 0.23 | | | 0.29 | | | — | | | — | | | — | | | 19.36 | | | 0.95 | | | 1.34 | | | 1.75 | | | 15 | | | 1.52 | | | 0 |
Carillon ClariVest Capital Appreciation Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | 45.42 | | | (0.09) | | | 10.15 | | | 10.06 | | | — | | | — | | | — | | | 55.48 | | | 1.00 | | | 1.11 | | | (0.34) | | | 11 | | | 22.15 | | | 211 |
11/01/23 | | | 12/31/23 | | | 44.17 | | | (0.01) | | | 6.60 | | | 6.59 | | | — | | | (5.34) | | | (5.34) | | | 45.42 | | | 1.00 | | | 1.21 | | | (0.12) | | | 4 | | | 14.87 | | | 181 |
11/01/22 | | | 10/31/23 | | | 46.16 | | | (0.07) | | | 5.83 | | | 5.76 | | | — | | | (7.75) | | | (7.75) | | | 44.17 | | | 1.00 | | | 1.16 | | | (0.16) | | | 31 | | | 15.90 | | | 161 |
11/01/21 | | | 10/31/22 | | | 64.23 | | | (0.07) | | | (13.68) | | | (13.75) | | | — | | | (4.32) | | | (4.32) | | | 46.16 | | | 1.00 | | | 1.13 | | | (0.13) | | | 31 | | | (22.87) | | | 156 |
11/01/20 | | | 10/31/21 | | | 51.65 | | | (0.08) | | | 20.42 | | | 20.34 | | | (0.05) | | | (7.71) | | | (7.76) | | | 64.23 | | | 1.00 | | | 1.11 | | | (0.14) | | | 20 | | | 43.42 | | | 222 |
11/01/19 | | | 10/31/20 | | | 43.14 | | | 0.04 | | | 9.19 | | | 9.23 | | | (0.13) | | | (0.59) | | | (0.72) | | | 51.65 | | | 1.00 | | | 1.15 | | | 0.08 | | | 31 | | | 21.63 | | | 170 |
11/01/18 | | | 10/31/19 | | | 42.91 | | | 0.14 | | | 3.75 | | | 3.89 | | | (0.06) | | | (3.60) | | | (3.66) | | | 43.14 | | | 1.00 | | | 1.14 | | | 0.34 | | | 49 | | | 11.23 | | | 170 |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Financial Highlights(Continued)
| | | | | | | | | | | | | | | | | | | | | | |
Carillon ClariVest Capital Appreciation Fund — (Continued)
|
Class C*
|
01/01/24 | | | 06/30/24 | | | $23.29 | | | $(0.14) | | | $5.20 | | | $5.06 | | | $— | | | $— | | | $— | | | $28.35 | | | 1.75 | | | 1.84 | | | (1.09) | | | 11 | | | 21.73 | | | $ 9 |
11/01/23 | | | 12/31/23 | | | 22.68 | | | (0.04) | | | 3.39 | | | 3.35 | | | — | | | (2.74) | | | (2.74) | | | 23.29 | | | 1.75 | | | 1.95 | | | (0.87) | | | 4 | | | 14.71 | | | 8 |
11/01/22 | | | 10/31/23 | | | 27.77 | | | (0.20) | | | 2.86 | | | 2.66 | | | — | | | (7.75) | | | (7.75) | | | 22.68 | | | 1.75 | | | 1.89 | | | (0.90) | | | 31 | | | 15.05 | | | 7 |
11/01/21 | | | 10/31/22 | | | 40.66 | | | (0.29) | | | (8.28) | | | (8.57) | | | — | | | (4.32) | | | (4.32) | | | 27.77 | | | 1.75 | | | 1.86 | | | (0.88) | | | 31 | | | (23.45) | | | 9 |
11/01/20 | | | 10/31/21 | | | 35.39 | | | (0.32) | | | 13.30 | | | 12.98 | | | — | | | (7.71) | | | (7.71) | | | 40.66 | | | 1.75 | | | 1.86 | | | (0.89) | | | 20 | | | 42.34 | | | 14 |
11/01/19 | | | 10/31/20 | | | 29.87 | | | (0.21) | | | 6.32 | | | 6.11 | | | — | | | (0.59) | | | (0.59) | | | 35.39 | | | 1.75 | | | 1.89 | | | (0.66) | | | 31 | | | 20.71 | | | 13 |
11/01/18 | | | 10/31/19 | | | 31.12 | | | (0.11) | | | 2.46 | | | 2.35 | | | — | | | (3.60) | | | (3.60) | | | 29.87 | | | 1.75 | | | 1.90 | | | (0.39) | | | 49 | | | 10.38 | | | 15 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 49.57 | | | (0.01) | | | 11.07 | | | 11.06 | | | — | | | — | | | — | | | 60.63 | | | 0.70 | | | 0.86 | | | (0.04) | | | 11 | | | 22.31 | | | 259 |
11/01/23 | | | 12/31/23 | | | 48.17 | | | 0.02 | | | 7.20 | | | 7.22 | | | (0.00) | | | (5.82) | | | (5.82) | | | 49.57 | | | 0.70 | | | 0.95 | | | 0.18 | | | 4 | | | 14.96 | | | 213 |
11/01/22 | | | 10/31/23 | | | 49.55 | | | 0.07 | | | 6.36 | | | 6.43 | | | (0.06) | | | (7.75) | | | (7.81) | | | 48.17 | | | 0.70 | | | 0.91 | | | 0.14 | | | 31 | | | 16.24 | | | 191 |
11/01/21 | | | 10/31/22 | | | 68.46 | | | 0.10 | | | (14.67) | | | (14.57) | | | (0.02) | | | (4.32) | | | (4.34) | | | 49.55 | | | 0.70 | | | 0.88 | | | 0.18 | | | 31 | | | (22.65) | | | 213 |
11/01/20 | | | 10/31/21 | | | 54.56 | | | 0.09 | | | 21.70 | | | 21.79 | | | (0.18) | | | (7.71) | | | (7.89) | | | 68.46 | | | 0.70 | | | 0.87 | | | 0.15 | | | 20 | | | 43.87 | | | 400 |
11/01/19 | | | 10/31/20 | | | 45.52 | | | 0.19 | | | 9.70 | | | 9.89 | | | (0.26) | | | (0.59) | | | (0.85) | | | 54.56 | | | 0.70 | | | 0.89 | | | 0.39 | | | 31 | | | 22.00 | | | 276 |
11/01/18 | | | 10/31/19 | | | 45.09 | | | 0.26 | | | 3.97 | | | 4.23 | | | (0.20) | | | (3.60) | | | (3.80) | | | 45.52 | | | 0.70 | | | 0.90 | | | 0.61 | | | 49 | | | 11.54 | | | 314 |
Class R-6*
|
01/01/24 | | | 06/30/24 | | | 48.46 | | | 0.03 | | | 10.82 | | | 10.85 | | | — | | | — | | | — | | | 59.31 | | | 0.60 | | | 0.78 | | | 0.11 | | | 11 | | | 22.39 | | | 0 |
11/01/23 | | | 12/31/23 | | | 47.09 | | | 0.02 | | | 7.04 | | | 7.06 | | | — | | | (5.69) | | | (5.69) | | | 48.46 | | | 0.60 | | | 0.88 | | | 0.28 | | | 4 | | | 14.96 | | | 0 |
11/01/22 | | | 10/31/23 | | | 49.31 | | | 0.08 | | | 6.23 | | | 6.31 | | | (0.78) | | | (7.75) | | | (8.53) | | | 47.09 | | | 0.60 | | | 0.83 | | | 0.16 | | | 31 | | | 16.37 | | | 0 |
11/01/21 | | | 10/31/22 | | | 67.92 | | | 0.18 | | | (14.40) | | | (14.22) | | | (0.07) | | | (4.32) | | | (4.39) | | | 49.31 | | | 0.60 | | | 0.79 | | | 0.31 | | | 31 | | | (22.31) | | | 0 |
11/01/20 | | | 10/31/21 | | | 54.19 | | | 0.15 | | | 21.52 | | | 21.67 | | | (0.23) | | | (7.71) | | | (7.94) | | | 67.92 | | | 0.60 | | | 0.79 | | | 0.24 | | | 20 | | | 43.99 | | | 2 |
11/01/19 | | | 10/31/20 | | | 45.16 | | | 0.44 | | | 9.48 | | | 9.92 | | | (0.30) | | | (0.59) | | | (0.89) | | | 54.19 | | | 0.60 | | | 0.79 | | | 0.95 | | | 31 | | | 22.26 | | | 1 |
11/01/18 | | | 10/31/19 | | | 44.77 | | | 0.31 | | | 3.93 | | | 4.24 | | | (0.25) | | | (3.60) | | | (3.85) | | | 45.16 | | | 0.60 | | | 0.80 | | | 0.73 | | | 49 | | | 11.67 | | | 45 |
Carillon ClariVest International Stock Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | 21.06 | | | 0.25 | | | 2.53 | | | 2.78 | | | — | | | — | | | — | | | 23.84 | | | 1.25 | | | 1.25 | | | 2.23 | | | 21 | | | 13.20 | | | 5 |
11/01/23 | | | 12/31/23 | | | 18.95 | | | 0.04 | | | 2.63 | | | 2.67 | | | (0.56) | | | — | | | (0.56) | | | 21.06 | | | 1.25 | | | 1.36 | | | 1.07 | | | 7 | | | 14.11 | | | 4 |
11/01/22 | | | 10/31/23 | | | 16.62 | | | 0.36 | | | 2.24 | | | 2.60 | | | (0.27) | | | — | | | (0.27) | | | 18.95 | | | 1.25 | | | 1.27 | | | 1.84 | | | 44 | | | 15.70 | | | 4 |
11/01/21 | | | 10/31/22 | | | 21.00 | | | 0.45 | | | (4.52) | | | (4.07) | | | (0.31) | | | — | | | (0.31) | | | 16.62 | | | 1.32 | | | 3.24 | | | 2.42 | | | 66 | | | (19.67) | | | 4 |
11/01/20 | | | 10/31/21 | | | 15.27 | | | 0.33 | | | 5.54 | | | 5.87 | | | (0.14) | | | — | | | (0.14) | | | 21.00 | | | 1.45 | | | 5.16 | | | 1.66 | | | 80 | | | 38.61 | | | 4 |
11/01/19 | | | 10/31/20 | | | 17.47 | | | 0.17 | | | (1.99) | | | (1.82) | | | (0.38) | | | — | | | (0.38) | | | 15.27 | | | 1.45 | | | 4.90 | | | 1.08 | | | 54 | | | (10.73) | | | 2 |
11/01/18 | | | 10/31/19 | | | 16.92 | | | 0.28 | | | 0.49 | | | 0.77 | | | (0.22) | | | — | | | (0.22) | | | 17.47 | | | 1.45 | | | 4.12 | | | 1.67 | | | 43 | | | 4.74 | | | 4 |
Class C*
|
01/01/24 | | | 06/30/24 | | | 20.64 | | | 0.16 | | | 2.48 | | | 2.64 | | | — | | | — | | | — | | | 23.28 | | | 1.99 | | | 1.97 | | | 1.46 | | | 21 | | | 12.79 | | | 1 |
11/01/23 | | | 12/31/23 | | | 18.48 | | | 0.01 | | | 2.57 | | | 2.58 | | | (0.42) | | | — | | | (0.42) | | | 20.64 | | | 2.00 | | | 2.08 | | | 0.31 | | | 7 | | | 13.98 | | | 1 |
11/01/22 | | | 10/31/23 | | | 16.24 | | | 0.20 | | | 2.20 | | | 2.40 | | | (0.16) | | | — | | | (0.16) | | | 18.48 | | | 2.00 | | | 2.00 | | | 1.06 | | | 44 | | | 14.83 | | | 1 |
11/01/21 | | | 10/31/22 | | | 20.56 | | | 0.33 | | | (4.46) | | | (4.13) | | | (0.19) | | | — | | | (0.19) | | | 16.24 | | | 2.08 | | | 4.11 | | | 1.76 | | | 66 | | | (20.28) | | | 1 |
11/01/20 | | | 10/31/21 | | | 14.95 | | | 0.17 | | | 5.45 | | | 5.62 | | | (0.01) | | | — | | | (0.01) | | | 20.56 | | | 2.20 | | | 5.90 | | | 0.90 | | | 80 | | | 37.63 | | | 2 |
11/01/19 | | | 10/31/20 | | | 17.14 | | | 0.07 | | | (1.99) | | | (1.92) | | | (0.27) | | | — | | | (0.27) | | | 14.95 | | | 2.20 | | | 5.74 | | | 0.43 | | | 54 | | | (11.44) | | | 1 |
11/01/18 | | | 10/31/19 | | | 16.53 | | | 0.15 | | | 0.51 | | | 0.66 | | | (0.05) | | | — | | | (0.05) | | | 17.14 | | | 2.20 | | | 4.91 | | | 0.90 | | | 43 | | | 4.01 | | | 2 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 21.20 | | | 0.29 | | | 2.54 | | | 2.83 | | | — | | | — | | | — | | | 24.03 | | | 0.95 | | | 1.00 | | | 2.55 | | | 21 | | | 13.35 | | | 410 |
11/01/23 | | | 12/31/23 | | | 19.11 | | | 0.05 | | | 2.66 | | | 2.71 | | | (0.62) | | | — | | | (0.62) | | | 21.20 | | | 0.95 | | | 1.11 | | | 1.37 | | | 7 | | | 14.21 | | | 340 |
11/01/22 | | | 10/31/23 | | | 16.61 | | | 0.42 | | | 2.24 | | | 2.66 | | | (0.16) | | | — | | | (0.16) | | | 19.11 | | | 0.95 | | | 1.03 | | | 2.14 | | | 44 | | | 16.05 | | | 308 |
11/01/21 | | | 10/31/22 | | | 20.99 | | | 0.32 | | | (4.32) | | | (4.00) | | | (0.38) | | | — | | | (0.38) | | | 16.61 | | | 0.96 | | | 1.38 | | | 1.87 | | | 66 | | | (19.44) | | | 309 |
11/01/20 | | | 10/31/21 | | | 15.26 | | | 0.38 | | | 5.55 | | | 5.93 | | | (0.20) | | | — | | | (0.20) | | | 20.99 | | | 1.15 | | | 4.90 | | | 1.95 | | | 80 | | | 39.05 | | | 6 |
11/01/19 | | | 10/31/20 | | | 17.46 | | | 0.23 | | | (2.01) | | | (1.78) | | | (0.42) | | | — | | | (0.42) | | | 15.26 | | | 1.15 | | | 4.63 | | | 1.44 | | | 54 | | | (10.51) | | | 3 |
11/01/18 | | | 10/31/19 | | | 16.92 | | | 0.31 | | | 0.51 | | | 0.82 | | | (0.28) | | | — | | | (0.28) | | | 17.46 | | | 1.15 | | | 3.82 | | | 1.88 | | | 43 | | | 5.07 | | | 5 |
Class R-6*
|
01/01/24 | | | 06/30/24 | | | 20.97 | | | 0.29 | | | 2.52 | | | 2.81 | | | — | | | — | | | — | | | 23.78 | | | 0.85 | | | 0.91 | | | 2.63 | | | 21 | | | 13.40 | | | 10 |
11/01/23 | | | 12/31/23 | | | 18.93 | | | 0.05 | | | 2.64 | | | 2.69 | | | (0.65) | | | — | | | (0.65) | | | 20.97 | | | 0.85 | | | 1.02 | | | 1.45 | | | 7 | | | 14.20 | | | 9 |
11/01/22 | | | 10/31/23 | | | 16.68 | | | 0.27 | | | 2.34 | | | 2.61 | | | (0.36) | | | — | | | (0.36) | | | 18.93 | | | 0.85 | | | 0.95 | | | 1.40 | | | 44 | | | 15.78 | | | 8 |
11/01/21 | | | 10/31/22 | | | 21.06 | | | 0.75 | | | (4.74) | | | (3.99) | | | (0.39) | | | — | | | (0.39) | | | 16.68 | | | 0.86 | | | 2.65 | | | 4.13 | | | 66 | | | (19.32) | | | 12 |
11/01/20 | | | 10/31/21 | | | 15.31 | | | 0.39 | | | 5.57 | | | 5.96 | | | (0.21) | | | — | | | (0.21) | | | 21.06 | | | 1.05 | | | 4.82 | | | 2.03 | | | 80 | | | 39.19 | | | 0 |
11/01/19 | | | 10/31/20 | | | 17.51 | | | 0.25 | | | (2.01) | | | (1.76) | | | (0.44) | | | — | | | (0.44) | | | 15.31 | | | 1.05 | | | 4.66 | | | 1.59 | | | 54 | | | (10.39) | | | 0 |
11/01/18 | | | 10/31/19 | | | 16.97 | | | 0.34 | | | 0.49 | | | 0.83 | | | (0.29) | | | — | | | (0.29) | | | 17.51 | | | 1.05 | | | 3.90 | | | 2.02 | | | 43 | | | 5.16 | | | 0 |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Financial Highlights(Continued)
| | | | | | | | | | | | | | | | | | | | | | |
Carillon Eagle Growth & Income Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | $20.59 | | | $0.16 | | | $1.33 | | | $1.49 | | | $(0.11) | | | $— | | | $(0.11) | | | $21.97 | | | 0.98 | | | 0.98 | | | 1.53 | | | 21 | | | 7.22 | | | $207 |
11/01/23 | | | 12/31/23 | | | 20.12 | | | 0.07 | | | 2.85 | | | 2.92 | | | (0.07) | | | (2.38) | | | (2.45) | | | 20.59 | | | 1.02 | | | 1.02 | | | 2.01 | | | 5 | | | 14.57 | | | 206 |
11/01/22 | | | 10/31/23 | | | 21.95 | | | 0.37 | | | (0.61) | | | (0.24) | | | (0.37) | | | (1.22) | | | (1.59) | | | 20.12 | | | 0.98 | | | 0.98 | | | 1.71 | | | 40 | | | (1.38) | | | 186 |
11/01/21 | | | 10/31/22 | | | 26.51 | | | 0.34 | | | (2.51) | | | (2.17) | | | (0.35) | | | (2.04) | | | (2.39) | | | 21.95 | | | 0.96 | | | 0.96 | | | 1.44 | | | 21 | | | (8.95) | | | 210 |
11/01/20 | | | 10/31/21 | | | 20.22 | | | 0.34 | | | 7.02 | | | 7.36 | | | (0.34) | | | (0.73) | | | (1.07) | | | 26.51 | | | 0.96 | | | 0.96 | | | 1.42 | | | 32 | | | 37.44 | | | 234 |
11/01/19 | | | 10/31/20 | | | 21.70 | | | 0.37 | | | (0.82) | | | (0.45) | | | (0.37) | | | (0.66) | | | (1.03) | | | 20.22 | | | 0.97 | | | 0.97 | | | 1.81 | | | 41 | | | (2.09) | | | 165 |
11/01/18 | | | 10/31/19 | | | 21.44 | | | 0.41 | | | 1.74 | | | 2.15 | | | (0.39) | | | (1.50) | | | (1.89) | | | 21.70 | | | 0.97 | | | 0.97 | | | 1.98 | | | 25 | | | 11.47 | | | 171 |
Class C*
|
01/01/24 | | | 06/30/24 | | | 19.37 | | | 0.08 | | | 1.25 | | | 1.33 | | | (0.07) | | | — | | | (0.07) | | | 20.63 | | | 1.71 | | | 1.71 | | | 0.78 | | | 21 | | | 6.86 | | | 34 |
11/01/23 | | | 12/31/23 | | | 18.91 | | | 0.04 | | | 2.68 | | | 2.72 | | | (0.03) | | | (2.23) | | | (2.26) | | | 19.37 | | | 1.76 | | | 1.76 | | | 1.26 | | | 5 | | | 14.48 | | | 40 |
11/01/22 | | | 10/31/23 | | | 20.73 | | | 0.20 | | | (0.58) | | | (0.38) | | | (0.22) | | | (1.22) | | | (1.44) | | | 18.91 | | | 1.71 | | | 1.71 | | | 0.99 | | | 40 | | | (2.13) | | | 38 |
11/01/21 | | | 10/31/22 | | | 25.17 | | | 0.16 | | | (2.37) | | | (2.21) | | | (0.19) | | | (2.04) | | | (2.23) | | | 20.73 | | | 1.68 | | | 1.68 | | | 0.72 | | | 21 | | | (9.63) | | | 53 |
11/01/20 | | | 10/31/21 | | | 19.24 | | | 0.16 | | | 6.67 | | | 6.83 | | | (0.17) | | | (0.73) | | | (0.90) | | | 25.17 | | | 1.69 | | | 1.69 | | | 0.72 | | | 32 | | | 36.47 | | | 79 |
11/01/19 | | | 10/31/20 | | | 20.68 | | | 0.21 | | | (0.77) | | | (0.56) | | | (0.22) | | | (0.66) | | | (0.88) | | | 19.24 | | | 1.73 | | | 1.73 | | | 1.08 | | | 41 | | | (2.82) | | | 79 |
11/01/18 | | | 10/31/19 | | | 20.52 | | | 0.24 | | | 1.66 | | | 1.90 | | | (0.24) | | | (1.50) | | | (1.74) | | | 20.68 | | | 1.72 | | | 1.72 | | | 1.23 | | | 25 | | | 10.66 | | | 133 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 20.51 | | | 0.19 | | | 1.32 | | | 1.51 | | | (0.12) | | | — | | | (0.12) | | | 21.90 | | | 0.72 | | | 0.72 | | | 1.78 | | | 21 | | | 7.37 | | | 327 |
11/01/23 | | | 12/31/23 | | | 20.04 | | | 0.08 | | | 2.85 | | | 2.93 | | | (0.09) | | | (2.37) | | | (2.46) | | | 20.51 | | | 0.77 | | | 0.77 | | | 2.27 | | | 5 | | | 14.66 | | | 352 |
11/01/22 | | | 10/31/23 | | | 21.88 | | | 0.43 | | | (0.62) | | | (0.19) | | | (0.43) | | | (1.22) | | | (1.65) | | | 20.04 | | | 0.72 | | | 0.72 | | | 1.98 | | | 40 | | | (1.18) | | | 334 |
11/01/21 | | | 10/31/22 | | | 26.43 | | | 0.40 | | | (2.49) | | | (2.09) | | | (0.42) | | | (2.04) | | | (2.46) | | | 21.88 | | | 0.69 | | | 0.69 | | | 1.71 | | | 21 | | | (8.68) | | | 556 |
11/01/20 | | | 10/31/21 | | | 20.16 | | | 0.41 | | | 7.00 | | | 7.41 | | | (0.41) | | | (0.73) | | | (1.14) | | | 26.43 | | | 0.68 | | | 0.68 | | | 1.70 | | | 32 | | | 37.83 | | | 661 |
11/01/19 | | | 10/31/20 | | | 21.64 | | | 0.42 | | | (0.81) | | | (0.39) | | | (0.43) | | | (0.66) | | | (1.09) | | | 20.16 | | | 0.70 | | | 0.70 | | | 2.07 | | | 41 | | | (1.82) | | | 487 |
11/01/18 | | | 10/31/19 | | | 21.39 | | | 0.46 | | | 1.74 | | | 2.20 | | | (0.45) | | | (1.50) | | | (1.95) | | | 21.64 | | | 0.70 | | | 0.70 | | | 2.21 | | | 25 | | | 11.76 | | | 492 |
Class R-6*
|
01/01/24 | | | 06/30/24 | | | 20.47 | | | 0.20 | | | 1.30 | | | 1.50 | | | (0.12) | | | — | | | (0.12) | | | 21.85 | | | 0.64 | | | 0.64 | | | 1.86 | | | 21 | | | 7.35 | | | 9 |
11/01/23 | | | 12/31/23 | | | 20.00 | | | 0.08 | | | 2.85 | | | 2.93 | | | (0.09) | | | (2.37) | | | (2.46) | | | 20.47 | | | 0.69 | | | 0.69 | | | 2.35 | | | 5 | | | 14.69 | | | 9 |
11/01/22 | | | 10/31/23 | | | 21.84 | | | 0.44 | | | (0.61) | | | (0.17) | | | (0.45) | | | (1.22) | | | (1.67) | | | 20.00 | | | 0.64 | | | 0.64 | | | 2.05 | | | 40 | | | (1.08) | | | 8 |
11/01/21 | | | 10/31/22 | | | 26.39 | | | 0.42 | | | (2.49) | | | (2.07) | | | (0.44) | | | (2.04) | | | (2.48) | | | 21.84 | | | 0.61 | | | 0.61 | | | 1.79 | | | 21 | | | (8.61) | | | 9 |
11/01/20 | | | 10/31/21 | | | 20.13 | | | 0.42 | | | 7.00 | | | 7.42 | | | (0.43) | | | (0.73) | | | (1.16) | | | 26.39 | | | 0.61 | | | 0.61 | | | 1.73 | | | 32 | | | 37.94 | | | 8 |
11/01/19 | | | 10/31/20 | | | 21.59 | | | 0.54 | | | (0.98) | | | (0.44) | | | (0.36) | | | (0.66) | | | (1.02) | | | 20.13 | | | 0.62 | | | 0.62 | | | 2.58 | | | 41 | | | (2.03) | | | 2 |
11/01/18 | | | 10/31/19 | | | 21.34 | | | 0.48 | | | 1.73 | | | 2.21 | | | (0.46) | | | (1.50) | | | (1.96) | | | 21.59 | | | 0.63 | | | 0.63 | | | 2.31 | | | 25 | | | 11.87 | | | 49 |
Carillon Eagle Mid Cap Growth Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | 70.53 | | | (0.20) | | | 2.93 | | | 2.73 | | | — | | | — | | | — | | | 73.26 | | | 1.06 | | | 1.06 | | | (0.54) | | | 27 | | | 3.87 | | | 603 |
11/01/23 | | | 12/31/23 | | | 66.19 | | | (0.02) | | | 12.64 | | | 12.62 | | | — | | | (8.28) | | | (8.28) | | | 70.53 | | | 1.05 | | | 1.05 | | | (0.16) | | | 3 | | | 19.12 | | | 618 |
11/01/22 | | | 10/31/23 | | | 68.34 | | | (0.31) | | | (0.91) | | | (1.22) | | | — | | | (0.93) | | | (0.93) | | | 66.19 | | | 1.05 | | | 1.05 | | | (0.45) | | | 49 | | | (1.78) | | | 539 |
11/01/21 | | | 10/31/22 | | | 104.16 | | | (0.47) | | | (25.60) | | | (26.07) | | | — | | | (9.75) | | | (9.75) | | | 68.34 | | | 1.04 | | | 1.04 | | | (0.61) | | | 34 | | | (26.95) | | | 595 |
11/01/20 | | | 10/31/21 | | | 77.60 | | | (0.63) | | | 29.23 | | | 28.60 | | | — | | | (2.04) | | | (2.04) | | | 104.16 | | | 1.03 | | | 1.03 | | | (0.67) | | | 23 | | | 37.25 | | | 942 |
11/01/19 | | | 10/31/20 | | | 63.14 | | | (0.37) | | | 16.27 | | | 15.90 | | | — | | | (1.44) | | | (1.44) | | | 77.60 | | | 1.04 | | | 1.04 | | | (0.54) | | | 27 | | | 25.62 | | | 786 |
11/01/18 | | | 10/31/19 | | | 56.19 | | | (0.26) | | | 8.71 | | | 8.45 | | | — | | | (1.50) | | | (1.50) | | | 63.14 | | | 1.05 | | | 1.05 | | | (0.44) | | | 32 | | | 15.81 | | | 719 |
Class C*
|
01/01/24 | | | 06/30/24 | | | 50.78 | | | (0.32) | | | 2.11 | | | 1.79 | | | — | | | — | | | — | | | 52.57 | | | 1.74 | | | 1.74 | | | (1.23) | | | 27 | | | 3.53 | | | 62 |
11/01/23 | | | 12/31/23 | | | 47.71 | | | (0.07) | | | 9.10 | | | 9.03 | | | — | | | (5.96) | | | (5.96) | | | 50.78 | | | 1.74 | | | 1.74 | | | (0.84) | | | 3 | | | 18.99 | | | 70 |
11/01/22 | | | 10/31/23 | | | 49.85 | | | (0.57) | | | (0.64) | | | (1.21) | | | — | | | (0.93) | | | (0.93) | | | 47.71 | | | 1.73 | | | 1.73 | | | (1.12) | | | 49 | | | (2.43) | | | 64 |
11/01/21 | | | 10/31/22 | | | 79.34 | | | (0.74) | | | (19.00) | | | (19.74) | | | — | | | (9.75) | | | (9.75) | | | 49.85 | | | 1.72 | | | 1.72 | | | (1.29) | | | 34 | | | (27.46) | | | 84 |
11/01/20 | | | 10/31/21 | | | 59.92 | | | (0.97) | | | 22.43 | | | 21.46 | | | — | | | (2.04) | | | (2.04) | | | 79.34 | | | 1.71 | | | 1.71 | | | (1.35) | | | 23 | | | 36.30 | | | 141 |
11/01/19 | | | 10/31/20 | | | 49.40 | | | (0.65) | | | 12.61 | | | 11.96 | | | — | | | (1.44) | | | (1.44) | | | 59.92 | | | 1.74 | | | 1.74 | | | (1.24) | | | 27 | | | 24.75 | | | 134 |
11/01/18 | | | 10/31/19 | | | 44.61 | | | (0.52) | | | 6.81 | | | 6.29 | | | — | | | (1.50) | | | (1.50) | | | 49.40 | | | 1.74 | | | 1.74 | | | (1.12) | | | 32 | | | 15.05 | | | 136 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 76.77 | | | (0.09) | | | 3.18 | | | 3.09 | | | — | | | — | | | — | | | 79.86 | | | 0.75 | | | 0.75 | | | (0.22) | | | 27 | | | 4.02 | | | 2,109 |
11/01/23 | | | 12/31/23 | | | 72.00 | | | 0.02 | | | 13.76 | | | 13.78 | | | — | | | (9.01) | | | (9.01) | | | 76.77 | | | 0.73 | | | 0.73 | | | 0.15 | | | 3 | | | 19.20 | | | 1,296 |
11/01/22 | | | 10/31/23 | | | 74.02 | | | (0.09) | | | (1.00) | | | (1.09) | | | — | | | (0.93) | | | (0.93) | | | 72.00 | | | 0.73 | | | 0.73 | | | (0.12) | | | 49 | | | (1.46) | | | 1,136 |
11/01/21 | | | 10/31/22 | | | 111.62 | | | (0.24) | | | (27.61) | | | (27.85) | | | — | | | (9.75) | | | (9.75) | | | 74.02 | | | 0.72 | | | 0.72 | | | (0.29) | | | 34 | | | (26.72) | | | 1,368 |
11/01/20 | | | 10/31/21 | | | 82.78 | | | (0.37) | | | 31.25 | | | 30.88 | | | — | | | (2.04) | | | (2.04) | | | 111.62 | | | 0.72 | | | 0.72 | | | (0.37) | | | 23 | | | 37.68 | | | 1,993 |
11/01/19 | | | 10/31/20 | | | 67.06 | | | (0.17) | | | 17.33 | | | 17.16 | | | — | | | (1.44) | | | (1.44) | | | 82.78 | | | 0.72 | | | 0.72 | | | (0.23) | | | 27 | | | 26.01 | | | 1,547 |
11/01/18 | | | 10/31/19 | | | 59.38 | | | (0.08) | | | 9.26 | | | 9.18 | | | — | | | (1.50) | | | (1.50) | | | 67.06 | | | 0.74 | | | 0.74 | | | (0.12) | | | 32 | | | 16.20 | | | 1,319 |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Financial Highlights(Continued)
| | | | | | | | | | | | | | | | | | | | | | |
Carillon Eagle Mid Cap Growth Fund — (Continued)
|
Class R-6*
|
01/01/24 | | | 06/30/24 | | | $77.75 | | | $(0.06) | | | $3.23 | | | $3.17 | | | $— | | | $— | | | $— | | | $80.92 | | | 0.66 | | | 0.66 | | | (0.14) | | | 27 | | | 4.08 | | | $ 3,513 |
11/01/23 | | | 12/31/23 | | | 72.91 | | | 0.03 | | | 13.94 | | | 13.97 | | | — | | | (9.13) | | | (9.13) | | | 77.75 | | | 0.65 | | | 0.65 | | | 0.23 | | | 3 | | | 19.22 | | | 3,560 |
11/01/22 | | | 10/31/23 | | | 74.88 | | | (0.03) | | | (1.01) | | | (1.04) | | | — | | | (0.93) | | | (0.93) | | | 72.91 | | | 0.64 | | | 0.64 | | | (0.04) | | | 49 | | | (1.38) | | | 3,037 |
11/01/21 | | | 10/31/22 | | | 112.71 | | | (0.18) | | | (27.90) | | | (28.08) | | | — | | | (9.75) | | | (9.75) | | | 74.88 | | | 0.64 | | | 0.64 | | | (0.21) | | | 34 | | | (26.66) | | | 3,263 |
11/01/20 | | | 10/31/21 | | | 83.51 | | | (0.28) | | | 31.52 | | | 31.24 | | | — | | | (2.04) | | | (2.04) | | | 112.71 | | | 0.63 | | | 0.63 | | | (0.28) | | | 23 | | | 37.79 | | | 4,561 |
11/01/19 | | | 10/31/20 | | | 67.58 | | | (0.11) | | | 17.48 | | | 17.37 | | | — | | | (1.44) | | | (1.44) | | | 83.51 | | | 0.64 | | | 0.64 | | | (0.15) | | | 27 | | | 26.12 | | | 3,295 |
11/01/18 | | | 10/31/19 | | | 59.78 | | | (0.03) | | | 9.33 | | | 9.30 | | | — | | | (1.50) | | | (1.50) | | | 67.58 | | | 0.65 | | | 0.65 | | | (0.04) | | | 32 | | | 16.30 | | | 2,695 |
Carillon Eagle Small Cap Growth Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | 22.20 | | | (0.01) | | | 1.76 | | | 1.75 | | | — | | | — | | | — | | | 23.95 | | | 1.18 | | | 1.18 | | | (0.12) | | | 29 | | | 7.88 | | | 144 |
11/01/23 | | | 12/31/23 | | | 20.41 | | | (0.00) | | | 3.87 | | | 3.87 | | | — | | | (2.08) | | | (2.08) | | | 22.20 | | | 1.21 | | | 1.21 | | | (0.12) | | | 8 | | | 19.04 | | | 146 |
11/01/22 | | | 10/31/23 | | | 31.07 | | | (0.14) | | | (2.21) | | | (2.35) | | | — | | | (8.31) | | | (8.31) | | | 20.41 | | | 1.18 | | | 1.18 | | | (0.61) | | | 39 | | | (8.32) | | | 130 |
11/01/21 | | | 10/31/22 | | | 61.37 | | | (0.22) | | | (13.76) | | | (13.98) | | | — | | | (16.32) | | | (16.32) | | | 31.07 | | | 1.10 | | | 1.10 | | | (0.62) | | | 40 | | | (28.12) | | | 202 |
11/01/20 | | | 10/31/21 | | | 54.04 | | | (0.43) | | | 18.33 | | | 17.90 | | | — | | | (10.57) | | | (10.57) | | | 61.37 | | | 1.06 | | | 1.06 | | | (0.73) | | | 28 | | | 34.65 | | | 384 |
11/01/19 | | | 10/31/20 | | | 48.23 | | | (0.37) | | | 9.45 | | | 9.08 | | | — | | | (3.27) | | | (3.27) | | | 54.04 | | | 1.08 | | | 1.08 | | | (0.77) | | | 21 | | | 19.50 | | | 336 |
11/01/18 | | | 10/31/19 | | | 59.15 | | | (0.32) | | | 0.39 | | | 0.07 | | | — | | | (10.99) | | | (10.99) | | | 48.23 | | | 1.08 | | | 1.08 | | | (0.65) | | | 26 | | | 3.64 | | | 394 |
Class C*
|
01/01/24 | | | 06/30/24 | | | 2.86 | | | (0.01) | | | 0.23 | | | 0.22 | | | — | | | — | | | — | | | 3.08 | | | 1.88 | | | 1.88 | | | (0.81) | | | 29 | | | 7.69 | | | 9 |
11/01/23 | | | 12/31/23 | | | 2.64 | | | (0.00) | | | 0.49 | | | 0.49 | | | — | | | (0.27) | | | (0.27) | | | 2.86 | | | 1.95 | | | 1.95 | | | (0.85) | | | 8 | | | 18.58 | | | 11 |
11/01/22 | | | 10/31/23 | | | 11.71 | | | (0.04) | | | (0.72) | | | (0.76) | | | — | | | (8.31) | | | (8.31) | | | 2.64 | | | 1.88 | | | 1.88 | | | (1.31) | | | 39 | | | (8.84) | | | 10 |
11/01/21 | | | 10/31/22 | | | 34.57 | | | (0.19) | | | (6.35) | | | (6.54) | | | — | | | (16.32) | | | (16.32) | | | 11.71 | | | 1.80 | | | 1.80 | | | (1.32) | | | 40 | | | (28.64) | | | 16 |
11/01/20 | | | 10/31/21 | | | 34.32 | | | (0.48) | | | 11.30 | | | 10.82 | | | — | | | (10.57) | | | (10.57) | | | 34.57 | | | 1.76 | | | 1.76 | | | (1.41) | | | 28 | | | 33.73 | | | 34 |
11/01/19 | | | 10/31/20 | | | 31.93 | | | (0.45) | | | 6.11 | | | 5.66 | | | — | | | (3.27) | | | (3.27) | | | 34.32 | | | 1.77 | | | 1.77 | | | (1.45) | | | 21 | | | 18.67 | | | 48 |
11/01/18 | | | 10/31/19 | | | 43.65 | | | (0.44) | | | (0.29) | | | (0.73) | | | — | | | (10.99) | | | (10.99) | | | 31.93 | | | 1.76 | | | 1.76 | | | (1.32) | | | 26 | | | 2.92 | | | 68 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 26.65 | | | 0.03 | | | 2.11 | | | 2.14 | | | — | | | — | | | — | | | 28.79 | | | 0.88 | | | 0.88 | | | 0.22 | | | 29 | | | 8.03 | | | 218 |
11/01/23 | | | 12/31/23 | | | 24.49 | | | 0.01 | | | 4.65 | | | 4.66 | | | — | | | (2.50) | | | (2.50) | | | 26.65 | | | 0.92 | | | 0.92 | | | 0.17 | | | 8 | | | 19.10 | | | 206 |
11/01/22 | | | 10/31/23 | | | 35.44 | | | (0.09) | | | (2.55) | | | (2.64) | | | — | | | (8.31) | | | (8.31) | | | 24.49 | | | 0.89 | | | 0.89 | | | (0.32) | | | 39 | | | (8.06) | | | 181 |
11/01/21 | | | 10/31/22 | | | 67.29 | | | (0.13) | | | (15.40) | | | (15.53) | | | — | | | (16.32) | | | (16.32) | | | 35.44 | | | 0.80 | | | 0.80 | | | (0.32) | | | 40 | | | (27.90) | | | 377 |
11/01/20 | | | 10/31/21 | | | 58.29 | | | (0.28) | | | 19.85 | | | 19.57 | | | — | | | (10.57) | | | (10.57) | | | 67.29 | | | 0.77 | | | 0.77 | | | (0.44) | | | 28 | | | 35.04 | | | 777 |
11/01/19 | | | 10/31/20 | | | 51.64 | | | (0.24) | | | 10.16 | | | 9.92 | | | — | | | (3.27) | | | (3.27) | | | 58.29 | | | 0.78 | | | 0.78 | | | (0.46) | | | 21 | | | 19.86 | | | 803 |
11/01/18 | | | 10/31/19 | | | 62.28 | | | (0.17) | | | 0.52 | | | 0.35 | | | — | | | (10.99) | | | (10.99) | | | 51.64 | | | 0.76 | | | 0.76 | | | (0.33) | | | 26 | | | 3.96 | | | 1,040 |
Class R-6*
|
01/01/24 | | | 06/30/24 | | | 27.92 | | | 0.04 | | | 2.22 | | | 2.26 | | | — | | | — | | | — | | | 30.18 | | | 0.78 | | | 0.78 | | | 0.28 | | | 29 | | | 8.09 | | | 184 |
11/01/23 | | | 12/31/23 | | | 25.65 | | | 0.01 | | | 4.88 | | | 4.89 | | | — | | | (2.62) | | | (2.62) | | | 27.92 | | | 0.83 | | | 0.83 | | | 0.26 | | | 8 | | | 19.13 | | | 193 |
11/01/22 | | | 10/31/23 | | | 36.68 | | | (0.07) | | | (2.65) | | | (2.72) | | | — | | | (8.31) | | | (8.31) | | | 25.65 | | | 0.78 | | | 0.78 | | | (0.22) | | | 39 | | | (7.99) | | | 167 |
11/01/21 | | | 10/31/22 | | | 68.96 | | | (0.10) | | | (15.86) | | | (15.96) | | | — | | | (16.32) | | | (16.32) | | | 36.68 | | | 0.71 | | | 0.71 | | | (0.22) | | | 40 | | | (27.83) | | | 336 |
11/01/20 | | | 10/31/21 | | | 59.47 | | | (0.22) | | | 20.28 | | | 20.06 | | | — | | | (10.57) | | | (10.57) | | | 68.96 | | | 0.66 | | | 0.66 | | | (0.33) | | | 28 | | | 35.18 | | | 985 |
11/01/19 | | | 10/31/20 | | | 52.56 | | | (0.18) | | | 10.36 | | | 10.18 | | | — | | | (3.27) | | | (3.27) | | | 59.47 | | | 0.66 | | | 0.66 | | | (0.34) | | | 21 | | | 20.01 | | | 1,427 |
11/01/18 | | | 10/31/19 | | | 63.11 | | | (0.12) | | | 0.56 | | | 0.44 | | | — | | | (10.99) | | | (10.99) | | | 52.56 | | | 0.65 | | | 0.65 | | | (0.23) | | | 26 | | | 4.07 | | | 2,186 |
Carillon Scout Mid Cap Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | 21.63 | | | 0.01 | | | 2.23 | | | 2.24 | | | — | | | — | | | — | | | 23.87 | | | 1.26 | | | 1.27 | | | 0.11 | | | 41 | | | 10.36 | | | 32 |
11/01/23 | | | 12/31/23 | | | 18.69 | | | 0.01 | | | 2.94 | | | 2.95 | | | (0.01) | | | — | | | (0.01) | | | 21.63 | | | 1.26 | | | 1.26 | | | 0.29 | | | 17 | | | 15.78 | | | 26 |
11/01/22 | | | 10/31/23 | | | 20.09 | | | (0.00) | | | (0.65) | | | (0.65) | | | (0.16) | | | (0.59) | | | (0.75) | | | 18.69 | | | 1.25 | | | 1.25 | | | (0.01) | | | 112 | | | (3.27) | | | 23 |
11/01/21 | | | 10/31/22 | | | 27.73 | | | 0.14 | | | (4.97) | | | (4.83) | | | (0.01) | | | (2.80) | | | (2.81) | | | 20.09 | | | 1.23 | | | 1.23 | | | 0.62 | | | 159 | | | (18.72) | | | 26 |
11/01/20 | | | 10/31/21 | | | 19.92 | | | (0.06) | | | 8.39 | | | 8.33 | | | — | | | (0.52) | | | (0.52) | | | 27.73 | | | 1.19 | | | 1.19 | | | (0.22) | | | 109 | | | 42.31 | | | 33 |
11/01/19 | | | 10/31/20 | | | 18.38 | | | 0.02 | | | 1.63 | | | 1.65 | | | (0.10) | | | (0.01) | | | (0.11) | | | 19.92 | | | 1.22 | | | 1.22 | | | 0.12 | | | 109 | | | 9.01 | | | 19 |
11/01/18 | | | 10/31/19 | | | 18.37 | | | 0.09 | | | 1.20 | | | 1.29 | | | (0.09) | | | (1.19) | | | (1.28) | | | 18.38 | | | 1.20 | | | 1.20 | | | 0.50 | | | 170 | | | 8.31 | | | 21 |
Class C*
|
01/01/24 | | | 06/30/24 | | | 20.93 | | | (0.07) | | | 2.15 | | | 2.08 | | | — | | | — | | | — | | | 23.01 | | | 2.00 | | | 2.00 | | | (0.65) | | | 41 | | | 9.94 | | | 18 |
11/01/23 | | | 12/31/23 | | | 18.11 | | | (0.01) | | | 2.83 | | | 2.82 | | | — | | | — | | | — | | | 20.93 | | | 2.00 | | | 2.00 | | | (0.45) | | | 17 | | | 15.57 | | | 19 |
11/01/22 | | | 10/31/23 | | | 19.47 | | | (0.14) | | | (0.62) | | | (0.76) | | | (0.01) | | | (0.59) | | | (0.60) | | | 18.11 | | | 1.98 | | | 1.98 | | | (0.74) | | | 112 | | | (3.97) | | | 17 |
11/01/21 | | | 10/31/22 | | | 27.14 | | | (0.03) | | | (4.84) | | | (4.87) | | | — | | | (2.80) | | | (2.80) | | | 19.47 | | | 1.97 | | | 1.97 | | | (0.14) | | | 159 | | | (19.32) | | | 24 |
11/01/20 | | | 10/31/21 | | | 19.65 | | | (0.25) | | | 8.26 | | | 8.01 | | | — | | | (0.52) | | | (0.52) | | | 27.14 | | | 1.96 | | | 1.96 | | | (0.99) | | | 109 | | | 41.25 | | | 31 |
11/01/19 | | | 10/31/20 | | | 18.17 | | | (0.12) | | | 1.61 | | | 1.49 | | | — | | | (0.01) | | | (0.01) | | | 19.65 | | | 2.00 | | | 2.00 | | | (0.65) | | | 109 | | | 8.23 | | | 19 |
11/01/18 | | | 10/31/19 | | | 18.26 | | | (0.05) | | | 1.18 | | | 1.13 | | | (0.03) | | | (1.19) | | | (1.22) | | | 18.17 | | | 1.99 | | | 1.99 | | | (0.28) | | | 170 | | | 7.34 | | | 20 |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Financial Highlights(Continued)
| | | | | | | | | | | | | | | | | | | | | | |
Carillon Scout Mid Cap Fund — (Continued)
|
Class I*
|
01/01/24 | | | 06/30/24 | | | $ 21.80 | | | $0.04 | | | $2.25 | | | $2.29 | | | $— | | | $— | | | $— | | | $24.09 | | | 0.96 | | | 0.99 | | | 0.38 | | | 41 | | | 10.50 | | | $ 2,715 |
11/01/23 | | | 12/31/23 | | | 18.86 | | | 0.02 | | | 2.96 | | | 2.98 | | | (0.04) | | | — | | | (0.04) | | | 21.80 | | | 1.00 | | | 1.00 | | | 0.56 | | | 17 | | | 15.78 | | | 2,918 |
11/01/22 | | | 10/31/23 | | | 20.27 | | | 0.05 | | | (0.65) | | | (0.60) | | | (0.22) | | | (0.59) | | | (0.81) | | | 18.86 | | | 0.98 | | | 0.98 | | | 0.26 | | | 112 | | | (2.99) | | | 2,682 |
11/01/21 | | | 10/31/22 | | | 27.90 | | | 0.20 | | | (5.01) | | | (4.81) | | | (0.02) | | | (2.80) | | | (2.82) | | | 20.27 | | | 0.96 | | | 0.96 | | | 0.87 | | | 159 | | | (18.52) | | | 3,446 |
11/01/20 | | | 10/31/21 | | | 20.03 | | | —(d) | | | 8.44 | | | 8.44 | | | (0.05) | | | (0.52) | | | (0.57) | | | 27.90 | | | 0.95 | | | 0.95 | | | 0.02 | | | 109 | | | 42.67 | | | 4,560 |
11/01/19 | | | 10/31/20 | | | 18.46 | | | 0.07 | | | 1.64 | | | 1.71 | | | (0.13) | | | (0.01) | | | (0.14) | | | 20.03 | | | 0.97 | | | 0.97 | | | 0.37 | | | 109 | | | 9.31 | | | 2,581 |
11/01/18 | | | 10/31/19 | | | 18.41 | | | 0.13 | | | 1.20 | | | 1.33 | | | (0.09) | | | (1.19) | | | (1.28) | | | 18.46 | | | 0.98 | | | 0.98 | | | 0.75 | | | 170 | | | 8.48 | | | 2,685 |
Class R-6*
|
01/01/24 | | | 06/30/24 | | | 21.77 | | | 0.06 | | | 2.24 | | | 2.30 | | | — | | | — | | | — | | | 24.07 | | | 0.86 | | | 0.89 | | | 0.49 | | | 41 | | | 10.57 | | | 362 |
11/01/23 | | | 12/31/23 | | | 18.86 | | | 0.02 | | | 2.96 | | | 2.98 | | | (0.07) | | | — | | | (0.07) | | | 21.77 | | | 0.88 | | | 0.88 | | | 0.66 | | | 17 | | | 15.78 | | | 366 |
11/01/22 | | | 10/31/23 | | | 20.27 | | | 0.07 | | | (0.65) | | | (0.58) | | | (0.24) | | | (0.59) | | | (0.83) | | | 18.86 | | | 0.87 | | | 0.87 | | | 0.37 | | | 112 | | | (2.87) | | | 320 |
11/01/21 | | | 10/31/22 | | | 27.88 | | | 0.23 | | | (5.02) | | | (4.79) | | | (0.02) | | | (2.80) | | | (2.82) | | | 20.27 | | | 0.86 | | | 0.86 | | | 1.03 | | | 159 | | | (18.44) | | | 325 |
11/01/20 | | | 10/31/21 | | | 20.01 | | | 0.03 | | | 8.43 | | | 8.46 | | | (0.07) | | | (0.52) | | | (0.59) | | | 27.88 | | | 0.86 | | | 0.86 | | | 0.11 | | | 109 | | | 42.85 | | | 278 |
11/01/19 | | | 10/31/20 | | | 18.45 | | | 0.07 | | | 1.65 | | | 1.72 | | | (0.15) | | | (0.01) | | | (0.16) | | | 20.01 | | | 0.88 | | | 0.88 | | | 0.36 | | | 109 | | | 9.38 | | | 171 |
11/01/18 | | | 10/31/19 | | | 18.41 | | | 0.15 | | | 1.19 | | | 1.34 | | | (0.11) | | | (1.19) | | | (1.30) | | | 18.45 | | | 0.88 | | | 0.88 | | | 0.82 | | | 170 | | | 8.60 | | | 108 |
Carillon Scout Small Cap Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | 26.50 | | | (0.06) | | | 2.27 | | | 2.21 | | | — | | | — | | | — | | | 28.71 | | | 1.16 | | | 1.15 | | | (0.48) | | | 13 | | | 8.34 | | | 14 |
11/01/23 | | | 12/31/23 | | | 22.06 | | | (0.02) | | | 4.46 | | | 4.44 | | | — | | | — | | | — | | | 26.50 | | | 1.25 | | | 1.29 | | | (0.39) | | | 4 | | | 20.13 | | | 13 |
11/01/22 | | | 10/31/23 | | | 25.75 | | | (0.15) | | | (2.73) | | | (2.88) | | | — | | | (0.81) | | | (0.81) | | | 22.06 | | | 1.20 | | | 1.20 | | | (0.61) | | | 7 | | | (11.43) | | | 11 |
11/01/21 | | | 10/31/22 | | | 39.48 | | | (0.16) | | | (7.72) | | | (7.88) | | | — | | | (5.85) | | | (5.85) | | | 25.75 | | | 1.18 | | | 1.18 | | | (0.55) | | | 17 | | | (22.53) | | | 14 |
11/01/20 | | | 10/31/21 | | | 29.50 | | | (0.30) | | | 13.12 | | | 12.82 | | | — | | | (2.84) | | | (2.84) | | | 39.48 | | | 1.15 | | | 1.15 | | | (0.80) | | | 28 | | | 44.67 | | | 18 |
11/01/19 | | | 10/31/20 | | | 28.20 | | | (0.16) | | | 2.56 | | | 2.40 | | | — | | | (1.10) | | | (1.10) | | | 29.50 | | | 1.19 | | | 1.19 | | | (0.58) | | | 22 | | | 8.69 | | | 12 |
11/01/18 | | | 10/31/19 | | | 27.10 | | | (0.07) | | | 1.23 | | | 1.16 | | | — | | | (0.06) | | | (0.06) | | | 28.20 | | | 1.16 | | | 1.16 | | | (0.27) | | | 21 | | | 4.30 | | | 13 |
Class C*
|
01/01/24 | | | 06/30/24 | | | 25.01 | | | (0.16) | | | 2.16 | | | 2.00 | | | — | | | — | | | — | | | 27.01 | | | 1.90 | | | 1.89 | | | (1.23) | | | 13 | | | 8.00 | | | 1 |
11/01/23 | | | 12/31/23 | | | 20.85 | | | (0.04) | | | 4.20 | | | 4.16 | | | — | | | — | | | — | | | 25.01 | | | 2.00 | | | 2.04 | | | (1.14) | | | 4 | | | 19.95 | | | 1 |
11/01/22 | | | 10/31/23 | | | 24.56 | | | (0.32) | | | (2.58) | | | (2.90) | | | — | | | (0.81) | | | (0.81) | | | 20.85 | | | 1.94 | | | 1.94 | | | (1.35) | | | 7 | | | (12.08) | | | 1 |
11/01/21 | | | 10/31/22 | | | 38.19 | | | (0.35) | | | (7.43) | | | (7.78) | | | — | | | (5.85) | | | (5.85) | | | 24.56 | | | 1.92 | | | 1.92 | | | (1.28) | | | 17 | | | (23.11) | | | 2 |
11/01/20 | | | 10/31/21 | | | 28.82 | | | (0.56) | | | 12.77 | | | 12.21 | | | — | | | (2.84) | | | (2.84) | | | 38.19 | | | 1.91 | | | 1.91 | | | (1.52) | | | 28 | | | 43.53 | | | 3 |
11/01/19 | | | 10/31/20 | | | 27.78 | | | (0.35) | | | 2.49 | | | 2.14 | | | — | | | (1.10) | | | (1.10) | | | 28.82 | | | 1.95 | | | 1.95 | | | (1.32) | | | 22 | | | 7.85 | | | 5 |
11/01/18 | | | 10/31/19 | | | 26.89 | | | (0.25) | | | 1.20 | | | 0.95 | | | — | | | (0.06) | | | (0.06) | | | 27.78 | | | 1.92 | | | 1.92 | | | (0.92) | | | 21 | | | 3.55 | | | 8 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 26.97 | | | (0.04) | | | 2.33 | | | 2.29 | | | — | | | — | | | — | | | 29.26 | | | 0.95 | | | 0.91 | | | (0.27) | | | 13 | | | 8.49 | | | 247 |
11/01/23 | | | 12/31/23 | | | 22.44 | | | (0.00) | | | 4.53 | | | 4.53 | | | — | | | — | | | — | | | 26.97 | | | 0.95 | | | 1.05 | | | (0.09) | | | 4 | | | 20.19 | | | 237 |
11/01/22 | | | 10/31/23 | | | 26.12 | | | (0.09) | | | (2.78) | | | (2.87) | | | — | | | (0.81) | | | (0.81) | | | 22.44 | | | 0.95 | | | 0.96 | | | (0.36) | | | 7 | | | (11.22) | | | 203 |
11/01/21 | | | 10/31/22 | | | 39.88 | | | (0.09) | | | (7.81) | | | (7.90) | | | (0.01) | | | (5.85) | | | (5.86) | | | 26.12 | | | 0.94 | | | 0.94 | | | (0.31) | | | 17 | | | (22.33) | | | 252 |
11/01/20 | | | 10/31/21 | | | 29.72 | | | (0.21) | | | 13.22 | | | 13.01 | | | (0.01) | | | (2.84) | | | (2.85) | | | 39.88 | | | 0.90 | | | 0.90 | | | (0.55) | | | 28 | | | 45.02 | | | 362 |
11/01/19 | | | 10/31/20 | | | 28.34 | | | (0.09) | | | 2.57 | | | 2.48 | | | — | | | (1.10) | | | (1.10) | | | 29.72 | | | 0.95 | | | 0.95 | | | (0.34) | | | 22 | | | 8.93 | | | 268 |
11/01/18 | | | 10/31/19 | | | 27.17 | | | (0.02) | | | 1.25 | | | 1.23 | | | — | | | (0.06) | | | (0.06) | | | 28.34 | | | 0.95 | | | 0.94 | | | (0.06) | | | 21 | | | 4.55 | | | 297 |
Class R-6*
|
01/01/24 | | | 06/30/24 | | | 27.17 | | | (0.03) | | | 2.35 | | | 2.32 | | | — | | | — | | | — | | | 29.49 | | | 0.85 | | | 0.81 | | | (0.25) | | | 13 | | | 8.54 | | | 3 |
11/01/23 | | | 12/31/23 | | | 22.60 | | | 0.00 | | | 4.57 | | | 4.57 | | | — | | | — | | | — | | | 27.17 | | | 0.85 | | | 0.95 | | | 0.01 | | | 4 | | | 20.22 | | | 9 |
11/01/22 | | | 10/31/23 | | | 26.28 | | | (0.07) | | | (2.80) | | | (2.87) | | | — | | | (0.81) | | | (0.81) | | | 22.60 | | | 0.85 | | | 0.86 | | | (0.26) | | | 7 | | | (11.15) | | | 7 |
11/01/21 | | | 10/31/22 | | | 40.06 | | | (0.06) | | | (7.85) | | | (7.91) | | | (0.02) | | | (5.85) | | | (5.87) | | | 26.28 | | | 0.84 | | | 0.84 | | | (0.21) | | | 17 | | | (22.26) | | | 8 |
11/01/20 | | | 10/31/21 | | | 29.82 | | | (0.17) | | | 13.27 | | | 13.10 | | | (0.02) | | | (2.84) | | | (2.86) | | | 40.06 | | | 0.81 | | | 0.81 | | | (0.45) | | | 28 | | | 45.16 | | | 12 |
11/01/19 | | | 10/31/20 | | | 28.41 | | | (0.08) | | | 2.59 | | | 2.51 | | | — | | | (1.10) | | | (1.10) | | | 29.82 | | | 0.85 | | | 0.85 | | | (0.30) | | | 22 | | | 9.02 | | | 9 |
11/01/18 | | | 10/31/19 | | | 27.20 | | | —(d) | | | 1.27 | | | 1.27 | | | — | | | (0.06) | | | (0.06) | | | 28.41 | | | 0.84 | | | 0.84 | | | 0.01 | | | 21 | | | 4.69 | | | 6 |
Carillon Chartwell Real Income Fund
|
Class A*
|
04/26/24 | | | 06/30/24 | | | 12.76 | | | 0.14 | | | 0.17 | | | 0.31 | | | (0.12) | | | — | | | (0.12) | | | 12.95 | | | 0.94 | | | 1.16 | | | 5.95 | | | 76 | | | 2.48 | | | 0 |
Class C*
|
04/26/24 | | | 06/30/24 | | | 12.76 | | | 0.12 | | | 0.18 | | | 0.30 | | | (0.12) | | | — | | | (0.12) | | | 12.94 | | | 1.69 | | | 1.91 | | | 5.20 | | | 76 | | | 2.33 | | | 0 |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Financial Highlights(Continued)
| | | | | | | | | | | | | | | | | | | | | | | |
Carillon Chartwell Real Income Fund — (Continued)
| |
Class I*
| |
01/01/24 | | | 06/30/24 | | | $12.80 | | | $0.30 | | | $0.10 | | | $0.40 | | | $(0.25) | | | $— | | | $(0.25) | | | $12.95 | | | 0.64 | | | 0.78 | | | 4.70 | | | 76 | | | 3.15 | | | $273 | |
01/01/23 | | | 12/31/23 | | | 12.29 | | | 0.42 | | | 0.52 | | | 0.94 | | | (0.43) | | | — | | | (0.43) | | | 12.80 | | | 0.64 | | | 0.73 | | | 3.35 | | | 59 | | | 7.77 | | | 308 | |
01/01/22 | | | 12/31/22 | | | 14.15 | | | 0.38 | | | (1.80) | | | (1.42) | | | (0.39) | | | (0.05) | | | (0.44) | | | 12.29 | | | 0.64 | | | 0.69 | | | 2.87 | | | 40 | | | (10.14) | | | 367 | |
01/01/21 | | | 12/31/21 | | | 13.53 | | | 0.34 | | | 0.65 | | | 0.99 | | | (0.37) | | | — | | | (0.37) | | | 14.15 | | | 0.64 | | | 0.68 | | | 2.41 | | | 56 | | | 7.35 | | | 520 | |
11/01/20 | | | 12/31/20 | | | 12.72 | | | 0.07 | | | 0.81 | | | 0.88 | | | (0.07) | | | — | | | (0.07) | | | 13.53 | | | 0.64 | | | 0.73 | | | 2.93 | | | 7 | | | 6.93 | | | 557 | |
11/01/19 | | | 10/31/20 | | | 13.26 | | | 0.40 | | | (0.52) | | | (0.12) | | | (0.42) | | | — | | | (0.42) | | | 12.72 | | | 0.64 | | | 0.67 | | | 3.08 | | | 63 | | | (0.83) | | | 568 | |
11/01/18 | | | 10/31/19 | | | 13.18 | | | 0.41 | | | 0.50 | | | 0.91 | | | (0.44) | | | (0.39) | | | (0.83) | | | 13.26 | | | 0.64 | | | 0.66 | | | 2.95 | | | 137 | | | 7.22 | | | 1,030 | |
Class R-6*
| |
04/26/24 | | | 06/30/24 | | | 12.76 | | | 0.15 | | | 0.18 | | | 0.33 | | | (0.13) | | | — | | | (0.13) | | | 12.96 | | | 0.54 | | | 0.90 | | | 6.35 | | | 76 | | | 2.59 | | | 0 | |
Carillon Chartwell Short Duration High Yield Fund
| |
Class A*
| |
04/26/24 | | | 06/30/24 | | | 9.40 | | | 0.08 | | | 0.07 | | | 0.15 | | | (0.08) | | | — | | | (0.08) | | | 9.47 | | | 0.79 | | | 0.83 | | | 4.85 | | | 32 | | | 1.58 | | | 0 | |
Class C*
| |
04/26/24 | | | 06/30/24 | | | 9.40 | | | 0.07 | | | 0.06 | | | 0.13 | | | (0.07) | | | — | | | (0.07) | | | 9.46 | | | 1.54 | | | 1.57 | | | 4.10 | | | 32 | | | 1.40 | | | 0 | |
Class I*
| |
01/01/24 | | | 06/30/24 | | | 9.43 | | | 0.24 | | | 0.00 | | | 0.24 | | | (0.20) | | | — | | | (0.20) | | | 9.47 | | | 0.49 | | | 0.59 | | | 5.09 | | | 32 | | | 2.57 | | | 251 | |
01/01/23 | | | 12/31/23 | | | 9.15 | | | 0.42 | | | 0.28 | | | 0.70 | | | (0.42) | | | — | | | (0.42) | | | 9.43 | | | 0.49 | | | 0.60 | | | 4.51 | | | 39 | | | 7.80 | | | 247 | |
01/01/22 | | | 12/31/22 | | | 9.75 | | | 0.29 | | | (0.60) | | | (0.31) | | | (0.29) | | | — | | | (0.29) | | | 9.15 | | | 0.49 | | | 0.59 | | | 3.09 | | | 35 | | | (3.17) | | | 210 | |
01/01/21 | | | 12/31/21 | | | 9.79 | | | 0.27 | | | (0.04) | | | 0.23 | | | (0.27) | | | — | | | (0.27) | | | 9.75 | | | 0.49 | | | 0.58 | | | 2.78 | | | 54 | | | 2.40 | | | 217 | |
11/01/20 | | | 12/31/20 | | | 9.59 | | | 0.05 | | | 0.20 | | | 0.25 | | | (0.05) | | | — | | | (0.05) | | | 9.79 | | | 0.49 | | | 0.66 | | | 3.13 | | | 9 | | | 2.63 | | | 164 | |
11/01/19 | | | 10/31/20 | | | 9.68 | | | 0.33 | | | (0.08) | | | 0.25 | | | (0.34) | | | — | | | (0.34) | | | 9.59 | | | 0.49 | | | 0.61 | | | 3.55 | | | 63 | | | 2.62 | | | 161 | |
11/01/18 | | | 10/31/19 | | | 9.48 | | | 0.35 | | | 0.20 | | | 0.55 | | | (0.35) | | | — | | | (0.35) | | | 9.68 | | | 0.49 | | | 0.67 | | | 3.62 | | | 41 | | | 5.89 | | | 92 | |
Class R-6*
| |
04/26/24 | | | 06/30/24 | | | 9.40 | | | 0.09 | | | 0.06 | | | 0.15 | | | (0.08) | | | — | | | (0.08) | | | 9.47 | | | 0.39 | | | 0.56 | | | 5.25 | | | 32 | | | 1.61 | | | 0 | |
Carillon Reams Core Bond Fund
| |
Class A*
| |
01/01/24 | | | 06/30/24 | | | 10.88 | | | 0.23 | | | (0.30) | | | (0.07) | | | (0.18) | | | — | | | (0.18) | | | 10.63 | | | 0.75 | | | 0.93 | | | 4.17 | | | 259 | | | (0.65) | | | 50 | | | |
11/01/23 | | | 12/31/23 | | | 10.07 | | | 0.07 | | | 0.85 | | | 0.92 | | | (0.11) | | | — | | | (0.11) | | | 10.88 | | | 0.80 | | | 1.03 | | | 3.85 | | | 52 | | | 9.15 | | | 3 | |
11/01/22 | | | 10/31/23 | | | 10.41 | | | 0.35 | | | (0.36) | | | (0.01) | | | (0.33) | | | — | | | (0.33) | | | 10.07 | | | 0.80 | | | 0.97 | | | 3.26 | | | 530 | | | (0.21) | | | 3 | |
11/01/21 | | | 10/31/22 | | | 12.66 | | | 0.17 | | | (2.24) | | | (2.07) | | | (0.18) | | | — | | | (0.18) | | | 10.41 | | | 0.80 | | | 0.95 | | | 1.45 | | | 429 | | | (16.49) | | | 4 | |
11/01/20 | | | 10/31/21 | | | 13.14 | | | 0.06 | | | (0.22) | | | (0.16) | | | (0.07) | | | (0.25) | | | (0.32) | | | 12.66 | | | 0.80 | | | 0.93 | | | 0.47 | | | 227 | | | (1.27) | | | 4 | |
11/01/19 | | | 10/31/20 | | | 12.02 | | | 0.12 | | | 1.40 | | | 1.52 | | | (0.16) | | | (0.24) | | | (0.40) | | | 13.14 | | | 0.80 | | | 1.03 | | | 0.93 | | | 549 | | | 12.94 | | | 4 | |
11/01/18 | | | 10/31/19 | | | 11.03 | | | 0.22 | | | 0.99 | | | 1.21 | | | (0.22) | | | — | | | (0.22) | | | 12.02 | | | 0.80 | | | 1.20 | | | 1.85 | | | 409 | | | 11.12 | | | 1 | |
Class C*
| |
01/01/24 | | | 06/30/24 | | | 10.83 | | | 0.17 | | | (0.28) | | | (0.11) | | | (0.14) | | | — | | | (0.14) | | | 10.58 | | | 1.52 | | | 1.63 | | | 3.28 | | | 259 | | | (0.97) | | | 3 | | | |
11/01/23 | | | 12/31/23 | | | 10.03 | | | 0.05 | | | 0.84 | | | 0.89 | | | (0.09) | | | — | | | (0.09) | | | 10.83 | | | 1.55 | | | 1.75 | | | 3.10 | | | 52 | | | 8.88 | | | 4 | |
11/01/22 | | | 10/31/23 | | | 10.36 | | | 0.27 | | | (0.35) | | | (0.08) | | | (0.25) | | | — | | | (0.25) | | | 10.03 | | | 1.55 | | | 1.70 | | | 2.52 | | | 530 | | | (0.87) | | | 3 | |
11/01/21 | | | 10/31/22 | | | 12.60 | | | 0.07 | | | (2.22) | | | (2.15) | | | (0.09) | | | — | | | (0.09) | | | 10.36 | | | 1.55 | | | 1.70 | | | 0.57 | | | 429 | | | (17.11) | | | 5 | |
11/01/20 | | | 10/31/21 | | | 13.11 | | | (0.04) | | | (0.21) | | | (0.25) | | | (0.01) | | | (0.25) | | | (0.26) | | | 12.60 | | | 1.55 | | | 1.67 | | | (0.27) | | | 227 | | | (2.01) | | | 13 | |
11/01/19 | | | 10/31/20 | | | 12.01 | | | (0.02) | | | 1.44 | | | 1.42 | | | (0.08) | | | (0.24) | | | (0.32) | | | 13.11 | | | 1.55 | | | 1.72 | | | (0.14) | | | 549 | | | 12.09 | | | 11 | |
11/01/18 | | | 10/31/19 | | | 11.02 | | | 0.13 | | | 0.99 | | | 1.12 | | | (0.13) | | | — | | | (0.13) | | | 12.01 | | | 1.55 | | | 2.00 | | | 1.09 | | | 409 | | | 10.25 | | | 1 | |
Class I*
| |
01/01/24 | | | 06/30/24 | | | 10.89 | | | 0.23 | | | (0.29) | | | (0.06) | | | (0.19) | | | — | | | (0.19) | | | 10.64 | | | 0.43 | | | 0.65 | | | 4.38 | | | 259 | | | (0.51) | | | 411 | | | |
11/01/23 | | | 12/31/23 | | | 10.09 | | | 0.08 | | | 0.84 | | | 0.92 | | | (0.12) | | | — | | | (0.12) | | | 10.89 | | | 0.40 | | | 0.76 | | | 4.25 | | | 52 | | | 9.14 | | | 432 | |
11/01/22 | | | 10/31/23 | | | 10.43 | | | 0.41 | | | (0.37) | | | 0.04 | | | (0.38) | | | — | | | (0.38) | | | 10.09 | | | 0.40 | | | 0.72 | | | 3.76 | | | 530 | | | 0.19 | | | 414 | |
11/01/21 | | | 10/31/22 | | | 12.67 | | | 0.21 | | | (2.22) | | | (2.01) | | | (0.23) | | | — | | | (0.23) | | | 10.43 | | | 0.40 | | | 0.72 | | | 1.82 | | | 429 | | | (16.06) | | | 308 | |
11/01/20 | | | 10/31/21 | | | 13.16 | | | 0.11 | | | (0.23) | | | (0.12) | | | (0.12) | | | (0.25) | | | (0.37) | | | 12.67 | | | 0.40 | | | 0.70 | | | 0.88 | | | 227 | | | (0.95) | | | 447 | |
11/01/19 | | | 10/31/20 | | | 12.04 | | | 0.15 | | | 1.41 | | | 1.56 | | | (0.20) | | | (0.24) | | | (0.44) | | | 13.16 | | | 0.40 | | | 0.76 | | | 1.19 | | | 549 | | | 13.35 | | | 552 | |
11/01/18 | | | 10/31/19 | | | 11.04 | | | 0.26 | | | 1.01 | | | 1.27 | | | (0.27) | | | — | | | (0.27) | | | 12.04 | | | 0.40 | | | 0.98 | | | 2.28 | | | 409 | | | 11.64 | | | 105 | |
Class R-6*
| |
01/01/24 | | | 06/30/24 | | | 10.90 | | | 0.24 | | | (0.28) | | | (0.04) | | | (0.20) | | | — | | | (0.20) | | | 10.66 | | | 0.37 | | | 0.56 | | | 4.45 | | | 259 | | | (0.39) | | | 15 | | | |
11/01/23 | | | 12/31/23 | | | 10.10 | | | 0.08 | | | 0.84 | | | 0.92 | | | (0.12) | | | — | | | (0.12) | | | 10.90 | | | 0.40 | | | 0.66 | | | 4.25 | | | 52 | | | 9.13 | | | 16 | |
11/01/22 | | | 10/31/23 | | | 10.44 | | | 0.41 | | | (0.37) | | | 0.04 | | | (0.38) | | | — | | | (0.38) | | | 10.10 | | | 0.40 | | | 0.63 | | | 3.83 | | | 530 | | | 0.19 | | | 15 | |
11/01/21 | | | 10/31/22 | | | 12.68 | | | 0.25 | | | (2.26) | | | (2.01) | | | (0.23) | | | — | | | (0.23) | | | 10.44 | | | 0.40 | | | 0.62 | | | 2.16 | | | 429 | | | (16.03) | | | 4 | |
11/01/20 | | | 10/31/21 | | | 13.16 | | | 0.11 | | | (0.22) | | | (0.11) | | | (0.12) | | | (0.25) | | | (0.37) | | | 12.68 | | | 0.40 | | | 0.59 | | | 0.87 | | | 227 | | | (0.88) | | | 1 | |
11/01/19 | | | 10/31/20 | | | 12.04 | | | 0.12 | | | 1.44 | | | 1.56 | | | (0.20) | | | (0.24) | | | (0.44) | | | 13.16 | | | 0.40 | | | 0.72 | | | 0.92 | | | 549 | | | 13.35 | | | 1 | |
11/01/18 | | | 10/31/19 | | | 11.05 | | | 0.26 | | | 1.00 | | | 1.26 | | | (0.27) | | | — | | | (0.27) | | | 12.04 | | | 0.40 | | | 1.46 | | | 2.26 | | | 409 | | | 11.53 | | | 0 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
TABLE OF CONTENTS
Financial Highlights(Continued)
| | | | | | | | | | | | | | | | | | | | | | |
Carillon Reams Core Plus Bond Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | $29.96 | | | $0.62 | | | $(0.79) | | | $(0.17) | | | $(0.54) | | | $— | | | $(0.54) | | | $29.25 | | | 0.80 | | | 0.94 | | | 4.17 | | | 258 | | | (0.57) | | | $ 23 |
11/01/23 | | | 12/31/23 | | | 27.66 | | | 0.19 | | | 2.42 | | | 2.61 | | | (0.31) | | | — | | | (0.31) | | | 29.96 | | | 0.80 | | | 0.91 | | | 3.94 | | | 49 | | | 9.46 | | | 5 |
11/01/22 | | | 10/31/23 | | | 28.81 | | | 1.04 | | | (0.84) | | | 0.20 | | | (1.35) | | | — | | | (1.35) | | | 27.66 | | | 0.80 | | | 0.90 | | | 3.50 | | | 532 | | | 0.51 | | | 4 |
11/01/21 | | | 10/31/22 | | | 34.45 | | | 0.53 | | | (5.67) | | | (5.14) | | | (0.50) | | | — | | | (0.50) | | | 28.81 | | | 0.80 | | | 0.90 | | | 1.63 | | | 413 | | | (15.06) | | | 3 |
11/01/20 | | | 10/31/21 | | | 36.57 | | | 0.23 | | | (0.60) | | | (0.37) | | | (0.38) | | | (1.37) | | | (1.75) | | | 34.45 | | | 0.80 | | | 0.90 | | | 0.65 | | | 220 | | | (1.12) | | | 7 |
11/01/19 | | | 10/31/20 | | | 33.43 | | | 0.40 | | | 3.99 | | | 4.39 | | | (0.64) | | | (0.61) | | | (1.25) | | | 36.57 | | | 0.80 | | | 0.90 | | | 1.09 | | | 559 | | | 13.56 | | | 6 |
11/01/18 | | | 10/31/19 | | | 30.44 | | | 0.58 | | | 3.01 | | | 3.59 | | | (0.60) | | | — | | | (0.60) | | | 33.43 | | | 0.80 | | | 0.98 | | | 1.79 | | | 413 | | | 11.89 | | | 0 |
Class C*
|
01/01/24 | | | 06/30/24 | | | 29.74 | | | 0.48 | | | (0.76) | | | (0.28) | | | (0.46) | | | — | | | (0.46) | | | 29.00 | | | 1.55 | | | 1.65 | | | 3.35 | | | 258 | | | (0.93) | | | 4 |
11/01/23 | | | 12/31/23 | | | 27.44 | | | 0.15 | | | 2.40 | | | 2.55 | | | (0.25) | | | — | | | (0.25) | | | 29.74 | | | 1.55 | | | 1.66 | | | 3.19 | | | 49 | | | 9.33 | | | 4 |
11/01/22 | | | 10/31/23 | | | 28.59 | | | 0.80 | | | (0.81) | | | (0.01) | | | (1.14) | | | — | | | (1.14) | | | 27.44 | | | 1.55 | | | 1.65 | | | 2.71 | | | 532 | | | (0.24) | | | 4 |
11/01/21 | | | 10/31/22 | | | 34.35 | | | 0.31 | | | (5.66) | | | (5.35) | | | (0.41) | | | — | | | (0.41) | | | 28.59 | | | 1.55 | | | 1.67 | | | 0.96 | | | 413 | | | (15.69) | | | 4 |
11/01/20 | | | 10/31/21 | | | 36.55 | | | (0.04) | | | (0.60) | | | (0.64) | | | (0.19) | | | (1.37) | | | (1.56) | | | 34.35 | | | 1.55 | | | 1.67 | | | (0.11) | | | 220 | | | (1.87) | | | 6 |
11/01/19 | | | 10/31/20 | | | 33.38 | | | 0.11 | | | 4.06 | | | 4.17 | | | (0.39) | | | (0.61) | | | (1.00) | | | 36.55 | | | 1.55 | | | 1.66 | | | 0.30 | | | 559 | | | 12.84 | | | 5 |
11/01/18 | | | 10/31/19 | | | 30.41 | | | 0.34 | | | 3.00 | | | 3.34 | | | (0.37) | | | — | | | (0.37) | | | 33.38 | | | 1.55 | | | 1.78 | | | 1.05 | | | 413 | | | 11.06 | | | 0 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 30.07 | | | 0.65 | | | (0.77) | | | (0.12) | | | (0.58) | | | — | | | (0.58) | | | 29.37 | | | 0.47 | | | 0.65 | | | 4.43 | | | 258 | | | (0.39) | | | 1,344 |
11/01/23 | | | 12/31/23 | | | 27.76 | | | 0.21 | | | 2.43 | | | 2.64 | | | (0.33) | | | — | | | (0.33) | | | 30.07 | | | 0.40 | | | 0.66 | | | 4.34 | | | 49 | | | 9.57 | | | 1,502 |
11/01/22 | | | 10/31/23 | | | 28.91 | | | 1.16 | | | (0.84) | | | 0.32 | | | (1.47) | | | — | | | (1.47) | | | 27.76 | | | 0.40 | | | 0.64 | | | 3.90 | | | 532 | | | 0.91 | | | 1,346 |
11/01/21 | | | 10/31/22 | | | 34.54 | | | 0.70 | | | (5.74) | | | (5.04) | | | (0.59) | | | — | | | (0.59) | | | 28.91 | | | 0.40 | | | 0.65 | | | 2.17 | | | 413 | | | (14.74) | | | 980 |
11/01/20 | | | 10/31/21 | | | 36.64 | | | 0.37 | | | (0.59) | | | (0.22) | | | (0.51) | | | (1.37) | | | (1.88) | | | 34.54 | | | 0.40 | | | 0.65 | | | 1.04 | | | 220 | | | (0.71) | | | 1,142 |
11/01/19 | | | 10/31/20 | | | 33.45 | | | 0.60 | | | 3.96 | | | 4.56 | | | (0.76) | | | (0.61) | | | (1.37) | | | 36.64 | | | 0.40 | | | 0.65 | | | 1.72 | | | 559 | | | 14.11 | | | 1,132 |
11/01/18 | | | 10/31/19 | | | 30.46 | | | 0.72 | | | 2.99 | | | 3.71 | | | (0.72) | | | — | | | (0.72) | | | 33.45 | | | 0.40 | | | 0.66 | | | 2.23 | | | 413 | | | 12.32 | | | 635 |
Class R-6*
|
01/01/24 | | | 06/30/24 | | | 30.07 | | | 0.69 | | | (0.80) | | | (0.11) | | | (0.59) | | | — | | | (0.59) | | | 29.37 | | | 0.40 | | | 0.56 | | | 4.59 | | | 258 | | | (0.37) | | | 206 |
11/01/23 | | | 12/31/23 | | | 27.77 | | | 0.21 | | | 2.42 | | | 2.63 | | | (0.33) | | | — | | | (0.33) | | | 30.07 | | | 0.40 | | | 0.57 | | | 4.34 | | | 49 | | | 9.53 | | | 52 |
11/01/22 | | | 10/31/23 | | | 28.92 | | | 1.28 | | | (0.96) | | | 0.32 | | | (1.47) | | | — | | | (1.47) | | | 27.77 | | | 0.40 | | | 0.57 | | | 4.30 | | | 532 | | | 0.90 | | | 47 |
11/01/21 | | | 10/31/22 | | | 34.54 | | | 0.77 | | | (5.80) | | | (5.03) | | | (0.59) | | | — | | | (0.59) | | | 28.92 | | | 0.40 | | | 0.56 | | | 2.42 | | | 413 | | | (14.71) | | | 5 |
11/01/20 | | | 10/31/21 | | | 36.65 | | | 0.37 | | | (0.60) | | | (0.23) | | | (0.51) | | | (1.37) | | | (1.88) | | | 34.54 | | | 0.40 | | | 0.56 | | | 1.06 | | | 220 | | | (0.74) | | | 4 |
11/01/19 | | | 10/31/20 | | | 33.45 | | | 0.59 | | | 3.98 | | | 4.57 | | | (0.76) | | | (0.61) | | | (1.37) | | | 36.65 | | | 0.40 | | | 0.93 | | | 1.63 | | | 559 | | | 14.14 | | | 0 |
11/01/18 | | | 10/31/19 | | | 30.46 | | | 0.71 | | | 3.00 | | | 3.71 | | | (0.72) | | | — | | | (0.72) | | | 33.45 | | | 0.40 | | | 1.18 | | | 2.22 | | | 413 | | | 12.32 | | | 0 |
Carillon Reams Unconstrained Bond Fund
|
Class A*
|
01/01/24 | | | 06/30/24 | | | 12.23 | | | 0.24 | | | (0.04) | | | 0.20 | | | (0.23) | | | — | | | (0.23) | | | 12.20 | | | 0.90 | | | 1.05 | | | 3.93 | | | 296 | | | 1.69 | | | 37 |
11/01/23 | | | 12/31/23 | | | 11.53 | | | 0.08 | | | 0.74 | | | 0.82 | | | (0.12) | | | — | | | (0.12) | | | 12.23 | | | 0.80 | | | 1.10 | | | 3.76 | | | 49 | | | 7.15 | | | 6 |
11/01/22 | | | 10/31/23 | | | 11.53 | | | 0.42 | | | 0.12 | | | 0.54 | | | (0.54) | | | — | | | (0.54) | | | 11.53 | | | 0.80 | | | 1.09 | | | 3.54 | | | 458 | | | 4.61 | | | 6 |
11/01/21 | | | 10/31/22 | | | 12.79 | | | 0.20 | | | (1.20) | | | (1.00) | | | (0.13) | | | (0.13) | | | (0.26) | | | 11.53 | | | 0.80 | | | 1.08 | | | 1.67 | | | 273 | | | (7.90) | | | 5 |
11/01/20 | | | 10/31/21 | | | 12.81 | | | 0.06 | | | 0.17 | | | 0.23 | | | (0.25) | | | — | | | (0.25) | | | 12.79 | | | 0.80 | | | 1.08 | | | 0.46 | | | 80 | | | 1.78 | | | 5 |
11/01/19 | | | 10/31/20 | | | 12.13 | | | 0.19 | | | 0.76 | | | 0.95 | | | (0.27) | | | — | | | (0.27) | | | 12.81 | | | 0.80 | | | 1.09 | | | 1.56 | | | 435 | | | 7.97 | | | 1 |
11/01/18 | | | 10/31/19 | | | 11.45 | | | 0.21 | | | 0.69 | | | 0.90 | | | (0.22) | | | — | | | (0.22) | | | 12.13 | | | 0.80 | | | 1.14 | | | 1.74 | | | 289 | | | 7.92 | | | 0 |
Class C*
|
01/01/24 | | | 06/30/24 | | | 12.12 | | | 0.18 | | | (0.02) | | | 0.16 | | | (0.20) | | | — | | | (0.20) | | | 12.08 | | | 1.62 | | | 1.77 | | | 3.08 | | | 296 | | | 1.34 | | | 2 |
11/01/23 | | | 12/31/23 | | | 11.42 | | | 0.06 | | | 0.74 | | | 0.80 | | | (0.10) | | | — | | | (0.10) | | | 12.12 | | | 1.55 | | | 1.86 | | | 3.00 | | | 49 | | | 7.02 | | | 1 |
11/01/22 | | | 10/31/23 | | | 11.44 | | | 0.32 | | | 0.11 | | | 0.43 | | | (0.45) | | | — | | | (0.45) | | | 11.42 | | | 1.55 | | | 1.85 | | | 2.72 | | | 458 | | | 3.70 | | | 1 |
11/01/21 | | | 10/31/22 | | | 12.72 | | | 0.11 | | | (1.18) | | | (1.07) | | | (0.08) | | | (0.13) | | | (0.21) | | | 11.44 | | | 1.55 | | | 1.86 | | | 0.90 | | | 273 | | | (8.53) | | | 2 |
11/01/20 | | | 10/31/21 | | | 12.79 | | | (0.02) | | | 0.15 | | | 0.13 | | | (0.20) | | | — | | | (0.20) | | | 12.72 | | | 1.55 | | | 1.86 | | | (0.13) | | | 80 | | | 1.02 | | | 2 |
11/01/19 | | | 10/31/20 | | | 12.10 | | | 0.10 | | | 0.77 | | | 0.87 | | | (0.18) | | | — | | | (0.18) | | | 12.79 | | | 1.55 | | | 1.88 | | | 0.77 | | | 435 | | | 7.25 | | | 2 |
11/01/18 | | | 10/31/19 | | | 11.42 | | | 0.11 | | | 0.71 | | | 0.82 | | | (0.14) | | | — | | | (0.14) | | | 12.10 | | | 1.55 | | | 1.96 | | | 0.92 | | | 289 | | | 7.19 | | | 0 |
Class I*
|
01/01/24 | | | 06/30/24 | | | 12.25 | | | 0.25 | | | (0.03) | | | 0.22 | | | (0.25) | | | — | | | (0.25) | | | 12.22 | | | 0.57 | | | 0.79 | | | 4.09 | | | 296 | | | 1.80 | | | 1,196 |
11/01/23 | | | 12/31/23 | | | 11.55 | | | 0.08 | | | 0.75 | | | 0.83 | | | (0.13) | | | — | | | (0.13) | | | 12.25 | | | 0.50 | | | 0.87 | | | 4.04 | | | 49 | | | 7.21 | | | 1,280 |
11/01/22 | | | 10/31/23 | | | 11.56 | | | 0.46 | | | 0.10 | | | 0.56 | | | (0.57) | | | — | | | (0.57) | | | 11.55 | | | 0.50 | | | 0.86 | | | 3.86 | | | 458 | | | 4.82 | | | 1,143 |
11/01/21 | | | 10/31/22 | | | 12.80 | | | 0.24 | | | (1.19) | | | (0.95) | | | (0.16) | | | (0.13) | | | (0.29) | | | 11.56 | | | 0.50 | | | 0.85 | | | 1.97 | | | 273 | | | (7.55) | | | 935 |
11/01/20 | | | 10/31/21 | | | 12.81 | | | 0.12 | | | 0.15 | | | 0.27 | | | (0.28) | | | — | | | (0.28) | | | 12.80 | | | 0.50 | | | 0.85 | | | 0.92 | | | 80 | | | 2.08 | | | 1,110 |
11/01/19 | | | 10/31/20 | | | 12.12 | | | 0.23 | | | 0.76 | | | 0.99 | | | (0.30) | | | — | | | (0.30) | | | 12.81 | | | 0.50 | | | 0.85 | | | 1.86 | | | 435 | | | 8.36 | | | 878 |
11/01/18 | | | 10/31/19 | | | 11.43 | | | 0.24 | | | 0.70 | | | 0.94 | | | (0.25) | | | — | | | (0.25) | | | 12.12 | | | 0.50 | | | 0.85 | | | 2.07 | | | 289 | | | 8.31 | | | 907 |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
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Financial Highlights(Continued)
| | | | | | | | | | | | | | | | | | | | | | |
Carillon Reams Unconstrained Bond Fund — (Continued)
|
Class R-6*
|
01/01/24 | | | 06/30/24 | | | $12.25 | | | $0.26 | | | $(0.04) | | | $0.22 | | | $(0.25) | | | $— | | | $(0.25) | | | $12.22 | | | 0.48 | | | 0.69 | | | 4.26 | | | 296 | | | 1.85 | | | $248 |
11/01/23 | | | 12/31/23 | | | 11.55 | | | 0.08 | | | 0.75 | | | 0.83 | | | (0.13) | | | — | | | (0.13) | | | 12.25 | | | 0.40 | | | 0.78 | | | 4.16 | | | 49 | | | 7.24 | | | 101 |
11/01/22 | | | 10/31/23 | | | 11.56 | | | 0.47 | | | 0.10 | | | 0.57 | | | (0.58) | | | — | | | (0.58) | | | 11.55 | | | 0.40 | | | 0.76 | | | 3.90 | | | 458 | | | 4.92 | | | 90 |
11/01/21 | | | 10/31/22 | | | 12.80 | | | 0.26 | | | (1.20) | | | (0.94) | | | (0.17) | | | (0.13) | | | (0.30) | | | 11.56 | | | 0.40 | | | 0.76 | | | 2.15 | | | 273 | | | (7.46) | | | 91 |
11/01/20 | | | 10/31/21 | | | 12.81 | | | 0.13 | | | 0.15 | | | 0.28 | | | (0.29) | | | — | | | (0.29) | | | 12.80 | | | 0.40 | | | 0.76 | | | 1.01 | | | 80 | | | 2.17 | | | 68 |
11/01/19 | | | 10/31/20 | | | 12.12 | | | 0.24 | | | 0.77 | | | 1.01 | | | (0.32) | | | — | | | (0.32) | | | 12.81 | | | 0.40 | | | 0.76 | | | 1.97 | | | 435 | | | 8.47 | | | 43 |
11/01/18 | | | 10/31/19 | | | 11.43 | | | 0.26 | | | 0.69 | | | 0.95 | | | (0.26) | | | — | | | (0.26) | | | 12.12 | | | 0.40 | | | 0.76 | | | 2.17 | | | 289 | | | 8.42 | | | 34 |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
*
| Unaudited for periods beginning after December 31, 2023. Per share amounts have been calculated using the daily average share method. Classes with less than five years presented are showing results from the inception of the share class.
|
(a)
| Annualized for periods less than one year.
|
(b)
| Not annualized for periods less than one year.
|
(c)
| Total returns are calculated without the imposition of either front-end or contingent deferred sales charges.
|
(d)
| Per share amount is less than $0.005. |
The accompanying notes are an integral part of these financial statements.
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Notes to Financial Statements
June 30, 2024 (Unaudited)
NOTE 1 – Organization and investment objective
Carillon Series Trust (the “Trust” or the “Carillon Family of Funds”) is a Delaware statutory trust, and is registered under the Investment Company Act of 1940, as amended, as an open-end diversified management investment company. The Trust offers shares in separate series (each a “fund” and collectively the “Funds”), each of which is advised by Carillon Tower Advisers, Inc. (“Carillon Tower” or “Manager”). On September 30, 2022, Carillon Tower began also doing business as Raymond James Investment Management. This did not involve any change in Carillon Tower’s structure, ownership, or control. The Trust offers shares in the following series:
| • | Carillon Chartwell Mid Cap Value Fund (“Mid Cap Value Fund”) seeks long-term capital appreciation, |
| • | Carillon Chartwell Small Cap Growth Fund (“Chartwell Small Cap Growth Fund”) seeks long-term capital appreciation, |
| • | Carillon Chartwell Small Cap Value Fund (“Small Cap Value Fund”) seeks long-term capital appreciation, |
| • | Carillon ClariVest Capital Appreciation Fund (“Capital Appreciation Fund”) seeks long-term capital appreciation, |
| • | Carillon ClariVest International Stock Fund (“International Stock Fund”) seeks capital appreciation, |
| • | Carillon Eagle Growth & Income Fund (“Growth & Income Fund”) primarily seeks long-term capital appreciation and, secondarily, seeks current income, |
| • | Carillon Eagle Mid Cap Growth Fund (“Mid Cap Growth Fund”) seeks long-term capital appreciation, |
| • | Carillon Eagle Small Cap Growth Fund (“Eagle Small Cap Growth Fund”) seeks long-term capital appreciation, |
| • | Carillon Scout Mid Cap Fund (“Mid Cap Fund”) seeks long-term growth of capital, |
| • | Carillon Scout Small Cap Fund (“Small Cap Fund”) seeks long-term growth of capital, |
| • | Carillon Chartwell Real Income Fund (“Real Income Fund”) primarily seeks current income and, secondarily, seeks to preserve capital, |
| • | Carillon Chartwell Short Duration High Yield Fund (“Short Duration High Yield Fund”) seeks income and long-term capital appreciation, |
| • | Carillon Reams Core Bond Fund (“Core Bond Fund”) seeks a high level of total return consistent with the preservation of capital, |
| • | Carillon Reams Core Plus Bond Fund (“Core Plus Bond Fund”) seeks a high level of total return consistent with the preservation of capital, and |
| • | Carillon Reams Unconstrained Bond Fund (“Unconstrained Bond Fund”) seeks to maximize total return consistent with the preservation of capital. |
Class offerings. As of June 30, 2024, each fund was authorized and offered Class A, Class C, Class I, and Class R-6 shares to qualified buyers.
| • | For all funds except the Real Income Fund, Short Duration High Yield Fund, Core Bond Fund, Core Plus Bond Fund and Unconstrained Bond Fund, Class A shares are sold at a maximum front-end sales charge of 4.75%. For the Real Income Fund, Short Duration High Yield Fund, Core Bond Fund, Core Plus Bond Fund, and Unconstrained Bond Fund, Class A shares are sold |
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
at a maximum front-end sales charge of 3.75%. Class A share investments greater than $1 million, which are not sold subject to a sales charge, may be subject to a contingent deferred sales charge (“CDSC”) of up to 1.00% of the lower of net asset value (“NAV”) or purchase price if redeemed within 18 months of purchase.
| • | Class C shares are sold subject to a CDSC of 1.00% of the lower of NAV or purchase price if redeemed less than one year after purchase. Class C shares automatically convert to Class A shares for all purchases that have surpassed their 8-year anniversary date. |
| • | Class I shares are sold without a front-end sales charge or a CDSC. |
| • | Prior to April 26, 2024, Class I in the Mid Cap Value Fund, Chartwell Small Cap Growth Fund, Small Cap Value Fund, Real Income Fund, and Short Duration High Yield Fund was known as Class Chartwell. |
| • | On March 1, 2024, Capital Appreciation Fund, International Stock Fund, Growth & Income Fund, Mid Cap Growth Fund, Eagle Small Cap Growth Fund, Mid Cap Fund, Small Cap Fund, Core Bond Fund, Core Plus Bond Fund ,and Unconstrained Bond Fund Class R-3 and Class R-5 shares were merged into Class I shares of the same fund and Class Y shares were merged into Class A shares of the same fund. Class R-3, Class R-5 and Class Y shares are no longer available for purchase. |
Note 2 – Significant accounting policies
The following is a summary of significant accounting policies of the Funds. The policies are in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”). The Funds are investment companies and, accordingly, follow the investment company accounting and reporting guidance of the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946—Investment Companies, which is part of U.S. GAAP.
Use of Estimates. The preparation of financial statements in accordance with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts and disclosures. Actual results could differ from those estimates and those differences could be material.
Valuation of Securities. The price of each fund’s shares is based on the NAV per share of each class of a fund. Each fund normally determines the NAV of its shares each business day as of the scheduled close of regular trading on the New York Stock Exchange (NYSE) and the Nasdaq (typically 4:00 p.m. ET). A fund will not treat an intraday unscheduled disruption in trading on either the NYSE or Nasdaq as a closure of that particular market, and will price its shares as of the normally scheduled close of the NYSE and Nasdaq if the disruption directly affects only one of those markets. If the NYSE or other securities exchange modifies the published closing price of securities traded on that exchange after the NAV is calculated, the Funds are not required to recalculate their NAV.
Generally, the Funds value portfolio securities for which market quotations are readily available at market value; however, a fund may adjust the market quotation price to reflect events that occur between the close of those markets and the time of the fund’s determination of the NAV.
A market quotation may be considered unreliable or unavailable for various reasons, such as:
| • | The quotation may be stale; |
| • | The security is not actively traded; |
| • | Trading on the security halted before the close of the trading market; |
| • | The security is newly issued; |
| • | Issuer-specific or vendor specific events occurred after the security halted trading; or |
| • | Due to the passage of time between the close of the market on which the security trades and the close of the NYSE and the Nasdaq. |
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
Issuer-specific events that may cause the last market quotation to be unreliable include:
| • | Events which affect a geographical area or an industry segment, such as political events or natural disasters; or |
| • | Market events, such as a significant movement in the U.S. markets. |
For most securities, both the latest transaction prices and adjustments are furnished by independent pricing services, subject to oversight by the Trust’s Board of Trustees (“Board”). In accordance with Rule 2a-5 under the Investment Company Act of 1940, as amended, the Board approved the Adviser as the fund’s valuation designee to be responsible for carrying out pricing and valuation duties in accordance with the Adviser’s Valuation Procedures (the “Procedures”). The Funds value all other securities and assets for which market quotations are unavailable or unreliable at their fair value determined in good faith.
There can be no assurance, however, that a fair value price used by a fund on any given day will more accurately reflect the market value of a security than a market price of such security on that day, as fair valuation determinations may involve subjective judgments made by the Valuation Committee. Fair value pricing may deter shareholders from trading a fund’s shares on a frequent basis in an attempt to take advantage of arbitrage opportunities resulting from potentially stale prices of portfolio holdings. However, it cannot eliminate the possibility of frequent trading. Specific types of securities are valued as follows:
| • | Domestic exchange-traded equity securities. Market quotations are generally available and reliable for domestic exchange-traded equity securities. If the prices provided by the independent pricing service and independent quoted prices are unavailable or unreliable, the Valuation Committee will fair value the security using the Procedures. |
| • | Foreign equity securities. If market quotations are available and reliable for foreign exchange-traded equity securities, the securities will be valued at the market quotations. Because trading hours for certain foreign securities end before the close of the NYSE and the Nasdaq, closing market quotations may become unreliable. Consequently, fair valuation of portfolio securities may occur on a daily basis. The Valuation Committee, using the Procedures, may fair value a security if certain events occur between the time the trading of a particular security ends in a foreign market and a fund’s NAV calculation. The Valuation Committee, using the Procedures, may also fair value a particular security if the events are significant and make the closing price unavailable or unreliable. If an issuer-specific event has occurred that Carillon Tower determines, in its judgment, is likely to have affected the closing price of a foreign security, it will price the security at fair value. Carillon Tower also utilizes a screening process from a pricing vendor to indicate the degree of certainty, based on historical data, that the closing price in the principal market where a foreign security trades is not the current market value as of the close of the NYSE. Securities and other assets quoted in foreign currencies are valued in U.S. dollars based on exchange rates provided by an independent pricing service. The pricing vendor, pricing methodology or degree of certainty may change from time to time. Fund securities primarily traded on foreign markets may trade on days that are not business days of the Funds. Because the NAV of a fund’s shares is determined only on business days of the fund, the value of the portfolio securities of a fund that invests in foreign securities may change on days when shareholders would not be able to purchase or redeem shares of the fund. |
| • | Fixed income securities. Government bonds, corporate bonds, asset-backed bonds, municipal bonds, medium-term notes, short-term securities (investments that have a maturity date of 60 days or less), and convertible securities, including high yield or junk bonds, normally are valued on the basis of evaluated prices provided by independent pricing services. Evaluated prices provided by the independent pricing services may be determined without exclusive reliance on quoted prices, and may reflect appropriate factors and appropriate methodologies that have been considered by the Board such as institution-size trading in similar groups of securities, |
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
developments related to special securities, dividend rate, maturity and other market data. If the evaluated prices provided by the independent pricing service and independent quoted prices are unavailable or unreliable, the Valuation Committee will fair value the security using
the Procedures.
| • | Futures and options. Futures and options are valued on the basis of market quotations, if available and reliable. If prices provided by independent pricing services and independent quoted prices are unavailable or unreliable, the Valuation Committee will fair value the security using the Procedures. During the six months ended June 30, 2024, only the Core Plus Bond Fund and Unconstrained Bond Fund held futures. Only the Unconstrained Bond Fund held options during the six months ended June 30, 2024. |
| • | Swaps. Swaps are valued with prices provided by independent pricing services. If prices provided by independent pricing services are unavailable or unreliable, the Valuation Committee will fair value the security using the Procedures. During six months ended June 30, 2024, only the Core Plus Bond Fund and Unconstrained Bond Fund held swaps. |
| • | Forward contracts. Forward contracts are valued daily at current forward rates provided by an independent pricing service. If prices provided by independent pricing services and independent quoted prices are unavailable or unreliable, the Valuation Committee will fair value the security using the Procedures. During the six months ended June 30, 2024, only the Core Plus Bond Fund and Unconstrained Bond Fund held forwards. |
| • | Investment companies and exchange-traded funds (ETFs). Investments in other open-end investment companies are valued at their reported NAV. The prospectuses for these companies explain the circumstances under which these companies will use fair value pricing and the effect of the fair value pricing. In addition, investments in closed-end funds and ETFs are valued on the basis of market quotations, if available and reliable. If the prices provided by independent pricing services and independent quoted prices are unavailable or unreliable, the Valuation Committee will fair value the security using the Procedures. |
Fair Value Measurements. Each fund utilizes a three-level hierarchy of inputs to establish a classification of fair value measurements. The three levels are defined as:
Level 1 –
Valuations based on unadjusted quoted prices for identical securities in active
markets;
Level 2 –
Valuations based on inputs other than quoted prices that are observable, either
directly or indirectly, including inputs in markets that are not considered active; and
Level 3 –
Valuations based on inputs that are unobservable and significant to the fair value measurement and may include the Valuation Committee’s own assumptions on determining fair value of investments.
Inputs that are used in determining fair value of an investment may include price information, credit data, volatility statistics, and other factors. These inputs can be either observable or unobservable. The availability of observable inputs can vary between investments and is affected by various factors such as the type of investment and the volume and/or level of activity for that investment or similar investments in the marketplace. The inputs will be considered by the Valuation Committee, along with any other relevant factors in the calculation of an investment’s fair value. A fund uses prices and inputs that are current as of the valuation date, which may include periods of market dislocations. During these periods, the availability of prices and inputs may be reduced for many investments. This condition could cause an investment to be reclassified between the various levels within the hierarchy. Investments falling into the Level 3 category may be classified as such due to a lack of market transparency and corroboration to support the quoted prices. Additionally, valuation models may be used as the pricing source for any remaining investments classified as Level 3. These models may rely on one or more significant unobservable inputs and/or significant assumptions by the Valuation Committee. Inputs used in
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
valuations may include, but are not limited to, financial statement analysis, capital account balances, discount rates and estimated cash flows, and comparable entity data.
The following is a summary of the inputs used to value each fund’s investments as of June 30, 2024:
Mid Cap Value Fund
| | | | | | | | | | |
Common stocks | | | $ 24,726,670 | | | $ — | | | $ — |
Total investment portfolio | | | $24,726,670 | | | $— | | | $— |
| | | | | | | | | | |
Chartwell Small Cap Growth Fund
| | | | | | | | | | |
Common stocks | | | $ 18,440,805 | | | $ — | | | $ — |
Total investment portfolio | | | $18,440,805 | | | $— | | | $— |
| | | | | | | | | | |
Small Cap Value Fund
| | | | | | | | | | |
Common stocks | | | $ 72,517,539 | | | $ — | | | $ — |
Total investment portfolio | | | $72,517,539 | | | $— | | | $— |
| | | | | | | | | | |
Capital Appreciation Fund
| | | | | | | | | | |
Common stocks(a) | | | $ 478,467,021 | | | $ — | | | $ — |
Total investment portfolio | | | $478,467,021 | | | $— | | | $— |
| | | | | | | | | | |
International Stock Fund
| | | | | | | | | | |
Common stocks(a):
| | | | | | | | | |
Australia | | | $ — | | | $ 11,668,382 | | | $ — |
Brazil | | | 801,268 | | | — | | | — |
Canada | | | 30,172,620 | | | — | | | — |
China | | | — | | | 11,773,579 | | | — |
Denmark | | | — | | | 12,738,836 | | | — |
France | | | — | | | 28,975,118 | | | — |
Germany | | | — | | | 15,178,639 | | | — |
Hong Kong | | | — | | | 19,907,487 | | | — |
Ireland | | | 2,991,375 | | | — | | | — |
Israel | | | 4,267,250 | | | 2,324,222 | | | — |
Italy | | | — | | | 9,339,121 | | | — |
Japan | | | — | | | 77,153,270 | | | — |
Mexico | | | 1,416,024 | | | — | | | — |
Netherlands | | | — | | | 15,974,120 | | | — |
Norway | | | — | | | 719,553 | | | — |
Singapore | | | — | | | 3,849,416 | | | — |
South Korea | | | — | | | 19,411,676 | | | — |
| | | | | | | | | | |
TABLE OF CONTENTS
Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
International Stock Fund — (Continued)
| | | | | | | | | | |
Spain | | | $— | | | $7,892,294 | | | $— |
Sweden | | | — | | | 5,357,730 | | | — |
Switzerland | | | — | | | 12,760,659 | | | — |
Taiwan | | | 10,550,267 | | | 26,227,762 | | | — |
Turkey | | | — | | | 1,598,950 | | | — |
United Kingdom | | | 1,926,391 | | | 53,777,197 | | | — |
Exchange traded funds | | | 20,569,940 | | | — | | | — |
Preferred stocks | | | — | | | 3,554,745 | | | — |
Total investment portfolio | | | $ 72,695,135 | | | $ 340,182,756 | | | $— |
| | | | | | | | | | |
Growth & Income Fund
| | | | | | | | | | |
Domestic common stocks(a) | | | $ 502,860,300 | | | $ — | | | $ — |
Foreign common stocks(a) | | | 68,085,283 | | | — | | | — |
Total investment portfolio | | | $570,945,583 | | | $— | | | $— |
| | | | | | | | | | |
Mid Cap Growth Fund
| | | | | | | | | | |
Common stocks(a) | | | $6,248,276,914 | | | $ — | | | $ — |
Total investment portfolio | | | $6,248,276,914 | | | $— | | | $— |
| | | | | | | | | | |
Eagle Small Cap Growth Fund
| | | | | | | | | | |
Common stocks(a) | | | $ 549,471,105 | | | $ — | | | $ — |
Total investment portfolio | | | $549,471,105 | | | $— | | | $— |
| | | | | | | | | | |
Mid Cap Fund
| | | | | | | | | | |
Common stocks(a) | | | $3,117,871,045 | | | $ — | | | $ — |
Short-term investments | | | 544,275 | | | — | | | — |
Total investment portfolio | | | $3,118,415,320 | | | $— | | | $— |
| | | | | | | | | | |
Small Cap Fund
| | | | | | | | | | |
Common stocks(a) | | | $ 263,707,512 | | | $ — | | | $ — |
Total investment portfolio | | | $263,707,512 | | | $— | | | $— |
| | | | | | | | | | |
Real Income Fund
| | | | | | | | | | |
U.S. Treasury securities | | | $ — | | | $172,857,167 | | | $ — |
Common stocks | | | 37,672,464 | | | — | | | — |
Commercial mortgage-backed securities | | | — | | | 22,573,691 | | | — |
| | | | | | | | | | |
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
Real Income Fund — (Continued)
| | | | | | | | | | |
Corporate bonds(a) | | | $— | | | $10,958,247 | | | $— |
Exchange traded funds | | | 8,842,445 | | | — | | | — |
Asset-backed securities | | | — | | | 5,221,815 | | | — |
Convertible bonds | | | — | | | 1,921,000 | | | — |
Preferred stocks | | | 1,727,180 | | | — | | | — |
Agency mortgage-backed securities | | | — | | | 1,585,953 | | | — |
Short-term investments | | | — | | | 5,979,060 | | | — |
Total investment portfolio | | | $ 48,242,089 | | | $ 221,096,933 | | | $ — |
| | | | | | | | | | |
Short Duration High Yield Fund
| | | | | | | | | | |
Domestic corporate bonds | | | $ — | | | $ 205,228,713 | | | $ — |
Foreign corporate bonds | | | — | | | 34,085,962 | | | — |
Total investment portfolio | | | $— | | | $239,314,675 | | | $— |
| | | | | | | | | | |
Core Bond Fund
| | | | | | | | | | |
Agency mortgage-backed securities | | | $ — | | | $ 156,407,271 | | | $ — |
Corporate bonds(a) | | | — | | | 123,570,824 | | | — |
Asset-backed securities | | | — | | | 122,329,682 | | | — |
U.S. Treasury securities | | | — | | | 77,710,241 | | | — |
Commercial mortgage-backed securities | | | — | | | 74,215,018 | | | — |
Short-term investments | | | — | | | 71,187,888 | | | — |
Total investment portfolio | | | $— | | | $625,420,924 | | | $— |
| | | | | | | | | | |
Core Plus Bond Fund
| | | | | | | | | | |
Agency mortgage-backed securities | | | $ — | | | $ 489,081,103 | | | $ — |
Asset-backed securities | | | — | | | 370,567,776 | | | — |
Corporate bonds(a) | | | — | | | 363,549,350 | | | — |
U.S. Treasury securities | | | — | | | 351,610,298 | | | — |
Commercial mortgage-backed securities | | | — | | | 221,470,499 | | | — |
Short-term investments | | | — | | | 225,840,991 | | | — |
Total investment portfolio | | | $— | | | $2,022,120,017 | | | $— |
Futures contracts(b) | | | $745,941 | | | $— | | | $— |
Forward contracts(b) | | | $— | | | $(308,727) | | | $— |
| | | | | | | | | | |
Unconstrained Bond Fund
| | | | | | | | | | |
U.S. Treasury securities | | | $ — | | | $344,031,560 | | | $ — |
Asset-backed securities | | | — | | | 324,399,690 | | | — |
Corporate bonds(a) | | | — | | | 285,878,843 | | | — |
Agency mortgage-backed securities | | | — | | | 277,138,071 | | | — |
Commercial mortgage-backed securities | | | — | | | 187,519,793 | | | — |
| | | | | | | | | | |
TABLE OF CONTENTS
Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
Unconstrained Bond Fund — (Continued)
| | | | | | | | | | |
Foreign government debt obligations | | | $— | | | $68,867,963 | | | $— |
Medium-term notes | | | — | | | 25,402,784 | | | — |
Purchased options | | | — | | | 4,310,423 | | | — |
Short-term investments | | | 111,000 | | | 199,676,665 | | | — |
Total investment portfolio | | | $111,000 | | | $ 1,717,225,792 | | | $— |
Written options | | | $— | | | $(1,374,778) | | | $ — |
Futures contracts(b) | | | $1,268,241 | | | $— | | | $— |
Forward contracts(b) | | | $— | | | $7,128,475 | | | $— |
Inflation rate swaps(b) | | | $— | | | $1,783,278 | | | $— |
Credit default swaps | | | $— | | | $741,615 | | | $— |
| | | | | | | | | | |
(a)
| Please see the investment portfolio for details. |
(b)
| Amounts presented for Futures Contracts, Inflation Rate Swaps, and Forward Contracts represent total unrealized appreciation (depreciation) as of the date of this report. |
At June 30, 2024, the Funds did not hold any Level 3 investments.
Derivatives. The following disclosure provides certain information about the Funds’ derivative and hedging activities. The use of derivatives involves the risk that the fund could lose more than the amount invested in derivatives.
| • | Forward currency contracts. Each of the Funds’ policies, except Capital Appreciation, Eagle Small Cap Growth, Core Bond, Mid Cap, and Small Cap, permit the Funds to enter into forward currency contracts (“forward contracts”) for hedging (such as to hedge the impact of adverse changes in the relationships between the US dollar and various foreign currencies), including transaction hedging, anticipatory hedging, cross hedging, proxy hedging, and position hedging, or for any other lawful purpose consistent with their investment objectives including taking active currency exposure. Forward contracts are agreements between two parties to exchange different currencies at a specified rate at an agreed upon future date. Non-deliverable forward currency contracts (“NDF”) are settled with the counterparty in US dollars without the delivery of foreign currency. The fair value of a forward contract fluctuates with changes in currency exchange rates. Outstanding forward contracts are valued daily at current forward rates and the resulting change in market value is recorded as unrealized appreciation or depreciation. When a forward contract is closed, the fund records a realized gain or loss equal to the difference between the value at the time the forward contract was opened and the value at the time it was closed. The risks to the Funds of entering into forward contracts include the inability of counterparties to meet the terms of their contracts, future adverse movement in currency values and contract positions that are not exact offsets. Details of Forward Contracts, if any, at period end are included in the Investment Portfolios under the caption “Forward Contracts.” Refer to Note 6 for additional information. |
| • | Futures contracts. Each of the Funds’ policies, except Capital Appreciation, International Stock, Eagle Small Cap Growth, Mid Cap, and Small Cap, permit the Funds to enter into futures contracts (“Futures”), including interest rate, bond, U.S. Treasury and fixed income index Futures, as a hedge against movements in the equity and bond markets in order to establish more definitively the effective return on securities held or intended to be acquired by the Funds or for other purposes permissible under the Commodity Exchange Act, including as a means to gain or reduce exposure to a reference instrument without actually buying or selling it. When a fund enters into Futures, it must deliver to an account controlled by the futures commission merchant (“FCM”) an amount referred to as “initial margin.” Initial margin requirements are determined by the respective exchanges on which the Futures are traded and the FCM. Thereafter, a “variation margin” amount may be required to be paid by the fund or received by |
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the fund in accordance with margin controls set for such accounts, depending upon changes in the marked-to-market value of the Futures. The account is marked-to-market daily and the unrealized gains or losses are recorded as variation margin and monitored by the Manager and custodian on a daily basis. When Futures are closed out, the fund recognizes a realized gain or loss. The risks of entering into Futures include the possibility that a change in the value of the contract may not correlate with the changes in the value of the underlying instrument. Details of futures contracts, if any, at period end are included in the Investment Portfolios under the caption “Futures Contracts.” Refer to Note 6 for additional information.
| • | Options. Each of the Funds’ policies, except Capital Appreciation, International Stock, Eagle Small Cap Growth, Mid Cap, and Small Cap, permit the Funds to use options for hedging, substitution or investment purposes, certain options, including options on securities, equity and debt indices, currencies, futures, and swap contracts (a/k/a “swaptions”). However, Growth & Income may only purchase and write call options on securities as discussed below. Certain risks and special characteristics of these strategies are discussed below. The purchase of call options can serve as a long hedge, and the purchase of put options can serve as a short hedge. Writing put or call options can enable a fund to enhance income or yield by reason of the premiums paid by the purchasers of such options. However, if the market price of the security underlying a put option declines to less than the exercise price of the option, minus the premium received, the fund would expect to suffer a loss. On written call options the maximum loss of capital can be unlimited. The maximum loss of capital on written put options is limited to the notional contract values of those positions. A fund effectively may terminate its right or obligation under an option by entering into a closing transaction. If a fund wished to terminate its obligation to purchase or sell the investment under a put or call option it has written, the fund may purchase a put or call option of the same series (i.e., an option identical in its terms to the option previously written); this is known as a closing purchase transaction. Conversely, in order to terminate its right to purchase or sell under a call or put option it has purchased, a fund may write a call or put option of the same series; this is known as a closing sale transaction. Closing transactions essentially permit the fund to realize profits or limit losses on its options positions prior to the exercise or expiration of the option. Whether a profit or loss is realized from a closing transaction depends on the price movement of the underlying security, index, currency or futures contract and the market value of the option. A fund may purchase and write call and put options on futures contracts that are traded on a U.S. exchange or board of trade. A fund may purchase put options on futures contracts in lieu of, and for the same purpose as, the sale of a futures contract. A fund also may purchase such put options in order to hedge a long position in the underlying futures contract. A fund may purchase call options on futures contracts in lieu of, and for the same purpose as, the actual purchase of the futures contracts. A fund also may purchase call options on futures contracts in anticipation of a market advance when it is not fully invested. While a fund’s use of options on futures contracts for hedging may protect the fund against adverse movements in the general level of interest rates or securities prices, such transactions could also preclude the opportunity to benefit from favorable movement in the level of interest rates or securities prices. There can be no guarantee that a fund’s forecasts about market value, interest rates and other applicable factors will be correct or that there will be a correlation between price movements in the hedging vehicle and in the securities being hedged. Details of options and options on futures contracts, if any, at period end are included in the Investment Portfolios under the caption “Schedule of Options.” Refer to Note 6 for additional information. |
| • | Swap contracts. The Mid Cap Value, Chartwell Small Cap Growth, Small Cap Value, Real Income, Short Duration High Yield, Core Bond, Core Plus Bond and Unconstrained Bond Funds’ policies permit the Funds to enter into swap agreements to enhance the Funds’ returns, increase liquidity and/or gain exposure to certain instruments, issuers, markets (i.e., the corporate bond market), or securities in a relatively efficient way. A fund expects to enter into these transactions primarily to preserve a return or spread on a particular investment or portion of its portfolio, to protect against currency fluctuations, as a duration management technique or to protect against any increase in the price of securities the fund anticipates purchasing at a later date. Interest |
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paid to or by the Funds is accrued daily and included in realized gain (loss) on swap agreements. When a fund enters into a centrally cleared swap, it must deliver to the central counterparty an amount referred to as “initial margin” During the term of the swap agreement, a “variation margin” amount may also be required to be paid by a fund or may be received by the fund in accordance with margin controls set for such accounts, depending upon changes in the marked-to-market value of the swap agreement. At the conclusion of the term of the swap agreement, if a fund has a loss of less than the margin amount, the excess margin is returned to the fund. If a fund has a gain, the full margin amount and the amount of the gain is paid to the fund. The contracts are marked-to-market daily using fair value estimates provided by an independent pricing service. Daily fluctuations in the value of swaps are recorded in variation margin on the Statements of Assets and Liabilities. Gains or losses are realized upon termination of the contracts.
Swaps sold by a fund may involve greater risks than if the fund had invested in the reference obligation directly. Swaps are subject to general market risk, liquidity risk, counterparty credit risk and credit risk of the issuer. Details of swap contracts, if any, at period end are included in the Investment Portfolios under the caption “Swap Contracts.” Refer to Note 6 for additional information.
| • | Credit default swap contracts. The credit default swap agreement may have as a reference obligation one or more securities that are or are not currently held by a fund. The Funds may enter into credit default swap agreements for investment purposes or to hedge against the risk of default of debt securities held in their portfolio. The buyer in a credit default swap agreement is obligated to pay the seller a periodic fee, typically expressed in basis points on the principal amount of the underlying obligation (the “notional value”), over the term of the agreement in return for a contingent payment upon the occurrence of a credit event with respect to the underlying reference obligation. A credit event is typically a default. If a fund is a buyer and no credit event occurs, the fund may lose its investment and recover nothing. If a fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the fund will either (i) receive from the seller of protection an amount equal to the notional value of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional value of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. As a seller, a fund accrues for and receives a fixed rate of income throughout the term of the agreement, which typically is between one month and five years, provided that no credit event occurs. As the seller, a fund would effectively add leverage to its portfolio because, in addition to its total net assets, the fund would be subject to investment exposure on the notional value of the swap. If a 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 value of the swap and take delivery of the referenced obligation, other deliverable obligations 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 value of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. If a credit event occurs, the maximum payout amount for a sale contract is limited to the notional value of the swap contract (“Maximum Payout Amount”). Recovery values are estimated by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value. Credit default swap agreements on credit indices involve one party making a stream of payments to another party in exchange for the right to receive a specified return in the event of a write-down, principal shortfall, interest shortfall or default of all or part of the referenced entities |
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comprising the credit index. A credit index is a basket of credit instruments or exposures designed to be representative of some part of the credit market as a whole. These indices are made up of reference credits that are judged by a poll of dealers to be the most liquid entities in the credit default swap market based on the sector of the index. Components of the indices may include, but are not limited to, investment grade securities, high yield securities, asset-backed securities, emerging markets, and/or various credit ratings within each sector. Credit indices are traded using credit default swaps with standardized terms including a fixed spread and standard maturity dates. An index credit default swap references all the names in the index, and if there is a default, the credit event is settled based on that name’s weight in the index. The composition of the indices changes periodically, usually every six months, and for most indices, each name has an equal weight in the index. A fund may use credit default swaps on credit indices to hedge a portfolio of credit default swaps or bonds, which is less expensive than it would be to buy many credit default swaps to achieve a similar effect.
| • | Interest rate swap contracts. An interest rate swap is an agreement between two parties to exchange interest rate payment obligations and is used primarily to manage interest rate risk. Typically, one is based on an interest rate fixed to maturity while the other is based on an interest rate that changes in accordance with changes in a designated benchmark (for example, the Secured Overnight Financing Rate (SOFR), prime rate, commercial paper rate, or other benchmarks). Each party’s payment obligation under an interest rate swap is determined by reference to a specified notional amount of money. Therefore, interest rate swaps generally do not involve the delivery of securities, other underlying instruments, or principal amounts; rather, they entail the exchange of cash payments based on the application of the designated interest rates to the notional amount. These agreements may be executed on a registered exchange (centrally cleared interest rate swaps). The Funds may enter into interest rate swaps in which they either pay or receive a fixed interest rate and pay or receive a floating interest rate. Barring swap counterparty default, the risk of loss in an interest rate swap is limited to the net amount of interest payments that the fund is obligated to make or receive (as applicable), as well as any early termination payment payable by or to the fund upon early termination of the swap. |
| • | Inflation rate swap contracts. An inflation swap is an agreement between two parties to transfer inflation risk, with one party paying the floating rate based on an inflation index (such as the Consumer Price Index (CPI), and the other party paying a fixed rate, typically based on the notional principal amount of the underlying asset. Inflation swap contracts are used primarily to gain exposure to inflation (inflation risk). Inflation swaps may be used to protect the value of securities against an unexpected change in the rate of inflation measured by an inflation index since the value of these agreements is expected to increase if there are unexpected inflation increases. Similar to an interest rate swap, the Funds may enter into inflation rate swaps in which they either pay or receive a fixed interest rate and pay or receive a floating interest rate based upon an inflation index, such as the CPI. Barring swap counterparty default, the risk of loss in an inflation rate swap is limited to the net amount of payments that the fund is obligated to make or receive (as applicable), as well as any early termination payment payable by or to the fund upon early termination of the swap. |
| • | Total return swap contracts. Total return swaps are two-party contracts that generally obligate one party to pay a set rate (either fixed or based on an index) and the other party to make payments based on the return of a specified reference security, security index or index component during the period of the swap, and are used primarily to gain exposure to the underlying referenced instruments, obtain leverage or attain the returns from ownership |
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without actually owning the underlying position. Total return swaps normally do not involve the delivery of securities or the underlying assets. If the counterparty to a total return swap defaults, a fund’s risk of loss consists of the net amount of the payments the fund is contractually entitled to receive, if any.
During the six months ended June 30, 2024, the average of month-end derivative positions (notional value in U.S. dollars for swap contracts, futures contracts, and forward contracts and market value in U.S. dollars for purchased and written options) were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | |
Core Plus
Bond Fund | | | $— | | | $27,570,200 | | | $111,311,473 | | | $— | | | $14,550,688 | | | $17,371,941 | | | $— | | | $— |
Unconstrained
Bond Fund | | | 44,587,872 | | | 245,367,543 | | | 584,785,578 | | | (73,593,531) | | | 130,434,531 | | | 123,316,740 | | | 615,775 | | | (371,899) |
| | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign currency transactions. The books and records of each Fund are maintained in U.S. dollars. Foreign currency transactions are translated into U.S. dollars on the following basis: (i) market value of investment securities, other assets and other liabilities at the daily rates of exchange, and (ii) purchases and sales of investment securities, dividend and interest income and certain expenses at the rates of exchange prevailing on the respective dates of such transactions. The Funds do not isolate that portion of gains and losses on investments which is due to changes in foreign exchange rates from that which is due to changes in market prices of the investments. Such fluctuations are included with the net realized and unrealized gains and losses from investment transactions. Net realized gain (loss) on foreign currency transactions and the net change in unrealized appreciation (depreciation) on translation of assets and liabilities denominated in foreign currencies include gains and losses between trade and settlement date on securities transactions, gains and losses arising from the purchase and sale of forward foreign currency exchange contracts and gains and losses between the ex and payment dates on dividends, interest and foreign withholding taxes.
To-Be-Announced securities. The Mid Cap Value, Chartwell Small Cap Growth, Small Cap Value, Real Income, Short Duration High Yield, Core Bond, Core Plus Bond and Unconstrained Bond Funds’ policies permit the Funds to enter into to-be-announced securities. A to-be-announced mortgage-backed security (“TBA”) is a mortgage-backed security, such as a Ginnie Mae pass-through security, that is purchased or sold with specific pools of cash, or cash equivalents, set aside in an amount equal to the price of the Ginnie Mae pass-through security, to be announced on a future settlement date. At the time of purchase of a TBA, the seller does not specify the particular mortgage-backed securities to be delivered but rather agrees to accept any mortgage-backed security that meets specified terms. The fund and the seller would agree upon the issuer, interest rate and terms of the underlying mortgages, but the seller would not identify the specific underlying mortgages until shortly before it issues the mortgage-backed security. TBAs increase interest rate risks because the underlying mortgages may be less favorable than anticipated by a fund.
Real estate investment trusts (“REIT(s)”). There are certain additional risks involved in investing in REITs. These include, but are not limited to, economic conditions, changes in zoning laws, real estate values, property taxes and interest rates. Dividend income is recorded at the Manager’s estimate of the income included in distributions from the REITs. Distributions received in excess of the estimated amount are recorded as a reduction of the cost of the investments. The actual amounts of income, return of capital and capital gains are only determined by each REIT after the Funds’ fiscal year-end and may differ from the estimated amounts.
Repurchase agreements. Each Fund, except Capital Appreciation and International Stock, may enter into repurchase agreements whereby a fund, through its custodian, receives delivery of the underlying securities, the market value of which at the time of purchase is required to be in an amount of at least 100% of the resale price. Repurchase agreements involve the risk that the seller will fail to
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repurchase the security, as agreed. In that case, the fund will bear the risk of market value fluctuations until the security can be sold and may encounter delays and incur costs in liquidating the security. In the event of bankruptcy or insolvency of the seller, delays and costs may be incurred. During the six months ended June 30, 2024, none of the Funds held any repurchase agreements.
Revenue recognition. Investment security transactions are accounted for on a trade date basis. Dividend income is recorded on the ex-dividend date. Interest income is recorded on an accrual basis.
Foreign taxes. The Funds may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. The Funds may also be subject to foreign taxes on income, gains on investments or currency repatriation, a portion of which may or may not be recoverable. The Funds record such taxes and recoveries as applicable, when the related income or capital gains are earned and based upon the current interpretation of tax rules and regulations that exist in the markets in which a fund invests. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors.
Expenses. Each Fund is charged for certain expenses which are directly attributable to it and certain other expenses which are allocated proportionately among the Carillon Family of Funds based upon methods approved by the Board. Expenses that are directly attributable to a specific class of shares, such as distribution fees, shareholder servicing fees and administrative fees, are charged directly to that class of shares. Other expenses of each fund are allocated to each class of shares based upon its relative percentage of net assets.
Class allocations. Each class of shares has equal rights to earnings and assets except that each class may bear different expenses for administration, distribution and/or shareholder services. Income, expenses (other than expenses attributable to a specific class), and realized and unrealized gains or losses on investments are allocated to each class of shares based on its relative percentage of net assets.
Distributions. Each Fund, except the Growth & Income Fund, Real Income Fund, Short Duration High Yield Fund, Core Bond Fund, Core Plus Bond Fund and Unconstrained Bond Fund, distributes net investment income annually. Distributions of net investment income are made quarterly from the Growth & Income Fund and monthly from the Real Income, Short Duration High Yield Fund, Core Bond Fund, Core Plus Bond Fund and Unconstrained Bond Fund. Net realized gains from investment transactions during any particular fiscal year in excess of available capital loss carryforwards, which, if not distributed, would be taxable to each applicable fund, will be distributed to shareholders annually in the following fiscal year. If a fund is involved in a reorganization wherein it acquires the net assets of another fund, or has its net assets acquired by another fund, a separate and additional distribution of net investment income and/or net realized gains may be made prior to such reorganization. Each Fund uses the identified cost method for determining realized gain or loss on investments for both financial and federal income tax reporting purposes.
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Distributions made to shareholders from earnings were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | |
Mid Cap Value Fund | | | 1/1/24 to 6/30/24 | | | $— | | | $— | | | $— | | | $N/A | | | $N/A | | | $— | | | $N/A |
| | | 1/1/23 to 12/31/23 | | | N/A | | | N/A | | | 761,157 | | | N/A | | | N/A | | | N/A | | | N/A |
Chartwell Small Cap Growth Fund | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | N/A | | | N/A | | | — | | | N/A |
| | | 1/1/23 to 12/31/23 | | | N/A | | | N/A | | | — | | | N/A | | | N/A | | | N/A | | | N/A |
Small Cap Value Fund | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | N/A | | | N/A | | | — | | | N/A |
| | | 1/1/23 to 12/31/23 | | | N/A | | | N/A | | | 4,936,057 | | | N/A | | | N/A | | | N/A | | | N/A |
Capital Appreciation
Fund | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
| | | 11/1/23 to 12/31/23 | | | 19,293,700 | | | 806,747 | | | 22,750,597 | | | 29,868 | | | 128,300 | | | 25,886 | | | 2,935 |
| | | 11/1/22 to 10/31/23 | | | 25,413,471 | | | 2,263,619 | | | 30,230,150 | | | 48,168 | | | 138,839 | | | 4,581 | | | 3,304 |
International Stock
Fund | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
| | | 11/1/23 to 12/31/23 | | | 116,492 | | | 23,343 | | | 9,780,996 | | | 348,648 | | | 1,321 | | | 268,675 | | | 893 |
| | | 11/1/22 to 10/31/23 | | | 57,300 | | | 9,518 | | | 2,856,159 | | | 94,662 | | | 381 | | | 11,379 | | | 312 |
Growth & Income
Fund | | | 1/1/24 to 6/30/24 | | | 1,030,375 | | | 122,278 | | | 1,936,968 | | | — | | | — | | | 53,502 | | | — |
| | | 11/1/23 to 12/31/23 | | | 22,182,266 | | | 4,321,751 | | | 39,115,449 | | | 143,306 | | | 309,555 | | | 1,029,905 | | | 14,008 |
| | | 11/1/22 to 10/31/23 | | | 15,101,681 | | | 3,555,533 | | | 38,050,282 | | | 111,845 | | | 306,672 | | | 668,899 | | | 9,590 |
Mid Cap Growth Fund | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
| | | 11/1/23 to 12/31/23 | | | 65,825,820 | | | 7,435,941 | | | 140,755,023 | | | 4,287,892 | | | 92,075,062 | | | 376,654,688 | | | 196,390 |
| | | 11/1/22 to 10/31/23 | | | 8,028,069 | | | 1,533,972 | | | 16,706,977 | | | 487,980 | | | 9,408,076 | | | 40,840,620 | | | 34,641 |
Eagle Small Cap
Growth Fund | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
| | | 11/1/23 to 12/31/23 | | | 12,762,248 | | | 933,389 | | | 18,122,297 | | | 1,434,659 | | | 1,550,153 | | | 16,619,101 | | | 1,133 |
| | | 11/1/22 to 10/31/23 | | | 51,325,446 | | | 11,089,494 | | | 85,850,918 | | | 10,334,108 | | | 6,272,925 | | | 73,504,323 | | | 7,982 |
Mid Cap Fund | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
| | | 11/1/23 to 12/31/23 | | | 10,386 | | | — | | | 4,917,630 | | | — | | | 5,522 | | | 1,118,135 | | | 1,046 |
| | | 11/1/22 to 10/31/23 | | | 930,699 | | | 710,710 | | | 135,175,573 | | | 119,758 | | | 177,565 | | | 13,447,214 | | | 107,576 |
Small Cap Fund | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
| | | 11/1/23 to 12/31/23 | | | — | | | — | | | — | | | — | | | — | | | — | | | — |
| | | 11/1/22 to 10/31/23 | | | 427,814 | | | 54,819 | | | 7,649,474 | | | 3,079 | | | 624 | | | 244,353 | | | 3,172 |
Real Income Fund | | | 1/1/24 to 6/30/24 | | | 96 | | | 91 | | | 5,537,493 | | | N/A | | | N/A | | | 101 | | | N/A |
| | | 1/1/23 to 12/31/23 | | | N/A | | | N/A | | | 11,632,047 | | | N/A | | | N/A | | | N/A | | | N/A |
Short Duration High Yield Fund | | | 1/1/24 to 6/30/24 | | | 81 | | | 76 | | | 5,215,455 | | | N/A | | | N/A | | | 86 | | | N/A |
| | | 1/1/23 to 12/31/23 | | | N/A | | | N/A | | | 10,445,245 | | | N/A | | | N/A | | | N/A | | | N/A |
Core Bond Fund | | | 1/1/24 to 6/30/24 | | | 563,760 | | | 42,177 | | | 7,620,663 | | | 2,235 | | | 3,483 | | | 291,812 | | | 300,271 |
| | | 11/1/23 to 12/31/23 | | | 28,819 | | | 29,514 | | | 4,713,105 | | | 3,654 | | | 6,374 | | | 172,804 | | | 532,889 |
| | | 11/1/22 to 10/31/23 | | | 112,170 | | | 99,660 | | | 12,378,867 | | | 8,721 | | | 4,076 | | | 394,969 | | | 1,847,750 |
Core Plus Bond Fund | | | 1/1/24 to 6/30/24 | | | 418,089 | | | 69,611 | | | 28,862,262 | | | 1,392 | | | 446 | | | 1,203,201 | | | 217,737 |
| | | 11/1/23 to 12/31/23 | | | 46,753 | | | 38,699 | | | 16,558,062 | | | 1,924 | | | 657 | | | 565,645 | | | 359,648 |
| | | 11/1/22 to 10/31/23 | | | 170,449 | | | 168,091 | | | 60,314,305 | | | 7,412 | | | 2,336 | | | 814,800 | | | 1,401,453 |
Unconstrained Bond
Fund | | | 1/1/24 to 6/30/24 | | | 613,325 | | | 25,571 | | | 26,879,278 | | | 100 | | | 9,023 | | | 2,804,096 | | | 337,544 |
| | | 11/1/23 to 12/31/23 | | | 57,558 | | | 11,041 | | | 13,089,919 | | | 109 | | | 10,096 | | | 1,079,233 | | | 457,714 |
| | | 11/1/22 to 10/31/23 | | | 232,399 | | | 53,839 | | | 51,953,400 | | | 470 | | | 35,697 | | | 4,519,237 | | | 3,776,846 |
| | | | | | | | | | | | | | | | | | | | | | | | | |
Other. In the normal course of business the Funds enter into contracts that contain a variety of representations and warranties which provide general indemnifications. The Funds’ maximum exposure
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under these arrangements is unknown, as this would involve future claims that may be made against the Funds and/or their affiliates that have not yet occurred. However, based on experience, the risk of loss to each fund is expected to be remote.
NOTE 3 – Purchases and sales of securities
During the six months ended June 30, 2024, purchases and sales of investment securities (excluding short-term obligations) were as follows:
| | | | | | | | | | | | | | | | |
Purchases | | | $9,552,247 | | | $4,257,542 | | | $14,510,255 | | | $46,978,356 | | | $84,544,597 |
Sales | | | 7,570,538 | | | 5,610,815 | | | 84,883,977 | | | 59,642,526 | | | 80,035,656 |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Purchases | | | $121,736,012 | | | $1,755,668,395 | | | $165,366,016 | | | $1,331,269,129 | | | $34,491,961 |
Sales | | | 188,993,633 | | | 2,221,456,731 | | | 250,595,919 | | | 1,871,001,668 | | | 51,392,445 |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Purchases | | | $33,862,375 | | | $84,019,171 | | | $1,300,271,633 | | | $3,986,078,271 | | | $3,576,196,890 |
Purchases - U.S.
Treasury securities | | | 155,715,889 | | | — | | | 167,432,060 | | | 621,448,909 | | | 888,995,301 |
Sales | | | 148,752,209 | | | 76,505,496 | | | 1,274,078,925 | | | 3,858,010,406 | | | 3,495,642,182 |
Sales - U.S.
Treasury securities | | | 67,071,355 | | | — | | | 212,389,463 | | | 725,343,694 | | | 961,339,706 |
| | | | | | | | | | | | | | | | |
NOTE 4 – Investment advisory fees and other transactions with affiliates
Each Fund has agreed to pay to the Manager an investment advisory and an administrative fee equal to an annualized rate based on a percentage of each Fund’s average daily net assets, computed daily and payable monthly. For advisory services provided by the Manager, the investment advisory rate for each Fund is as follows:
| | | | | | | |
Mid Cap Value Fund | | | All Assets | | | 0.65% |
Chartwell Small Cap Growth Fund | | | All Assets | | | 0.75% |
Small Cap Value Fund | | | All Assets | | | 0.80% |
Capital Appreciation Fund | | | First $1 billion | | | 0.60% |
| | | Over $1 billion | | | 0.55% |
Growth & Income Fund | | | First $100 million | | | 0.60% |
| | | $100 million to $500 million | | | 0.45% |
| | | Over $500 million | | | 0.40% |
Mid Cap Growth Fund, Eagle Small Cap Growth Fund,
Small Cap Fund | | | First $500 billion | | | 0.60% |
| | | $500 million to $1 billion | | | 0.55% |
| | | Over $1 billion | | | 0.50% |
International Stock Fund | | | First $1 billion | | | 0.70% |
| | | Over $1 billion | | | 0.60% |
Mid Cap Fund | | | First $1 billion | | | 0.80% |
| | | Over $1 billion | | | 0.70% |
Real Income Fund | | | First $1.75 billion | | | 0.40% |
| | | $1.75 billion to $3.5 billon | | | 0.38% |
| | | Over $3.5 billon | | | 0.36% |
| | | | | | | |
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
| | | | | | | |
Short Duration High Yield Fund | | | All Assets | | | 0.30% |
Core Bond Fund* | | | All Assets | | | 0.35% |
Core Plus Bond Fund | | | All Assets | | | 0.40% |
Unconstrained Bond Fund* | | | First $3 billion | | | 0.50% |
| | | Over $3 billion | | | 0.45% |
| | | | | | | |
*Prior to the Board approved change effective March 1, 2024, the investment advisory rate was as follows:
| | | | | | | |
Core Bond Fund | | | All Assets | | | 0.40% |
Unconstrained Bond Fund | | | First $3 billion | | | 0.60% |
| | | Over $3 billion | | | 0.55% |
| | | | | | | |
Subadvisory fees. The Manager has entered into subadvisory agreements with certain parties (the “subadviser” or “subadvisers”) to provide investment advice, portfolio management services (including the placement of brokerage orders), certain compliance and other services to the Funds. Under these agreements, Carillon Tower pays the subadvisers, each an affiliate of Carillon Tower, annualized rates identical to those disclosed in the investment advisory fee rate schedule. Carillon Tower may receive payments from the subadvisers for certain marketing and related expenses. The subadvisers for the Funds are as follows:
| • | ClariVest Asset Management LLC (“ClariVest”) serves as subadviser for the Capital Appreciation Fund and International Stock Fund, |
| • | Eagle Asset Management, Inc. (“Eagle”) serves as subadviser for the Growth & Income Fund, Mid Cap Growth Fund, and Small Cap Growth Fund, and |
| • | Scout Investments, Inc. (“Scout”) serves as subadviser for the Mid Cap Fund, Small Cap Fund, Core Bond Fund, Core Plus Bond Fund, and Unconstrained Bond Fund |
| • | Chartwell Investment Partners, LLC (“Chartwell”) serves as the subadviser to the Mid Cap Value Fund, Chartwell Small Cap Growth Fund, Small Cap Value Fund, Real Income Fund and Short Duration High Yield Fund |
Administrative fees. For administrative services provided by the Manager, each fund has agreed to pay an administrative rate of 0.10% of the average daily net assets of all share classes.
Distribution and service fees. Pursuant to the Class A and Class C Distribution plans and in accordance with Rule 12b-1 of the Investment Company Act of 1940, as amended (“Rule 12b-1 Plans”), the Funds are authorized to pay Carillon Fund Distributors, Inc. (“Distributor”), an affiliate of the Manager, a fee based on the average daily net assets for each class of shares, accrued daily and payable monthly. Each Fund of the Carillon Series Trust, except the Capital Appreciation Fund and the Growth & Income Fund, is authorized to pay the Distributor distribution and service fees of up to 0.35% of that fund’s average daily net assets attributable to Class A shares of that fund. The Capital Appreciation Fund and the Growth & Income Fund are authorized to pay the Distributor distribution and service fees of up to 0.50% of those Funds’ average daily net assets attributable to Class A shares of those Funds. Currently, the distribution and service fee is 0.25% for Class A shares of each Fund. Each Fund also is authorized, and currently pays, the Distributor distribution and service fees of 1.00% for Class C shares. The Funds do not incur any distribution expenses related to Class I or Class R-6 shares. However, Carillon Tower or any third party may make payments for the sale and distribution of all share classes, including Class I and Class R-6 shares, from its own resources.
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
Sales charges. During the six months ended June 30, 2024, total front-end sales charges and contingent deferred sales charges (“CDSC”) paid to the Distributor were as follows:
| | | | | | | | | | | | | | | | |
Front-end sales charges - Class A | | | $327 | | | $326 | | | $325 | | | $23,224 | | | $696 |
CDSC - Class A | | | — | | | — | | | — | | | — | | | — |
CDSC - Class C | | | — | | | — | | | — | | | 6 | | | 6 |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Front-end sales charges - Class A | | | $20,541 | | | $34,531 | | | $9,663 | | | $9,613 | | | $2,654 |
CDSC - Class A | | | — | | | — | | | — | | | — | | | — |
CDSC - Class C | | | 10 | | | 35 | | | 80 | | | — | | | 2 |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Front-end sales charges - Class A | | | $222 | | | $229 | | | $936 | | | $1,787 | | | $34,750 |
CDSC - Class A | | | — | | | — | | | — | | | — | | | — |
CDSC - Class C | | | — | | | — | | | — | | | 14 | | | — |
| | | | | | | | | | | | | | | | |
The Distributor paid commissions to salespersons from these fees and incurred other distribution costs.
Agency commissions. During the six months ended June 30, 2024, total agency brokerage commissions paid and agency brokerage commissions paid directly to Raymond James & Associates, Inc. (“RJA”), an affiliate of the Manager, were as follows:
| | | | | | | | | | | | | | | | |
Total agency brokerage commissions | | | $11,220 | | | $12,011 | | | $122,082 | | | $11,255 | | | $95,386 |
Paid to RJA | | | 2,193 | | | — | | | 2,263 | | | — | | | — |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Total agency brokerage commissions | | | $47,882 | | | $994,615 | | | $185,233 | | | $1,160,296 | | | $26,908 |
Paid to RJA | | | 2,356 | | | 23,635 | | | 21,907 | | | — | | | — |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Total agency brokerage commissions | | | $86,918 | | | $— | | | $— | | | $7,627 | | | $136,714 |
Paid to RJA | | | 12,200 | | | — | | | — | | | — | | | — |
| | | | | | | | | | | | | | | | |
Internal audit fees. RJA provides internal audit services to the Funds. RJA receives no compensation from the Funds for these services.
Expense limitations. Carillon Tower has contractually agreed to reduce its fees and/or reimburse expenses to each class of the Funds through February 29, 2024 to the extent that the annual operating expense ratio for each class of shares exceeds the following annualized ratios as a percentage of the average daily net assets of each class of shares.
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Mid Cap Value Fund | | | 1.20% | | | 1.95% | | | 0.90% | | | 0.80% |
Chartwell Small Cap Growth Fund | | | 1.35% | | | 2.10% | | | 1.05% | | | 0.95% |
Small Cap Value Fund | | | 1.35% | | | 2.10% | | | 1.05% | | | 0.95% |
Capital Appreciation Fund | | | 1.00% | | | 1.75% | | | 0.70% | | | 0.60% |
International Stock Fund | | | 1.25% | | | 2.00% | | | 0.95% | | | 0.85% |
Growth & Income Fund | | | 1.25% | | | 2.00% | | | 0.95% | | | 0.85% |
Mid Cap Growth Fund | | | 1.20% | | | 1.95% | | | 0.90% | | | 0.80% |
Eagle Small Cap Growth Fund | | | 1.25% | | | 2.00% | | | 0.95% | | | 0.85% |
Mid Cap Fund | | | 1.25% | | | 2.00% | | | 0.95% | | | 0.85% |
Small Cap Fund | | | 1.25% | | | 2.00% | | | 0.95% | | | 0.85% |
Real Income Fund | | | 0.94% | | | 1.69% | | | 0.64% | | | 0.54% |
Short Duration High Yield Fund | | | 0.79% | | | 1.54% | | | 0.49% | | | 0.39% |
Core Bond Fund | | | 0.75% | | | 1.50% | | | 0.45% | | | 0.35% |
Core Plus Bond Fund | | | 0.80% | | | 1.55% | | | 0.50% | | | 0.40% |
Unconstrained Bond Fund | | | 0.90% | | | 1.65% | | | 0.60% | | | 0.50% |
| | | | | | | | | | | | | |
* Prior to the Board approved changes effective March 1, 2024, the expense limitation rate schedule for the below funds was as follows:
| | | | | | | | | | | | | |
Mid Cap Growth Fund | | | 1.25% | | | 2.00% | | | 0.95% | | | 0.85% |
Mid Cap Fund | | | 1.45% | | | 2.20% | | | 1.15% | | | 1.05% |
Core Bond Fund | | | 0.80% | | | 1.55% | | | 0.40% | | | 0.40% |
Core Plus Bond Fund | | | 0.80% | | | 1.55% | | | 0.40% | | | 0.40% |
Unconstrained Bond Fund | | | 0.80% | | | 1.55% | | | 0.50% | | | 0.40% |
| | | | | | | | | | | | | |
Fees and expenses waived and/or reimbursed based on the expense rate limitation schedule were as follows:
| | | | | | | | | | | | | |
Mid Cap Value Fund | | | $4 | | | $4 | | | $31,841 | | | $6 |
Chartwell Small Cap Growth Fund | | | 6 | | | 5 | | | 28,020 | | | 8 |
Small Cap Value Fund | | | 4 | | | 4 | | | 91,325 | | | 7 |
Capital Appreciation Fund | | | 106,184 | | | 3,744 | | | 182,982 | | | 123 |
International Stock Fund | | | — | | | — | | | 94,191 | | | 2,634 |
Growth & Income Fund | | | — | | | — | | | — | | | — |
Mid Cap Growth Fund | | | — | | | — | | | — | | | — |
Eagle Small Cap Growth Fund | | | — | | | — | | | — | | | — |
Mid Cap Fund | | | 1,963 | | | 241 | | | 376,013 | | | 45,247 |
Small Cap Fund | | | — | | | — | | | — | | | — |
Real Income Fund | | | 4 | | | 4 | | | 204,812 | | | 7 |
Short Duration High Yield Fund | | | 1 | | | 1 | | | 117,485 | | | 3 |
Core Bond Fund | | | 45,450 | | | 1,810 | | | 461,986 | | | 15,094 |
Core Plus Bond Fund | | | 23,269 | | | 2,195 | | | 1,291,616 | | | 61,233 |
Unconstrained Bond Fund | | | 53,263 | | | 1,180 | | | 1,481,222 | | | 138,273 |
| | | | | | | | | | | | | |
A portion or all of a Fund’s fees and expenses waived and/or reimbursed by the Manager in prior fiscal years may be recoverable by Carillon Tower prior to their expiration date. Any previously waived and/or reimbursed fees and expenses are recoverable by Carillon Tower only from the same class of shares and within two years from the Fund’s fiscal year-end during which the fees and expenses were originally waived and/or reimbursed. Previously waived and/or reimbursed fees and expenses are recovered by Carillon Tower within the following two fiscal years when fees and expenses in the current
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
fiscal year fall below the lesser of the current expense cap or the expense cap in effect at the time of the waiver and/or reimbursement. Carillon Tower receives payments from ClariVest, Scout, and Chartwell for amounts waived and/or reimbursed under each contractual fee waiver and expense reimbursement agreement and provides to ClariVest, Scout, and Chartwell any recoupment that Carillon Tower receives from the Funds. The following tables show the amounts that Carillon Tower may be allowed to recover by class of shares and the dates that these amounts will expire:
| | | | | | | | | | | | | |
Recoverable expenses - 12/31/2026
|
Mid Cap Value Fund | | | $4 | | | $4 | | | $31,841 | | | $6 |
Chartwell Small Cap Growth Fund | | | 6 | | | 5 | | | 28,020 | | | 8 |
Small Cap Value Fund | | | 4 | | | 4 | | | 91,325 | | | 7 |
Capital Appreciation Fund | | | 106,184 | | | 3,744 | | | 182,982 | | | 123 |
International Stock Fund | | | — | | | — | | | 94,191 | | | 2,634 |
Growth & Income Fund | | | — | | | — | | | — | | | — |
Mid Cap Growth Fund | | | — | | | — | | | — | | | — |
Eagle Small Cap Growth Fund | | | — | | | — | | | — | | | — |
Mid Cap Fund | | | 1,963 | | | 241 | | | 376,013 | | | 45,247 |
Small Cap Fund | | | — | | | — | | | — | | | — |
Real Income Fund | | | 4 | | | 4 | | | 204,812 | | | 7 |
Short Duration High Yield Fund | | | 1 | | | 1 | | | 117,485 | | | 3 |
Core Bond Fund | | | 45,450 | | | 1,810 | | | 461,986 | | | 15,094 |
Core Plus Bond Fund | | | 23,269 | | | 2,195 | | | 1,291,616 | | | 61,233 |
Unconstrained Bond Fund | | | 53,263 | | | 1,180 | | | 1,481,222 | | | 138,273 |
Recoverable expenses - 12/31/2025
|
Mid Cap Value Fund | | | $— | | | $— | | | $210,884 | | | $— |
Chartwell Small Cap Growth Fund | | | — | | | — | | | 217,173 | | | — |
Small Cap Value Fund | | | — | | | — | | | 302,842 | | | — |
Capital Appreciation Fund | | | 61,968 | | | 2,465 | | | 88,102 | | | 112 |
International Stock Fund | | | 791 | | | — | | | 94,181 | | | 2,412 |
Growth & Income Fund | | | — | | | — | | | — | | | — |
Mid Cap Growth Fund | | | — | | | — | | | — | | | — |
Eagle Small Cap Growth Fund | | | — | | | — | | | — | | | — |
Mid Cap Fund | | | — | | | — | | | — | | | — |
Small Cap Fund | | | — | | | — | | | 12,006 | | | 1,291 |
Real Income Fund | | | — | | | — | | | 323,500 | | | — |
Short Duration High Yield Fund | | | — | | | — | | | 245,062 | | | — |
Core Bond Fund | | | 23,378 | | | 1,190 | | | 253,174 | | | 6,907 |
Core Plus Bond Fund | | | 10,592 | | | 850 | | | 617,895 | | | 14,225 |
Unconstrained Bond Fund | | | 30,661 | | | 675 | | | 743,338 | | | 62,391 |
Recoverable expenses - 12/31/2024
|
Mid Cap Value Fund | | | $— | | | $— | | | $87,873 | | | $— |
Chartwell Small Cap Growth Fund | | | — | | | — | | | 90,168 | | | — |
Small Cap Value Fund | | | — | | | — | | | 110,804 | | | — |
Capital Appreciation Fund | | | 245,692 | | | 10,876 | | | 418,250 | | | 93 |
International Stock Fund | | | 874 | | | — | | | 294,852 | | | 2,957 |
Growth & Income Fund | | | — | | | — | | | — | | | — |
Mid Cap Growth Fund | | | — | | | — | | | — | | | — |
Eagle Small Cap Growth Fund | | | — | | | — | | | — | | | — |
Mid Cap Fund | | | — | | | — | | | — | | | — |
Small Cap Fund | | | — | | | — | | | — | | | — |
Real Income Fund | | | — | | | — | | | 118,908 | | | — |
| | | | | | | | | | | | | |
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Recoverable expenses - 12/31/2024 — (Continued)
|
Short Duration High Yield Fund | | | $— | | | $ — | | | $127,119 | | | $— |
Core Bond Fund | | | 129,396 | | | 6,487 | | | 1,141,528 | | | 25,356 |
Core Plus Bond Fund | | | 47,560 | | | 4,665 | | | 3,068,216 | | | 30,912 |
Unconstrained Bond Fund | | | 327,460 | | | 4,125 | | | 3,956,289 | | | 332,144 |
| | | | | | | | | | | | | |
The Manager recovered previously waived expenses during the period ended June 30, 2024 as follows:
| | | | | | | | | | | | | |
Mid Cap Value Fund | | | $ — | | | $ — | | | $— | | | $ — |
Chartwell Small Cap Growth Fund | | | — | | | — | | | — | | | — |
Small Cap Value Fund | | | — | | | — | | | — | | | — |
Capital Appreciation Fund | | | — | | | — | | | — | | | — |
International Stock Fund | | | 69 | | | 150 | | | — | | | — |
Growth & Income Fund | | | — | | | — | | | — | | | — |
Mid Cap Growth Fund | | | — | | | — | | | — | | | — |
Eagle Small Cap Growth Fund | | | — | | | — | | | — | | | — |
Mid Cap Fund | | | — | | | — | | | — | | | — |
Small Cap Fund | | | 910 | | | 78 | | | 47,991 | | | 836 |
Real Income Fund | | | — | | | — | | | — | | | — |
Short Duration High Yield Fund | | | — | | | — | | | — | | | — |
Core Bond Fund | | | — | | | — | | | — | | | — |
Core Plus Bond Fund | | | — | | | — | | | — | | | — |
Unconstrained Bond Fund | | | — | | | — | | | — | | | — |
| | | | | | | | | | | | | |
Trustees and officers compensation. Each Trustee of the Carillon Family of Funds receives an annual retainer along with meeting fees for those Carillon Family of Funds’ regular or special meetings attended in person and 25% of such meeting fees are received for telephonic meetings. All reasonable out-of-pocket expenses are also reimbursed. Except when directly attributable to a fund, Trustees’ fees and expenses are paid equally by each Fund in the Carillon Family of Funds.
Certain officers of the Carillon Family of Funds may also be officers and/or directors of Carillon Tower. Such officers receive no compensation from the Funds.
NOTE 5 – Federal income taxes and distributions
Each Fund is treated as a single corporate taxpayer as provided for in the Tax Reform Act of 1986, as amended. Accordingly, no provision for federal income taxes is required since each of the Funds intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code and distribute to shareholders all of its taxable income and gains. The Manager has analyzed the Funds’ tax positions taken or expected to be taken on federal income tax returns for all open tax years (tax years ended October 31, 2020 to October 31, 2023 and December 31, 2023) and has concluded that no provision for federal income tax is required in the Funds’ financial statements.
Federal income tax regulations differ from GAAP; therefore, distributions determined in accordance with tax regulations may differ significantly in amount or character from net investment income and net realized gains for financial reporting purposes. These differences primarily relate to deferral of losses from wash sales and non-REIT return of capital.
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
For income tax purposes, distributions paid during the fiscal periods indicated were as follows (tax character for the period ended June 30, 2024 is estimated):
| | | | | | | | | | | | | | | | | | | |
Ordinary Income | | | 1/1/24 to 6/30/24 | | | $— | | | $— | | | $— | | | $5,537,781 | | | $5,215,698 |
| | | 1/1/23 to 12/31/23 | | | 165,106 | | | — | | | 1,570,977 | | | 11,632,047 | | | 10,445,245 |
Long-term capital
gain | | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — |
| | | 1/1/23 to 12/31/23 | | | 596,051 | | | — | | | 3,365,080 | | | — | | | — |
| | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | |
| | | 1/1/24 to 6/30/24 | | | $— | | | $— | | | $3,143,123 | | | $— | | | $— |
Ordinary Income | | | 11/1/23 to 12/31/23 | | | 4,063 | | | 10,540,368 | | | 2,158,852 | | | — | | | — |
| | | 11/1/22 to 10/31/23 | | | 247,083 | | | 3,029,711 | | | 13,304,584 | | | — | | | — |
| | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — |
Long-term capital gain | | | 11/1/23 to 12/31/23 | | | 43,033,970 | | | — | | | 64,957,388 | | | 687,230,816 | | | 51,422,980 |
| | | 11/1/22 to 10/31/23 | | | 57,855,049 | | | — | | | 44,499,918 | | | 77,040,335 | | | 238,385,196 |
| | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | |
| | | 1/1/24 to 6/30/24 | | | $— | | | $— | | | $8,824,401 | | | $30,772,738 | | | $30,668,937 |
Ordinary Income | | | 11/1/23 to 12/31/23 | | | 6,052,719 | | | — | | | 5,487,159 | | | 17,571,388 | | | 14,705,670 |
| | | 11/1/22 to 10/31/23 | | | 40,779,277 | | | — | | | 14,846,213 | | | 62,878,846 | | | 60,571,888 |
| | | 1/1/24 to 6/30/24 | | | — | | | — | | | — | | | — | | | — |
Long-term capital gain | | | 11/1/23 to 12/31/23 | | | — | | | — | | | — | | | — | | | — |
| | | 11/1/22 to 10/31/23 | | | 109,889,818 | | | 8,383,335 | | | — | | | — | | | — |
| | | | | | | | | | | | | | | | | | | |
At December 31, 2023, the components of distributable earnings (losses) on a tax basis were as follows:
| | | | | | | | | | | | | | | | |
Cost of investments | | | $18,512,700 | | | $12,506,236 | | | $110,440,451 | | | $171,661,547 | | | $317,536,962 |
Gross unrealized appreciation | | | 5,100,213 | | | 4,695,955 | | | 36,206,178 | | | 235,310,132 | | | 64,992,388 |
Gross unrealized depreciation | | | (684,891) | | | (653,736) | | | (4,550,132) | | | (4,191,140) | | | (14,027,155) |
Net unrealized appreciation/
depreciation) | | | 4,415,322 | | | 4,042,219 | | | 31,656,046 | | | 231,118,992 | | | 50,965,233 |
Undistributed ordinary income | | | — | | | 99,814 | | | — | | | 13,883 | | | 2,462,426 |
Undistributed long-term gain | | | 736,931 | | | — | | | 4,166,061 | | | 5,407,581 | | | — |
Total undistributed earnings | | | 736,931 | | | 99,814 | | | 4,166,061 | | | 5,421,464 | | | 2,462,426 |
Other accumulated gains (losses) | | | — | | | (1,139,535) | | | — | | | — | | | (13,741,075) |
Total distributable earnings
(loss) | | | $5,152,253 | | | $3,002,498 | | | $35,822,107 | | | $236,540,456 | | | $39,686,584 |
| | | | | | | | | | | | | | | | |
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Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | | | | | | | |
Cost of investments | | | $392,557,550 | | | $4,427,634,305 | | | $448,230,088 | | | $2,718,701,949 | | | $166,956,731 |
Gross unrealized appreciation | | | 211,407,636 | | | 2,294,970,828 | | | 182,836,404 | | | 701,730,855 | | | 114,759,949 |
Gross unrealized depreciation | | | (2,931,995) | | | (274,618,667) | | | (40,992,955) | | | (86,888,538) | | | (21,525,486) |
Net unrealized appreciation/(depreciation) | | | 208,475,641 | | | 2,020,352,161 | | | 141,843,449 | | | 614,842,317 | | | 93,234,463 |
Undistributed ordinary income | | | 515,909 | | | — | | | — | | | 284,887 | | | — |
Undistributed long-term gain | | | 16,257,748 | | | 98,434,139 | | | 13,586,073 | | | — | | | — |
Total undistributed earnings | | | 16,773,657 | | | 98,434,139 | | | 13,586,073 | | | 284,887 | | | — |
Other accumulated gains (losses) | | | — | | | — | | | — | | | (65,207,899) | | | (2,247,546) |
Total distributable earnings
(loss) | | | $225,249,298 | | | $2,118,786,300 | | | $155,429,522 | | | $549,919,305 | | | $90,986,917 |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Cost of investments | | | $294,055,241 | | | $234,192,771 | | | $645,283,064 | | | $2,014,140,481 | | | $1,816,858,346 |
Gross unrealized appreciation | | | 10,935,012 | | | 1,973,079 | | | 11,216,716 | | | 35,961,910 | | | 36,782,218 |
Gross unrealized depreciation | | | (20,074,144) | | | (3,384,921) | | | (11,758,651) | | | (31,849,557) | | | (23,101,089) |
Net unrealized appreciation/(depreciation) | | | (9,139,132) | | | (1,411,842) | | | (541,935) | | | 4,112,353 | | | 13,681,129 |
Undistributed ordinary income | | | — | | | — | | | — | | | 5,931,972 | | | 9,820,214 |
Undistributed long-term gain | | | — | | | — | | | — | | | — | | | — |
Total undistributed earnings | | | — | | | — | | | — | | | 5,931,972 | | | 9,820,214 |
Other accumulated gains (losses) | | | (18,089,612) | | | (2,874,553) | | | (69,528,703) | | | (170,857,612) | | | (57,706,043) |
Total distributable earnings
(loss) | | | $(27,228,744) | | | $(4,286,395) | | | $(70,070,638) | | | $(160,813,287) | | | $(34,204,700) |
| | | | | | | | | | | | | | | | |
At December 31, 2023, the difference between book-basis and tax-basis unrealized appreciation (depreciation) was attributable primarily to the tax deferral of losses from wash sales and differences in the accounting treatment for non-REIT returns of capital, investments in passive foreign investment companies and swaps.
NOTE 6 – Other derivative information
At June 30, 2024, the Funds have invested in derivative contracts which are reflected on the Statements of Assets and Liabilities as follows:
| | | | | | | | | | | | | |
Core Plus Bond Fund | | | Interest rate | | | Unrealized depreciation -
open futures contracts^ | | | $745,941 | | | $ N/A |
| | | Currency | | | Unrealized depreciation -
open forward contracts | | | N/A | | | 308,727 |
| | | Total | | | | | | $745,941 | | | $308,727 |
| | | | | | | | | | | | | |
TABLE OF CONTENTS
Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
| | | | | | | | | | | | | |
Unconstrained Bond
Fund | | | Credit | | | Open credit default swap
contracts, at value* | | | $2,017,648 | | | $1,276,033 |
| | | Inflation &
currency | | | Unrealized appreciation -
open inflation swap contracts* | | | 1,783,278 | | | N/A |
| | | Interest rate | | | Unrealized appreciation -
open futures contracts^ | | | 1,268,241 | | | N/A |
| | | Currency | | | Unrealized appreciation -
open forward contracts | | | 7,885,935 | | | N/A |
| | | Currency | | | Unrealized depreciation -
open forward contracts | | | N/A | | | 757,460 |
| | | Interest rate | | | Written options, at value | | | N/A | | | 1,374,778 |
| | | Total | | | | | | $12,955,102 | | | $3,408,271 |
| | | | | | | | | | | | | |
*Included in Deposit at broker - open swap contracts.
^Included in Deposit at broker - open futures contracts.
Financial Accounting Standards Board Accounting Update 2011-11, Disclosures about Offsetting Assets and Liabilities requires an entity that has financial instruments that are either 1) offset or 2) subject to an enforceable master netting arrangement or similar agreement to disclose information about offsetting and related arrangements to enable users of its financial statements to understand the effect of those arrangements on its financial position. As of June 30, 2024 the Funds did not hold any financial or derivative instruments that are offset or subject to enforceable master netting agreements (or related arrangements).
For the six months ended June 30, 2024, the effect of derivative contracts on the Funds’ Statements of Operations is as follows:
| | | | | | | | | | | | | |
Core Plus Bond Fund | | | Credit | | | Swap contracts | | | $5,698,348 | | | $(4,344,333) |
| | | Interest rate | | | Futures contracts | | | (131,783) | | | 745,941 |
| | | Currency | | | Forward contracts | | | 2,800,594 | | | (3,128,648) |
| | | Total | | | | | | $8,367,159 | | | $(6,727,040) |
Unconstrained Bond
Fund | | | Credit | | | Written options | | | $927,372 | | | $281,100 |
| | | Credit | | | Swap contracts | | | 9,697,241 | | | (7,319,554) |
| | | Inflation & currency | | | Swap contracts | | | — | | | 402,562 |
| | | Interest rate | | | Futures contracts | | | 3,449,169 | | | 3,032,932 |
| | | Currency | | | Forward contracts | | | 6,445,799 | | | 2,735,985 |
| | | Total | | | | | | $20,519,581 | | | $(866,975) |
| | | | | | | | | | | | | |
Refer to Note 2 for additional information regarding investments in derivatives.
TABLE OF CONTENTS
Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
NOTE 7 – Securities lending
To earn additional income, each Fund may loan portfolio securities to qualified broker dealers. The primary objective of securities lending is to supplement a fund’s income through investment of the cash collateral in short-term interest bearing obligations. The collateral for a fund’s loans will be marked-to-market daily so that at all times the collateral exceeds 100% of the value of the loan. A fund may terminate such loans at any time and the market risk applicable to any security loaned remains its risk. Although voting rights, or rights to consent, with respect to the loaned securities pass to the borrower, a fund retains the right to call the loans at any time on reasonable notice, and it may choose to do so in order that the securities may be voted by it if the holders of such securities are asked to vote upon or consent to matters materially affecting the investment. A fund also may call such loans in order to sell the securities involved. The borrower must add to the collateral whenever the market value of the securities rises above the level of such collateral. While securities are on loan, the Funds continue to receive certain income associated with that security and any gain or loss in the market price that may occur during the term of the loan. In the case of domestic equities, the value of any dividend is received in the form of a substitute payment approximately equal to the dividend. In the case of foreign securities, a negotiated amount may be received that is less than the actual dividend, but higher than the dividend amount minus the foreign tax that the Funds would be subject to on the dividend. Securities loans involve some risk. There is a risk that a borrower may default on its obligations to return loaned securities; however, the Funds’ securities lending agent may indemnify a fund against that risk. A fund could incur a loss if the borrower should fail financially at a time when the value of the loaned securities is greater than the collateral, and a fund could lose rights in the collateral should the borrower fail financially. The securities in which the collateral is invested may not perform sufficiently to cover the return collateral payments owed to borrowers. In addition, delays may occur in the recovery of securities from borrowers, which could interfere with a fund’s ability to settle transactions. A fund will also be responsible for the risks associated with the investment of cash collateral. In any case in which the loaned securities are not returned to a fund before an ex-dividend date, the payment in lieu of the dividend that a fund receives from the securities’ borrower would not be treated as a dividend for federal income tax purposes and thus would not qualify for treatment as “qualified dividend income.”
Each security on loan as of the date of this report is footnoted on each Fund’s Investment Portfolio, along with the total value of all securities on loan. Cash collateral received for securities on loan has been invested in the First American Government Obligations Fund Class X (the “money market fund”). The money market fund is included in each respective Fund’s Investment Portfolio and is footnoted as having been purchased with cash collateral received for securities on loan. The value of the money market fund is included as an asset on the Statements of Assets and Liabilities as part of “Investments—unaffiliated, at value.” A liability of equal value to the cash collateral received and subsequently invested in the money market fund is included on the Statements of Assets and Liabilities as “Payable for securities lending collateral received.” Income earned from securities lending, net of applicable fees, is shown on the Statement of Operations as income from “Securities lending, net.”
NOTE 8 – Line of credit
As of June 30, 2024, the Trust has a secured line of credit of up to $350,000,000 with U.S. Bank N.A, secured by a first priority lien on the Trust’s assets. Each Fund, except International Stock Fund, may borrow up to 33.33% of the net market value of such fund’s assets. International Stock Fund may borrow up to 30.00% of the net market value of such fund’s assets. The maximum aggregate borrowing limit is $350,000,000 for all Funds.
Borrowings under this arrangement bear interest at U.S. Bank N.A.’s prime rate minus 1.00%, which as of June 30, 2024 was 7.50% (prime rate of 8.50% minus 1.00%). The following table shows the
TABLE OF CONTENTS
Notes to Financial Statements
June 30, 2024 (Unaudited)(Continued)
details of the Funds’ borrowing activity during the six months ended June 30, 2024. Funds that are not listed did not utilize the line of credit during the period.
| | | | | | | | | | | | | |
Capital Appreciation Fund | | | $2,940,000 | | | $66,357 | | | $2,516 | | | 7.50% |
International Stock Fund | | | 266,000 | | | 2,066 | | | 78 | | | 7.50 |
Mid Cap Growth Fund | | | 20,458,000 | | | 305,456 | | | 11,582 | | | 7.50 |
Eagle Small Cap Growth Fund | | | 9,080,000 | | | 203,703 | | | 7,724 | | | 7.50 |
Mid Cap Fund | | | 69,182,000 | | | 2,157,637 | | | 81,810 | | | 7.50 |
Small Cap Fund | | | 3,400,000 | | | 87,626 | | | 3,323 | | | 7.50 |
| | | | | | | | | | | | | |
As of June 30, 2024, none of the Funds had any outstanding borrowings under the line of credit.
NOTE 9 – Other matters
In February 2022, Russia commenced a military attack on Ukraine, which became the start of the ongoing Ukraine Russia war. Sanctions imposed on Russia by the United States and other countries, and any sanctions imposed in the future could have a significant adverse impact on foreign economies and related markets. The price and liquidity of investments may fluctuate widely as a result of the conflict and related events. How long such conflicts and related events will last and whether it will escalate further cannot be predicted, nor its effect on the Funds.
NOTE 10 – Subsequent events
The Funds have adopted financial reporting rules regarding subsequent events which require an entity to recognize, in the financial statements, the effects of all subsequent events that provide additional evidence about conditions that existed at the date of the balance sheet. The Manager has evaluated the Funds’ related events and transactions that occurred through the date of issuance of the Funds’ financial statements. There were no events or transactions that materially impacted the amounts or disclosures in the Funds’ financial statements.
| Item 8. | Changes in and Disagreements with Accountants for Open-End Management Investment Companies |
On February 15, 2024, the Audit Committee of the Board of Trustees (“Board”) recommended and approved, and the Board approved, the appointment of PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the fiscal year ending December 31, 2024, in connection with a decision by the Board to consolidate with a single independent registered public accounting firm the audit of all series of Carillon Series Trust (the “Trust”). On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Real Income Fund, Carillon Chartwell Short Duration High Yield Fund, Carillon Chartwell Mid Cap Value Fund, Carillon Chartwell Small Cap Growth Fund, and Carillon Chartwell Small Cap Value Fund (the “Carillon Chartwell Funds”), each a series of the Trust.
The reports of Cohen or its predecessor on the financial statements of the Carillon Chartwell Funds as of and for the fiscal years ended December 31, 2022 and December 31, 2023, did not contain an adverse opinion or a disclaimer of opinion, and were not qualified or modified as to uncertainties, audit scope or accounting principles. During the Carillon Chartwell Funds’ fiscal years ended December 31, 2022 and December 31, 2023, and during the subsequent interim period ended June 30, 2024: (i) there were no disagreements between the registrant and Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of Cohen or its predecessor, would have caused it to make reference to the subject matter of the disagreements in connection with its report on the financial statements of the Carillon Chartwell Funds for such years or interim period, and (ii) there were no “reportable events,” as defined in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.
During the Carillon Chartwell Funds’ fiscal years ended December 31, 2022 and December 31, 2023, and during the subsequent interim period ended June 30, 2024, neither the registrant, nor anyone acting on its behalf, consulted with PwC on behalf of the Carillon Chartwell Funds regarding the application of accounting principles to a specified transaction (either completed or proposed), the type of audit opinion that might be rendered on the Carillon Chartwell Funds’ financial statements; or any matter that was either: (i) the subject of a “disagreement,” as defined in Item 304(a)(1)(iv) of Regulation S-K and the instructions thereto; or (ii) a “reportable event,” as defined in Item 304(a)(1)(v) of Regulation S-K.
Item 9. Proxy Disclosures for Open-End Management Companies
Not applicable to the Trust.
Item 10. Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies
Included as part of the financial statements filed under Item 7.
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract
Not applicable during the period.
Item 12. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable to the Trust.
Item 13. Portfolio Managers of Closed-End Management Investment Companies
Not applicable to the Trust.
Item 14. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable to the Trust.
Item 15. Submission of Matters to a Vote of Security Holders
There have been no material changes to the Trust’s Nominating Committee Charter, which sets forth procedures by which shareholders may recommend nominees to the Trust’s Board of Trustees, since the Trust last provided disclosure in response to this item.
Item 16. Controls and Procedures
| (a) | The Trust’s Principal Executive Officer and Principal Financial Officer evaluated the Trust’s disclosure controls and procedures within 90 days of this filing and have concluded that the Trust’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) are appropriately designed to ensure that information required to be disclosed by the Trust in the reports that it files on Form N-CSR (a) is recorded, processed, summarized and reported, within the time periods specified in the rules and forms adopted by the U.S. Securities and Exchange Commission; and (b) is accumulated and communicated to the Registrant’s management, including its principal executive officer and principal financial officer, to allow timely decisions regarding required disclosure. |
| (b) | There was no change in the internal controls over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) of the Trust that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, its internal control over financial reporting. |
Item 17. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies
Not applicable to the Trust.
Item 18. Recovery of Erroneously Awarded Compensation
Not applicable to the Trust.
Item 19. Exhibits
(a)(1) Not applicable to semi-annual reports.
(a)(2) Not applicable to the Trust.
(a)(3) The certifications required by Rule 30a-2(a) of the Investment Company Act are filed and attached hereto as Exhibit 99.CERT.
(a)(4) On February 15, 2024, the Audit Committee of the Board of Trustees (“Board”) recommended and approved, and the Board approved, the appointment of PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the fiscal year ending December 31, 2024, in connection with a decision by the Board to consolidate with a single independent registered public accounting firm the audit of all series of Carillon Series Trust (the “Trust”). On May 10, 2024, Cohen & Company, Ltd. (“Cohen”) ceased to serve as the independent registered public accounting firm for the Carillon Chartwell Real Income Fund, Carillon Chartwell Short Duration High Yield Fund, Carillon Chartwell Mid Cap Value Fund, Carillon Chartwell Small Cap Growth Fund, and Carillon Chartwell Small Cap Value Fund (the “Carillon Chartwell Funds”), each a series of the Trust.
The reports of Cohen or its predecessor on the financial statements of the Carillon Chartwell Funds as of and for the fiscal years ended December 31, 2022 and December 31, 2023, did not contain an adverse opinion or a disclaimer of opinion, and were not qualified or modified as to uncertainties, audit scope or accounting principles. During the Carillon Chartwell Funds’ fiscal years ended December 31, 2022 and December 31, 2023, and during the subsequent interim period ended June 30, 2024: (i) there were no disagreements between the registrant and Cohen or its predecessor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure, which disagreements, if not
resolved to the satisfaction of Cohen or its predecessor, would have caused it to make reference to the subject matter of the disagreements in connection with its report on the financial statements of the Carillon Chartwell Funds for such years or interim period, and (ii) there were no “reportable events,” as defined in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.
During the Carillon Chartwell Funds’ fiscal years ended December 31, 2022 and December 31, 2023, and during the subsequent interim period ended June 30, 2024, neither the registrant, nor anyone acting on its behalf, consulted with PwC on behalf of the Carillon Chartwell Funds regarding the application of accounting principles to a specified transaction (either completed or proposed), the type of audit opinion that might be rendered on the Carillon Chartwell Funds’ financial statements; or any matter that was either: (i) the subject of a “disagreement,” as defined in Item 304(a)(1)(iv) of Regulation S-K and the instructions thereto; or (ii) a “reportable event,” as defined in Item 304(a)(1)(v) of Regulation S-K.
The Trust has received a letter from Cohen addressed to the U.S. Securities and Exchange Commission stating that it agrees with these statements. A copy of this letter is filed as an Exhibit to this Form N-CSR.
Information in response to Item 4.02 of Form 8-K under the Securities Exchange Act of 1934, as amended, is not applicable to the Trust.
(b) The certification required by Rule 30a-2(b) of the Investment Company Act and Section 1350 of Chapter 63 of Title 18 of the United States Code is filed and attached hereto as Exhibit 99.1350CERT.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Trust has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
| | CARILLON SERIES TRUST |
| | |
| Date: January 15, 2025 | /s/ Susan L. Walzer |
| | Susan L. Walzer |
| | Principal Executive Officer |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Trust and in the capacities and on the dates indicated.
| | CARILLON SERIES TRUST |
| | |
| Date: January 15, 2025 | /s/ Susan L. Walzer |
| | Susan L. Walzer |
| | Principal Executive Officer |
| Date: January 15, 2025 | /s/ Carolyn Gill |
| | Carolyn Gill |
| | Principal Financial Officer |
