NPORT-EX 2 coreplusbond-nport.htm NPORT-EX

Investment Portfolio
        
(UNAUDITED) | 01.31.2021
        
CARILLON REAMS CORE PLUS BOND FUND
        
CORPORATE BONDS - 37.2%
  
Principal Amount
    
Value
  
Aerospace & defense - 2.2%
        
The Boeing Co.,
            
2.80%, 03/01/27
  
$
935,000
    
$
974,249
  
2.95%, 02/01/30
    
1,140,000
      
1,161,951
  
3.60%, 05/01/34
    
3,320,000
      
3,458,538
  
3.63%, 02/01/31
    
4,780,000
      
5,151,598
  
5.04%, 05/01/27
    
4,187,000
      
4,877,342
  
5.15%, 05/01/30
    
12,885,000
      
15,300,280
  
Agriculture - 0.7%
          
BAT Capital Corp.,
                
3.56%, 08/15/27
    
2,780,000
      
3,089,495
  
4.91%, 04/02/30
    
6,465,000
      
7,649,814
  
Air freight & logistics - 0.5%
          
FedEx Corp., 3.80%, 05/15/25
    
6,370,000
      
7,148,064
  
Airlines - 3.6%
          
Air Canada, Pass Through Trust, Series 2020-2, Class A, 144A, 5.25%, 10/01/30
    
2,505,000
      
2,703,611
  
Alaska Airlines, Pass Through Trust, Series 2020-1, Class A, 144A, 4.80%, 02/15/29
    
7,415,000
      
8,284,438
  
American Airlines, Pass Through Trust,
                
Series 2013-1, Class A, 4.00%, 01/15/27
    
73,692
      
67,640
  
Series 2013-2, Class A, 4.95%, 07/15/24
    
850,804
      
833,890
  
Series 2015-1, Class A, 3.38%, 11/01/28
    
5,230,335
      
4,993,970
  
British Airways, Pass Through Trust, Series 2020-1, Class A, 144A, 4.25%, 05/15/34
    
4,235,000
      
4,542,037
  
Delta Air Lines, Pass Through Trust,
                
Series 2007-1, Class A, 6.82%, 02/10/24
    
619,411
      
638,230
  
Series 2020-1, Class AA, 2.00%, 12/10/29
    
9,264,484
      
9,284,927
  
JetBlue, Pass Through Trust,
                
Series 2019-1, Class AA, 2.75%, 11/15/33
    
5,366,257
      
5,326,963
  
Series 2020-1, Class A, 4.00%, 05/15/34
    
2,055,000
      
2,241,805
  
Southwest Airlines Co.,
                
5.13%, 06/15/27
    
4,060,000
      
4,807,865
  
5.25%, 05/04/25
    
3,205,000
      
3,678,306
  
United Airlines, Pass Through Trust,
                
Series 2015-1, Class AA, 3.45%, 06/01/29
    
571,161
      
585,098
  
Series 2016-2, Class AA, 2.88%, 04/07/30
    
357,601
      
357,835
  
Series 2018-1, Class AA, 3.50%, 03/01/30
    
853,749
      
879,205
  
US Airways, Pass Through Trust,
                
Series 2011-1, Class A, 7.13%, 04/22/25
    
593,704
      
547,897
  
Series 2012-1, Class A, 5.90%, 04/01/26
    
1,451,809
      
1,473,711
  
Auto manufacturers - 7.6%
          
American Honda Finance Corp.,
                
0.65%, 09/08/23
    
3,330,000
      
3,353,361
  
0.88%, 07/07/23
    
6,540,000
      
6,611,077
  
1.20%, 07/08/25
    
1,845,000
      
1,878,555
  
Daimler Finance North America LLC, 144A, 3.35%, 05/04/21
    
6,340,000
      
6,388,282
  
Ford Motor Credit Co. LLC,
                
3.37%, 11/17/23
    
27,740,000
      
28,227,392
  
3.38%, 11/13/25
    
3,530,000
      
3,588,068
  
5.58%, 03/18/24
    
985,000
      
1,064,322
  
General Motors Financial Co., Inc.,
                
1.25%, 01/08/26
    
10,080,000
      
10,050,805
  
1.70%, 08/18/23
    
1,790,000
      
1,830,844
  
2.75%, 06/20/25
    
12,270,000
      
13,040,062
  
5.10%, 01/17/24
    
5,975,000
      
6,675,336
  
Hyundai Capital America,
                
144A, 0.80%, 01/08/24
    
9,770,000
      
9,739,958
  
144A, 1.25%, 09/18/23
    
2,320,000
      
2,343,511
  
144A, 6.38%, 04/08/30
    
5,945,000
      
7,851,805
  
Volkswagen Group of America Finance LLC,
                
144A, 2.70%, 09/26/22
    
2,145,000
      
2,220,859
  
144A, 3.75%, 05/13/30
    
3,760,000
      
4,279,517
  
Banks - 7.1%
          
Bank of America Corp.,
                
(Fixed until 02/13/30, then 3 Month LIBOR USD + 0.99%), 2.50%, 02/13/31
    
16,455,000
      
17,157,307
  
3.50%, 04/19/26
    
3,060,000
      
3,445,551
  
(Fixed until 04/23/26, then 3 Month LIBOR USD + 1.06%), 3.56%, 04/23/27
    
4,090,000
      
4,587,048
  
Barclays PLC, (Fixed until 12/10/23, then 1 Year CMT  Rate + 0.80%), 1.01%, 12/10/24
    
5,890,000
      
5,912,905
  
Citigroup, Inc.,
                
(Fixed until 01/29/30, then SOFR + 1.15%), 2.67%, 01/29/31
    
8,835,000
      
9,293,838
  
(Fixed until 03/31/30, then SOFR + 3.91%), 4.41%, 03/31/31
    
3,890,000
      
4,621,936
  
Fifth Third Bancorp, 2.55%, 05/05/27
    
2,475,000
      
2,681,107
  
HSBC Holdings PLC, 4.95%, 03/31/30
    
5,715,000
      
7,036,236
  
JPMorgan Chase & Co.,
                
(Fixed until 09/16/23, then SOFR + 0.60%), 0.65%, 09/16/24
    
6,105,000
      
6,139,101
  
(Fixed until 03/24/30, then SOFR + 3.79%), 4.49%, 03/24/31
    
11,835,000
      
14,229,653
  
Mitsubishi UFJ Financial Group, Inc., (Fixed until 09/15/23, then 1 Year CMT  Rate + 0.68%), 0.85%, 09/15/24
    
3,790,000
      
3,818,453
  
Sumitomo Mitsui Trust Bank Ltd., 144A, 0.80%, 09/12/23
    
5,150,000
      
5,197,834
  
Wells Fargo & Co., (Fixed until 04/04/30, then 3 Month LIBOR USD + 3.77%), 4.48%, 04/04/31
    
14,800,000
      
17,753,606
  
Capital markets - 2.4%
          
Morgan Stanley,
                
(Fixed until 01/22/30, then SOFR + 1.14%), 2.70%, 01/22/31
    
5,300,000
      
5,633,840
  
(Fixed until 04/01/30, then SOFR + 3.12%), 3.62%, 04/01/31
    
6,545,000
      
7,452,278
  
The Goldman Sachs Group, Inc.,
                
2.60%, 02/07/30
    
10,705,000
      
11,317,277
  
3.50%, 04/01/25
    
4,525,000
      
4,994,999
  
UBS Group AG, 144A, (Fixed until 01/30/26, then 1 Year CMT  Rate + 1.08%), 1.36%, 01/30/27
    
4,285,000
      
4,321,877
  
Consumer finance - 0.8%
          
Ally Financial, Inc.,
                
1.45%, 10/02/23
    
3,210,000
      
3,262,571
  
3.05%, 06/05/23
    
7,790,000
      
8,189,199
  
Containers & packaging - 0.3%
          
Sonoco Products Co., 3.13%, 05/01/30
    
4,070,000
      
4,441,958
  
Diversified financial services - 1.0%
          
GE Capital International Funding Co., 4.42%, 11/15/35
    
12,615,000
      
14,768,088
  
Diversified telecommunication services - 0.2%
          
AT&T, Inc., 144A, 2.55%, 12/01/33
    
3,637,000
      
3,626,230
  
Electric - 1.1%
          
Consolidated Edison Co. of New York, Inc., 3.35%, 04/01/30
    
465,000
      
522,573
  
Duke Energy Florida LLC, 5.65%, 04/01/40
    
6,191,000
      
8,829,010
  
Exelon Generation Co. LLC, 3.25%, 06/01/25
    
4,885,000
      
5,308,644
  
Oncor Electric Delivery Co. LLC, 2.95%, 04/01/25
    
1,130,000
      
1,233,076
  
Electric utilities - 2.2%
          
Duke Energy Corp., 0.90%, 09/15/25
    
6,860,000
      
6,880,160
  
IPALCO Enterprises, Inc., 144A, 4.25%, 05/01/30
    
8,845,000
      
10,095,256
  
Pacific Gas and Electric Co., 1.75%, 06/16/22
    
8,175,000
      
8,201,814
  
Southern California Edison Co., 1.20%, 02/01/26
    
5,920,000
      
5,962,602
  
Equity real estate investment trusts (REITs) - 0.6%
          
Alexandria Real Estate Equities, Inc., 4.90%, 12/15/30
    
1,100,000
      
1,378,816
  
Ventas Realty LP, 4.75%, 11/15/30
    
5,925,000
      
7,110,448
  
Healthcare services - 0.4%
          
HCA, Inc., 5.00%, 03/15/24
    
5,170,000
      
5,823,027
  
Industrial conglomerates - 0.4%
          
General Electric Co.,
                
3.63%, 05/01/30
    
910,000
      
1,010,565
  
4.25%, 05/01/40
    
4,325,000
      
4,937,234
  
Insurance - 0.6%
          
Equitable Financial Life Global Funding, 144A, 1.40%, 07/07/25
    
2,800,000
      
2,859,223
  
Northwestern Mutual Global Funding, 144A, 0.80%, 01/14/26
    
5,365,000
      
5,381,837
  
Media - 0.2%
          
Charter Communications Operating LLC, 4.91%, 07/23/25
    
3,030,000
      
3,493,017
  
Multi-utilities - 0.4%
          
Dominion Energy, Inc.,
                
(3 Month LIBOR USD + 0.53%), 0.75%, 09/15/23
    
3,185,000
      
3,191,893
  
3.38%, 04/01/30
    
2,135,000
      
2,384,494
  
Oil, gas & consumable fuels - 3.0%
          
Chevron Corp., 1.55%, 05/11/25
    
3,310,000
      
3,416,689
  
Hess Corp., 4.30%, 04/01/27
    
10,705,000
      
11,869,830
  
Kinder Morgan, Inc., 4.30%, 06/01/25
    
4,115,000
      
4,649,850
  
Marathon Petroleum Corp., 3.80%, 04/01/28
    
1,725,000
      
1,917,805
  
ONEOK, Inc., 4.25%, 02/01/22
    
1,545,000
      
1,586,127
  
Phillips 66, 3.85%, 04/09/25
    
2,180,000
      
2,431,624
  
Suncor Energy, Inc., 3.10%, 05/15/25
    
1,770,000
      
1,923,428
  
TransCanada PipeLines Ltd., 4.10%, 04/15/30
    
13,505,000
      
15,678,796
  
Software - 0.2%
          
VMware, Inc., 4.50%, 05/15/25
    
1,950,000
      
2,212,650
  
Telecommunications - 0.4%
          
T-Mobile USA, Inc., 144A, 3.50%, 04/15/25
    
4,895,000
      
5,365,877
  
Tobacco - 0.4%
          
Reynolds American, Inc., 4.45%, 06/12/25
    
4,485,000
      
5,076,550
  
Transportation - 0.9%
          
Burlington Northern and Santa Fe Railway Co., Pass Through Trust, Series 2005-4, 4.97%, 04/01/23
    
210,424
      
218,943
  
FedEx Corp., Pass Through Trust, Series 2020-1, Class AA, 1.88%, 08/20/35
    
11,949,000
      
12,015,229
  
Total corporate bonds (cost $500,148,763)
      
532,052,492
  
                 
MORTGAGE AND ASSET-BACKED SECURITIES - 22.6%
          
Asset-backed securities - 4.2%
          
American Express Credit Account Master Trust, Series 2018-3, Class A (1 Month LIBOR USD + 0.32%), 0.45%, 10/15/25
    
8,475,000
      
8,511,447
  
Avis Budget Rental Car Funding AESOP LLC, Series 2019-1A, Class A, 144A, 3.45%, 03/20/23
    
6,505,000
      
6,672,961
  
Capital One Multi-Asset Execution Trust, Series 2018-A2, Class A2 (1 Month LIBOR USD + 0.35%), 0.48%, 03/16/26
    
3,905,000
      
3,923,748
  
Discover Card Execution Note Trust,
                
Series 2017-A7, Class A7 (1 Month LIBOR USD + 0.36%), 0.49%, 04/15/25
    
6,110,000
      
6,138,111
  
Series 2018-A2, Class A2 (1 Month LIBOR USD + 0.33%), 0.46%, 08/15/25
    
7,475,000
      
7,507,147
  
GM Financial Consumer Automobile Receivables Trust, Series 2020-3, Class A3, 0.45%, 04/16/25
    
14,080,000
      
14,129,663
  
Hertz Vehicle Financing II LP,
                
Series 2015-3A, Class A, 144A, 2.67%, 09/25/21
    
355,134
      
356,084
  
Series 2016-4A, Class A, 144A, 2.65%, 07/25/22
    
611,520
      
613,167
  
Series 2017-1A, Class A, 144A, 2.96%, 10/25/21
    
628,529
      
630,123
  
Series 2019-1A, Class A, 144A, 3.71%, 03/25/23
    
807,605
      
810,183
  
Home Equity Loan Trust, Series 2006-HSA2, Class AI3, VR, 5.55%, 11/25/27
    
253,457
      
88,431
  
Hyundai Auto Lease Securitization Trust, Series 2020-B, Class A1, 144A, 0.20%, 10/15/21
    
1,111,746
      
1,111,742
  
RFMSII Trust, Series 2006-HSA1, Class A4, SB, 5.99%, 02/25/36
    
297,618
      
299,097
  
World Omni Auto Receivables Trust, Series 2020-C, Class A3, 0.48%, 11/17/25
    
9,415,000
      
9,452,672
  
Commercial mortgage-backed securities - 4.2%
          
BANK, Series 2020-BNK30, Class A2, 1.36%, 12/17/53
    
2,016,000
      
2,030,751
  
Benchmark Mortgage Trust,
                
Series 2020-B21, Class A2, 1.74%, 12/17/53
    
1,565,000
      
1,614,197
  
Series 2021-B23, Class A2, 1.62%, 02/15/54
    
4,555,000
      
4,691,577
  
CFCRE Commercial Mortgage Trust, Series 2016-C3, Class A3,  3.87%, 01/10/48
    
5,525,000
      
6,182,777
  
Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class A3,  2.94%, 04/10/48
    
3,457,173
      
3,693,421
  
COMM Mortgage Trust,
                
Series 2013-CCRE9, Class ASB, 3.83%, 07/12/45
    
1,934,668
      
2,005,476
  
Series 2014-LC17, Class A4, 3.65%, 10/11/47
    
5,410,000
      
5,881,368
  
Series 2014-UBS5, Class A4, 3.84%, 09/12/47
    
4,215,000
      
4,658,747
  
Series 2015-LC19, Class A4, 3.18%, 02/10/48
    
1,855,000
      
2,024,508
  
DBJPM Mortgage Trust, Series 2020-C9, Class A2, 1.90%, 08/15/53
    
8,205,000
      
8,448,063
  
GS Mortgage Securities Trust,
                
Series 2012-GCJ7, Class A4, 3.38%, 05/12/45
    
3,028,193
      
3,074,632
  
Series 2013-GCJ14, Class AAB, 3.82%, 08/10/46
    
1,117,690
      
1,156,862
  
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class ASB, 3.46%, 07/17/47
    
2,120,569
      
2,227,090
  
JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A3, 3.05%, 10/17/50
    
3,415,000
      
3,631,861
  
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class A3, 3.21%, 10/19/48
    
3,738,255
      
3,987,194
  
Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A2, 2.50%, 06/17/53
    
4,895,000
      
5,152,141
  
Federal agency mortgage-backed obligations - 14.2%
          
Fannie Mae Pool,
                
Series 1614, Class AN, 2.47%, 06/01/26
    
4,500,000
      
4,718,887
  
Series 1671, Class AM, 2.10%, 12/01/27
    
1,471,693
      
1,539,995
  
Series 4012, Class MA, 2.00%, 05/01/35
    
5,329,908
      
5,572,383
  
Series 4126, Class MA, 2.00%, 09/01/30
    
34,555,902
      
36,127,964
  
Series 4148, Class MA, 2.00%, 10/01/30
    
2,306,352
      
2,411,275
  
Series 5796, Class AN, 3.03%, 06/01/27
    
2,045,000
      
2,217,370
  
Series 387770, 3.63%, 07/01/28
    
2,495,000
      
2,841,692
  
TBA, 1.50%, 02/15/36
    
39,685,000
      
40,692,627
  
TBA, 2.00%, 02/15/36
    
47,225,000
      
49,340,901
  
Fannie Mae-Aces,
                
Series 2016-M3, Class ASQ2, 2.26%, 02/25/23
    
919,901
      
926,370
  
Series 2016-M6, Class AB2, 2.40%, 05/25/26
    
1,546,333
      
1,637,022
  
Series 2016-M7, Class AV2, 2.16%, 10/25/23
    
8,846,817
      
9,123,137
  
Freddie Mac Pool, Series 5034, Class RD, 2.00%, 09/01/30
    
5,971,187
      
6,247,693
  
Freddie Mac REMIC, Series 3609, Class LA, 4.00%, 12/15/24
    
116
      
117
  
Ginnie Mae I Pool,
                
Series 0091, Class AD,  2.73%, 06/15/32
    
6,412,126
      
6,655,306
  
Series 2583, Class AB,  2.14%, 08/15/23
    
844,115
      
857,138
  
Ginnie Mae II Pool, Series 6865, Class MA,  2.50%, 09/20/50
    
30,247,380
      
31,851,297
  
Total mortgage and asset-backed securities (cost $320,045,205)
      
323,466,415
  
                 
FOREIGN GOVERNMENT BONDS - 0.9%
          
Israel Government International Bond, 2.75%, 07/03/30
    
1,995,000
      
2,185,395
  
Mexico Government International Bond, 4.00%, 10/02/23
    
9,190,000
      
10,044,762
  
Total foreign government bonds (cost $11,925,567)
      
12,230,157
  
                 
U.S. TREASURIES - 41.9%
          
U.S. Treasury Bonds,
                
1.25%, 05/15/50
    
107,770,000
      
93,271,567
  
1.38%, 08/15/50
    
22,715,000
      
20,297,982
  
U.S. Treasury Notes,
                
0.63%, 08/15/30
    
145,405,000
      
139,679,678
  
0.88%, 11/15/30
    
77,855,000
      
76,395,219
  
1.13%, 07/31/21
    
75,785,000
      
76,175,766
  
1.13%, 08/31/21
    
89,040,000
      
89,568,675
  
1.25%, 10/31/21
    
103,150,000
      
104,052,563
  
Total U.S. Treasuries (cost $601,857,827)
      
599,441,450
  
Total investment portfolio (cost $1,433,977,362) - 102.6%
      
1,467,190,514
  
Liabilities in excess of other assets - (2.6)%
      
(37,047,201
)
Total net assets - 100.0%
    
$
1,430,143,313
  

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

CARILLON REAMS CORE PLUS BOND FUND
 
 
 
  
 
    
 
    
 
    
 
SWAP CONTRACTS - CREDIT DEFAULT SWAPS
 
 
 
 
 
  
 
    
 
    
 
    
 
                                   
   
 Rating of
                      
Premiums
    
 Unrealized
 
Reference
Reference Entity
Buy/Sell(a)
Pay/Receive
 Fixed
 Expiration
  
Notional
          
Paid
    
 Appreciation
 Central Clearing Party
Entity
(Moody's/S&P)
Protection
Fixed Rate
  Rate
 Date
  
 Value(b)
    
Value (c)
    
(Received)
    
 (Depreciation)
 Intercontinental Exchange
CDX North American Investment Grade Index Series 35
Baa2/BBB
Sell
Receive
1%/Quarterly
12/20/25
 $
   180,370,000
   $
      3,999,969
   $
      3,669,097
   $
       330,872
 Total swap contracts
             $
   180,370,000
   $
      3,999,969
   $
      3,669,097
   $
       330,872
                                   
There is $92,834 variation margin due from the Fund to the broker as of the date of this report. Credit Default Swap Contracts are categorized as Level 2 as of the date of this report.
            

(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 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 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.

CARILLON REAMS CORE PLUS BOND FUND
                
FORWARD CONTRACTS
                    
 Currency to be Received
  
 Currency to be Delivered
  
 Settlement Date
 Counterparty
  
 Unrealized Appreciation (Depreciation)
 Mexican Peso
      597,991,700
  
 U.S. Dollar
        29,502,494
  
03/17/21
  
 J.P. Morgan
 $
         (478,657)
 Total forward contracts
                 $
         (478,657)
                       
Forward Contracts are categorized as Level 2 as of the date of this report.