Carillon Reams Core Plus Bond Fund

Carillon Series Trust · 4 share classes

Actively managed U.S. bond fund
One fund, 4 share classes:SCPDXSCPEXSCPZXSCPWX
$2.13B NAV
288 positions · as of 2026-06-30 · filed 2026-08-27

Fund classification

Classified from what the fund holds · as of 2026 Q2

Carillon Reams Core Plus Bond Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q2

The Carillon Reams Core Plus Bond Fund (Core Plus Bond Fund or the fund) seeks a high level of total return consistent with the preservation of capital.

Strategy · summarised

The fund combines top-down interest rate management with bottom-up security selection to maximize total return, adjusting portfolio duration above or below the Bloomberg U.S. Aggregate Bond Index based on whether real interest rates appear high or low relative to history, then selecting undervalued fixed income securities across investment-grade and high-yield bonds, mortgage- and asset-backed securities, and related instruments. The fund may hold up to 25% in non-investment grade securities and employs derivatives including credit default swaps, futures, and forwards to manage duration, enhance returns, and gain efficient exposure to various fixed income markets. Because security selection drives sector allocation and the fund actively replaces holdings approaching fair value with undervalued alternatives, portfolio composition will shift materially with market conditions.

Expenses
0.40% 1.55%across 4 share classes
Share classGrossNet
SCPDX0.93%0.80%
SCPEX1.64%1.55%
SCPZX0.65%0.50%
SCPWX0.55%0.40%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 440.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

103.29%
of net assets
Bonds61.06%
Securitized42.06%
Derivatives0.17%

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Securitized40.7%
Government37.1%
Financials10.1%
Utilities5.1%
6 smaller7.1%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 56 new65 exited

Largest new: Fannie Mae or Freddie Mac ×2, US TREASURY N/B, TREASURY BILL, Hyundai Auto Receivables Trust, JP Morgan Mortgage Trust, Wells Fargo Commercial Mortgag, Onslow Bay Financial LLC

Largest exited: Fannie Mae or Freddie Mac ×2, TREASURY BILL, US TREASURY N/B, LETRA TESOURO NACIONAL, TSY INFL IX N/B, STAR 2022-SFR3 Trust, Toyota Auto Receivables Owner

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+5.15%+11.36%+2.96%3.60%-7.64%
+4.38%+8.88%-0.86%3.63%-7.96%
+5.45%+12.45%+4.79%3.62%-7.44%
+5.56%+12.70%+5.02%3.60%-7.45%
Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
4.27%
Avg maturity
15.14 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

24%
floating
Fixed rate76.2%
Floating rate23.8%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1yUnknown
<1y5.2%
1-3y6.8%
3-5y8.5%
5-10y33.0%
10y+46.5%
Unknown0.0%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
6.84 yr
approx. move per 100bp
Credit-spread duration
6.24 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -13.0%
of value
Interest rates52%
Credit spreads48%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+6.24
yrs total
Investment grade+6.18 yr
High yield+0.06 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.84 yr total
3 mo30 yr
3 mo0.50 yr7%
1 yr0.37 yr5%
5 yr1.82 yr27%
10 yr2.10 yr31%
30 yr2.05 yr30%
Credit spread6.24 yr total
3 mo30 yr
3 mo0.50 yr8%
1 yr0.31 yr5%
5 yr1.40 yr23%
10 yr2.04 yr33%
30 yr1.98 yr32%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.50+0.50+0.00$106.2k$5
1 yr+0.37+0.31+0.01$65.0k$1.4k
5 yr+1.82+1.36+0.05$288.7k$10.3k
10 yr+2.10+2.04+0.00$434.5k$0
30 yr+2.05+1.98+0.00$421.7k$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 6.84 yr.

USD+6.33 yr
BRL+0.51 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
US TREASURY N/B4.25% · due 2035-08-156.80%$144.62M
US TREASURY N/B4.63% · due 2045-11-155.71%$121.53M
Fannie Mae or Freddie Mac5.50% · due 2056-08-155.61%$119.42M
US TREASURY N/B4.25% · due 2054-08-154.75%$101.17M
US TREASURY N/B3.88% · due 2032-08-314.22%$89.76M
US TREASURY N/B4.25% · due 2033-05-313.22%$68.57M
TREASURY BILL0.00% · due 2026-11-052.92%$62.18M
Fannie Mae or Freddie Mac5.00% · due 2056-08-152.79%$59.46M
US TREASURY N/B3.88% · due 2034-08-152.54%$54.17M
US TREASURY N/B4.75% · due 2056-02-152.23%$47.45M
Showing 10 of 288Sign in to see more

Top 10 positions are 40.80% of net assets, top 25 52.56%, across 121 issuers.

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