Investment Portfolio | ||||||||
(UNAUDITED) | 01.31.2021 | ||||||||
CARILLON COUGAR TACTICAL ALLOCATION FUND | ||||||||
EXCHANGE TRADED FUNDS - 93.9%(a)Shares | Shares | Value | ||||||
Commodity - 7.4% | ||||||||
iShares Gold Trust* | 86,348 | $ | 1,515,408 | |||||
Equity - 32.8% | ||||||||
iShares Core MSCI EAFE ETF | 15,240 | 1,045,159 | ||||||
iShares Core MSCI Emerging Markets ETF | 14,763 | 942,322 | ||||||
iShares Core S&P 500 ETF | 6,829 | 2,537,110 | ||||||
iShares Core S&P Mid-Cap ETF | 5,913 | 1,379,207 | ||||||
iShares Core S&P Small-Cap ETF | 8,590 | 838,126 | ||||||
Fixed Income - 53.7% | ||||||||
iShares 1-3 Year Treasury Bond ETF | 10,013 | 865,123 | ||||||
iShares Core U.S. Aggregate Bond ETF | 47,924 | 5,621,965 | ||||||
iShares iBoxx High Yield Corporate Bond ETF | 17,326 | 1,506,842 | ||||||
iShares MBS ETF | 9,808 | 1,081,724 | ||||||
iShares 1-5 Year Investment Grade Corporate Bond ETF | 35,320 | 1,946,839 | ||||||
Total exchange traded funds (cost $16,682,803) | 19,279,825 | |||||||
Total investment portfolio (cost $16,682,803) - 93.9% | 19,279,825 | |||||||
Other assets in excess of liabilities - 6.1% | 1,256,472 | |||||||
Total net assets - 100.0% | $ | 20,536,297 |
* Non-income producing security | ||||
ETF - Exchange Traded Fund | ||||
(a) A copy of the financial statements for each underlying fund in which this Fund invests can be obtained by visiting www.sec.gov. | ||||
Fair value measurements | The Fund utilizes a three-level hierarchy of inputs to establish a classification of fair value measurements. The three levels are defined as: | ||||
Level 1—Valuations based on unadjusted quoted prices for identical securities in active markets; | ||||
Level 2—Valuations based on inputs other than quoted prices that are observable, either directly or indirectly, including inputs in markets that are not considered active; and | ||||
Level 3—Valuations based on inputs that are unobservable and significant to the fair value measurement, and may include the Valuation Committee’s own assumptions on determining fair value of investments. | ||||
Inputs that are used in determining fair value of an investment may include price information, credit data, volatility statistics, and other factors. These inputs can be either observable or unobservable. The availability of observable inputs can vary between investments and is affected by various factors such as the type of investment and the volume and/or level of activity for that investment or similar investments in the marketplace. The inputs will be considered by the Valuation Committee, along with any other relevant factors in the calculation of an investment’s fair value. The Fund uses prices and inputs that are current as of the valuation date, which may include periods of market dislocations. During these periods, the availability of prices and inputs may be reduced for many investments. This condition could cause an investment to be reclassified between the various levels within the hierarchy. Investments falling into the Level 3 category may be classified as such due to a lack of market transparency and corroboration to support the quoted prices. Additionally, valuation models may be used as the pricing source for any remaining investments classified as Level 3. These models may rely on one or more significant unobservable inputs and/or significant assumptions by the Valuation Committee. Inputs used in valuations may include, but are not limited to, financial statement analysis, capital account balances, discount rates and estimated cash flows, and comparable entity data. | ||||
All investments are categorized as Level 1 as of the date of this report. | ||||
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual report. |