UAT Cori 2 Euro Investment Grade Credit Overview Composite Performance Overview The Cori 2 Euro Investment Grade Credit strategy seeks to generate consistent excess returns versus the benchmark utilizing a conservative alpha investment process which combines a top-down market view with bottom-up corporate fundamental analysis Primary BenchmarkiBoxx Euro Corporates Overall Total Return Index Strategy Highlights Combines a top-down market view with bottom-up corporate fundamental analysis Actively managed strategy that invests primarily in investment grade, euro-denominated corporate bonds Strong beta-driven risk orientation Diversified strategy with uncorrelated positions Portfolio Construction Investment Grade Corporates 90-100% BB Corporates 0-10% Beta Ranges vs Benchmark Overall portfolio (-30% | +30%) Sector level (-5% | +5%) Issuer level (-3% | +3%) Duration Managed within a narrow range to the benchmark Portfolio Management Rik den Hartog Co-Head, Portfolio Manager, Investment Committee Member Read bio Pim van Mourik Broekman Co-Head, Portfolio Manager, Investment Committee Member Read bio Luuk Cummins Portfolio Manager, Investment Committee Member Read bio Quirijn Landman Portfolio Manager Read bio Sipke Moes Portfolio Manager Read bio Ronald Schep Portfolio Manager Read bio Marco Zanotto Portfolio Manager Read bio Performance Primary Benchmark: iBoxx Euro Corporates Overall Total Return Index Month-End Performance as of 6/30/2024CumulativeGrossNetIndex3 month0.28%0.20%0.10% Year-to-date0.93%0.78%0.45%Quarter-End Performance as of 6/30/2024CumulativeGrossNetIndex3 month0.28%0.20%0.10% Year-to-date0.93%0.78%0.45%Trailing Performance as of 6/30/2024Annualized Total ReturnGrossNetIndex1 year7.41%7.09%6.37% 3 years-1.34%-1.64%-2.51% Since Inception 4/1/21-1.11%-1.41%-2.23% Performance data shown represents past performance and is no guarantee of, and not necessarily indicative of, future results. Current performance may be lower or higher than quoted. Returns are shown in EUR and are annualized for one and multi-year periods. Gross returns are net of trading costs. Net returns are gross returns less effective management fees. Returns may increase or decrease as a result of currency fluctuations.There is no guarantee that the investment objective will be realized or that the strategy will generate positive or excess return. Monthly Characteristics Monthly as of -1/-1/-1 Sector Distribution (Fixed) * 0.0% Credit Quality @ERROR% Portfolio composition statistics are from the adviser’s internal system and may not match the fund’s regulatory documents.Credit Quality reflects the highest credit rating assigned to individual holdings of the fund among Moody’s, S&P or Fitch; ratings are subject to change. The fund’s shares are not rated by any rating agency and no credit rating for fund shares is implied. Bond credit ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest). Cash & Equivalents reflects unsettled trades, fees and derivatives. Negative Cash & Equivalents reflect the market value of future trade commitments for the fund. ABS/RMBS: Asset-Backed Securities/Residential Mortgage-Backed Securities. Agency MBS: Agency Mortgage-Backed Securities. CMBS: Commercial Mortgage-Backed Securities. Due to rounding, Sector, Currency, Country, Duration, Maturity and Quality distribution totals may not equal 100%. Quarterly Characteristics Quarterly as of -1/-1/-1 Sector Distribution (Fixed) *FundIndex 0.0%0.0% 0.0%0.0% Credit QualityFundIndex@ERROR%0.0% Portfolio composition statistics are from the adviser’s internal system and may not match the fund’s regulatory documents.Credit Quality reflects the highest credit rating assigned to individual holdings of the fund among Moody’s, S&P or Fitch; ratings are subject to change. The fund’s shares are not rated by any rating agency and no credit rating for fund shares is implied. Bond credit ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest). Cash & Equivalents reflects unsettled trades, fees and derivatives. Negative Cash & Equivalents reflect the market value of future trade commitments for the fund. ABS/RMBS: Asset-Backed Securities/Residential Mortgage-Backed Securities. Agency MBS: Agency Mortgage-Backed Securities. CMBS: Commercial Mortgage-Backed Securities. Due to rounding, Sector, Currency, Country, Duration, Maturity and Quality distribution totals may not equal 100%. Holdings Top Ten Holdingsas of 6/30/2024% Assets @ERROR% Top 10 holdings may not be representative of current or future holdings and will evolve over time. x < Page: / > Download PDF