0001145549-21-015309.txt : 20210310 0001145549-21-015309.hdr.sgml : 20210310 20210310152211 ACCESSION NUMBER: 0001145549-21-015309 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210131 FILED AS OF DATE: 20210310 PERIOD START: 20211031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CARILLON SERIES TRUST CENTRAL INDEX KEY: 0000897111 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07470 FILM NUMBER: 21729489 BUSINESS ADDRESS: STREET 1: 880 CARILLON PARKWAY CITY: ST PETERSBURG STATE: FL ZIP: 33716 BUSINESS PHONE: 727-567-8143 MAIL ADDRESS: STREET 1: 880 CARILLON PARKWAY CITY: ST. PETERSBURG STATE: FL ZIP: 33716 FORMER COMPANY: FORMER CONFORMED NAME: EAGLE SERIES TRUST DATE OF NAME CHANGE: 20081110 FORMER COMPANY: FORMER CONFORMED NAME: HERITAGE SERIES TRUST DATE OF NAME CHANGE: 19930714 0000897111 S000051825 Carillon Cougar Tactical Allocation Fund C000163084 Class A ETAFX C000163085 Class C ETDFX C000163086 Class I ETIFX C000163087 Class R-3 ETRFX C000163088 Class R-5 ETSFX C000163089 Class R-6 ETUFX C000193412 Class Y ETYFX NPORT-P 1 primary_doc.xml NPORT-P false 0000897111 XXXXXXXX S000051825 C000163084 C000163085 C000163086 C000163087 C000163088 C000163089 C000193412 Carillon Series Trust 811-07470 0000897111 549300RNYMX90LFTNW23 880 Carillon Parkway Building 6 St. Petersburg 33716 7275671000 Carillon Cougar Tactical Allocation Fund S000051825 5493006MBR0NRCS2HO91 2021-10-31 2021-01-31 Y 21077639.450000000000 139879.090000000000 20937760.360000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1718925.350000000000 N iShares 1-3 Year Treasury Bond 549300W0WX9TL4G6HM56 iShares 1-3 Year Treasury Bond ETF 464287457 10013.000000000000 NS USD 865123.200000000000 4.1318803211 Long EC RF US N 1 N N N iShares Core S&P Mid-Cap ETF 549300ODQWH5PC0IUZ78 iShares Core S&P Mid-Cap ETF 464287507 5913.000000000000 NS USD 1379207.250000000000 6.5871765952 Long EC RF US N 1 N N N iShares Core S&P Small-Cap ETF 549300BZQ17QYN750B25 iShares Core SandP Small-Cap ETF 464287804 8590.000000000000 NS USD 838126.300000000000 4.0029415066 Long EC RF US N 1 N N N iShares iBoxx High Yield Corpo N/A iShares iBoxx High Yield Corporate Bond ETF 464288513 17326.000000000000 NS USD 1506842.220000000000 7.1967688716 Long EC RF US N 1 N N N iShares MBS ETF 549300M0TH0IE2E6RP07 iShares MBS ETF 464288588 9808.000000000000 NS USD 1081724.320000000000 5.1663802690 Long EC RF US N 1 N N N iShares Trust iShares 1-5 Year 549300T14S5IX7V5T008 iShares Short-Term Corporate Bond ETF 464288646 35320.000000000000 NS USD 1946838.400000000000 9.2982170324 Long EC RF US N 1 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 iShares Core MSCI EAFE ETF 46432F842 15240.000000000000 NS USD 1045159.200000000000 4.9917430615 Long EC RF US N 1 N N N iShares Core MSCI Emerging Mar 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 14763.000000000000 NS USD 942322.290000000000 4.5005878079 Long EC RF US N 1 N N N iShares Gold Trust 5493006UOY7GXQW0IP42 iShares Gold Trust 464285105 86348.000000000000 NS USD 1515407.400000000000 7.2376766853 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core SandP 500 ETF 464287200 6829.000000000000 NS USD 2537110.080000000000 12.1173899996 Long EC RF US N 1 N N N iShares Core U.S. Aggregate Bo 549300F7VSXTKBGHJE47 iShares Core U.S. Aggregate Bond ETF 464287226 47924.000000000000 NS USD 5621964.440000000000 26.8508395518 Long EC RF US N 1 N N N 2021-03-09 Carillon Series Trust /s/ Carolyn Gill Carolyn Gill Principal Financial Officer XXXX NPORT-EX 2 tacticalallocation-nport.htm NPORT-EX

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.