SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK — 92.3% |
| |||||||
Australia — 0.9% |
| |||||||
Afterpay * | 3,978 | $ | 361 | |||||
AGL Energy | 14,159 | 98 | ||||||
AMP Ltd | 78,785 | 68 | ||||||
Ampol | 5,705 | 113 | ||||||
APA Group | 24,080 | 187 | ||||||
Aristocrat Leisure Ltd | 11,026 | 317 | ||||||
ASX Ltd | 3,989 | 225 | ||||||
Aurizon Holdings Ltd | 33,573 | 97 | ||||||
AusNet Services | 24,253 | 35 | ||||||
Australia & New Zealand Banking Group Ltd | 54,354 | 1,207 | ||||||
BHP Group | 56,266 | 2,073 | ||||||
BlueScope Steel Ltd | 8,718 | 146 | ||||||
Brambles Ltd | 26,670 | 214 | ||||||
CIMIC Group Ltd | 1,570 | 24 | ||||||
Cochlear Ltd | 1,346 | 231 | ||||||
Coles Group Ltd | 24,977 | 315 | ||||||
Commonwealth Bank of Australia | 33,812 | 2,326 | ||||||
Computershare Ltd | 9,723 | 106 | ||||||
Crown Resorts Ltd | 4,725 | 45 | ||||||
CSL | 8,679 | 1,818 | ||||||
Dexus ‡ | 20,849 | 164 | ||||||
Evolution Mining | 36,613 | 131 | ||||||
Fortescue Metals Group Ltd | 31,064 | 542 | ||||||
Goodman Group ‡ | 32,679 | 477 | ||||||
GPT Group ‡ | 33,423 | 119 | ||||||
Insurance Australia Group | 43,426 | 164 | ||||||
James Hardie Industries PLC | 9,126 | 302 | ||||||
Lendlease | 14,991 | 147 | ||||||
Macquarie Group Ltd | 6,569 | 815 | ||||||
Magellan Financial Group | 2,899 | 109 | ||||||
Medibank Pvt Ltd | 49,771 | 118 | ||||||
Mirvac Group ‡ | 75,075 | 156 | ||||||
National Australia Bank Ltd | 63,065 | 1,299 | ||||||
Newcrest Mining Ltd | 15,179 | 311 | ||||||
Northern Star Resources | 21,074 | 171 | ||||||
Oil Search Ltd | 33,755 | 99 | ||||||
Orica | 9,230 | 97 | ||||||
Origin Energy Ltd | 30,429 | 98 | ||||||
Qantas Airways | 13,819 | 53 | ||||||
QBE Insurance Group Ltd | 30,004 | 228 | ||||||
Ramsay Health Care | 3,723 | 194 | ||||||
REA Group | 1,011 | 124 | ||||||
Rio Tinto Ltd | 6,817 | 638 | ||||||
Santos Ltd | 33,907 | 183 | ||||||
Scentre Group ‡ | 98,587 | 207 | ||||||
SEEK Ltd | 5,823 | 139 | ||||||
Sonic Healthcare | 9,308 | 258 | ||||||
South32 | 93,173 | 207 | ||||||
Stockland ‡ | 45,640 | 165 | ||||||
Suncorp Group Ltd | 23,543 | 191 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Sydney Airport | 23,911 | $ | 114 | |||||
Tabcorp Holdings | 43,982 | 169 | ||||||
Telstra Corp Ltd | 78,738 | 206 | ||||||
TPG Telecom | 4,708 | 20 | ||||||
Transurban Group | 50,002 | 547 | ||||||
Treasury Wine Estates Ltd | 13,058 | 101 | ||||||
Vicinity Centres ‡ | 88,352 | 108 | ||||||
Washington H Soul Pattinson & Co Ltd | 1,728 | 40 | ||||||
Wesfarmers Ltd | 21,773 | 910 | ||||||
Westpac Banking | 69,216 | 1,336 | ||||||
WiseTech Global | 3,378 | 82 | ||||||
Woodside Petroleum Ltd | 17,967 | 317 | ||||||
Woolworths Group Ltd | 24,186 | 734 | ||||||
Xero * | 2,473 | 270 | ||||||
|
|
| ||||||
22,866 | ||||||||
|
|
| ||||||
Austria — 0.0% | ||||||||
Erste Group Bank AG * | 5,354 | 191 | ||||||
OMV | 2,525 | 125 | ||||||
Raiffeisen Bank International AG | 1,878 | 41 | ||||||
Verbund AG | 1,159 | 95 | ||||||
voestalpine AG | 2,690 | 117 | ||||||
|
|
| ||||||
569 | ||||||||
|
|
| ||||||
Belgium — 0.1% | ||||||||
Ageas | 3,588 | 218 | ||||||
Anheuser-Busch InBev SA/NV | 14,605 | 1,034 | ||||||
Argenx * | 883 | 256 | ||||||
Elia Group | 714 | 77 | ||||||
Etablissements Franz Colruyt | 1,276 | 76 | ||||||
Groupe Bruxelles Lambert SA | 2,156 | 236 | ||||||
KBC Group NV | 4,789 | 373 | ||||||
Proximus SADP | 3,526 | 75 | ||||||
Sofina | 353 | 134 | ||||||
Solvay SA | 1,425 | 182 | ||||||
UCB SA | 2,426 | 225 | ||||||
Umicore SA | 3,801 | 231 | ||||||
|
|
| ||||||
3,117 | ||||||||
|
|
| ||||||
China — 0.0% | ||||||||
China Lumena New Materials Corp * | 30,699 | – | ||||||
|
|
| ||||||
Denmark — 0.3% | ||||||||
Ambu, Cl B | 2,800 | 157 | ||||||
AP Moller - Maersk A/S, Cl A | 60 | 141 | ||||||
AP Moller - Maersk A/S, Cl B | 110 | 274 | ||||||
Carlsberg A/S, Cl B | 1,909 | 335 | ||||||
Chr Hansen Holding A/S | 2,080 | 192 | ||||||
Coloplast A/S, Cl B | 2,216 | 367 | ||||||
Danske Bank A/S | 13,200 | 252 | ||||||
Demant A/S * | 2,501 | 126 | ||||||
DSV PANALPINA | 3,967 | 886 | ||||||
Genmab A/S * | 1,196 | 440 | ||||||
GN Store Nord | 2,427 | 219 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 1 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
H Lundbeck A/S | 884 | $ | 27 | |||||
Novo Nordisk A/S, Cl B | 32,660 | 2,395 | ||||||
Novozymes A/S, Cl B | 3,686 | 263 | ||||||
Orsted A/S | 3,622 | 529 | ||||||
Pandora A/S | 1,892 | 215 | ||||||
ROCKWOOL International, Cl B | 164 | 74 | ||||||
Tryg A/S | 6,021 | 138 | ||||||
Vestas Wind Systems | 18,935 | 791 | ||||||
|
|
| ||||||
7,821 | ||||||||
|
|
| ||||||
Finland — 0.1% | ||||||||
Elisa | 2,715 | 154 | ||||||
Fortum | 8,371 | 220 | ||||||
Kesko, Cl B | 5,563 | 170 | ||||||
Kone, Cl B | 6,207 | 488 | ||||||
Neste Oyj | 7,758 | 471 | ||||||
Nokia | 102,859 | 488 | ||||||
Orion Oyj, Cl B | 2,398 | 106 | ||||||
Sampo Oyj, Cl A | 9,348 | 445 | ||||||
Stora Enso, Cl R | 10,982 | 210 | ||||||
UPM-Kymmene | 10,023 | 393 | ||||||
Wartsila Abp | 10,203 | 132 | ||||||
|
|
| ||||||
3,277 | ||||||||
|
|
| ||||||
France — 1.3% | ||||||||
Accor SA | 3,748 | 151 | ||||||
Aeroports de Paris | 686 | 88 | ||||||
Air Liquide | 9,044 | 1,525 | ||||||
Alstom SA | 4,947 | 271 | ||||||
Amundi SA | 1,384 | 123 | ||||||
Arkema SA | 1,322 | 165 | ||||||
Atos SE | 1,907 | 130 | ||||||
AXA SA | 37,181 | 1,053 | ||||||
BioMerieux | 940 | 112 | ||||||
BNP Paribas SA | 21,557 | 1,385 | ||||||
Bollore SA | 20,354 | 103 | ||||||
Bouygues SA | 4,293 | 184 | ||||||
Bureau Veritas | 5,606 | 168 | ||||||
Capgemini SE | 2,933 | 538 | ||||||
Carrefour SA | 11,530 | 224 | ||||||
Cie de Saint-Gobain | 9,455 | 598 | ||||||
Cie Generale des Etablissements Michelin SCA | 3,085 | 447 | ||||||
CNP Assurances | 2,178 | 38 | ||||||
Covivio ‡ | 1,193 | 107 | ||||||
Credit Agricole SA | 22,192 | 344 | ||||||
Danone SA | 11,838 | 835 | ||||||
Dassault Aviation SA | 32 | 35 | ||||||
Dassault Systemes SE | 2,412 | 560 | ||||||
Edenred | 4,401 | 250 | ||||||
Eiffage SA | 1,626 | 178 | ||||||
Electricite de France SA | 11,618 | 169 | ||||||
Engie SA | 33,462 | 498 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
EssilorLuxottica SA | 5,461 | $ | 910 | |||||
Eurazeo SE | 596 | 50 | ||||||
Eurofins Scientific | 2,349 | 233 | ||||||
Faurecia | 344 | 19 | ||||||
Faurecia SA | 2,068 | 112 | ||||||
Gecina SA ‡ | 791 | 116 | ||||||
Getlink SE | 8,391 | 134 | ||||||
Hermes International | 607 | 763 | ||||||
Iliad SA | 188 | 34 | ||||||
Ipsen | 865 | 84 | ||||||
Kering | 1,452 | 1,165 | ||||||
Klepierre SA ‡ | 3,463 | 92 | ||||||
La Francaise des Jeux SAEM | 1,990 | 102 | ||||||
Legrand | 4,872 | 475 | ||||||
L’Oreal SA | 4,775 | 1,964 | ||||||
LVMH Moet Hennessy Louis Vuitton | 5,270 | 3,973 | ||||||
Natixis SA | 19,666 | 96 | ||||||
Orange SA | 36,334 | 453 | ||||||
Orpea | 891 | 115 | ||||||
Pernod Ricard SA | 4,014 | 825 | ||||||
Publicis Groupe | 4,423 | 287 | ||||||
Remy Cointreau SA | 518 | 104 | ||||||
Renault SA | 3,676 | 148 | ||||||
Safran SA | 6,155 | 920 | ||||||
Sanofi | 21,483 | 2,257 | ||||||
Sartorius Stedim Biotech | 545 | 251 | ||||||
Schneider Electric SE | 10,204 | 1,634 | ||||||
SCOR SE * | 2,839 | 92 | ||||||
SEB SA | 572 | 104 | ||||||
Societe Generale SA | 16,021 | 456 | ||||||
Sodexo SA | 1,690 | 169 | ||||||
Stellantis | 18,994 | 316 | ||||||
STMicroelectronics | 11,629 | 436 | ||||||
Suez | 5,980 | 143 | ||||||
Teleperformance | 1,164 | 450 | ||||||
Thales SA | 2,016 | 206 | ||||||
TOTAL SA | 47,806 | 2,119 | ||||||
Ubisoft Entertainment SA * | 1,705 | 128 | ||||||
Valeo | 4,692 | 152 | ||||||
Veolia Environnement SA | 10,330 | 329 | ||||||
Vinci SA | 9,978 | 1,098 | ||||||
Vivendi SA | 15,150 | 529 | ||||||
Wendel SA | 340 | 45 | ||||||
Worldline * | 4,508 | 443 | ||||||
|
|
| ||||||
34,810 | ||||||||
|
|
| ||||||
Germany — 1.1% | ||||||||
adidas AG | 3,637 | 1,125 | ||||||
Allianz | 7,852 | 2,045 | ||||||
Aroundtown SA | 18,825 | 145 | ||||||
BASF | 17,543 | 1,417 | ||||||
Bayer | 18,764 | 1,216 | ||||||
Bayerische Motoren Werke | 6,384 | 641 |
2 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Bechtle | 556 | $ | 113 | |||||
Beiersdorf AG | 1,987 | 225 | ||||||
Brenntag AG | 3,031 | 273 | ||||||
Carl Zeiss Meditec | 772 | 136 | ||||||
Commerzbank AG | 17,267 | 114 | ||||||
Continental AG | 1,976 | 268 | ||||||
Covestro | 3,348 | 219 | ||||||
Daimler AG | 16,402 | 1,462 | ||||||
Delivery Hero * | 2,433 | 387 | ||||||
Deutsche Bank AG | 35,746 | 500 | ||||||
Deutsche Boerse AG | 3,482 | 601 | ||||||
Deutsche Lufthansa AG | 6,910 | 89 | ||||||
Deutsche Post | 18,956 | 1,117 | ||||||
Deutsche Telekom AG | 63,876 | 1,230 | ||||||
Deutsche Wohnen SE | 6,375 | 345 | ||||||
E.ON SE | 40,894 | 494 | ||||||
Evonik Industries AG | 3,621 | 127 | ||||||
Fresenius Medical Care AG & Co KGaA | 3,982 | 317 | ||||||
Fresenius SE & Co KGaA | 8,285 | 408 | ||||||
GEA Group AG | 2,756 | 121 | ||||||
Hannover Rueck SE | 1,150 | 213 | ||||||
HeidelbergCement AG | 2,835 | 260 | ||||||
HelloFresh * | 3,010 | 250 | ||||||
Henkel AG & Co KGaA | 1,974 | 197 | ||||||
HOCHTIEF AG | 314 | 29 | ||||||
Infineon Technologies | 25,027 | 1,011 | ||||||
KION Group | 1,324 | 132 | ||||||
Knorr-Bremse | 1,478 | 181 | ||||||
LANXESS AG | 1,419 | 105 | ||||||
LEG Immobilien | 1,471 | 205 | ||||||
Merck KGaA | 2,352 | 414 | ||||||
MTU Aero Engines AG | 1,023 | 259 | ||||||
Muenchener Rueckversicherungs- Gesellschaft in Muenchen | 2,686 | 778 | ||||||
Nemetschek | 1,320 | 99 | ||||||
Puma SE | 1,875 | 198 | ||||||
QIAGEN * | 4,505 | 220 | ||||||
Rational | 104 | 87 | ||||||
RWE AG | 11,763 | 447 | ||||||
SAP SE | 19,810 | 2,784 | ||||||
Scout24 | 1,770 | 147 | ||||||
Siemens | 14,510 | 2,425 | ||||||
Siemens Energy * | 7,425 | 249 | ||||||
Siemens Healthineers AG | 5,327 | 304 | ||||||
Symrise, Cl A | 2,394 | 310 | ||||||
TeamViewer * | 3,072 | 146 | ||||||
Telefonica Deutschland Holding AG | 13,210 | 38 | ||||||
Uniper SE | 3,512 | 128 | ||||||
United Internet AG | 2,428 | 102 | ||||||
Volkswagen AG | 557 | 177 | ||||||
Vonovia SE | 10,356 | 681 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Zalando * | 2,855 | $ | 297 | |||||
|
|
| ||||||
28,008 | ||||||||
|
|
| ||||||
Greece — 0.0% | ||||||||
FF Group * | 1,785 | – | ||||||
|
|
| ||||||
Hong Kong — 0.4% | ||||||||
AIA Group Ltd | 231,000 | 2,941 | ||||||
ASM Pacific Technology Ltd | 7,100 | 108 | ||||||
Bank of East Asia | 16,600 | 35 | ||||||
BOC Hong Kong Holdings Ltd | 73,000 | 258 | ||||||
Budweiser Brewing APAC | 39,100 | 124 | ||||||
China Huishan Dairy Holdings Co | 228,000 | – | ||||||
CK Asset Holdings Ltd | 46,000 | 289 | ||||||
CK Hutchison Holdings Ltd | 50,500 | 414 | ||||||
CK Infrastructure Holdings Ltd | 15,500 | 95 | ||||||
CLP Holdings | 30,500 | 301 | ||||||
ESR Cayman * | 34,200 | 117 | ||||||
Galaxy Entertainment Group Ltd | 43,000 | 379 | ||||||
Hanergy Thin Film Power Group Ltd * | 444,000 | – | ||||||
Hang Lung Properties Ltd | 46,000 | 125 | ||||||
Hang Seng Bank Ltd | 15,200 | 298 | ||||||
Henderson Land Development Co Ltd | 26,000 | 116 | ||||||
HK Electric Investments & HK Electric Investments Ltd | 33,500 | 34 | ||||||
HKT Trust & HKT Ltd | 86,000 | 125 | ||||||
Hong Kong & China Gas | 203,900 | 327 | ||||||
Hong Kong Exchanges & Clearing Ltd | 23,000 | 1,392 | ||||||
Link ‡ | 38,712 | 366 | ||||||
Melco Resorts & Entertainment ADR | 4,900 | 95 | ||||||
MTR Corp Ltd | 29,500 | 164 | ||||||
New World Development | 29,500 | 156 | ||||||
PCCW Ltd | 48,919 | 28 | ||||||
Power Assets Holdings | 26,500 | 163 | ||||||
Sands China Ltd | 46,400 | 220 | ||||||
Sino Land Co Ltd | 55,170 | 82 | ||||||
SJM Holdings Ltd | 25,000 | 32 | ||||||
Sun Hung Kai Properties Ltd | 24,500 | 370 | ||||||
Swire Pacific Ltd, Cl A | 6,500 | 52 | ||||||
Swire Properties Ltd | 27,000 | 81 | ||||||
Techtronic Industries Co Ltd | 26,000 | 474 | ||||||
WH Group Ltd | 183,000 | 160 | ||||||
Wharf Real Estate Investment Co Ltd | 31,000 | 178 | ||||||
Wynn Macau Ltd | 19,600 | 38 | ||||||
Xinyi Glass Holdings | 38,000 | 135 | ||||||
|
|
| ||||||
10,272 | ||||||||
|
|
| ||||||
Ireland — 0.7% | ||||||||
Accenture PLC, Cl A | 34,247 | 9,931 | ||||||
Alkermes PLC * | 9,300 | 205 | ||||||
CRH PLC | 15,028 | 710 | ||||||
Eaton Corp PLC | 21,628 | 3,091 | ||||||
Experian PLC | 16,825 | 650 | ||||||
Jazz Pharmaceuticals PLC * | 2,800 | 460 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 3 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Kerry Group PLC, Cl A | 2,888 | $ | 375 | |||||
Paddy Power Betfair PLC * | 3,108 | 635 | ||||||
Pentair PLC | 8,600 | 555 | ||||||
Perrigo PLC | 8,000 | 333 | ||||||
Smurfit Kappa Group PLC | 4,992 | 256 | ||||||
|
|
| ||||||
17,201 | ||||||||
|
|
| ||||||
Israel — 0.1% |
| |||||||
Azrieli Group | 626 | 44 | ||||||
Bank Hapoalim BM * | 21,628 | 173 | ||||||
Bank Leumi Le-Israel * | 27,853 | 196 | ||||||
Check Point Software Technologies * | 2,200 | 257 | ||||||
Elbit Systems Ltd | 611 | 84 | ||||||
ICL Group | 10,204 | 66 | ||||||
Israel Discount Bank, Cl A * | 26,807 | 121 | ||||||
Mizrahi Tefahot Bank Ltd * | 1,798 | 51 | ||||||
Nice Ltd * | 1,129 | 273 | ||||||
Teva Pharmaceutical Industries | 20,900 | 224 | ||||||
Wix.com Ltd * | 1,100 | 350 | ||||||
|
|
| ||||||
1,839 | ||||||||
|
|
| ||||||
Italy — 0.3% |
| |||||||
Amplifon | 2,536 | 107 | ||||||
Assicurazioni Generali SpA | 20,673 | 415 | ||||||
Atlantia SpA | 10,153 | 198 | ||||||
CNH Industrial NV | 19,496 | 290 | ||||||
Davide Campari-Milano | 9,720 | 115 | ||||||
DiaSorin | 576 | 98 | ||||||
Enel SpA | 154,036 | 1,533 | ||||||
Eni SpA | 46,501 | 556 | ||||||
EXOR NV | 2,071 | 170 | ||||||
Ferrari | 2,304 | 494 | ||||||
FinecoBank Banca Fineco | 11,458 | 198 | ||||||
Infrastrutture Wireless Italiane | 6,845 | 80 | ||||||
Intesa Sanpaolo SpA | 316,688 | 885 | ||||||
Mediobanca Banca di Credito Finanziario * | 11,301 | 128 | ||||||
Moncler SpA | 3,653 | 224 | ||||||
Nexi * | 8,515 | 164 | ||||||
Poste Italiane | 9,467 | 124 | ||||||
Prysmian SpA | 4,613 | 145 | ||||||
Recordati Industria Chimica e Farmaceutica | 1,874 | 104 | ||||||
Snam SpA | 40,114 | 226 | ||||||
Stellantis | 20,210 | 336 | ||||||
Telecom Italia | 191,866 | 105 | ||||||
Telecom Italia SpA/Milano | 76,471 | 45 | ||||||
Terna Rete Elettrica Nazionale | 26,837 | 198 | ||||||
UniCredit SpA | 42,173 | 435 | ||||||
|
|
| ||||||
7,373 | ||||||||
|
|
| ||||||
Japan — 2.9% |
| |||||||
ABC-Mart Inc | 500 | 27 | ||||||
Acom | 6,500 | 28 | ||||||
Advantest | 4,000 | 380 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Aeon Co Ltd | 12,300 | $ | 336 | |||||
Aeon Mall Co Ltd | 1,700 | 27 | ||||||
AGC Inc/Japan | 3,300 | 150 | ||||||
Air Water Inc | 2,300 | 38 | ||||||
Aisin | 2,900 | 112 | ||||||
Ajinomoto Co Inc | 8,900 | 178 | ||||||
Alfresa Holdings Corp | 4,300 | 77 | ||||||
Amada | 4,200 | 45 | ||||||
ANA Holdings Inc | 3,200 | 73 | ||||||
Asahi Group Holdings | 8,700 | 363 | ||||||
Asahi Intecc Co Ltd | 3,400 | 92 | ||||||
Asahi Kasei | 24,800 | 261 | ||||||
Astellas Pharma Inc | 34,100 | 512 | ||||||
Azbil | 2,500 | 101 | ||||||
Bandai Namco Holdings Inc | 3,800 | 279 | ||||||
Bank of Kyoto Ltd/The | 1,200 | 64 | ||||||
Bridgestone Corp | 10,300 | 412 | ||||||
Brother Industries Ltd | 5,100 | 108 | ||||||
Calbee | 1,100 | 26 | ||||||
Canon Inc | 18,700 | 445 | ||||||
Capcom | 3,600 | 117 | ||||||
Casio Computer Co Ltd | 4,500 | 80 | ||||||
Central Japan Railway Co | 2,700 | 395 | ||||||
Chiba Bank Ltd/The | 6,700 | 42 | ||||||
Chubu Electric Power Co Inc | 12,300 | 149 | ||||||
Chugai Pharmaceutical Co Ltd | 12,900 | 484 | ||||||
Chugoku Electric Power Co Inc/The | 6,700 | 75 | ||||||
Coca-Cola Bottlers Japan Holdings Inc | 1,900 | 30 | ||||||
Concordia Financial Group Ltd | 23,700 | 89 | ||||||
Cosmos Pharmaceutical | 300 | 43 | ||||||
CyberAgent | 7,600 | 156 | ||||||
Dai Nippon Printing | 5,500 | 109 | ||||||
Daifuku Co Ltd | 2,000 | 198 | ||||||
Dai-ichi Life Holdings Inc | 20,200 | 363 | ||||||
Daiichi Sankyo Co Ltd | 32,600 | 831 | ||||||
Daikin Industries Ltd | 4,800 | 963 | ||||||
Daito Trust Construction Co Ltd | 1,100 | 117 | ||||||
Daiwa House Industry | 10,900 | 323 | ||||||
Daiwa House Investment Corp, Cl A ‡ | 45 | 121 | ||||||
Daiwa Securities Group | 25,000 | 133 | ||||||
Denso Corp | 8,200 | 530 | ||||||
Dentsu Group | 4,100 | 126 | ||||||
Disco Corp | 600 | 194 | ||||||
East Japan Railway Co | 5,500 | 376 | ||||||
Eisai Co Ltd | 4,800 | 313 | ||||||
ENEOS Holdings | 60,400 | 260 | ||||||
FANUC | 3,700 | 852 | ||||||
Fast Retailing | 1,100 | 903 | ||||||
Fuji Electric Co Ltd | 2,900 | 132 | ||||||
FUJIFILM Holdings Corp | 6,800 | 441 | ||||||
Fujitsu Ltd | 3,600 | 573 | ||||||
Fukuoka Financial Group Inc | 2,200 | 37 |
4 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
GLP J-REIT ‡ | 83 | $ | 139 | |||||
GMO Payment Gateway | 900 | 115 | ||||||
Hakuhodo DY Holdings Inc | 4,800 | 81 | ||||||
Hamamatsu Photonics KK | 2,600 | 151 | ||||||
Hankyu Hanshin Holdings Inc | 4,300 | 135 | ||||||
Harmonic Drive Systems | 800 | 54 | ||||||
Hikari Tsushin Inc | 400 | 80 | ||||||
Hino Motors Ltd | 4,500 | 38 | ||||||
Hirose Electric | 700 | 112 | ||||||
Hisamitsu Pharmaceutical Co Inc | 1,100 | 64 | ||||||
Hitachi Construction Machinery Co Ltd | 2,500 | 77 | ||||||
Hitachi Ltd | 18,500 | 911 | ||||||
Hitachi Metals Ltd | 5,000 | 97 | ||||||
Honda Motor Co Ltd | 31,300 | 926 | ||||||
Hoshizaki | 800 | 71 | ||||||
Hoya | 7,200 | 819 | ||||||
Hulic Co Ltd | 3,800 | 43 | ||||||
Ibiden | 2,200 | 104 | ||||||
Idemitsu Kosan | 4,400 | 105 | ||||||
Iida Group Holdings Co Ltd | 1,900 | 46 | ||||||
Inpex | 18,700 | 128 | ||||||
Isuzu Motors Ltd | 9,900 | 100 | ||||||
Ito En | 1,200 | 66 | ||||||
ITOCHU Corp | 25,800 | 804 | ||||||
Itochu Techno-Solutions | 2,200 | 76 | ||||||
Japan Airlines | 1,800 | 38 | ||||||
Japan Airport Terminal Co Ltd | 800 | 36 | ||||||
Japan Exchange Group Inc | 10,100 | 237 | ||||||
Japan Metropolitan Fund Invest ‡ | 120 | 118 | ||||||
Japan Post Bank Co Ltd | 9,400 | 86 | ||||||
Japan Post Holdings Co Ltd | 31,100 | 261 | ||||||
Japan Post Insurance | 5,200 | 100 | ||||||
Japan Real Estate Investment ‡ | 25 | 155 | ||||||
Japan Tobacco Inc | 22,700 | 425 | ||||||
JFE Holdings Inc | 8,900 | 117 | ||||||
JSR | 3,400 | 105 | ||||||
Kajima Corp | 8,100 | 112 | ||||||
Kakaku.com | 3,100 | 84 | ||||||
Kansai Electric Power Co Inc/The | 12,200 | 121 | ||||||
Kansai Paint Co Ltd | 4,100 | 103 | ||||||
Kao | 9,200 | 590 | ||||||
KDDI Corp | 30,900 | 935 | ||||||
Keihan Holdings Co Ltd | 2,200 | 80 | ||||||
Keikyu Corp | 5,100 | 65 | ||||||
Keio Corp | 1,800 | 117 | ||||||
Keisei Electric Railway Co Ltd | 3,000 | 94 | ||||||
Keyence Corp | 3,500 | 1,682 | ||||||
Kikkoman Corp | 2,700 | 166 | ||||||
Kintetsu Group Holdings Co Ltd | 3,300 | 118 | ||||||
Kirin Holdings Co Ltd | 15,800 | 296 | ||||||
Kobayashi Pharmaceutical Co Ltd | 1,100 | 98 | ||||||
Kobe Bussan | 2,800 | 75 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Koei Tecmo Holdings | 1,170 | $ | 52 | |||||
Koito Manufacturing Co Ltd | 2,000 | 125 | ||||||
Komatsu Ltd | 16,600 | 487 | ||||||
Konami Holdings Corp | 1,700 | 101 | ||||||
Kose Corp | 600 | 90 | ||||||
Kubota | 19,600 | 461 | ||||||
Kuraray Co Ltd | 7,400 | 80 | ||||||
Kurita Water Industries Ltd | 2,100 | 97 | ||||||
Kyocera Corp | 6,200 | 377 | ||||||
Kyowa Hakko Kirin Co Ltd | 5,100 | 155 | ||||||
Kyushu Electric Power Co Inc | 8,700 | 79 | ||||||
Kyushu Railway Co | 3,400 | 76 | ||||||
Lasertec | 1,400 | 248 | ||||||
Lawson Inc | 600 | 27 | ||||||
Lion Corp | 5,100 | 96 | ||||||
Lixil | 5,000 | 135 | ||||||
M3 Inc | 8,500 | 589 | ||||||
Makita Corp | 4,300 | 193 | ||||||
Marubeni Corp | 31,200 | 259 | ||||||
Marui Group | 4,400 | 82 | ||||||
Mazda Motor | 13,100 | 101 | ||||||
McDonald’s Holdings Co Japan Ltd | 1,500 | 69 | ||||||
Medipal Holdings Corp | 4,200 | 77 | ||||||
MEIJI Holdings Co Ltd | 2,100 | 130 | ||||||
Mercari * | 2,000 | 99 | ||||||
MINEBEA MITSUMI Inc | 6,900 | 173 | ||||||
MISUMI Group | 5,300 | 149 | ||||||
Mitsubishi Chemical Holdings Corp | 22,500 | 167 | ||||||
Mitsubishi Corp | 25,600 | 707 | ||||||
Mitsubishi Electric Corp | 34,700 | 534 | ||||||
Mitsubishi Estate Co Ltd | 22,700 | 373 | ||||||
Mitsubishi Gas Chemical | 3,300 | 76 | ||||||
Mitsubishi HC Capital | 13,800 | 79 | ||||||
Mitsubishi Heavy Industries Ltd | 5,800 | 172 | ||||||
Mitsubishi UFJ Financial Group Inc | 234,300 | 1,239 | ||||||
Mitsui & Co Ltd | 30,700 | 647 | ||||||
Mitsui Chemicals Inc | 3,300 | 104 | ||||||
Mitsui Fudosan Co Ltd | 17,200 | 373 | ||||||
Miura | 2,000 | 105 | ||||||
Mizuho Financial Group Inc | 46,190 | 649 | ||||||
MonotaRO Co Ltd | 4,800 | 123 | ||||||
MS&AD Insurance Group Holdings Inc | 8,800 | 249 | ||||||
Murata Manufacturing Co Ltd | 11,000 | 876 | ||||||
Nabtesco Corp | 1,800 | 81 | ||||||
Nagoya Railroad Co Ltd | 4,200 | 96 | ||||||
NEC Corp | 4,900 | 285 | ||||||
Nexon Co Ltd | 9,700 | 322 | ||||||
NGK Insulators Ltd | 5,900 | 108 | ||||||
NGK Spark Plug Co Ltd | 2,000 | 33 | ||||||
NH Foods Ltd | 1,900 | 85 | ||||||
Nidec | 8,600 | 996 | ||||||
Nihon M&A Center | 5,800 | 152 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 5 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Nintendo Co Ltd | 2,100 | $ | 1,204 | |||||
Nippon Building Fund ‡ | 29 | 191 | ||||||
Nippon Express Co Ltd | 1,600 | 122 | ||||||
Nippon Paint Holdings Co Ltd | 13,000 | 186 | ||||||
Nippon Prologis Inc ‡ | 36 | 116 | ||||||
Nippon Sanso Holdings | 1,900 | 36 | ||||||
Nippon Shinyaku | 1,100 | 74 | ||||||
Nippon Steel Corp | 15,200 | 265 | ||||||
Nippon Telegraph & Telephone Corp | 24,700 | 623 | ||||||
Nippon Yusen | 3,100 | 122 | ||||||
Nissan Chemical | 2,400 | 123 | ||||||
Nissan Motor Co Ltd | 44,100 | 221 | ||||||
Nisshin Seifun Group Inc | 4,600 | 74 | ||||||
Nissin Foods Holdings Co Ltd | 1,400 | 99 | ||||||
Nitori Holdings Co Ltd | 1,600 | 287 | ||||||
Nitto Denko Corp | 3,100 | 257 | ||||||
Nomura Holdings Inc | 58,700 | 315 | ||||||
Nomura Real Estate Holdings Inc | 1,800 | 44 | ||||||
Nomura Real Estate Master Fund ‡ | 77 | 122 | ||||||
Nomura Research Institute Ltd | 6,300 | 194 | ||||||
NSK Ltd | 4,500 | 41 | ||||||
NTT Data | 12,100 | 188 | ||||||
Obayashi Corp | 11,700 | 107 | ||||||
Obic Co Ltd | 1,400 | 271 | ||||||
Odakyu Electric Railway Co Ltd | 5,500 | 149 | ||||||
Oji Holdings Corp | 15,400 | 97 | ||||||
Olympus Corp | 21,200 | 436 | ||||||
Omron Corp | 3,500 | 265 | ||||||
Ono Pharmaceutical Co Ltd | 7,300 | 184 | ||||||
Oracle Corp Japan | 900 | 84 | ||||||
Oriental Land Co Ltd/Japan | 3,800 | 538 | ||||||
ORIX | 24,800 | 399 | ||||||
Orix JREIT ‡ | 60 | 106 | ||||||
Osaka Gas Co Ltd | 7,000 | 135 | ||||||
Otsuka Corp | 2,400 | 121 | ||||||
Otsuka Holdings | 7,800 | 300 | ||||||
Pan Pacific International Holdings Corp | 7,800 | 168 | ||||||
Panasonic Corp | 41,900 | 494 | ||||||
PeptiDream * | 1,800 | 77 | ||||||
Persol Holdings Co Ltd | 2,300 | 42 | ||||||
Pigeon | 2,600 | 88 | ||||||
Pola Orbis Holdings Inc | 1,500 | 39 | ||||||
Rakuten Group | 16,200 | 206 | ||||||
Recruit Holdings Co Ltd | 26,000 | 1,175 | ||||||
Renesas Electronics Corp * | 13,700 | 160 | ||||||
Resona Holdings Inc | 39,400 | 162 | ||||||
Ricoh Co Ltd | 12,200 | 130 | ||||||
Rinnai Corp | 700 | 70 | ||||||
Rohm Co Ltd | 1,700 | 168 | ||||||
Ryohin Keikaku | 3,900 | 82 | ||||||
Santen Pharmaceutical Co Ltd | 8,100 | 104 | ||||||
SBI Holdings Inc/Japan | 4,500 | 127 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
SCSK | 700 | $ | 41 | |||||
Secom | 4,000 | 332 | ||||||
Sega Sammy Holdings | 2,600 | 37 | ||||||
Seibu Holdings Inc | 3,300 | 36 | ||||||
Seiko Epson Corp | 6,500 | 111 | ||||||
Sekisui Chemical Co Ltd | 6,200 | 108 | ||||||
Sekisui House | 12,100 | 245 | ||||||
Seven & i Holdings Co Ltd | 14,300 | 615 | ||||||
SG Holdings Co Ltd | 6,200 | 141 | ||||||
Sharp Corp/Japan | 4,100 | 69 | ||||||
Shimadzu Corp | 4,200 | 147 | ||||||
Shimamura Co Ltd | 400 | 40 | ||||||
Shimano Inc | 1,400 | 321 | ||||||
Shimizu Corp | 12,600 | 103 | ||||||
Shin-Etsu Chemical | 6,800 | 1,148 | ||||||
Shinsei Bank Ltd | 2,400 | 35 | ||||||
Shionogi & Co Ltd | 5,300 | 279 | ||||||
Shiseido Co Ltd | 7,600 | 551 | ||||||
Shizuoka Bank Ltd/The | 5,400 | 41 | ||||||
SMC Corp/Japan | 1,100 | 639 | ||||||
SoftBank | 55,000 | 709 | ||||||
SoftBank Group Corp | 29,900 | 2,704 | ||||||
Sohgo Security Services Co Ltd | 1,600 | 70 | ||||||
Sompo Holdings Inc | 6,700 | 249 | ||||||
Sony Group | 24,100 | 2,403 | ||||||
Square Enix Holdings | 1,500 | 83 | ||||||
Stanley Electric Co Ltd | 3,000 | 86 | ||||||
Subaru Corp | 12,200 | 226 | ||||||
SUMCO Corp | 4,700 | 122 | ||||||
Sumitomo Chemical Co Ltd | 28,600 | 146 | ||||||
Sumitomo Corp | 21,800 | 297 | ||||||
Sumitomo Dainippon Pharma | 2,300 | 40 | ||||||
Sumitomo Electric Industries | 14,300 | 213 | ||||||
Sumitomo Metal Mining Co Ltd | 4,500 | 191 | ||||||
Sumitomo Mitsui Financial Group Inc | 25,100 | 873 | ||||||
Sumitomo Mitsui Trust Holdings Inc | 6,400 | 218 | ||||||
Sumitomo Realty & Development | 5,800 | 193 | ||||||
Sundrug Co Ltd | 900 | 31 | ||||||
Suntory Beverage & Food Ltd | 2,500 | 84 | ||||||
Suzuken | 900 | 32 | ||||||
Suzuki Motor Corp | 7,100 | 269 | ||||||
Sysmex Corp | 3,100 | 310 | ||||||
T&D Holdings | 9,300 | 114 | ||||||
Taiheiyo Cement Corp | 2,800 | 70 | ||||||
Taisei | 3,500 | 129 | ||||||
Taisho Pharmaceutical Holdings | 400 | 24 | ||||||
Takeda Pharmaceutical Co Ltd | 30,200 | 1,004 | ||||||
TDK Corp | 2,400 | 326 | ||||||
Teijin Ltd | 2,300 | 38 | ||||||
Terumo Corp | 11,800 | 446 | ||||||
THK Co Ltd | 2,500 | 85 | ||||||
TIS | 5,100 | 127 |
6 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Tobu Railway Co Ltd | 3,400 | $ | 87 | |||||
Toho Co Ltd/Tokyo | 2,600 | 104 | ||||||
Toho Gas Co Ltd | 1,700 | 94 | ||||||
Tohoku Electric Power Co Inc | 9,800 | 86 | ||||||
Tokio Marine Holdings Inc | 12,100 | 579 | ||||||
Tokyo Century Corp | 500 | 31 | ||||||
Tokyo Electric Power Holdings * | 25,800 | 76 | ||||||
Tokyo Electron Ltd | 2,800 | 1,238 | ||||||
Tokyo Gas | 7,100 | 144 | ||||||
Tokyu Corp | 8,400 | 108 | ||||||
Tokyu Fudosan Holdings | 7,800 | 43 | ||||||
Toppan Printing Co Ltd | 6,000 | 102 | ||||||
Toray Industries Inc | 26,500 | 165 | ||||||
Toshiba | 7,600 | 314 | ||||||
Tosoh Corp | 4,600 | 82 | ||||||
TOTO Ltd | 2,700 | 140 | ||||||
Toyo Suisan Kaisha Ltd | 2,000 | 82 | ||||||
Toyoda Gosei Co Ltd | 1,100 | 27 | ||||||
Toyota Industries Corp | 2,900 | 232 | ||||||
Toyota Motor Corp | 40,500 | 3,011 | ||||||
Toyota Tsusho Corp | 4,100 | 173 | ||||||
Trend Micro Inc/Japan | 2,300 | 109 | ||||||
Tsuruha Holdings Inc | 800 | 92 | ||||||
Unicharm Corp | 7,700 | 299 | ||||||
United Urban Investment Corp ‡ | 68 | 102 | ||||||
USS Co Ltd | 5,000 | 91 | ||||||
Welcia Holdings | 2,200 | 69 | ||||||
West Japan Railway Co | 3,000 | 166 | ||||||
Yakult Honsha Co Ltd | 2,700 | 131 | ||||||
Yamada Holdings | 16,700 | 83 | ||||||
Yamaha | 2,400 | 131 | ||||||
Yamaha Motor Co Ltd | 4,600 | 115 | ||||||
Yamato Holdings Co Ltd | 5,700 | 161 | ||||||
Yamazaki Baking Co Ltd | 1,900 | 30 | ||||||
Yaskawa Electric Corp | 4,600 | 212 | ||||||
Yokogawa Electric Corp | 5,200 | 94 | ||||||
Z Holdings | 50,900 | 235 | ||||||
ZOZO Inc | 1,400 | 47 | ||||||
|
|
| ||||||
76,107 | ||||||||
|
|
| ||||||
Luxembourg — 0.0% | ||||||||
SES, Cl A | 7,858 | 60 | ||||||
Tenaris SA | 9,677 | 104 | ||||||
|
|
| ||||||
164 | ||||||||
|
|
| ||||||
Netherlands — 0.8% | ||||||||
ABN AMRO Group NV | 7,563 | 98 | ||||||
Adyen NV * | 348 | 855 | ||||||
Aegon NV | 33,892 | 158 | ||||||
Airbus SE | 11,232 | 1,351 | ||||||
Akzo Nobel NV | 3,830 | 461 | ||||||
ArcelorMittal | 13,373 | 390 | ||||||
ASM International | 905 | 276 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
ASML Holding NV | 8,083 | $ | 5,266 | |||||
Galapagos * | 964 | 75 | ||||||
Heineken | 4,741 | 550 | ||||||
Heineken Holding NV | 2,203 | 219 | ||||||
ING Groep NV | 74,677 | 956 | ||||||
JDE Peet’s * | 1,527 | 59 | ||||||
Just Eat Takeaway.com * | 2,343 | 243 | ||||||
Koninklijke Ahold Delhaize | 21,095 | 569 | ||||||
Koninklijke DSM NV | 3,156 | 567 | ||||||
Koninklijke KPN NV | 69,975 | 241 | ||||||
Koninklijke Philips NV | 17,459 | 985 | ||||||
Koninklijke Vopak NV | 1,613 | 74 | ||||||
NN Group NV | 5,821 | 291 | ||||||
Prosus | 9,341 | 1,015 | ||||||
Randstad NV | 2,271 | 164 | ||||||
Royal Dutch Shell, Cl A | 77,709 | 1,469 | ||||||
Royal Dutch Shell, Cl B | 70,788 | 1,273 | ||||||
Unibail-Rodamco-Westfield ‡ | 2,583 | 213 | ||||||
Unilever | 29,727 | 1,739 | ||||||
Wolters Kluwer NV | 4,966 | 450 | ||||||
|
|
| ||||||
20,007 | ||||||||
|
|
| ||||||
New Zealand — 0.0% | ||||||||
a2 Milk Co Ltd * | 16,639 | 91 | ||||||
Auckland International Airport Ltd | 21,699 | 118 | ||||||
Fisher & Paykel Healthcare Corp Ltd | 11,481 | 296 | ||||||
Mercury NZ | 10,297 | 51 | ||||||
Meridian Energy Ltd | 22,443 | 86 | ||||||
Ryman Healthcare Ltd | 9,192 | 94 | ||||||
Spark New Zealand Ltd | 33,914 | 107 | ||||||
|
|
| ||||||
843 | ||||||||
|
|
| ||||||
Norway — 0.1% | ||||||||
Adevinta, Cl B * | 5,490 | 101 | ||||||
DNB ASA | 17,731 | 382 | ||||||
Equinor | 18,251 | 372 | ||||||
Gjensidige Forsikring ASA | 4,579 | 105 | ||||||
Mowi ASA | 8,257 | 204 | ||||||
Norsk Hydro ASA | 23,022 | 147 | ||||||
Orkla ASA | 13,111 | 134 | ||||||
Schibsted, Cl A | 1,540 | 78 | ||||||
Schibsted ASA, Cl B | 2,251 | 99 | ||||||
Telenor ASA | 14,262 | 255 | ||||||
Yara International ASA | 3,311 | 173 | ||||||
|
|
| ||||||
2,050 | ||||||||
|
|
| ||||||
Panama — 0.0% | ||||||||
Copa Holdings SA, Cl A * | 1,800 | 156 | ||||||
|
|
| ||||||
Portugal — 0.0% | ||||||||
EDP - Energias de Portugal SA | 51,969 | 289 | ||||||
Galp Energia SGPS | 9,071 | 105 | ||||||
Jeronimo Martins SGPS SA | 5,764 | 105 | ||||||
|
|
| ||||||
499 | ||||||||
|
|
|
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 7 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Singapore — 0.1% | ||||||||
Ascendas Real Estate Investment Trust ‡ | 55,967 | $ | 131 | |||||
CapitaLand Integrated Commercial Trust ‡ | 82,528 | 133 | ||||||
CapitaLand Ltd | 58,399 | 163 | ||||||
City Developments Ltd | 5,800 | 34 | ||||||
DBS Group Holdings Ltd | 34,287 | 771 | ||||||
Genting Singapore Ltd | 140,000 | 91 | ||||||
Hongkong Land Holdings Ltd | 21,100 | 105 | ||||||
Jardine Matheson Holdings Ltd | 4,300 | 289 | ||||||
Keppel Corp Ltd | 26,100 | 106 | ||||||
Mapletree Commercial Trust ‡ | 49,800 | 82 | ||||||
Mapletree Logistics Trust ‡ | 62,159 | 93 | ||||||
Oversea-Chinese Banking Corp Ltd | 62,654 | 575 | ||||||
Singapore Airlines Ltd | 24,000 | 91 | ||||||
Singapore Exchange Ltd | 14,500 | 114 | ||||||
Singapore Technologies Engineering | 35,800 | 104 | ||||||
Singapore Telecommunications Ltd | 146,400 | 275 | ||||||
Suntec Real Estate Investment Trust ‡ | 30,100 | 35 | ||||||
United Overseas Bank Ltd | 22,100 | 442 | ||||||
UOL Group Ltd | 5,900 | 34 | ||||||
Venture Corp Ltd | 6,300 | 95 | ||||||
Wilmar International Ltd | 33,400 | 131 | ||||||
|
|
| ||||||
3,894 | ||||||||
|
|
| ||||||
South Korea — 0.0% | ||||||||
Medytox | 5 | 1 | ||||||
|
|
| ||||||
Spain — 0.3% | ||||||||
ACS Actividades de Construccion y Servicios | 5,049 | 165 | ||||||
Aena SME SA * | 1,295 | 226 | ||||||
Amadeus IT Group SA, Cl A | 8,257 | 564 | ||||||
Banco Bilbao Vizcaya Argentaria SA | 127,926 | 719 | ||||||
Banco Santander SA | 332,326 | 1,286 | ||||||
CaixaBank SA | 67,374 | 216 | ||||||
Cellnex Telecom | 8,743 | 495 | ||||||
Enagas SA | 5,641 | 123 | ||||||
Endesa SA | 5,987 | 157 | ||||||
Ferrovial SA | 9,337 | 266 | ||||||
Grifols | 6,160 | 167 | ||||||
Iberdrola | 116,406 | 1,574 | ||||||
Industria de Diseno Textil SA | 20,884 | 745 | ||||||
Naturgy Energy Group | 5,129 | 132 | ||||||
Red Electrica Corp SA | 8,085 | 149 | ||||||
Repsol SA | 28,246 | 338 | ||||||
Siemens Gamesa Renewable Energy SA | 4,572 | 166 | ||||||
Telefonica SA | 96,912 | 449 | ||||||
|
|
| ||||||
7,937 | ||||||||
|
|
| ||||||
Sweden — 0.4% | ||||||||
Alfa Laval | 6,026 | 204 | ||||||
Assa Abloy AB, Cl B | 18,282 | 522 | ||||||
Atlas Copco AB, Cl A | 12,850 | 780 | ||||||
Atlas Copco AB, Cl B | 7,712 | 401 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Boliden * | 5,112 | $ | 199 | |||||
Electrolux AB | 4,077 | 114 | ||||||
Epiroc, Cl A | 11,714 | 254 | ||||||
Epiroc AB, Cl B | 6,752 | 133 | ||||||
EQT AB | 4,571 | 155 | ||||||
Essity AB, Cl B | 11,967 | 391 | ||||||
Evolution Gaming Group | 3,099 | 613 | ||||||
Fastighets Balder, Cl B * | 2,063 | 119 | ||||||
H & M Hennes & Mauritz, Cl B | 15,882 | 392 | ||||||
Hexagon, Cl B | 5,134 | 490 | ||||||
Husqvarna, Cl B | 7,481 | 104 | ||||||
ICA Gruppen AB | 2,291 | 106 | ||||||
Industrivarden, Cl A | 2,176 | 84 | ||||||
Industrivarden AB, Cl C | 2,862 | 104 | ||||||
Investment Latour, Cl B | 3,417 | 105 | ||||||
Investor AB, Cl B | 8,694 | 739 | ||||||
Kinnevik | 4,289 | 237 | ||||||
L E Lundbergforetagen AB, Cl B | 1,749 | 100 | ||||||
Lundin Energy | 3,370 | 108 | ||||||
Nibe Industrier, Cl B | 6,464 | 237 | ||||||
Nordea Bank Abp * | 61,447 | 639 | ||||||
Sandvik AB | 20,666 | 511 | ||||||
Securitas AB, Cl B | 7,154 | 122 | ||||||
Skandinaviska Enskilda Banken AB, Cl A | 30,284 | 389 | ||||||
Skanska AB, Cl B | 7,018 | 191 | ||||||
SKF AB, Cl B | 7,896 | 204 | ||||||
Svenska Cellulosa, Cl B | 12,583 | 221 | ||||||
Svenska Handelsbanken AB, Cl A | 28,873 | 335 | ||||||
Swedbank AB, Cl A | 16,815 | 296 | ||||||
Swedish Match AB * | 3,112 | 256 | ||||||
Tele2 AB, Cl B | 8,605 | 111 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B | 55,880 | 766 | ||||||
Telia Co AB | 51,320 | 213 | ||||||
Volvo AB, Cl B | 27,224 | 666 | ||||||
|
|
| ||||||
11,611 | ||||||||
|
|
| ||||||
Switzerland — 1.1% | ||||||||
ABB Ltd | 35,326 | 1,148 | ||||||
Adecco Group AG | 2,921 | 198 | ||||||
Alcon Inc | 9,414 | 707 | ||||||
Baloise Holding AG | 888 | 150 | ||||||
Banque Cantonale Vaudoise | 697 | 71 | ||||||
Barry Callebaut | 52 | 115 | ||||||
Chocoladefabriken Lindt & Spruengli AG | 23 | 393 | ||||||
Cie Financiere Richemont SA, Cl A | 10,003 | 1,027 | ||||||
Clariant AG | 4,559 | 96 | ||||||
Coca-Cola HBC AG | 3,638 | 126 | ||||||
Credit Suisse Group AG | 44,943 | 470 | ||||||
EMS-Chemie Holding AG | 156 | 146 | ||||||
Geberit | 674 | 444 | ||||||
Givaudan | 177 | 742 | ||||||
Julius Baer Group Ltd | 4,395 | 277 | ||||||
Kuehne + Nagel International AG | 1,066 | 319 |
8 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
LafargeHolcim Ltd | 9,591 | $ | 592 | |||||
Logitech International | 3,061 | 344 | ||||||
Lonza Group AG | 1,427 | 909 | ||||||
Nestle SA | 54,732 | 6,534 | ||||||
Novartis AG | 42,152 | 3,603 | ||||||
Partners Group Holding AG | 339 | 483 | ||||||
Roche Holding | 612 | 213 | ||||||
Roche Holding AG | 13,342 | 4,353 | ||||||
Schindler Holding | 1,162 | 328 | ||||||
SGS SA | 113 | 335 | ||||||
Sika AG | 2,717 | 811 | ||||||
Sonova Holding AG | 1,008 | 299 | ||||||
Straumann Holding AG | 183 | 262 | ||||||
Swatch Group | 550 | 169 | ||||||
Swatch Group AG/The | 796 | 48 | ||||||
Swiss Life Holding AG | 544 | 265 | ||||||
Swiss Prime Site AG | 1,323 | 129 | ||||||
Swiss Re AG | 5,420 | 504 | ||||||
Swisscom AG | 496 | 269 | ||||||
Temenos AG | 1,284 | 189 | ||||||
UBS Group | 70,259 | 1,073 | ||||||
Vifor Pharma AG | 786 | 113 | ||||||
Zurich Insurance Group AG | 2,874 | 1,181 | ||||||
|
| |||||||
29,435 | ||||||||
|
| |||||||
United Kingdom — 1.5% | ||||||||
3i Group PLC | 18,019 | 320 | ||||||
Admiral Group PLC | 3,639 | 158 | ||||||
Anglo American PLC | 23,565 | 1,002 | ||||||
Antofagasta PLC | 6,957 | 180 | ||||||
Ashtead Group PLC | 8,859 | 571 | ||||||
Associated British Foods PLC | 7,329 | 234 | ||||||
AstraZeneca PLC | 24,895 | 2,659 | ||||||
Auto Trader Group PLC | 18,383 | 145 | ||||||
AVEVA Group PLC | 2,058 | 99 | ||||||
Aviva PLC | 77,638 | 430 | ||||||
BAE Systems PLC | 63,531 | 445 | ||||||
Barclays PLC | 331,489 | 805 | ||||||
Barratt Developments PLC | 19,037 | 204 | ||||||
Berkeley Group Holdings PLC | 2,409 | 154 | ||||||
BHP Group PLC | 40,477 | 1,224 | ||||||
BP PLC | 384,052 | 1,611 | ||||||
British American Tobacco PLC | 43,460 | 1,614 | ||||||
British Land PLC‡ | 15,954 | 115 | ||||||
BT Group PLC, Cl A | 166,339 | 380 | ||||||
Bunzl PLC | 5,943 | 192 | ||||||
Burberry Group PLC | 8,306 | 237 | ||||||
Compass Group PLC | 34,053 | 741 | ||||||
Croda International PLC | 2,686 | 252 | ||||||
DCC PLC | 1,714 | 149 | ||||||
Diageo PLC | 44,327 | 1,995 | ||||||
Direct Line Insurance Group PLC | 24,675 | 97 | ||||||
Entain PLC | 11,947 | 280 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Evraz PLC | 10,725 | $ | 95 | |||||
Ferguson PLC | 4,114 | 520 | ||||||
Fresnillo PLC | 3,752 | 43 | ||||||
GlaxoSmithKline PLC | 95,067 | 1,763 | ||||||
Glencore PLC | 191,516 | 783 | ||||||
Halma PLC | 7,058 | 253 | ||||||
Hargreaves Lansdown PLC | 5,775 | 138 | ||||||
Hikma Pharmaceuticals PLC | 2,892 | 98 | ||||||
HSBC Holdings PLC | 386,350 | 2,422 | ||||||
Imperial Brands PLC | 18,137 | 379 | ||||||
Informa PLC | 30,785 | 240 | ||||||
InterContinental Hotels Group PLC | 3,215 | 229 | ||||||
Intertek Group PLC | 3,000 | 255 | ||||||
J Sainsbury PLC | 29,618 | 97 | ||||||
JD Sports Fashion PLC | 10,024 | 127 | ||||||
Johnson Matthey PLC | 3,343 | 150 | ||||||
Kingfisher PLC | 43,292 | 214 | ||||||
Kingspan Group PLC | 2,731 | 244 | ||||||
Land Securities Group PLC ‡ | 12,813 | 128 | ||||||
Legal & General Group PLC | 112,433 | 424 | ||||||
Lloyds Banking Group PLC | 1,351,901 | 850 | ||||||
London Stock Exchange Group PLC | 6,058 | 621 | ||||||
M&G PLC | 44,894 | 135 | ||||||
Melrose Industries PLC | 99,658 | 225 | ||||||
Mondi PLC | 8,610 | 234 | ||||||
National Grid PLC | 67,503 | 851 | ||||||
Natwest Group PLC | 91,470 | 249 | ||||||
Next PLC | 2,551 | 276 | ||||||
NMC Health PLC * | 3,417 | – | ||||||
Ocado Group PLC * | 8,755 | 254 | ||||||
Pearson PLC | 12,995 | 149 | ||||||
Persimmon PLC | 5,636 | 244 | ||||||
Phoenix Group Holdings PLC | 11,193 | 110 | ||||||
Prudential PLC | 49,994 | 1,062 | ||||||
Reckitt Benckiser Group PLC | 13,630 | 1,217 | ||||||
RELX PLC | 37,018 | 963 | ||||||
Rentokil Initial PLC | 35,576 | 247 | ||||||
Rio Tinto PLC | 21,264 | 1,789 | ||||||
Rolls-Royce Holdings PLC | 159,417 | 231 | ||||||
RSA Insurance Group PLC | 19,474 | 184 | ||||||
Sage Group PLC/The | 22,718 | 201 | ||||||
Schroders PLC | 2,245 | 112 | ||||||
Segro PLC ‡ | 22,065 | 307 | ||||||
Severn Trent PLC | 4,169 | 143 | ||||||
Smith & Nephew PLC | 17,143 | 373 | ||||||
Smiths Group PLC | 7,582 | 171 | ||||||
Spirax-Sarco Engineering PLC | 1,303 | 213 | ||||||
SSE PLC | 20,482 | 416 | ||||||
St. James’s Place PLC | 10,248 | 193 | ||||||
Standard Chartered PLC | 50,154 | 361 | ||||||
Standard Life Aberdeen PLC | 45,954 | 177 | ||||||
Taylor Wimpey PLC | 69,788 | 174 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 9 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Tesco PLC | 147,414 | $ | 451 | |||||
Unilever PLC | 20,161 | 1,181 | ||||||
United Utilities Group PLC | 12,707 | 170 | ||||||
Vodafone Group PLC | 515,418 | 976 | ||||||
Whitbread PLC | 4,136 | 186 | ||||||
Wm Morrison Supermarkets PLC | 43,293 | 104 | ||||||
WPP PLC | 21,843 | 295 | ||||||
|
|
| ||||||
40,990 | ||||||||
|
|
| ||||||
United States — 79.8% | ||||||||
Communication Services — 8.6% |
| |||||||
Activision Blizzard Inc | 41,300 | 3,766 | ||||||
Alphabet Inc, Cl A * | 16,188 | 38,098 | ||||||
Alphabet Inc, Cl C * | 15,659 | 37,740 | ||||||
Altice USA, Cl A * | 11,800 | 428 | ||||||
AT&T Inc | 383,666 | 12,051 | ||||||
Cable One Inc | 237 | 424 | ||||||
Charter Communications Inc, Cl A * | 7,490 | 5,044 | ||||||
Comcast Corp, Cl A | 243,900 | 13,695 | ||||||
Discovery Inc, Cl C * | 16,200 | 523 | ||||||
Discovery Inc, Cl A * | 8,200 | 309 | ||||||
DISH Network Corp, Cl A * | 13,000 | 582 | ||||||
Electronic Arts Inc | 15,400 | 2,188 | ||||||
Facebook Inc, Cl A * | 129,306 | 42,035 | ||||||
Fox Corp | 25,805 | 957 | ||||||
IAC * | 4,049 | 1,026 | ||||||
Interpublic Group of Cos Inc/The | 20,245 | 643 | ||||||
John Wiley & Sons Inc, Cl A | 2,100 | 120 | ||||||
Liberty Broadband Corp, Cl A * | 1,500 | 236 | ||||||
Liberty Broadband Corp, Cl C * | 8,564 | 1,394 | ||||||
Liberty Media Corp-Liberty Formula One, Cl C * | 10,300 | 483 | ||||||
Liberty Media Corp-Liberty Formula One, Cl A * | 1,200 | 50 | ||||||
Liberty Media Corp-Liberty SiriusXM, Cl A * | 4,900 | 221 | ||||||
Liberty Media -Liberty SiriusXM, Cl C * | 9,100 | 412 | ||||||
Lions Gate Entertainment, Cl A * | 2,900 | 42 | ||||||
Lions Gate Entertainment Corp, Cl B * | 5,500 | 69 | ||||||
Live Nation Entertainment Inc * | 7,452 | 610 | ||||||
Lumen Technologies | 57,500 | 738 | ||||||
Madison Square Garden Entertainment * | 939 | 85 | ||||||
Madison Square Garden Sports * | 1,139 | 211 | ||||||
Match Group * | 12,197 | 1,898 | ||||||
Netflix Inc * | 22,900 | 11,758 | ||||||
New York Times, Cl A | 8,600 | 391 | ||||||
News Corp | 7,100 | 173 | ||||||
News Corp, Cl A | 20,500 | 537 | ||||||
Nexstar Media Group Inc, Cl A | 2,230 | 329 | ||||||
Omnicom Group Inc | 11,600 | 954 | ||||||
Pinterest, Cl A * | 21,500 | 1,427 | ||||||
Playtika Holding * | 3,700 | 103 | ||||||
Roku Inc, Cl A * | 5,830 | 1,999 | ||||||
Sirius XM Holdings | 58,801 | 359 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Spotify Technology * | 7,151 | $ | 1,803 | |||||
Take-Two Interactive Software Inc * | 6,100 | 1,070 | ||||||
Telephone & Data Systems Inc | 5,900 | 136 | ||||||
T-Mobile US Inc * | 29,735 | 3,929 | ||||||
TripAdvisor Inc * | 5,900 | 278 | ||||||
Twitter Inc * | 41,800 | 2,308 | ||||||
United States Cellular Corp * | 700 | 24 | ||||||
Verizon Communications Inc | 222,980 | 12,886 | ||||||
ViacomCBS, Cl B | 29,000 | 1,190 | ||||||
ViacomCBS | 500 | 23 | ||||||
Walt Disney Co/The | 97,300 | 18,100 | ||||||
World Wrestling Entertainment Inc, Cl A | 2,700 | 149 | ||||||
Zillow Group Inc, Cl A * | 3,100 | 413 | ||||||
Zillow Group Inc, Cl C * | 8,000 | 1,041 | ||||||
Zynga, Cl A * | 46,127 | 499 | ||||||
|
|
| ||||||
227,957 | ||||||||
|
|
| ||||||
Consumer Discretionary — 9.9% |
| |||||||
2U Inc * | 4,000 | 157 | ||||||
Advance Auto Parts Inc | 3,400 | 681 | ||||||
Amazon.com Inc * | 22,791 | 79,026 | ||||||
Aramark | 12,100 | 470 | ||||||
AutoNation Inc * | 3,000 | 307 | ||||||
AutoZone Inc * | 1,170 | 1,713 | ||||||
Best Buy Co Inc | 12,300 | 1,430 | ||||||
Booking Holdings Inc * | 2,198 | 5,420 | ||||||
BorgWarner Inc | 12,200 | 593 | ||||||
Bright Horizons Family Solutions Inc * | 3,124 | 452 | ||||||
Brunswick Corp/DE | 4,100 | 439 | ||||||
Burlington Stores Inc * | 3,473 | 1,133 | ||||||
Capri Holdings Ltd * | 7,400 | 408 | ||||||
CarMax Inc * | 8,600 | 1,146 | ||||||
Carnival Corp * | 32,289 | 903 | ||||||
Carter’s Inc | 2,500 | 272 | ||||||
Carvana Co, Cl A * | 3,000 | 856 | ||||||
Chegg * | 6,400 | 578 | ||||||
Chipotle Mexican Grill, Cl A * | 1,503 | 2,243 | ||||||
Choice Hotels International Inc | 2,000 | 228 | ||||||
Columbia Sportswear Co | 1,700 | 185 | ||||||
Darden Restaurants Inc | 6,900 | 1,012 | ||||||
Delphi Automotive PLC * | 14,400 | 2,072 | ||||||
Dick’s Sporting Goods Inc | 3,600 | 297 | ||||||
Dollar General Corp | 13,100 | 2,813 | ||||||
Dollar Tree Inc * | 12,600 | 1,448 | ||||||
Domino’s Pizza Inc | 2,183 | 922 | ||||||
DR Horton Inc | 17,606 | 1,731 | ||||||
eBay Inc | 35,300 | 1,969 | ||||||
Etsy Inc * | 6,300 | 1,252 | ||||||
Expedia Group Inc * | 7,200 | 1,269 | ||||||
Extended Stay America | 10,400 | 207 | ||||||
Five Below Inc * | 2,900 | 584 | ||||||
Floor & Decor Holdings Inc, Cl A * | 5,100 | 566 | ||||||
Foot Locker Inc | 6,100 | 360 |
10 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Ford Motor Co * | 208,900 | $ | 2,411 | |||||
frontdoor Inc * | 5,000 | 268 | ||||||
Gap Inc/The | 10,700 | 354 | ||||||
Garmin Ltd | 8,000 | 1,098 | ||||||
General Motors Co * | 67,500 | 3,862 | ||||||
Gentex Corp | 12,800 | 450 | ||||||
Genuine Parts Co | 7,500 | 937 | ||||||
Graham Holdings, Cl B | 231 | 147 | ||||||
Grand Canyon Education * | 2,739 | 297 | ||||||
Grubhub * | 5,400 | 367 | ||||||
H&R Block Inc | 11,400 | 254 | ||||||
Hanesbrands Inc | 18,100 | 381 | ||||||
Harley-Davidson Inc | 9,000 | 435 | ||||||
Hasbro Inc | 6,731 | 670 | ||||||
Hilton Worldwide Holdings Inc * | 14,800 | 1,905 | ||||||
Home Depot | 57,830 | 18,718 | ||||||
Hyatt Hotels Corp, Cl A | 2,100 | 173 | ||||||
Kohl’s Corp | 8,300 | 487 | ||||||
L Brands Inc | 12,000 | 791 | ||||||
Las Vegas Sands Corp * | 17,700 | 1,084 | ||||||
Lear Corp | 3,139 | 577 | ||||||
Leggett & Platt | 6,867 | 341 | ||||||
Lennar Corp, Cl A | 14,400 | 1,492 | ||||||
Lennar Corp, Cl B | 800 | 65 | ||||||
Leslie’s * | 3,600 | 102 | ||||||
LKQ Corp * | 15,900 | 743 | ||||||
Lowe’s | 39,400 | 7,732 | ||||||
Lululemon Athletica Inc * | 6,127 | 2,054 | ||||||
Marriott International Inc/MD, Cl A | 14,600 | 2,168 | ||||||
Mattel Inc * | 18,000 | 386 | ||||||
McDonald’s | 40,047 | 9,454 | ||||||
MGM Resorts International | 25,800 | 1,051 | ||||||
Mohawk Industries Inc * | 3,035 | 624 | ||||||
Newell Brands | 20,000 | 539 | ||||||
NIKE Inc, Cl B | 66,805 | 8,860 | ||||||
Nordstrom Inc * | 6,400 | 235 | ||||||
Norwegian Cruise Line Holdings Ltd * | 19,132 | 594 | ||||||
NVR Inc * | 174 | 873 | ||||||
Ollie’s Bargain Outlet Holdings Inc * | 3,100 | 286 | ||||||
O’Reilly Automotive Inc * | 3,833 | 2,119 | ||||||
Peloton Interactive, Cl A * | 13,700 | 1,347 | ||||||
Penske Automotive Group Inc | 1,900 | 167 | ||||||
Planet Fitness, Cl A * | 4,700 | 395 | ||||||
Polaris | 3,024 | 423 | ||||||
Pool Corp | 2,082 | 880 | ||||||
PulteGroup Inc | 14,100 | 834 | ||||||
PVH Corp * | 3,700 | 419 | ||||||
Qurate Retail Inc, Cl A | 22,400 | 267 | ||||||
Ralph Lauren Corp, Cl A | 2,400 | 320 | ||||||
Ross Stores | 18,843 | 2,467 | ||||||
Royal Caribbean Cruises Ltd | 10,100 | 878 | ||||||
Service Corp International/US | 8,800 | 470 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Six Flags Entertainment Corp * | 4,500 | $ | 211 | |||||
Skechers USA, Cl A * | 7,870 | 382 | ||||||
Starbucks | 62,800 | 7,190 | ||||||
Tapestry Inc * | 14,400 | 689 | ||||||
Target Corp | 26,900 | 5,575 | ||||||
Tempur Sealy International Inc | 10,940 | 417 | ||||||
Terminix Global Holdings * | 6,900 | 351 | ||||||
Tesla Inc * | 41,190 | 29,222 | ||||||
Thor Industries | 2,800 | 397 | ||||||
TJX Cos Inc/The | 64,900 | 4,608 | ||||||
Toll Brothers Inc | 6,000 | 376 | ||||||
Tractor Supply | 6,200 | 1,169 | ||||||
Travel + Leisure | 4,900 | 316 | ||||||
Ulta Beauty Inc * | 2,900 | 955 | ||||||
Under Armour Inc, Cl A * | 11,100 | 270 | ||||||
Under Armour Inc, Cl C * | 11,200 | 223 | ||||||
Vail Resorts Inc | 2,100 | 683 | ||||||
VF | 17,400 | 1,525 | ||||||
Vroom * | 5,300 | 245 | ||||||
Wayfair Inc, Cl A * | 3,858 | 1,140 | ||||||
Wendy’s Co/The | 10,600 | 239 | ||||||
Whirlpool Corp | 3,247 | 768 | ||||||
Williams-Sonoma Inc | 4,100 | 700 | ||||||
Wyndham Hotels & Resorts Inc | 5,400 | 395 | ||||||
Wynn Resorts Ltd | 5,600 | 719 | ||||||
Yum China Holdings Inc | 21,400 | 1,347 | ||||||
Yum! Brands Inc | 16,200 | 1,936 | ||||||
|
|
| ||||||
261,441 | ||||||||
|
|
| ||||||
Consumer Staples — 4.5% | ||||||||
Albertsons | 7,800 | 145 | ||||||
Altria Group Inc | 100,600 | 4,804 | ||||||
Archer-Daniels-Midland Co | 29,800 | 1,881 | ||||||
Beyond Meat * | 2,742 | 361 | ||||||
Boston Beer Co Inc/The, Cl A * | 463 | 563 | ||||||
Brown-Forman Corp, Cl A | 2,700 | 193 | ||||||
Brown-Forman Corp, Cl B | 9,600 | 732 | ||||||
Bunge | 7,600 | 642 | ||||||
Campbell Soup Co | 10,300 | 492 | ||||||
Casey’s General Stores | 1,968 | 437 | ||||||
Church & Dwight Co Inc | 13,300 | 1,140 | ||||||
Clorox Co/The | 6,700 | 1,223 | ||||||
Coca-Cola | 208,026 | 11,229 | ||||||
Coca-Cola European Partners | 3,900 | 222 | ||||||
Colgate-Palmolive Co | 45,600 | 3,680 | ||||||
Conagra Brands Inc | 25,900 | 961 | ||||||
Constellation Brands Inc, Cl A | 8,561 | 2,057 | ||||||
Costco Wholesale Corp | 23,717 | 8,825 | ||||||
Coty Inc, Cl A | 13,900 | 139 | ||||||
Energizer Holdings Inc | 3,663 | 181 | ||||||
Estee Lauder Cos Inc/The, Cl A | 12,000 | 3,766 | ||||||
Flowers Foods Inc | 11,500 | 275 | ||||||
General Mills Inc | 32,620 | 1,985 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 11 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Grocery Outlet Holding * | 4,100 | $ | 166 | |||||
Hain Celestial Group Inc/The * | 4,800 | 197 | ||||||
Herbalife Nutrition * | 5,300 | 242 | ||||||
Hershey Co/The | 7,855 | 1,290 | ||||||
Hormel Foods Corp | 14,900 | 688 | ||||||
Ingredion Inc | 3,500 | 327 | ||||||
J M Smucker | 5,900 | 773 | ||||||
Kellogg Co | 13,300 | 830 | ||||||
Keurig Dr Pepper Inc | 37,285 | 1,337 | ||||||
Kimberly-Clark | 18,300 | 2,440 | ||||||
Kraft Heinz Co/The | 34,600 | 1,429 | ||||||
Kroger | 41,400 | 1,513 | ||||||
Lamb Weston Holdings Inc | 7,700 | 620 | ||||||
McCormick & Co Inc/MD | 13,300 | 1,202 | ||||||
Molson Coors Beverage, Cl B | 9,385 | 516 | ||||||
Mondelez International Inc, Cl A | 75,000 | 4,561 | ||||||
Monster Beverage Corp * | 19,800 | 1,922 | ||||||
Nu Skin Enterprises Inc, Cl A | 3,000 | 158 | ||||||
PepsiCo Inc | 74,714 | 10,771 | ||||||
Philip Morris International | 83,700 | 7,951 | ||||||
Pilgrim’s Pride Corp * | 2,600 | 62 | ||||||
Post Holdings Inc * | 3,300 | 375 | ||||||
Procter & Gamble Co/The | 131,124 | 17,494 | ||||||
Reynolds Consumer Products | 2,900 | 85 | ||||||
Seaboard Corp | 12 | 43 | ||||||
Spectrum Brands Holdings Inc | 2,500 | 220 | ||||||
Sprouts Farmers Market Inc * | 6,900 | 177 | ||||||
Sysco Corp | 26,100 | 2,211 | ||||||
TreeHouse Foods Inc * | 3,300 | 157 | ||||||
Tyson Foods, Cl A | 15,300 | 1,185 | ||||||
US Foods Holding Corp * | 11,610 | 481 | ||||||
Walgreens Boots Alliance Inc | 39,300 | 2,087 | ||||||
Walmart Inc | 74,931 | 10,484 | ||||||
|
|
| ||||||
119,927 | ||||||||
|
|
| ||||||
Energy — 2.0% | ||||||||
Antero Midstream | 16,900 | 146 | ||||||
APA | 19,874 | 397 | ||||||
Baker Hughes a GE Co, Cl A | 35,900 | 721 | ||||||
Cabot Oil & Gas Corp | 20,565 | 343 | ||||||
Cheniere Energy * | 12,700 | 985 | ||||||
Chevron Corp | 103,634 | 10,682 | ||||||
Cimarex Energy Co | 5,200 | 344 | ||||||
ConocoPhillips | 72,938 | 3,730 | ||||||
Continental Resources Inc/OK | 3,600 | 98 | ||||||
Devon Energy Corp | 30,941 | 723 | ||||||
Diamondback Energy Inc | 9,000 | 736 | ||||||
EOG Resources | 31,300 | 2,305 | ||||||
EQT Corp * | 15,000 | 287 | ||||||
Equitrans Midstream Corp | 24,000 | 196 | ||||||
Exxon Mobil Corp | 227,772 | 13,038 | ||||||
Halliburton Co | 46,600 | 911 | ||||||
Helmerich & Payne Inc | 6,200 | 159 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Hess Corp | 15,000 | $ | 1,118 | |||||
HollyFrontier | 8,800 | 308 | ||||||
Kinder Morgan Inc/DE | 104,766 | 1,786 | ||||||
Marathon Oil Corp | 41,522 | 467 | ||||||
Marathon Petroleum Corp | 34,700 | 1,931 | ||||||
Murphy Oil Corp | 8,600 | 146 | ||||||
NOV | 20,300 | 303 | ||||||
Occidental Petroleum Corp | 44,600 | 1,131 | ||||||
ONEOK Inc | 23,800 | 1,246 | ||||||
Phillips 66 | 23,400 | 1,893 | ||||||
Pioneer Natural Resources Co | 10,816 | 1,664 | ||||||
Schlumberger Ltd | 74,700 | 2,021 | ||||||
Targa Resources Corp | 11,600 | 402 | ||||||
Valero Energy Corp | 21,800 | 1,612 | ||||||
Williams | 65,100 | 1,586 | ||||||
|
|
| ||||||
53,415 | ||||||||
|
|
| ||||||
Financials — 9.3% | ||||||||
Affiliated Managers Group | 2,300 | 371 | ||||||
Aflac Inc | 37,300 | 2,004 | ||||||
AGNC Investment Corp ‡ | 30,992 | 556 | ||||||
Alleghany Corp * | 700 | 475 | ||||||
Allstate Corp/The | 16,283 | 2,065 | ||||||
Ally Financial Inc | 19,766 | 1,017 | ||||||
American Express Co | 35,400 | 5,429 | ||||||
American Financial Group Inc/OH | 3,643 | 447 | ||||||
American International Group Inc | 46,900 | 2,272 | ||||||
American National Group | 400 | 45 | ||||||
Ameriprise Financial Inc | 6,300 | 1,628 | ||||||
Annaly Capital Management Inc ‡ | 74,849 | 680 | ||||||
Aon, Cl A | 9,563 | 2,405 | ||||||
Apollo Global Management, Cl A | 9,000 | 498 | ||||||
Arch Capital Group Ltd * | 20,800 | 826 | ||||||
Ares Management, Cl A | 5,800 | 305 | ||||||
Arthur J Gallagher & Co | 10,200 | 1,478 | ||||||
Associated Banc-Corp | 8,900 | 195 | ||||||
Assurant Inc | 3,035 | 472 | ||||||
Assured Guaranty Ltd | 4,900 | 249 | ||||||
Athene Holding Ltd, Cl A * | 5,940 | 354 | ||||||
Axis Capital Holdings Ltd | 4,900 | 273 | ||||||
Bank of America Corp | 416,300 | 16,873 | ||||||
Bank of Hawaii Corp | 2,300 | 209 | ||||||
Bank of New York Mellon Corp/The | 43,400 | 2,165 | ||||||
Bank OZK | 7,200 | 295 | ||||||
Berkshire Hathaway Inc, Cl B * | 101,309 | 27,855 | ||||||
BlackRock Inc, Cl A | 7,873 | 6,450 | ||||||
BOK Financial Corp | 1,800 | 158 | ||||||
Brighthouse Financial Inc * | 4,583 | 214 | ||||||
Brown & Brown Inc | 13,300 | 707 | ||||||
Capital One Financial Corp | 24,300 | 3,623 | ||||||
Carlyle Group | 6,900 | 294 | ||||||
Cboe Global Markets Inc | 5,700 | 595 | ||||||
Charles Schwab Corp/The | 74,580 | 5,250 |
12 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Chubb | 24,300 | $ | 4,170 | |||||
Cincinnati Financial Corp | 8,200 | 924 | ||||||
Citigroup | 112,000 | 7,979 | ||||||
Citizens Financial Group Inc | 22,600 | 1,046 | ||||||
CME Group Inc, Cl A | 19,200 | 3,878 | ||||||
CNA Financial Corp | 1,400 | 66 | ||||||
Comerica | 7,200 | 541 | ||||||
Commerce Bancshares Inc/MO | 5,546 | 432 | ||||||
Credit Acceptance Corp * | 572 | 226 | ||||||
Cullen/Frost Bankers Inc | 2,900 | 348 | ||||||
Discover Financial Services | 16,400 | 1,870 | ||||||
East West Bancorp | 7,471 | 569 | ||||||
Equitable Holdings | 21,059 | 721 | ||||||
Erie Indemnity Co, Cl A | 1,300 | 278 | ||||||
Evercore Inc, Cl A | 2,300 | 322 | ||||||
Everest Re Group Ltd | 2,200 | 609 | ||||||
FactSet Research Systems Inc | 1,972 | 663 | ||||||
Fidelity National Financial Inc | 14,400 | 657 | ||||||
Fifth Third Bancorp | 38,000 | 1,540 | ||||||
First American Financial | 6,400 | 413 | ||||||
First Citizens BancShares, Cl A | 349 | 303 | ||||||
First Hawaiian Inc | 7,600 | 209 | ||||||
First Horizon National Corp | 28,900 | 529 | ||||||
First Republic Bank/CA | 9,241 | 1,693 | ||||||
FNB Corp/PA | 19,000 | 245 | ||||||
Franklin Resources Inc | 14,239 | 427 | ||||||
Globe Life | 5,400 | 553 | ||||||
Goldman Sachs Group Inc/The | 17,914 | 6,242 | ||||||
Hanover Insurance Group Inc/The | 1,900 | 263 | ||||||
Hartford Financial Services Group Inc/The | 19,200 | 1,266 | ||||||
Huntington Bancshares Inc/OH | 55,200 | 846 | ||||||
Interactive Brokers Group, Cl A | 4,200 | 300 | ||||||
Intercontinental Exchange Inc | 29,935 | 3,524 | ||||||
Invesco Ltd | 19,900 | 537 | ||||||
Jefferies Financial Group | 11,000 | 358 | ||||||
JPMorgan Chase & Co | 163,070 | 25,082 | ||||||
Kemper Corp | 3,600 | 281 | ||||||
KeyCorp | 51,700 | 1,125 | ||||||
KKR | 29,000 | 1,641 | ||||||
Lazard Ltd, Cl A (A) | 5,900 | 265 | ||||||
Lemonade * | 1,700 | 154 | ||||||
LendingTree Inc * | 453 | 94 | ||||||
Lincoln National | 10,073 | 646 | ||||||
Loews | 12,243 | 683 | ||||||
LPL Financial Holdings Inc | 4,100 | 642 | ||||||
M&T Bank Corp | 7,000 | 1,104 | ||||||
Markel * | 720 | 847 | ||||||
MarketAxess Holdings Inc | 1,959 | 957 | ||||||
Marsh & McLennan Cos Inc | 27,324 | 3,708 | ||||||
Mercury General | 1,300 | 81 | ||||||
MetLife | 41,200 | 2,622 | ||||||
MGIC Investment Corp | 19,900 | 303 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Moody’s Corp | 8,800 | $ | 2,875 | |||||
Morgan Stanley | 75,143 | 6,203 | ||||||
Morningstar Inc | 1,237 | 328 | ||||||
MSCI Inc, Cl A | 4,400 | 2,137 | ||||||
Nasdaq Inc | 6,034 | 975 | ||||||
New Residential Investment Corp ‡ | 24,400 | 262 | ||||||
New York Community Bancorp Inc | 26,500 | 317 | ||||||
Northern Trust Corp | 10,300 | 1,172 | ||||||
Old Republic International Corp | 14,800 | 364 | ||||||
OneMain Holdings, Cl A | 3,800 | 216 | ||||||
PacWest Bancorp | 6,900 | 300 | ||||||
People’s United Financial Inc | 22,200 | 402 | ||||||
Pinnacle Financial Partners Inc | 3,853 | 338 | ||||||
PNC Financial Services Group Inc/The | 22,900 | 4,281 | ||||||
Popular Inc | 4,300 | 318 | ||||||
Primerica Inc | 2,300 | 367 | ||||||
Principal Financial Group Inc | 14,500 | 926 | ||||||
Progressive Corp/The | 31,600 | 3,183 | ||||||
Prosperity Bancshares Inc | 4,700 | 345 | ||||||
Prudential Financial Inc | 21,400 | 2,148 | ||||||
Raymond James Financial Inc | 6,500 | 850 | ||||||
Regions Financial Corp | 51,100 | 1,114 | ||||||
Reinsurance Group of America Inc, Cl A | 3,600 | 470 | ||||||
RenaissanceRe Holdings Ltd | 2,862 | 483 | ||||||
Rocket, Cl A | 5,600 | 126 | ||||||
S&P Global Inc | 13,055 | 5,097 | ||||||
Santander Consumer USA Holdings Inc | 3,700 | 126 | ||||||
Signature Bank/New York NY | 3,000 | 755 | ||||||
SLM Corp | 17,600 | 346 | ||||||
Starwood Property Trust Inc ‡ | 14,300 | 369 | ||||||
State Street Corp | 18,900 | 1,587 | ||||||
Sterling Bancorp/DE | 11,400 | 286 | ||||||
SVB Financial Group * | 2,774 | 1,586 | ||||||
Synchrony Financial | 31,100 | 1,360 | ||||||
Synovus Financial Corp | 7,700 | 361 | ||||||
T Rowe Price Group | 12,200 | 2,186 | ||||||
TCF Financial | 7,900 | 360 | ||||||
TFS Financial Corp | 2,400 | 47 | ||||||
Tradeweb Markets, Cl A | 4,800 | 390 | ||||||
Travelers Cos Inc/The | 13,800 | 2,134 | ||||||
Truist Financial | 72,800 | 4,318 | ||||||
Umpqua Holdings | 13,000 | 242 | ||||||
Unum Group | 12,000 | 339 | ||||||
Upstart Holdings * | 700 | 76 | ||||||
US Bancorp | 73,500 | 4,362 | ||||||
Virtu Financial Inc, Cl A | 3,700 | 110 | ||||||
Voya Financial Inc | 6,600 | 448 | ||||||
Webster Financial Corp | 5,274 | 279 | ||||||
Wells Fargo & Co | 204,100 | 9,195 | ||||||
Western Alliance Bancorp | 5,100 | 536 | ||||||
White Mountains Insurance Group Ltd | 122 | 142 | ||||||
Willis Towers Watson PLC | 9,769 | 2,529 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 13 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Wintrust Financial Corp | 3,400 | $ | 262 | |||||
WR Berkley Corp | 7,261 | 579 | ||||||
Zions Bancorp NA | 8,501 | 474 | ||||||
|
|
| ||||||
244,895 | ||||||||
|
|
| ||||||
Health Care — 10.4% | ||||||||
10X Genomics, Cl A * | 3,200 | 633 | ||||||
Abbott Laboratories | 93,000 | 11,167 | ||||||
AbbVie Inc | 94,800 | 10,570 | ||||||
ABIOMED Inc * | 2,327 | 746 | ||||||
Acadia Healthcare Co Inc * | 5,200 | 317 | ||||||
ACADIA Pharmaceuticals Inc * | 6,400 | 132 | ||||||
Acceleron Pharma Inc * | 2,900 | 362 | ||||||
Adaptive Biotechnologies * | 4,200 | 175 | ||||||
Agilent Technologies Inc | 16,600 | 2,218 | ||||||
Agios Pharmaceuticals * | 3,600 | 201 | ||||||
Alexion Pharmaceuticals Inc * | 11,400 | 1,923 | ||||||
Align Technology Inc * | 4,170 | 2,483 | ||||||
Alnylam Pharmaceuticals Inc * | 6,100 | 858 | ||||||
Amedisys Inc *‡ | 1,800 | 486 | ||||||
AmerisourceBergen Corp, Cl A | 7,700 | 930 | ||||||
Amgen Inc | 31,291 | 7,499 | ||||||
Anthem Inc | 13,439 | 5,099 | ||||||
Avantor * | 25,397 | 814 | ||||||
Baxter International Inc | 27,410 | 2,349 | ||||||
Becton Dickinson and Co | 15,467 | 3,848 | ||||||
Berkeley Lights * | 1,100 | 54 | ||||||
Biogen Inc * | 8,276 | 2,212 | ||||||
BioMarin Pharmaceutical Inc * | 9,600 | 748 | ||||||
Bio-Rad Laboratories Inc, Cl A * | 1,157 | 729 | ||||||
Bio-Techne Corp | 2,075 | 887 | ||||||
Bluebird Bio Inc * | 3,800 | 114 | ||||||
Boston Scientific Corp * | 77,100 | 3,362 | ||||||
Bristol-Myers Squibb | 121,800 | 7,603 | ||||||
Bruker Corp | 5,400 | 370 | ||||||
Cardinal Health | 15,500 | 935 | ||||||
Catalent Inc * | 9,000 | 1,012 | ||||||
Centene Corp * | 30,900 | 1,908 | ||||||
Cerner Corp | 16,300 | 1,223 | ||||||
Change Healthcare * | 14,300 | 328 | ||||||
Charles River Laboratories International Inc * | 2,548 | 847 | ||||||
Chemed Corp | 815 | 388 | ||||||
Cigna Corp | 18,438 | 4,591 | ||||||
Cooper Cos Inc/The | 2,554 | 1,049 | ||||||
CVS Health | 70,800 | 5,409 | ||||||
Danaher Corp | 33,664 | 8,549 | ||||||
DaVita Inc * | 3,943 | 459 | ||||||
DENTSPLY SIRONA Inc | 11,600 | 783 | ||||||
Dexcom * | 4,963 | 1,916 | ||||||
Edwards Lifesciences Corp * | 33,300 | 3,181 | ||||||
Elanco Animal Health Inc * | 22,726 | 721 | ||||||
Eli Lilly | 45,300 | 8,280 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Encompass Health Corp | 5,700 | $ | 484 | |||||
Envista Holdings * | 8,300 | 359 | ||||||
Exact Sciences * | 7,982 | 1,052 | ||||||
Exelixis Inc * | 17,900 | 441 | ||||||
Gilead Sciences Inc | 68,000 | 4,316 | ||||||
Global Blood Therapeutics Inc * | 3,400 | 139 | ||||||
Globus Medical Inc, Cl A * | 4,400 | 316 | ||||||
Guardant Health * | 4,343 | 690 | ||||||
Haemonetics Corp * | 2,900 | 195 | ||||||
HCA Healthcare Inc | 14,342 | 2,884 | ||||||
Henry Schein Inc * | 7,500 | 544 | ||||||
Hill-Rom Holdings Inc | 3,500 | 386 | ||||||
Hologic Inc * | 13,700 | 898 | ||||||
Horizon Therapeutics * | 10,372 | 981 | ||||||
Humana | 6,872 | 3,060 | ||||||
ICU Medical Inc * | 1,142 | 238 | ||||||
IDEXX Laboratories * | 4,500 | 2,470 | ||||||
Illumina Inc * | 7,878 | 3,095 | ||||||
Incyte * | 9,700 | 828 | ||||||
Insulet Corp * | 3,438 | 1,015 | ||||||
Integra LifeSciences Holdings Corp * | 4,200 | 311 | ||||||
Intuitive Surgical Inc * | 6,247 | 5,404 | ||||||
Ionis Pharmaceuticals Inc * | 7,644 | 327 | ||||||
Iovance Biotherapeutics Inc * | 8,000 | 252 | ||||||
IQVIA Holdings Inc * | 10,200 | 2,394 | ||||||
Johnson & Johnson | 141,923 | 23,095 | ||||||
Laboratory Corp of America Holdings * | 5,200 | 1,383 | ||||||
Maravai LifeSciences Holdings, Cl A * | 3,300 | 128 | ||||||
Masimo * | 2,542 | 591 | ||||||
McKesson Corp | 8,700 | 1,632 | ||||||
Medtronic PLC | 72,200 | 9,452 | ||||||
Merck & Co Inc | 135,900 | 10,125 | ||||||
Mettler-Toledo International Inc * | 1,267 | 1,664 | ||||||
Moderna Inc * | 15,400 | 2,754 | ||||||
Molina Healthcare Inc * | 3,139 | 801 | ||||||
Nektar Therapeutics, Cl A * | 10,200 | 200 | ||||||
Neurocrine Biosciences Inc * | 4,800 | 454 | ||||||
Novocure Ltd * | 5,600 | 1,143 | ||||||
Oak Street Health * | 4,700 | 290 | ||||||
Penumbra Inc * | 1,732 | 530 | ||||||
PerkinElmer Inc | 5,900 | 765 | ||||||
Pfizer Inc | 299,167 | 11,563 | ||||||
PPD * | 7,200 | 333 | ||||||
PRA Health Sciences * | 3,300 | 551 | ||||||
Premier Inc, Cl A | 6,200 | 219 | ||||||
QIAGEN * | 11,800 | 568 | ||||||
Quest Diagnostics Inc | 7,100 | 936 | ||||||
Quidel Corp * | 2,170 | 227 | ||||||
Reata Pharmaceuticals Inc, Cl A * | 1,372 | 139 | ||||||
Regeneron Pharmaceuticals Inc * | 5,205 | 2,505 | ||||||
Repligen Corp * | 2,800 | 593 | ||||||
ResMed | 7,738 | 1,455 |
14 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Royalty Pharma, Cl A | 17,000 | $ | 748 | |||||
Sage Therapeutics * | 3,000 | 236 | ||||||
Sarepta Therapeutics * | 4,121 | 292 | ||||||
Seagen * | 6,950 | 999 | ||||||
Sotera Health * | 2,500 | 64 | ||||||
STERIS PLC | 4,600 | 971 | ||||||
Stryker Corp | 18,600 | 4,885 | ||||||
Syneos Health Inc, Cl A * | 3,700 | 314 | ||||||
Tandem Diabetes Care Inc * | 3,400 | 312 | ||||||
Teladoc Health Inc * | 5,931 | 1,022 | ||||||
Teleflex Inc | 2,441 | 1,031 | ||||||
Thermo Fisher Scientific | 21,279 | 10,006 | ||||||
United Therapeutics Corp * | 2,200 | 443 | ||||||
UnitedHealth Group Inc | 50,761 | 20,244 | ||||||
Universal Health Services Inc, Cl B | 3,900 | 579 | ||||||
Veeva Systems Inc, Cl A * | 7,259 | 2,050 | ||||||
Vertex Pharmaceuticals Inc * | 14,000 | 3,055 | ||||||
Viatris, Cl W * | 64,466 | 857 | ||||||
Waters Corp * | 3,264 | 979 | ||||||
West Pharmaceutical Services Inc | 3,934 | 1,292 | ||||||
Zimmer Biomet Holdings Inc | 11,100 | 1,966 | ||||||
Zoetis Inc, Cl A | 25,764 | 4,458 | ||||||
|
|
| ||||||
274,446 | ||||||||
|
|
| ||||||
Industrials — 7.3% | ||||||||
3M | 30,400 | 5,993 | ||||||
A O Smith | 7,000 | 474 | ||||||
Acuity Brands Inc | 1,900 | 352 | ||||||
ADT Inc | 5,400 | 50 | ||||||
AECOM * | 7,900 | 525 | ||||||
AGCO | 3,261 | 476 | ||||||
Air Lease Corp, Cl A | 6,279 | 293 | ||||||
Alaska Air Group Inc | 6,300 | 436 | ||||||
Allegion PLC | 4,800 | 645 | ||||||
Allison Transmission Holdings Inc | 6,600 | 274 | ||||||
AMERCO | 462 | 276 | ||||||
American Airlines Group Inc * | 32,794 | 712 | ||||||
AMETEK Inc | 12,400 | 1,673 | ||||||
Armstrong World Industries Inc | 2,800 | 290 | ||||||
Array Technologies * | 4,600 | 129 | ||||||
Axon Enterprise Inc * | 3,300 | 500 | ||||||
AZEK, Cl A * | 4,700 | 227 | ||||||
Boeing * | 28,700 | 6,725 | ||||||
Booz Allen Hamilton Holding, Cl A | 7,100 | 589 | ||||||
BWX Technologies Inc, Cl W | 5,600 | 375 | ||||||
CACI International Inc, Cl A * | 1,400 | 357 | ||||||
Carlisle Cos Inc | 2,700 | 517 | ||||||
Carrier Global | 47,321 | 2,062 | ||||||
Caterpillar Inc | 29,141 | 6,647 | ||||||
CH Robinson Worldwide Inc | 7,000 | 680 | ||||||
Cintas Corp | 4,742 | 1,637 | ||||||
Clean Harbors Inc * | 3,000 | 267 | ||||||
Colfax * | 5,800 | 262 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Copart * | 11,300 | $ | 1,407 | |||||
CoreLogic Inc/United States | 4,100 | 327 | ||||||
CoStar Group Inc * | 2,082 | 1,779 | ||||||
Crane Co | 2,900 | 273 | ||||||
CSX Corp | 41,300 | 4,161 | ||||||
Cummins Inc | 7,900 | 1,991 | ||||||
Curtiss-Wright Corp | 2,400 | 307 | ||||||
Deere | 15,255 | 5,657 | ||||||
Delta Air Lines Inc * | 34,100 | 1,600 | ||||||
Donaldson Co Inc | 6,700 | 421 | ||||||
Dover Corp | 7,646 | 1,141 | ||||||
Dun & Bradstreet Holdings * | 5,000 | 119 | ||||||
Emerson Electric | 32,100 | 2,905 | ||||||
Equifax Inc | 6,500 | 1,490 | ||||||
Expeditors International of Washington Inc | 9,000 | 989 | ||||||
Fastenal Co | 30,800 | 1,610 | ||||||
FedEx Corp | 13,060 | 3,791 | ||||||
Flowserve Corp | 7,700 | 305 | ||||||
Fortive Corp | 15,900 | 1,126 | ||||||
Fortune Brands Home & Security Inc | 7,300 | 766 | ||||||
FTI Consulting Inc * | 2,100 | 292 | ||||||
Gates Industrial Corp PLC * | 2,200 | 38 | ||||||
Generac Holdings * | 3,200 | 1,037 | ||||||
General Dynamics Corp | 13,548 | 2,577 | ||||||
General Electric Co | 467,139 | 6,129 | ||||||
Graco Inc | 8,700 | 668 | ||||||
GrafTech International Ltd | 8,300 | 106 | ||||||
HEICO Corp | 2,600 | 366 | ||||||
HEICO Corp, Cl A | 4,100 | 518 | ||||||
Hexcel Corp * | 4,900 | 276 | ||||||
Honeywell International Inc | 37,800 | 8,431 | ||||||
Howmet Aerospace * | 20,700 | 662 | ||||||
Hubbell Inc, Cl B | 2,800 | 538 | ||||||
Huntington Ingalls Industries Inc | 2,100 | 446 | ||||||
IAA * | 6,979 | 438 | ||||||
IDEX | 4,049 | 908 | ||||||
IHS Markit Ltd | 21,200 | 2,281 | ||||||
Illinois Tool Works Inc | 16,994 | 3,916 | ||||||
Ingersoll Rand * | 18,400 | 909 | ||||||
ITT Inc | 4,547 | 429 | ||||||
Jacobs Engineering Group | 6,700 | 895 | ||||||
JB Hunt Transport Services Inc | 4,428 | 756 | ||||||
JetBlue Airways Corp * | 15,900 | 324 | ||||||
Johnson Controls International plc | 39,100 | 2,437 | ||||||
Kansas City Southern | 5,000 | 1,461 | ||||||
Kirby Corp * | 3,500 | 223 | ||||||
Knight-Swift Transportation Holdings Inc, Cl A | 7,400 | 349 | ||||||
L3Harris Technologies | 11,269 | 2,358 | ||||||
Landstar System Inc | 2,200 | 379 | ||||||
Leidos Holdings Inc | 7,400 | 749 | ||||||
Lennox International Inc | 1,953 | 655 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 15 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Lincoln Electric Holdings Inc | 3,033 | $ | 388 | |||||
Lockheed Martin Corp | 13,404 | 5,101 | ||||||
Lyft, Cl A * | 13,100 | 729 | ||||||
Macquarie Infrastructure Corp | 4,300 | 143 | ||||||
ManpowerGroup Inc | 3,433 | 415 | ||||||
Masco Corp | 14,000 | 894 | ||||||
Mercury Systems Inc * | 3,200 | 241 | ||||||
Middleby Corp/The * | 2,900 | 526 | ||||||
MSA Safety Inc | 2,100 | 338 | ||||||
MSC Industrial Direct Co Inc, Cl A | 2,600 | 234 | ||||||
Nielsen Holdings PLC | 18,800 | 482 | ||||||
Nordson Corp | 3,100 | 655 | ||||||
Norfolk Southern | 13,465 | 3,760 | ||||||
Northrop Grumman Corp | 8,438 | 2,991 | ||||||
nVent Electric PLC | 9,100 | 277 | ||||||
Old Dominion Freight Line Inc | 5,200 | 1,341 | ||||||
Oshkosh Corp | 3,600 | 448 | ||||||
Otis Worldwide | 22,000 | 1,713 | ||||||
Owens Corning | 5,600 | 542 | ||||||
PACCAR Inc | 18,200 | 1,636 | ||||||
Parker-Hannifin Corp | 6,936 | 2,177 | ||||||
Quanta Services Inc | 7,200 | 696 | ||||||
Raytheon Technologies | 76,600 | 6,376 | ||||||
Regal Beloit Corp | 2,100 | 303 | ||||||
Republic Services Inc, Cl A | 11,228 | 1,193 | ||||||
Robert Half International Inc | 5,900 | 517 | ||||||
Rockwell Automation Inc | 6,242 | 1,649 | ||||||
Rollins Inc | 11,550 | 431 | ||||||
Roper Technologies | 5,657 | 2,525 | ||||||
Ryder System Inc | 3,100 | 247 | ||||||
Schneider National Inc, Cl B | 3,500 | 85 | ||||||
Science Applications International | 3,400 | 304 | ||||||
Sensata Technologies Holding PLC * | 8,000 | 462 | ||||||
Shoals Technologies Group, Cl A * | 4,400 | 141 | ||||||
Snap-on | 3,000 | 713 | ||||||
Southwest Airlines Co * | 31,700 | 1,990 | ||||||
Spirit AeroSystems Holdings Inc, Cl A | 6,200 | 283 | ||||||
Stanley Black & Decker Inc | 8,300 | 1,716 | ||||||
Stericycle Inc * | 5,358 | 409 | ||||||
Teledyne Technologies * | 1,951 | 874 | ||||||
Textron Inc | 12,000 | 771 | ||||||
Timken Co/The | 3,700 | 310 | ||||||
Toro | 5,600 | 642 | ||||||
Trane Technologies | 13,039 | 2,267 | ||||||
TransDigm Group * | 2,779 | 1,706 | ||||||
TransUnion | 10,200 | 1,067 | ||||||
Trex Co Inc * | 6,100 | 659 | ||||||
Trinity Industries | 5,300 | 146 | ||||||
Uber Technologies * | 74,600 | 4,086 | ||||||
Union Pacific Corp | 36,049 | 8,006 | ||||||
United Continental Holdings Inc * | 15,811 | 860 | ||||||
United Parcel Service Inc, Cl B | 38,535 | 7,856 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
United Rentals Inc * | 3,839 | $ | 1,228 | |||||
Univar Solutions * | 9,800 | 229 | ||||||
Valmont Industries Inc | 1,247 | 308 | ||||||
Verisk Analytics, Cl A | 8,554 | 1,610 | ||||||
Vertiv Holdings, Cl A | 12,900 | 293 | ||||||
Virgin Galactic Holdings * | 2,938 | 65 | ||||||
Waste Management Inc | 22,800 | 3,146 | ||||||
Watsco Inc | 1,639 | 480 | ||||||
Westinghouse Air Brake Technologies | 9,600 | 788 | ||||||
Woodward | 2,900 | 362 | ||||||
WW Grainger Inc | 2,324 | 1,007 | ||||||
XPO Logistics Inc * | 4,800 | 668 | ||||||
Xylem Inc/NY | 9,500 | 1,051 | ||||||
|
|
| ||||||
192,715 | ||||||||
|
|
| ||||||
Information Technology — 21.0% |
| |||||||
Adobe Inc * | 25,907 | 13,170 | ||||||
Advanced Micro Devices Inc * | 51,500 | 4,203 | ||||||
Akamai Technologies Inc * | 8,600 | 935 | ||||||
Allegro MicroSystems * | 2,100 | 52 | ||||||
Alliance Data Systems Corp | 2,800 | 330 | ||||||
Alteryx Inc, Cl A * | 3,083 | 252 | ||||||
Amdocs Ltd | 6,800 | 522 | ||||||
Amphenol Corp, Cl A | 31,872 | 2,146 | ||||||
Analog Devices Inc | 13,627 | 2,087 | ||||||
Anaplan Inc * | 7,100 | 423 | ||||||
ANSYS Inc * | 4,624 | 1,691 | ||||||
Apple | 852,764 | 112,104 | ||||||
Applied Materials Inc | 49,600 | 6,582 | ||||||
Arista Networks Inc * | 3,138 | 989 | ||||||
Arrow Electronics Inc * | 3,900 | 445 | ||||||
Aspen Technology Inc * | 3,500 | 458 | ||||||
Atlassian Corp PLC, Cl A * | 7,000 | 1,663 | ||||||
Autodesk Inc * | 11,900 | 3,474 | ||||||
Automatic Data Processing Inc | 23,300 | 4,357 | ||||||
Avalara * | 4,335 | 614 | ||||||
Avnet Inc | 5,800 | 255 | ||||||
BigCommerce Holdings * | 2,200 | 132 | ||||||
Bill.com Holdings * | 3,900 | 603 | ||||||
Black Knight Inc * | 8,500 | 616 | ||||||
Broadcom Inc | 21,256 | 9,697 | ||||||
Broadridge Financial Solutions Inc | 6,100 | 968 | ||||||
Cadence Design Systems Inc * | 15,035 | 1,981 | ||||||
CDK Global Inc | 6,400 | 343 | ||||||
CDW Corp/DE | 7,540 | 1,345 | ||||||
Ceridian HCM Holding Inc * | 6,200 | 586 | ||||||
Ciena Corp * | 8,100 | 409 | ||||||
Cirrus Logic Inc * | 3,400 | 253 | ||||||
Cisco Systems Inc | 228,447 | 11,630 | ||||||
Citrix Systems | 6,497 | 805 | ||||||
Cloudflare, Cl A * | 5,800 | 491 | ||||||
Cognex Corp | 9,300 | 801 | ||||||
Cognizant Technology Solutions Corp, Cl A | 28,800 | 2,315 |
16 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Coherent Inc * | 1,400 | $ | 364 | |||||
CommScope Holding Co Inc * | 11,400 | 188 | ||||||
Concentrix * | 2,400 | 373 | ||||||
Corning | 40,300 | 1,782 | ||||||
Coupa Software Inc * | 3,563 | 959 | ||||||
Cree * | 5,800 | 577 | ||||||
Crowdstrike Holdings, Cl A * | 8,200 | 1,710 | ||||||
CyberArk Software * | 600 | 84 | ||||||
Datadog, Cl A * | 8,100 | 695 | ||||||
Dell Technologies Inc, Cl C * | 14,200 | 1,396 | ||||||
DocuSign, Cl A * | 9,556 | 2,130 | ||||||
Dolby Laboratories Inc, Cl A | 3,700 | 375 | ||||||
Dropbox, Cl A * | 12,785 | 329 | ||||||
Duck Creek Technologies * | 3,700 | 154 | ||||||
DXC Technology Co | 13,300 | 438 | ||||||
Dynatrace * | 10,221 | 532 | ||||||
EchoStar Corp, Cl A * | 2,800 | 68 | ||||||
Elastic * | 3,200 | 386 | ||||||
Enphase Energy Inc * | 5,800 | 808 | ||||||
Entegris Inc | 7,200 | 811 | ||||||
EPAM Systems Inc * | 2,800 | 1,282 | ||||||
Euronet Worldwide Inc * | 2,600 | 373 | ||||||
Everbridge Inc * | 2,049 | 272 | ||||||
F5 Networks Inc * | 3,240 | 605 | ||||||
Fair Isaac Corp * | 1,500 | 782 | ||||||
Fastly, Cl A * | 4,300 | 275 | ||||||
Fidelity National Information Services Inc | 33,400 | 5,107 | ||||||
FireEye Inc * | 12,900 | 256 | ||||||
First Solar * | 4,900 | 375 | ||||||
Fiserv Inc * | 30,800 | 3,700 | ||||||
Five9 * | 3,200 | 601 | ||||||
FleetCor Technologies Inc * | 4,400 | 1,266 | ||||||
FLIR Systems Inc | 6,800 | 408 | ||||||
Fortinet Inc * | 7,046 | 1,439 | ||||||
Gartner Inc * | 4,634 | 908 | ||||||
Genpact Ltd | 9,879 | 470 | ||||||
Global Payments | 16,069 | 3,449 | ||||||
Globant * | 2,163 | 496 | ||||||
GoDaddy Inc, Cl A * | 8,900 | 773 | ||||||
Guidewire Software Inc * | 4,400 | 464 | ||||||
Hewlett Packard Enterprise Co | 69,100 | 1,107 | ||||||
HP Inc | 69,100 | 2,357 | ||||||
HubSpot Inc * | 2,200 | 1,158 | ||||||
Intel Corp | 220,725 | 12,698 | ||||||
International Business Machines Corp | 47,727 | 6,771 | ||||||
Intuit Inc | 13,640 | 5,622 | ||||||
IPG Photonics Corp * | 2,054 | 446 | ||||||
Jabil Inc | 7,699 | 404 | ||||||
Jack Henry & Associates | 4,059 | 661 | ||||||
Jamf Holding * | 2,000 | 73 | ||||||
Juniper Networks Inc | 17,351 | 440 | ||||||
Keysight Technologies * | 10,000 | 1,443 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
KLA | 8,349 | $ | 2,633 | |||||
Lam Research Corp | 7,659 | 4,752 | ||||||
Littelfuse Inc | 1,371 | 364 | ||||||
Lumentum Holdings * | 4,000 | 340 | ||||||
Manhattan Associates Inc * | 3,300 | 453 | ||||||
Marvell Technology | 41,408 | 1,872 | ||||||
Mastercard Inc, Cl A | 47,530 | 18,159 | ||||||
Maxim Integrated Products Inc | 24,893 | 2,340 | ||||||
Medallia * | 4,800 | 142 | ||||||
Microchip Technology Inc | 13,500 | 2,029 | ||||||
Micron Technology Inc * | 60,205 | 5,182 | ||||||
Microsoft Corp | 403,192 | 101,677 | ||||||
MKS Instruments Inc | 2,800 | 501 | ||||||
MongoDB, Cl A * | 2,713 | 807 | ||||||
Monolithic Power Systems Inc | 2,312 | 835 | ||||||
Motorola Solutions Inc | 9,152 | 1,723 | ||||||
National Instruments Corp | 7,559 | 313 | ||||||
nCino * | 2,300 | 150 | ||||||
NCR Corp * | 7,500 | 343 | ||||||
NetApp Inc | 11,700 | 874 | ||||||
New Relic Inc * | 3,000 | 193 | ||||||
NortonLifeLock | 29,000 | 627 | ||||||
Nuance Communications Inc * | 14,809 | 787 | ||||||
Nutanix Inc, Cl A * | 10,500 | 284 | ||||||
NVIDIA Corp | 31,800 | 19,092 | ||||||
Okta, Cl A * | 6,137 | 1,655 | ||||||
ON Semiconductor Corp * | 21,500 | 838 | ||||||
Oracle Corp | 99,067 | 7,508 | ||||||
PagerDuty * | 4,000 | 170 | ||||||
Palo Alto Networks Inc * | 5,100 | 1,802 | ||||||
Paychex Inc | 17,236 | 1,680 | ||||||
Paycom Software Inc * | 2,659 | 1,022 | ||||||
Paylocity Holding Corp * | 2,045 | 395 | ||||||
PayPal Holdings * | 63,251 | 16,590 | ||||||
Pegasystems Inc | 2,300 | 292 | ||||||
Proofpoint Inc * | 3,300 | 568 | ||||||
PTC Inc * | 5,500 | 720 | ||||||
Pure Storage Inc, Cl A * | 14,200 | 287 | ||||||
Qorvo Inc * | 6,044 | 1,137 | ||||||
QUALCOMM Inc | 60,504 | 8,398 | ||||||
RingCentral, Cl A * | 4,249 | 1,355 | ||||||
Sabre Corp * | 16,200 | 243 | ||||||
salesforce.com Inc * | 45,900 | 10,572 | ||||||
ServiceNow Inc * | 10,470 | 5,302 | ||||||
Skyworks Solutions Inc | 8,943 | 1,622 | ||||||
Slack Technologies, Cl A * | 43,200 | 1,832 | ||||||
Smartsheet, Cl A * | 6,504 | 386 | ||||||
SolarEdge Technologies * | 2,555 | 673 | ||||||
SolarWinds Corp * | 2,300 | 39 | ||||||
Splunk * | 8,541 | 1,080 | ||||||
Square Inc, Cl A * | 20,000 | 4,896 | ||||||
SS&C Technologies Holdings | 11,900 | 883 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 17 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Continued)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
StoneCo, Cl A * | 10,500 | $ | 679 | |||||
Switch, Cl A | 4,300 | 80 | ||||||
SYNNEX Corp | 2,400 | 291 | ||||||
Synopsys Inc * | 8,200 | 2,026 | ||||||
Teradata Corp * | 6,500 | 322 | ||||||
Teradyne Inc | 8,800 | 1,101 | ||||||
Texas Instruments Inc | 49,400 | 8,917 | ||||||
Trade Desk Inc/The, Cl A * | 2,200 | 1,604 | ||||||
Trimble Inc * | 13,256 | 1,087 | ||||||
Twilio, Cl A * | 7,635 | 2,808 | ||||||
Tyler Technologies Inc * | 2,079 | 883 | ||||||
Ubiquiti | 457 | 130 | ||||||
Unity Software * | 1,600 | 163 | ||||||
Universal Display Corp | 2,215 | 495 | ||||||
VeriSign Inc * | 5,357 | 1,172 | ||||||
Viasat * | 3,400 | 176 | ||||||
Visa Inc, Cl A | 90,920 | 21,235 | ||||||
VMware, Cl A * | 4,358 | 701 | ||||||
Vontier | 7,000 | 219 | ||||||
Western Digital Corp * | 16,200 | 1,144 | ||||||
Western Union Co/The | 21,400 | 551 | ||||||
WEX Inc * | 2,517 | 516 | ||||||
Workday Inc, Cl A * | 9,549 | 2,359 | ||||||
Xerox Holdings | 8,700 | 210 | ||||||
Xilinx | 21,122 | 2,703 | ||||||
Zebra Technologies Corp, Cl A * | 2,800 | 1,366 | ||||||
Zendesk Inc * | 6,200 | 906 | ||||||
Zoom Video Communications, Cl A * | 9,400 | 3,004 | ||||||
Zscaler Inc * | 3,900 | 732 | ||||||
|
|
| ||||||
556,364 | ||||||||
|
|
| ||||||
Materials — 2.3% | ||||||||
Air Products & Chemicals Inc | 11,900 | 3,433 | ||||||
Albemarle Corp | 6,200 | 1,043 | ||||||
Amcor | 83,900 | 986 | ||||||
AptarGroup Inc | 3,300 | 498 | ||||||
Ardagh Group SA, Cl A | 900 | 24 | ||||||
Ashland Global Holdings Inc | 3,300 | 285 | ||||||
Avery Dennison | 4,400 | 942 | ||||||
Axalta Coating Systems Ltd * | 11,000 | 351 | ||||||
Ball | 17,122 | 1,603 | ||||||
Berry Global Group Inc * | 6,973 | 444 | ||||||
Cabot Corp | 3,300 | 181 | ||||||
Celanese Corp, Cl A | 6,200 | 971 | ||||||
CF Industries Holdings Inc | 11,109 | 540 | ||||||
Chemours Co/The | 9,600 | 290 | ||||||
Corteva | 40,300 | 1,965 | ||||||
Crown Holdings Inc | 6,800 | 747 | ||||||
Dow Inc | 40,000 | 2,500 | ||||||
DuPont de Nemours | 29,273 | 2,257 | ||||||
Eagle Materials Inc | 2,400 | 332 | ||||||
Eastman Chemical Co | 7,200 | 831 | ||||||
Ecolab Inc | 13,400 | 3,003 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Element Solutions Inc | 12,800 | $ | 280 | |||||
FMC Corp | 7,242 | 856 | ||||||
Freeport-McMoRan | 78,100 | 2,945 | ||||||
Graphic Packaging Holding Co | 13,900 | 258 | ||||||
Huntsman Corp | 11,800 | 338 | ||||||
International Flavors & Fragrances Inc | 13,186 | 1,875 | ||||||
International Paper Co | 21,000 | 1,218 | ||||||
Linde | 28,229 | 8,069 | ||||||
LyondellBasell Industries NV, Cl A | 13,700 | 1,421 | ||||||
Martin Marietta Materials | 3,354 | 1,184 | ||||||
Mosaic Co/The | 18,000 | 633 | ||||||
NewMarket Corp | 348 | 121 | ||||||
Newmont | 43,300 | 2,702 | ||||||
Nucor Corp | 16,000 | 1,316 | ||||||
Olin Corp | 8,400 | 362 | ||||||
Packaging Corp of America | 5,100 | 753 | ||||||
PPG Industries Inc | 12,826 | 2,196 | ||||||
Reliance Steel & Aluminum Co | 3,300 | 529 | ||||||
Royal Gold Inc | 3,700 | 414 | ||||||
RPM International Inc | 6,742 | 639 | ||||||
Scotts Miracle-Gro Co/The, Cl A | 2,100 | 485 | ||||||
Sealed Air Corp | 8,100 | 400 | ||||||
Sherwin-Williams Co/The | 13,200 | 3,615 | ||||||
Silgan Holdings | 4,673 | 197 | ||||||
Sonoco Products Co | 5,900 | 386 | ||||||
Southern Copper Corp | 4,300 | 299 | ||||||
Steel Dynamics | 10,419 | 565 | ||||||
Valvoline Inc | 10,900 | 342 | ||||||
Vulcan Materials | 7,100 | 1,266 | ||||||
W R Grace | 3,300 | 227 | ||||||
Westlake Chemical | 1,960 | 184 | ||||||
Westrock | 13,478 | 751 | ||||||
|
|
| ||||||
60,052 | ||||||||
|
|
| ||||||
Real Estate — 2.5% | ||||||||
Alexandria Real Estate Equities Inc ‡ | 7,200 | 1,304 | ||||||
American Campus Communities Inc ‡ | 8,100 | 366 | ||||||
American Homes 4 Rent, Cl A ‡ | 15,296 | 567 | ||||||
American Tower, Cl A ‡ | 23,715 | 6,042 | ||||||
Americold Realty Trust ‡ | 11,800 | 477 | ||||||
Apartment Income ‡ | 7,675 | 346 | ||||||
Apartment Investment and Management, Cl A ‡ | 8,875 | 62 | ||||||
Apple Hospitality Inc ‡ | 12,300 | 195 | ||||||
AvalonBay Communities Inc ‡ | 7,600 | 1,459 | ||||||
Boston Properties Inc ‡ | 8,027 | 878 | ||||||
Brandywine Realty Trust ‡ | 9,900 | 134 | ||||||
Brixmor Property Group Inc ‡ | 17,400 | 389 | ||||||
Brookfield Property Inc, Cl A ‡ | 2,800 | 50 | ||||||
Camden Property Trust ‡ | 5,300 | 638 | ||||||
CBRE Group Inc, Cl A * | 17,800 | 1,517 | ||||||
CoreSite Realty Corp ‡ | 2,400 | 292 | ||||||
Corporate Office Properties Trust ‡ | 6,600 | 185 |
18 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Cousins Properties ‡ | 8,674 | $ | 318 | |||||
Crown Castle International Corp ‡ | 22,448 | 4,244 | ||||||
CubeSmart ‡ | 10,100 | 428 | ||||||
CyrusOne Inc ‡ | 6,800 | 495 | ||||||
Digital Realty Trust Inc ‡ | 15,246 | 2,353 | ||||||
Douglas Emmett Inc ‡ | 9,800 | 329 | ||||||
Duke Realty Corp ‡ | 19,600 | 912 | ||||||
Empire State Realty Trust Inc, Cl A ‡ | 7,100 | 81 | ||||||
EPR Properties ‡ | 4,574 | 218 | ||||||
Equinix Inc ‡ | 4,745 | 3,420 | ||||||
Equity Commonwealth ‡ | 6,888 | 198 | ||||||
Equity LifeStyle Properties Inc ‡ | 8,800 | 611 | ||||||
Equity Residential ‡ | 19,600 | 1,455 | ||||||
Essex Property Trust Inc ‡ | 3,475 | 1,010 | ||||||
Extra Space Storage Inc ‡ | 6,700 | 996 | ||||||
Federal Realty Investment Trust ‡ | 4,000 | 451 | ||||||
First Industrial Realty Trust Inc ‡ | 7,400 | 368 | ||||||
Gaming and Leisure Properties Inc ‡ | 12,242 | 569 | ||||||
Healthcare Trust of America Inc, Cl A ‡ | 12,800 | 376 | ||||||
Healthpeak Properties ‡ | 28,624 | 983 | ||||||
Highwoods Properties Inc ‡ | 6,100 | 273 | ||||||
Host Hotels & Resorts Inc ‡ | 36,547 | 664 | ||||||
Howard Hughes Corp/The * | 2,300 | 248 | ||||||
Hudson Pacific Properties Inc ‡ | 8,800 | 247 | ||||||
Invitation Homes Inc ‡ | 29,800 | 1,045 | ||||||
Iron Mountain ‡ | 15,203 | 610 | ||||||
JBG SMITH Properties ‡ | 7,200 | 235 | ||||||
Jones Lang LaSalle Inc | 2,700 | 507 | ||||||
Kilroy Realty Corp ‡ | 6,000 | 411 | ||||||
Kimco Realty ‡ | 21,700 | 456 | ||||||
Lamar Advertising Co, Cl A ‡ | 4,500 | 446 | ||||||
Life Storage Inc ‡ | 4,095 | 393 | ||||||
Medical Properties Trust Inc ‡ | 30,587 | 674 | ||||||
Mid-America Apartment Communities ‡ | 6,000 | 944 | ||||||
National Retail Properties ‡ | 9,100 | 422 | ||||||
Omega Healthcare Investors Inc ‡ | 11,900 | 452 | ||||||
Outfront Media Inc ‡ | 8,500 | 207 | ||||||
Paramount Group Inc ‡ | 9,200 | 98 | ||||||
Park Hotels & Resorts ‡ | 12,200 | 272 | ||||||
Prologis Inc ‡ | 39,800 | 4,638 | ||||||
Public Storage ‡ | 8,100 | 2,277 | ||||||
Rayonier Inc ‡ | 8,000 | 290 | ||||||
Realty Income Corp ‡ | 19,900 | 1,376 | ||||||
Regency Centers Corp ‡ | 8,900 | 567 | ||||||
Rexford Industrial Realty ‡ | 6,800 | 378 | ||||||
SBA Communications Corp, Cl A ‡ | 5,900 | 1,768 | ||||||
Simon Property Group Inc ‡ | 17,300 | 2,106 | ||||||
SL Green Realty ‡ | 4,095 | 303 | ||||||
Spirit Realty Capital Inc ‡ | 6,100 | 290 | ||||||
STORE Capital Corp ‡ | 13,200 | 472 | ||||||
Sun Communities Inc ‡ | 5,400 | 901 | ||||||
UDR Inc ‡ | 14,800 | 687 |
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) | ||||||||
Ventas Inc ‡ | 19,800 | $ | 1,098 | |||||
VEREIT ‡ | 11,516 | 551 | ||||||
VICI Properties Inc ‡ | 28,600 | 907 | ||||||
Vornado Realty Trust ‡ | 9,175 | 420 | ||||||
Weingarten Realty Investors ‡ | 7,100 | 230 | ||||||
Welltower ‡ | 22,600 | 1,696 | ||||||
Weyerhaeuser Co ‡ | 40,000 | 1,551 | ||||||
WP Carey Inc ‡ | 9,700 | 726 | ||||||
|
|
| ||||||
66,552 | ||||||||
|
|
| ||||||
Utilities — 2.0% | ||||||||
AES Corp/VA | 35,097 | 976 | ||||||
Alliant Energy Corp | 13,200 | 742 | ||||||
Ameren Corp | 13,100 | 1,111 | ||||||
American Electric Power Co Inc | 26,627 | 2,362 | ||||||
American Water Works | 9,800 | 1,529 | ||||||
Atmos Energy Corp | 6,600 | 684 | ||||||
Avangrid Inc | 3,300 | 168 | ||||||
CenterPoint Energy | 28,508 | 698 | ||||||
CMS Energy Corp | 15,200 | 979 | ||||||
Consolidated Edison Inc | 17,900 | 1,386 | ||||||
Dominion Energy Inc | 44,000 | 3,516 | ||||||
DTE Energy | 10,300 | 1,442 | ||||||
Duke Energy | 39,700 | 3,997 | ||||||
Edison International | 19,100 | 1,136 | ||||||
Entergy Corp | 10,700 | 1,169 | ||||||
Essential Utilities | 11,700 | 551 | ||||||
Evergy Inc | 12,000 | 768 | ||||||
Eversource Energy | 18,500 | 1,595 | ||||||
Exelon Corp | 52,400 | 2,355 | ||||||
FirstEnergy Corp | 28,800 | 1,092 | ||||||
Hawaiian Electric Industries | 6,300 | 271 | ||||||
IDACORP Inc | 3,000 | 307 | ||||||
MDU Resources Group | 11,700 | 392 | ||||||
National Fuel Gas | 4,900 | 243 | ||||||
NextEra Energy | 105,272 | 8,160 | ||||||
NiSource Inc | 19,852 | 517 | ||||||
NRG Energy Inc | 12,700 | 455 | ||||||
OGE Energy | 10,474 | 352 | ||||||
PG&E * | 73,612 | 833 | ||||||
Pinnacle West Capital Corp | 6,000 | 508 | ||||||
PPL Corp | 41,100 | 1,197 | ||||||
Public Service Enterprise Group | 27,200 | 1,718 | ||||||
Sempra Energy | 15,600 | 2,146 | ||||||
Southern Co/The | 57,100 | 3,778 | ||||||
UGI Corp | 11,000 | 481 | ||||||
Vistra | 25,550 | 431 | ||||||
WEC Energy Group | 17,200 | 1,671 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 19 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Equity Fund (Concluded)
Description | Shares | Market Value ($ Thousands) | ||||||
COMMON STOCK (continued) |
| |||||||
Xcel Energy Inc | 28,726 | $ | 2,048 | |||||
|
|
| ||||||
53,764 | ||||||||
|
|
| ||||||
2,111,528 | ||||||||
|
|
| ||||||
Total Common Stock | 2,442,375 | |||||||
|
|
| ||||||
PREFERRED STOCK — 0.1% |
| |||||||
Germany — 0.1% | ||||||||
Bayerische Motoren Werke AG (B) | 1,314 | 108 | ||||||
FUCHS PETROLUB SE (B) | 1,607 | 86 | ||||||
Henkel AG & Co KGaA (B) | 3,530 | 406 | ||||||
Porsche Automobil Holding SE (B) | 2,908 | 306 | ||||||
Sartorius AG (B) | 659 | 372 | ||||||
Volkswagen AG (B) | 3,553 | 927 | ||||||
|
|
| ||||||
Total Preferred Stock | 2,205 | |||||||
|
|
| ||||||
EXCHANGE TRADED FUND — 0.0% |
| |||||||
United States — 0.0% |
| |||||||
SPDR S&P 500 Trust | 752 | 314 | ||||||
|
|
| ||||||
Total Exchange Traded Fund | 314 | |||||||
|
|
| ||||||
Number of Rights | ||||||||
RIGHTS — 0.0% |
| |||||||
Germany — 0.0% |
| |||||||
Scout24 *^ | 2 | – | ||||||
|
|
|
Description | Number of Rights | Market Value ($ Thousands) | ||||||
RIGHTS (continued) |
| |||||||
Switzerland — 0.0% |
| |||||||
Credit Suisse, Expires | 45 | $ | 2 | |||||
|
|
| ||||||
United States — 0.0% |
| |||||||
Newstar Financial *^(C) | 4 | 2 | ||||||
Tobira Therapeutics, Expires 12/31/2028 *(C) | 1 | – | ||||||
|
|
| ||||||
2 | ||||||||
|
|
| ||||||
Total Rights | 4 | |||||||
|
|
| ||||||
Number of Warrants | ||||||||
WARRANTS — 0.0% |
| |||||||
United States — 0.0% |
| |||||||
Occidental Petroleum, Expires 08/03/2027 * | 1 | – | ||||||
|
|
| ||||||
Total Warrants | – | |||||||
|
|
| ||||||
Shares | ||||||||
CASH EQUIVALENT — 0.4% |
| |||||||
SEI Daily Income Trust, Government Fund, Cl F | ||||||||
0.010% **† | 10,520,907 | 10,521 | ||||||
|
|
| ||||||
Total Cash Equivalent | 10,521 | |||||||
|
|
| ||||||
Total Investments — 92.8% | $ | 2,455,419 | ||||||
|
|
|
A list of the open futures contracts held by the Fund at April 30, 2021, is as follows:
Type of Contract | Number of Long/ | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation (Depreciation) (Thousands) | |||||||||||||||
MSCI EAFE Index | 68 | Jun-2021 | $ | 7,538 | $ | 7,681 | $ | 143 | ||||||||||||
MSCI Emerging Markets | 1,237 | Jun-2021 | 83,042 | 82,681 | (361 | ) | ||||||||||||||
NASDAQ 100 Index E-MINI | 5 | Jun-2021 | 1,297 | 1,385 | 88 | |||||||||||||||
Russell 2000 Index E-MINI | 782 | Jun-2021 | 91,722 | 88,425 | (3,297 | ) | ||||||||||||||
S&P 500 Index E-MINI | 91 | Jun-2021 | 18,129 | 18,994 | 865 | |||||||||||||||
S&P Mid Cap 400 Index E-MINI | 4 | Jun-2021 | 1,049 | 1,088 | 39 | |||||||||||||||
|
| |||||||||||||||||||
$ | 202,777 | $ | 200,254 | $ | (2,523 | ) | ||||||||||||||
|
|
20 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Percentages are based on a Net Assets of $2,646,965 ($ Thousands). |
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of April 30, 2021. |
‡ | Real Estate Investment Trust. |
^ | Expiration date unavailable. |
† | Investment in Affiliated Security. |
(A) | Security is a Master Limited Partnership. At April 30, 2021, such securities amounted to $265 ($ Thousands), or 0.0% of Net Assets. |
(B) | There is currently no rate available. |
(C) | Level 3 security in accordance with fair value hierarchy. |
ADR — American Depositary Receipt
Cl — Class
EAFE — Europe, Australasia and Far East
LTD — Limited
MSCI — Morgan Stanley Capital International
NASDAQ – National Association of Securities Dealers and Automated Quotations
PLC — Public Limited Company
S&P— Standard & Poor’s
SPDR — Standard & Poor’s Depository Receipt
The following is a list of the level of inputs used as of April 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities
| Level 1 ($) | Level 2 ($) | Level 3(1) ($) | Total ($) | ||||||||||||
Common Stock | 2,442,323 | 52 | – | 2,442,375 | ||||||||||||
Preferred Stock | 2,205 | – | – | 2,205 | ||||||||||||
Exchange Traded Fund | 314 | – | – | 314 | ||||||||||||
Rights | 2 | – | 2 | 4 | ||||||||||||
Warrants | –(2) | – | – | – | ||||||||||||
Cash Equivalent | 10,521 | – | – | 10,521 | ||||||||||||
|
|
|
|
|
|
|
|
|
|
|
| |||||
Total Investments in Securities | 2,455,365 | 52 | 2 | 2,455,419 | ||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 ($) | Level 2 ($) | Level 3 ($) | Total ($) | ||||||||||||
Futures | ||||||||||||||||
Unrealized Appreciation | 1,135 | — | — | 1,135 | ||||||||||||
Unrealized Depreciation | (3,658) | — | — | (3,658) | ||||||||||||
|
|
|
|
|
|
|
|
|
|
|
| |||||
Total Other Financial Instruments | (2,523) | — | — | (2,523) | ||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
* Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
(2) This category includes securities with a value of $0.
For the period ended April 30, 2021, there were no transfers in or out of Level 3.
The following is a summary of the transactions the Fund had with affiliates for the period ended April 30, 2021 ($ Thousands):
Security Description | Value 7/31/2020 | Purchases at Cost | Proceeds from Sales | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value 4/30/2021 | Shares | Dividend Income | Capital Gains | |||||||||
SEI Daily Income Trust, Government Fund, Cl F | $ — | $ 71,355 | $ (60,834) | $ — | $ — | $ 10,521 | 10,520,907 | $ — | $ — | |||||||||
|
|
|
|
|
|
|
|
Amounts designated as “—” are either $0 or have been rounded to $0.
For information on the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund’s most recent financial statements.
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 21 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
U.S. TREASURY OBLIGATIONS — 34.0% |
| |||||||
U.S. Treasury Bonds | ||||||||
4.250%, 05/15/2039 | $ | 1,000 | $ | 1,333 | ||||
3.625%, 02/15/2044 | 6,500 | 8,141 | ||||||
3.375%, 11/15/2048 | 3,000 | 3,676 | ||||||
3.125%, 05/15/2048 | 2,500 | 2,926 | ||||||
3.000%, 11/15/2044 | 2,000 | 2,274 | ||||||
3.000%, 02/15/2047 | 2,500 | 2,853 | ||||||
3.000%, 02/15/2048 | 5,000 | 5,719 | ||||||
3.000%, 02/15/2049 | 2,500 | 2,869 | ||||||
2.875%, 05/15/2043 | 2,500 | 2,788 | ||||||
2.750%, 08/15/2042 | 5,000 | 5,474 | ||||||
2.750%, 11/15/2042 | 2,000 | 2,187 | ||||||
2.500%, 02/15/2045 | 2,500 | 2,606 | ||||||
2.500%, 02/15/2046 | 3,000 | 3,123 | ||||||
2.250%, 08/15/2049 | 3,500 | 3,463 | ||||||
2.000%, 02/15/2050 | 1,800 | 1,685 | ||||||
1.875%, 02/15/2041 | 3,000 | 2,852 | ||||||
1.875%, 02/15/2051 | 2,000 | 1,817 | ||||||
1.625%, 11/15/2050 | 4,500 | 3,843 | ||||||
1.375%, 11/15/2040 | 3,000 | 2,612 | ||||||
1.375%, 08/15/2050 | 2,000 | 1,601 | ||||||
1.250%, 05/15/2050 | 5,000 | 3,873 | ||||||
1.125%, 05/15/2040 | 8,000 | 6,686 | ||||||
1.125%, 08/15/2040 | 4,000 | 3,331 | ||||||
U.S. Treasury Notes | ||||||||
3.125%, 11/15/2028 | 5,000 | 5,624 | ||||||
2.875%, 09/30/2023 | 10,000 | 10,636 | ||||||
2.750%, 11/15/2023 | 5,000 | 5,315 | ||||||
2.625%, 01/31/2026 | 5,000 | 5,427 | ||||||
2.625%, 02/15/2029 | 2,000 | 2,178 | ||||||
2.500%, 08/15/2023 | 5,000 | 5,260 | ||||||
2.500%, 01/31/2024 | 10,000 | 10,605 | ||||||
2.500%, 05/15/2024 | 10,000 | 10,651 | ||||||
2.375%, 08/15/2024 | 5,000 | 5,320 | ||||||
2.375%, 05/15/2027 | 3,000 | 3,223 | ||||||
2.250%, 11/15/2024 | 5,000 | 5,310 | ||||||
2.250%, 11/15/2025 | 10,000 | 10,673 | ||||||
2.250%, 08/15/2027 | 2,000 | 2,131 | ||||||
2.125%, 03/31/2024 | 5,000 | 5,260 | ||||||
2.125%, 05/15/2025 | 5,000 | 5,301 | ||||||
2.000%, 10/31/2022 | 5,000 | 5,140 | ||||||
2.000%, 11/30/2022 | 10,000 | 10,294 | ||||||
2.000%, 02/15/2025 | 5,000 | 5,273 | ||||||
2.000%, 08/15/2025 | 10,000 | 10,559 | ||||||
2.000%, 11/15/2026 | 5,000 | 5,270 | ||||||
1.750%, 05/15/2023 | 10,000 | 10,318 | ||||||
1.625%, 05/15/2026 | 5,000 | 5,186 | ||||||
1.625%, 11/30/2026 | 2,500 | 2,584 | ||||||
1.625%, 08/15/2029 | 5,000 | 5,057 | ||||||
1.500%, 08/15/2022 | 5,000 | 5,091 | ||||||
1.500%, 01/15/2023 | 10,000 | 10,231 | ||||||
1.500%, 08/15/2026 | 3,000 | 3,086 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
U.S. TREASURY OBLIGATIONS (continued) |
| |||||||
1.500%, 01/31/2027 | $ | 5,000 | $ | 5,127 | ||||
1.500%, 02/15/2030 | 3,900 | 3,886 | ||||||
1.375%, 02/15/2023 | 10,000 | 10,219 | ||||||
1.125%, 02/28/2025 | 5,000 | 5,106 | ||||||
1.125%, 02/15/2031 | 3,500 | 3,340 | ||||||
0.875%, 11/15/2030 | 5,000 | 4,673 | ||||||
0.750%, 01/31/2028 | 5,000 | 4,829 | ||||||
0.625%, 05/15/2030 | 5,000 | 4,597 | ||||||
0.625%, 08/15/2030 | 1,000 | 916 | ||||||
0.500%, 03/15/2023 | 8,000 | 8,051 | ||||||
0.500%, 05/31/2027 | 3,000 | 2,888 | ||||||
0.500%, 10/31/2027 | 5,000 | 4,772 | ||||||
0.375%, 11/30/2025 | 2,000 | 1,965 | ||||||
0.375%, 12/31/2025 | 5,000 | 4,906 | ||||||
0.375%, 01/31/2026 | 5,000 | 4,899 | ||||||
0.375%, 09/30/2027 | 3,000 | 2,845 | ||||||
0.250%, 06/15/2023 | 3,000 | 3,004 | ||||||
0.250%, 05/31/2025 | 10,000 | 9,844 | ||||||
0.250%, 06/30/2025 | 10,000 | 9,834 | ||||||
0.250%, 07/31/2025 | 7,000 | 6,874 | ||||||
0.250%, 08/31/2025 | 10,000 | 9,806 | ||||||
0.250%, 09/30/2025 | 10,000 | 9,796 | ||||||
0.250%, 10/31/2025 | 5,000 | 4,891 | ||||||
0.125%, 09/30/2022 | 5,000 | 5,001 | ||||||
0.125%, 10/31/2022 | 7,000 | 7,001 | ||||||
0.125%, 01/31/2023 | 3,000 | 2,999 | ||||||
0.125%, 12/15/2023 | 5,000 | 4,981 | ||||||
|
|
| ||||||
Total U.S. Treasury Obligations | 395,785 | |||||||
|
|
| ||||||
CORPORATE OBLIGATIONS — 28.0% |
| |||||||
Communication Services — 2.3% |
| |||||||
Activision Blizzard | ||||||||
1.350%, 09/15/2030 | 90 | 82 | ||||||
Alphabet | ||||||||
2.050%, 08/15/2050 | 130 | 109 | ||||||
1.100%, 08/15/2030 | 130 | 121 | ||||||
0.450%, 08/15/2025 | 90 | 89 | ||||||
America Movil | ||||||||
4.375%, 04/22/2049 | 500 | 587 | ||||||
2.875%, 05/07/2030 | 500 | 516 | ||||||
AT&T | ||||||||
4.850%, 03/01/2039 | 1,000 | 1,164 | ||||||
3.650%, 06/01/2051 | 500 | 481 | ||||||
3.500%, 06/01/2041 | 600 | 590 | ||||||
3.500%, 02/01/2061 | 135 | 123 | ||||||
3.300%, 02/01/2052 | 120 | 109 | ||||||
3.100%, 02/01/2043 | 200 | 185 | ||||||
2.750%, 06/01/2031 | 500 | 500 | ||||||
2.300%, 06/01/2027 | 300 | 308 |
22 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
2.250%, 02/01/2032 | $ | 165 | $ | 156 | ||||
1.700%, 03/25/2026 | 550 | 553 | ||||||
1.650%, 02/01/2028 | 35 | 34 | ||||||
0.900%, 03/25/2024 | 600 | 601 | ||||||
Baidu | ||||||||
1.720%, 04/09/2026 | 200 | 199 | ||||||
Charter Communications Operating LLC | �� | |||||||
4.908%, 07/23/2025 | 300 | 341 | ||||||
3.900%, 06/01/2052 | 35 | 34 | ||||||
3.850%, 04/01/2061 | 135 | 124 | ||||||
3.700%, 04/01/2051 | 580 | 545 | ||||||
3.500%, 06/01/2041 | 60 | 58 | ||||||
2.800%, 04/01/2031 | 500 | 495 | ||||||
2.300%, 02/01/2032 | 100 | 94 | ||||||
Comcast | ||||||||
3.950%, 10/15/2025 | 500 | 561 | ||||||
3.750%, 04/01/2040 | 500 | 551 | ||||||
3.250%, 11/01/2039 | 500 | 517 | ||||||
3.100%, 04/01/2025 | 500 | 542 | ||||||
2.800%, 01/15/2051 | 300 | 277 | ||||||
2.650%, 08/15/2062 | 150 | 131 | ||||||
2.450%, 08/15/2052 | 225 | 193 | ||||||
1.950%, 01/15/2031 | 500 | 483 | ||||||
1.500%, 02/15/2031 | 300 | 279 | ||||||
Discovery Communications | ||||||||
4.650%, 05/15/2050 | 300 | 332 | ||||||
3.625%, 05/15/2030 | 300 | 321 | ||||||
Electronic Arts | ||||||||
2.950%, 02/15/2051 | 40 | 38 | ||||||
1.850%, 02/15/2031 | 60 | 57 | ||||||
Fox | ||||||||
5.576%, 01/25/2049 | 300 | 385 | ||||||
5.476%, 01/25/2039 | 500 | 626 | ||||||
Interpublic Group of Cos | ||||||||
3.375%, 03/01/2041 | 70 | 70 | ||||||
2.400%, 03/01/2031 | 100 | 98 | ||||||
Rogers Communications | ||||||||
4.350%, 05/01/2049 | 500 | 555 | ||||||
3.700%, 11/15/2049 | 500 | 507 | ||||||
Telefonica Emisiones | ||||||||
5.520%, 03/01/2049 | 500 | 621 | ||||||
T-Mobile USA | ||||||||
4.375%, 04/15/2040 (A) | 500 | 555 | ||||||
3.600%, 11/15/2060 (A) | 20 | 19 | ||||||
3.500%, 04/15/2025 (A) | 800 | 868 | ||||||
3.300%, 02/15/2051 (A) | 50 | 47 | ||||||
3.000%, 02/15/2041 (A) | 220 | 206 | ||||||
2.550%, 02/15/2031 (A) | 230 | 226 | ||||||
2.250%, 11/15/2031 (A) | 50 | 48 | ||||||
2.050%, 02/15/2028 (A) | 35 | 35 | ||||||
1.500%, 02/15/2026 (A) | 550 | 550 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Verizon Communications | ||||||||
4.812%, 03/15/2039 | $ | 1,000 | $ | 1,212 | ||||
4.672%, 03/15/2055 | 500 | 612 | ||||||
4.000%, 03/22/2050 | 500 | 545 | ||||||
3.700%, 03/22/2061 | 45 | 45 | ||||||
3.550%, 03/22/2051 | 55 | 56 | ||||||
3.400%, 03/22/2041 | 80 | 82 | ||||||
3.000%, 03/22/2027 | 300 | 322 | ||||||
3.000%, 11/20/2060 | 90 | 80 | ||||||
2.875%, 11/20/2050 | 400 | 363 | ||||||
2.650%, 11/20/2040 | 400 | 370 | ||||||
2.550%, 03/21/2031 | 55 | 55 | ||||||
2.100%, 03/22/2028 | 60 | 60 | ||||||
1.750%, 01/20/2031 | 100 | 94 | ||||||
1.450%, 03/20/2026 | 40 | 40 | ||||||
0.850%, 11/20/2025 | 100 | 99 | ||||||
0.750%, 03/22/2024 | 35 | 35 | ||||||
ViacomCBS | ||||||||
4.950%, 01/15/2031 | 300 | 353 | ||||||
4.950%, 05/19/2050 | 300 | 350 | ||||||
4.750%, 05/15/2025 | 300 | 340 | ||||||
4.200%, 05/19/2032 | 500 | 557 | ||||||
Walt Disney | ||||||||
6.650%, 11/15/2037 | 500 | 740 | ||||||
4.700%, 03/23/2050 | 500 | 632 | ||||||
4.625%, 03/23/2040 | 200 | 244 | ||||||
3.500%, 05/13/2040 | 500 | 534 | ||||||
3.350%, 03/24/2025 | 500 | 544 | ||||||
|
|
| ||||||
26,260 | ||||||||
|
|
| ||||||
Consumer Discretionary — 2.0% |
| |||||||
Advance Auto Parts | ||||||||
1.750%, 10/01/2027 | 40 | 40 | ||||||
Amazon.com | ||||||||
1.500%, 06/03/2030 | 500 | 481 | ||||||
0.800%, 06/03/2025 | 500 | 501 | ||||||
0.400%, 06/03/2023 | 500 | 502 | ||||||
American Honda Finance MTN | ||||||||
1.200%, 07/08/2025 | 200 | 201 | ||||||
0.875%, 07/07/2023 | 635 | 641 | ||||||
0.400%, 10/21/2022 | 100 | 100 | ||||||
AutoZone | ||||||||
3.625%, 04/15/2025 | 500 | 545 | ||||||
BAT Capital | ||||||||
4.700%, 04/02/2027 | 300 | 338 | ||||||
3.984%, 09/25/2050 | 150 | 138 | ||||||
3.734%, 09/25/2040 | 295 | 275 | ||||||
2.726%, 03/25/2031 | 300 | 288 | ||||||
2.259%, 03/25/2028 | 200 | 196 | ||||||
BAT International Finance | ||||||||
1.668%, 03/25/2026 | 200 | 199 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 23 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Best Buy |
| |||||||
1.950%, 10/01/2030 | $ | 50 | $ | 48 | ||||
Choice Hotels International | ||||||||
3.700%, 01/15/2031 | 605 | 641 | ||||||
Council of Europe Development Bank | ||||||||
1.375%, 02/27/2025 | 500 | 514 | ||||||
Diageo Capital | ||||||||
2.000%, 04/29/2030 | 200 | 196 | ||||||
1.375%, 09/29/2025 | 300 | 304 | ||||||
Dollar General | ||||||||
4.125%, 04/03/2050 | 300 | 336 | ||||||
DR Horton | ||||||||
2.600%, 10/15/2025 | 500 | 529 | ||||||
eBay | ||||||||
2.700%, 03/11/2030 | 200 | 203 | ||||||
Expedia Group | ||||||||
4.625%, 08/01/2027 (A) | 615 | 691 | ||||||
3.600%, 12/15/2023 (A) | 565 | 602 | ||||||
General Motors | ||||||||
6.800%, 10/01/2027 | 500 | 628 | ||||||
6.125%, 10/01/2025 | 500 | 593 | ||||||
5.400%, 10/02/2023 | 500 | 553 | ||||||
General Motors Financial | ||||||||
3.600%, 06/21/2030 | 50 | 53 | ||||||
2.750%, 06/20/2025 | 550 | 579 | ||||||
Home Depot | ||||||||
3.300%, 04/15/2040 | 300 | 318 | ||||||
2.700%, 04/15/2030 | 500 | 525 | ||||||
2.375%, 03/15/2051 | 300 | 261 | ||||||
1.375%, 03/15/2031 | 300 | 279 | ||||||
0.900%, 03/15/2028 | 95 | 91 | ||||||
Lowe’s | ||||||||
5.000%, 04/15/2040 | 300 | 375 | ||||||
3.500%, 04/01/2051 | 75 | 77 | ||||||
3.000%, 10/15/2050 | 15 | 14 | ||||||
2.625%, 04/01/2031 | 150 | 152 | ||||||
1.700%, 10/15/2030 | 20 | 19 | ||||||
1.300%, 04/15/2028 | 320 | 307 | ||||||
Marriott International | ||||||||
4.625%, 06/15/2030 | 300 | 337 | ||||||
3.500%, 10/15/2032 | 40 | 42 | ||||||
McDonald’s MTN | ||||||||
4.200%, 04/01/2050 | 500 | 576 | ||||||
3.625%, 09/01/2049 | 500 | 526 | ||||||
3.600%, 07/01/2030 | 200 | 220 | ||||||
2.125%, 03/01/2030 | 500 | 495 | ||||||
NIKE | ||||||||
2.850%, 03/27/2030 | 200 | 213 | ||||||
O’Reilly Automotive | ||||||||
1.750%, 03/15/2031 | 135 | 126 | ||||||
RELX Capital | ||||||||
3.000%, 05/22/2030 | 200 | 209 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Rockefeller Foundation |
| |||||||
2.492%, 10/01/2050 | $ | 30 | $ | 29 | ||||
Ross Stores | ||||||||
0.875%, 04/15/2026 | 100 | 98 | ||||||
Sands China | ||||||||
3.800%, 01/08/2026 | 500 | 529 | ||||||
Starbucks | ||||||||
4.450%, 08/15/2049 | 500 | 589 | ||||||
3.500%, 11/15/2050 | 300 | 306 | ||||||
2.550%, 11/15/2030 | 500 | 505 | ||||||
2.250%, 03/12/2030 | 200 | 198 | ||||||
Target | ||||||||
2.250%, 04/15/2025 | 500 | 526 | ||||||
TJX | ||||||||
1.600%, 05/15/2031 | 250 | 235 | ||||||
1.150%, 05/15/2028 | 250 | 238 | ||||||
Toyota Motor Credit MTN | ||||||||
3.375%, 04/01/2030 | 200 | 220 | ||||||
3.000%, 04/01/2025 | 300 | 323 | ||||||
1.800%, 02/13/2025 | 500 | 517 | ||||||
1.350%, 08/25/2023 | 300 | 307 | ||||||
1.150%, 05/26/2022 | 300 | 303 | ||||||
0.800%, 10/16/2025 | 50 | 50 | ||||||
0.350%, 10/14/2022 | 50 | 50 | ||||||
Trustees of the University of Pennsylvania | ||||||||
2.396%, 10/01/2050 | 180 | 166 | ||||||
Unilever Capital | ||||||||
1.375%, 09/14/2030 | 165 | 156 | ||||||
0.375%, 09/14/2023 | 100 | 100 | ||||||
VF | ||||||||
2.950%, 04/23/2030 | 500 | 521 | ||||||
2.800%, 04/23/2027 | 500 | 535 | ||||||
2.400%, 04/23/2025 | 500 | 524 | ||||||
Whirlpool | ||||||||
2.400%, 05/15/2031 | 15 | 15 | ||||||
|
|
| ||||||
23,117 | ||||||||
|
|
| ||||||
Consumer Staples — 1.6% | ||||||||
Altria Group | ||||||||
5.800%, 02/14/2039 | 500 | 604 | ||||||
4.450%, 05/06/2050 | 300 | 303 | ||||||
4.000%, 02/04/2061 | 75 | 69 | ||||||
3.700%, 02/04/2051 | 200 | 180 | ||||||
3.400%, 02/04/2041 | 85 | 78 | ||||||
2.450%, 02/04/2032 | 200 | 188 | ||||||
Anheuser-Busch InBev Worldwide | ||||||||
5.800%, 01/23/2059 | 500 | 682 | ||||||
5.450%, 01/23/2039 | 500 | 631 | ||||||
4.500%, 06/01/2050 | 500 | 574 | ||||||
4.350%, 06/01/2040 | 800 | 904 | ||||||
Bunge Finance | ||||||||
1.630%, 08/17/2025 | 125 | 126 |
24 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Campbell Soup |
| |||||||
2.375%, 04/24/2030 | $ | 500 | $ | 496 | ||||
Clorox | ||||||||
1.800%, 05/15/2030 | 200 | 193 | ||||||
Coca-Cola | ||||||||
3.000%, 03/05/2051 | 20 | 20 | ||||||
2.950%, 03/25/2025 | 300 | 325 | ||||||
2.875%, 05/05/2041 | 50 | 50 | ||||||
2.250%, 01/05/2032 | 50 | 50 | ||||||
2.000%, 03/05/2031 | 65 | 64 | ||||||
1.650%, 06/01/2030 | 500 | 480 | ||||||
1.450%, 06/01/2027 | 500 | 502 | ||||||
Conagra Brands | ||||||||
4.600%, 11/01/2025 | 500 | 572 | ||||||
Constellation Brands | ||||||||
2.875%, 05/01/2030 | 200 | 207 | ||||||
Costco Wholesale | ||||||||
1.750%, 04/20/2032 | 500 | 482 | ||||||
1.600%, 04/20/2030 | 500 | 483 | ||||||
Estee Lauder | ||||||||
2.600%, 04/15/2030 | 500 | 519 | ||||||
General Mills | ||||||||
2.875%, 04/15/2030 | 200 | 208 | ||||||
Hershey | ||||||||
2.650%, 06/01/2050 | 500 | 465 | ||||||
Hormel Foods | ||||||||
1.800%, 06/11/2030 | 500 | 485 | ||||||
Ingredion | ||||||||
3.900%, 06/01/2050 | 200 | 215 | ||||||
Keurig Dr Pepper | ||||||||
3.350%, 03/15/2051 | 30 | 30 | ||||||
2.250%, 03/15/2031 | 40 | 39 | ||||||
0.750%, 03/15/2024 | 85 | 85 | ||||||
Kimberly-Clark | ||||||||
1.050%, 09/15/2027 | 125 | 122 | ||||||
Kroger | ||||||||
3.950%, 01/15/2050 | 500 | 548 | ||||||
1.700%, 01/15/2031 | 65 | 61 | ||||||
McCormick | ||||||||
2.500%, 04/15/2030 | 500 | 505 | ||||||
Mondelez International | ||||||||
2.750%, 04/13/2030 | 200 | 206 | ||||||
2.625%, 09/04/2050 | 100 | 87 | ||||||
0.625%, 07/01/2022 | 570 | 572 | ||||||
PepsiCo | ||||||||
2.750%, 03/19/2030 | 200 | 211 | ||||||
2.250%, 03/19/2025 | 500 | 528 | ||||||
1.625%, 05/01/2030 | 500 | 482 | ||||||
1.400%, 02/25/2031 | 40 | 38 | ||||||
0.750%, 05/01/2023 | 800 | 808 | ||||||
0.400%, 10/07/2023 | 25 | 25 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Philip Morris International | ||||||||
1.750%, 11/01/2030 | $ | 350 | $ | 330 | ||||
1.125%, 05/01/2023 | 500 | 507 | ||||||
0.875%, 05/01/2026 | 350 | 344 | ||||||
Procter & Gamble | ||||||||
3.000%, 03/25/2030 | 200 | 217 | ||||||
1.950%, 04/23/2031 | 200 | 199 | ||||||
Sysco | ||||||||
5.650%, 04/01/2025 | 300 | 351 | ||||||
Walgreens Boots Alliance | ||||||||
4.100%, 04/15/2050 | 500 | 526 | ||||||
Walmart | ||||||||
3.400%, 06/26/2023 | 300 | 320 | ||||||
3.050%, 07/08/2026 | 500 | 548 | ||||||
2.850%, 07/08/2024 | 500 | 537 | ||||||
|
|
| ||||||
18,381 | ||||||||
|
|
| ||||||
Energy — 2.0% | ||||||||
Boardwalk Pipelines | ||||||||
3.400%, 02/15/2031 | 85 | 88 | ||||||
BP Capital Markets America | ||||||||
3.796%, 09/21/2025 | 500 | 554 | ||||||
3.633%, 04/06/2030 | 300 | 330 | ||||||
3.543%, 04/06/2027 | 500 | 549 | ||||||
3.194%, 04/06/2025 | 500 | 540 | ||||||
Canadian Natural Resources | ||||||||
2.950%, 07/15/2030 | 500 | 505 | ||||||
2.050%, 07/15/2025 | 500 | 510 | ||||||
Chevron | ||||||||
2.978%, 05/11/2040 | 500 | 503 | ||||||
1.995%, 05/11/2027 | 500 | 517 | ||||||
1.554%, 05/11/2025 | 500 | 512 | ||||||
1.141%, 05/11/2023 | 500 | 508 | ||||||
ConocoPhillips | ||||||||
2.400%, 02/15/2031 (A) | 190 | 189 | ||||||
Diamondback Energy | ||||||||
4.750%, 05/31/2025 | 500 | 562 | ||||||
Ecopetrol | ||||||||
6.875%, 04/29/2030 | 500 | 606 | ||||||
5.875%, 05/28/2045 | 500 | 532 | ||||||
Energy Transfer | ||||||||
6.250%, 04/15/2049 | 500 | 596 | ||||||
4.750%, 01/15/2026 | 500 | 559 | ||||||
2.900%, 05/15/2025 | 500 | 525 | ||||||
Enterprise Products Operating LLC | ||||||||
3.700%, 01/31/2051 | 500 | 499 | ||||||
2.800%, 01/31/2030 | 200 | 206 | ||||||
Equinor | ||||||||
3.700%, 04/06/2050 | 500 | 540 | ||||||
3.625%, 04/06/2040 | 200 | 219 | ||||||
Exxon Mobil | ||||||||
4.227%, 03/19/2040 | 500 | 571 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 25 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
3.482%, 03/19/2030 | $ | 300 | $ | 328 | ||||
2.992%, 03/19/2025 | 500 | 538 | ||||||
2.610%, 10/15/2030 | 300 | 307 | ||||||
1.571%, 04/15/2023 | 500 | 513 | ||||||
HollyFrontier | ||||||||
2.625%, 10/01/2023 | 250 | 259 | ||||||
Kinder Morgan | ||||||||
5.550%, 06/01/2045 | 500 | 609 | ||||||
3.600%, 02/15/2051 | 250 | 239 | ||||||
3.250%, 08/01/2050 | 145 | 132 | ||||||
2.000%, 02/15/2031 | 140 | 131 | ||||||
Magellan Midstream Partners |
| |||||||
3.250%, 06/01/2030 | 200 | 212 | ||||||
Marathon Petroleum | ||||||||
4.700%, 05/01/2025 | 500 | 563 | ||||||
MPLX | ||||||||
5.200%, 12/01/2047 | 300 | 348 | ||||||
4.250%, 12/01/2027 | 500 | 561 | ||||||
2.650%, 08/15/2030 | 115 | 113 | ||||||
ONEOK | ||||||||
7.150%, 01/15/2051 | 500 | 696 | ||||||
5.850%, 01/15/2026 | 300 | 353 | ||||||
4.500%, 03/15/2050 | 500 | 521 | ||||||
2.200%, 09/15/2025 | 300 | 308 | ||||||
Phillips 66 | ||||||||
3.850%, 04/09/2025 | 500 | 548 | ||||||
2.150%, 12/15/2030 | 500 | 476 | ||||||
Pioneer Natural Resources | ||||||||
1.900%, 08/15/2030 | 200 | 187 | ||||||
Sabine Pass Liquefaction | ||||||||
4.500%, 05/15/2030 | 500 | 563 | ||||||
Shell International Finance BV |
| |||||||
3.250%, 04/06/2050 | 550 | 550 | ||||||
2.750%, 04/06/2030 | 510 | 530 | ||||||
2.375%, 04/06/2025 | 500 | 528 | ||||||
0.375%, 09/15/2023 | 250 | 250 | ||||||
Suncor Energy | ||||||||
3.100%, 05/15/2025 | 500 | 536 | ||||||
Total Capital International | ||||||||
3.127%, 05/29/2050 | 300 | 288 | ||||||
TransCanada PipeLines | ||||||||
4.100%, 04/15/2030 | 300 | 337 | ||||||
Valero Energy | ||||||||
2.700%, 04/15/2023 | 500 | 520 | ||||||
1.200%, 03/15/2024 | 250 | 251 | ||||||
Williams | ||||||||
3.500%, 11/15/2030 | 200 | 213 | ||||||
|
|
| ||||||
23,228 | ||||||||
|
|
| ||||||
Financials — 8.8% | ||||||||
Aflac | ||||||||
1.125%, 03/15/2026 | 105 | 104 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
African Development Bank | ||||||||
0.750%, 04/03/2023 | $ | 500 | $ | 505 | ||||
Allstate | ||||||||
1.450%, 12/15/2030 | 200 | 187 | ||||||
0.750%, 12/15/2025 | 125 | 124 | ||||||
Ally Financial | ||||||||
1.450%, 10/02/2023 | 565 | 574 | ||||||
American Express | ||||||||
3.700%, 08/03/2023 | 500 | 536 | ||||||
3.400%, 02/22/2024 | 500 | 540 | ||||||
2.500%, 07/30/2024 | 500 | 531 | ||||||
American Financial Group | ||||||||
5.250%, 04/02/2030 | 300 | 363 | ||||||
American International Group |
| |||||||
4.375%, 06/30/2050 | 200 | 230 | ||||||
3.400%, 06/30/2030 | 500 | 534 | ||||||
2.500%, 06/30/2025 | 300 | 316 | ||||||
Andina de Fomento | ||||||||
1.625%, 09/23/2025 | 500 | 503 | ||||||
Aon | ||||||||
2.800%, 05/15/2030 | 500 | 516 | ||||||
2.200%, 11/15/2022 | 300 | 308 | ||||||
Arch Capital Group | ||||||||
3.635%, 06/30/2050 | 35 | 36 | ||||||
Ares Capital | ||||||||
3.875%, 01/15/2026 | 300 | 320 | ||||||
Asian Development Bank | ||||||||
1.625%, 01/24/2023 | 500 | 512 | ||||||
0.625%, 04/29/2025 | 1,000 | 997 | ||||||
Asian Development Bank MTN |
| |||||||
1.875%, 07/19/2022 | 1,000 | 1,020 | ||||||
1.875%, 01/24/2030 | 500 | 509 | ||||||
1.000%, 04/14/2026 | 100 | 100 | ||||||
0.500%, 02/04/2026 | 250 | 246 | ||||||
0.250%, 07/14/2023 | 45 | 45 | ||||||
Asian Infrastructure Investment Bank |
| |||||||
0.250%, 09/29/2023 | 335 | 335 | ||||||
Athene Holding | ||||||||
6.150%, 04/03/2030 | 300 | 372 | ||||||
3.500%, 01/15/2031 | 100 | 105 | ||||||
Banco Santander | ||||||||
3.490%, 05/28/2030 | 500 | 529 | ||||||
2.746%, 05/28/2025 | 200 | 211 | ||||||
Bancolombia | ||||||||
3.000%, 01/29/2025 | 300 | 308 | ||||||
Bank of America | ||||||||
3.483%, VAR United States Secured Overnight Financing Rate+1.650%, 03/13/2052 | 200 | 205 | ||||||
3.311%, VAR United States Secured Overnight Financing Rate+1.580%, 04/22/2042 | 100 | 102 |
26 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
2.687%, VAR United States Secured Overnight Financing Rate+1.320%, 04/22/2032 | $ | 100 | $ | 101 | ||||
2.651%, VAR United States Secured Overnight Financing Rate+1.220%, 03/11/2032 | 200 | 202 | ||||||
2.592%, VAR United States Secured Overnight Financing Rate+2.150%, 04/29/2031 | 500 | 503 | ||||||
1.734%, VAR United States Secured Overnight Financing Rate+0.960%, 07/22/2027 | 100 | 101 | ||||||
1.658%, VAR United States Secured Overnight Financing Rate+0.910%, 03/11/2027 | 200 | 202 | ||||||
0.976%, VAR United States Secured Overnight Financing Rate+0.690%, 04/22/2025 | 100 | 100 | ||||||
Bank of America MTN | ||||||||
4.100%, 07/24/2023 | 500 | 540 | ||||||
4.083%, VAR ICE LIBOR USD 3 Month+3.150%, 03/20/2051 | 200 | 224 | ||||||
4.078%, VAR ICE LIBOR USD 3 Month+1.320%, 04/23/2040 | 700 | 789 | ||||||
2.884%, VAR ICE LIBOR USD 3 Month+1.190%, 10/22/2030 | 200 | 208 | ||||||
2.831%, VAR United States Secured Overnight Financing Rate+1.880%, 10/24/2051 | 50 | 46 | ||||||
2.676%, VAR United States Secured Overnight Financing Rate+1.930%, 06/19/2041 | 500 | 469 | ||||||
2.015%, VAR ICE LIBOR USD 3 Month+0.640%, 02/13/2026 | 500 | 516 | ||||||
1.922%, VAR United States Secured Overnight Financing Rate+1.370%, 10/24/2031 | 200 | 190 | ||||||
1.898%, VAR United States Secured Overnight Financing Rate+1.530%, 07/23/2031 | 200 | 190 | ||||||
1.486%, VAR United States Secured Overnight Financing Rate+1.460%, 05/19/2024 | 800 | 813 | ||||||
1.319%, VAR United States Secured Overnight Financing Rate+1.150%, 06/19/2026 | 500 | 501 | ||||||
1.197%, VAR United States Secured Overnight Financing Rate+1.010%, 10/24/2026 | 200 | 199 | ||||||
0.810%, VAR United States Secured Overnight Financing Rate+0.740%, 10/24/2024 | 200 | 200 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Bank of Montreal MTN | ||||||||
3.300%, 02/05/2024 | $ | 500 | $ | 538 | ||||
1.850%, 05/01/2025 | 300 | 309 | ||||||
Bank of New York Mellon MTN |
| |||||||
2.100%, 10/24/2024 | 500 | 527 | ||||||
1.650%, 07/14/2028 | 100 | 100 | ||||||
1.650%, 01/28/2031 | 200 | 192 | ||||||
1.600%, 04/24/2025 | 300 | 309 | ||||||
Bank of Nova Scotia | ||||||||
3.400%, 02/11/2024 | 500 | 539 | ||||||
2.200%, 02/03/2025 | 300 | 313 | ||||||
1.950%, 02/01/2023 | 300 | 309 | ||||||
1.625%, 05/01/2023 | 300 | 307 | ||||||
Barclays | ||||||||
3.811%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.700%, 03/10/2042 | 200 | 200 | ||||||
2.852%, VAR United States Secured Overnight Financing Rate+2.714%, 05/07/2026 | 300 | 316 | ||||||
2.667%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.200%, 03/10/2032 | 200 | 197 | ||||||
2.645%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.900%, 06/24/2031 | 500 | 497 | ||||||
1.700%, 05/12/2022 | 200 | 203 | ||||||
1.007%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.800%, 12/10/2024 | 290 | 290 | ||||||
Berkshire Hathaway Finance |
| |||||||
2.850%, 10/15/2050 | 265 | 251 | ||||||
2.500%, 01/15/2051 | 280 | 249 | ||||||
1.450%, 10/15/2030 | 315 | 299 | ||||||
BlackRock | ||||||||
1.900%, 01/28/2031 | 300 | 293 | ||||||
Blackstone Secured Lending Fund |
| |||||||
2.750%, 09/16/2026 (A) | 100 | 101 | ||||||
Brighthouse Financial | ||||||||
5.625%, 05/15/2030 | 300 | 358 | ||||||
4.700%, 06/22/2047 | 500 | 520 | ||||||
3.700%, 06/22/2027 | 500 | 541 | ||||||
Brookfield Finance | ||||||||
4.850%, 03/29/2029 | 200 | 232 | ||||||
3.500%, 03/30/2051 | 150 | 147 | ||||||
Brown & Brown | ||||||||
2.375%, 03/15/2031 | 35 | 34 | ||||||
Canadian Imperial Bank of Commerce |
| |||||||
3.500%, 09/13/2023 | 500 | 537 | ||||||
0.950%, 06/23/2023 | 500 | 505 | ||||||
Capital One Financial | ||||||||
3.800%, 01/31/2028 | 500 | 556 | ||||||
2.600%, 05/11/2023 | 300 | 312 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 27 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Cboe Global Markets | ||||||||
1.625%, 12/15/2030 | $ | 100 | $ | 94 | ||||
Charles Schwab | ||||||||
4.200%, 03/24/2025 | 500 | 560 | ||||||
Chubb INA Holdings | ||||||||
1.375%, 09/15/2030 | 325 | 302 | ||||||
CI Financial | ||||||||
3.200%, 12/17/2030 | 65 | 66 | ||||||
Citigroup | ||||||||
8.125%, 07/15/2039 | 200 | 334 | ||||||
5.316%, VAR United States Secured Overnight Financing Rate+4.548%, 03/26/2041 | 700 | 909 | ||||||
4.412%, VAR United States Secured Overnight Financing Rate+3.914%, 03/31/2031 | 200 | 229 | ||||||
3.106%, VAR United States Secured Overnight Financing Rate+2.842%, 04/08/2026 | 800 | 858 | ||||||
2.976%, VAR United States Secured Overnight Financing Rate+1.422%, 11/05/2030 | 500 | 521 | ||||||
2.572%, VAR United States Secured Overnight Financing Rate+2.107%, 06/03/2031 | 500 | 501 | ||||||
2.561%, VAR United States Secured Overnight Financing Rate+1.167%, 05/01/2032 | 165 | 165 | ||||||
1.678%, VAR United States Secured Overnight Financing Rate+1.667%, 05/15/2024 | 300 | 307 | ||||||
0.981%, VAR United States Secured Overnight Financing Rate+0.669%, 05/01/2025 | 150 | 150 | ||||||
0.776%, VAR United States Secured Overnight Financing Rate+0.686%, 10/30/2024 | 150 | 150 | ||||||
Citizens Bank | ||||||||
2.250%, 04/28/2025 | 500 | 521 | ||||||
Citizens Financial Group | ||||||||
3.250%, 04/30/2030 | 500 | 533 | ||||||
CNA Financial | ||||||||
2.050%, 08/15/2030 | 65 | 62 | ||||||
Cooperatieve Rabobank | ||||||||
4.625%, 12/01/2023 | 500 | 549 | ||||||
Credit Suisse NY | ||||||||
2.950%, 04/09/2025 | 300 | 320 | ||||||
1.000%, 05/05/2023 | 500 | 505 | ||||||
Deutsche Bank NY | ||||||||
3.961%, VAR United States Secured Overnight Financing Rate+2.581%, 11/26/2025 | 500 | 542 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
2.222%, VAR United States Secured Overnight Financing Rate+2.159%, 09/18/2024 | $ | 250 | $ | 257 | ||||
Equitable Holdings | ||||||||
5.000%, 04/20/2048 | 500 | 610 | ||||||
4.350%, 04/20/2028 | 500 | 564 | ||||||
European Bank for Reconstruction & Development MTN |
| |||||||
0.250%, 07/10/2023 | 700 | 699 | ||||||
European Investment Bank | ||||||||
1.375%, 05/15/2023 | 500 | 511 | ||||||
1.250%, 02/14/2031 | 520 | 498 | ||||||
0.875%, 05/17/2030 | 500 | 468 | ||||||
0.625%, 07/25/2025 | 1,000 | 993 | ||||||
0.375%, 12/15/2025 | 200 | 196 | ||||||
Everest Reinsurance Holdings |
| |||||||
3.500%, 10/15/2050 | 100 | 100 | ||||||
Fairfax Financial Holdings | ||||||||
4.625%, 04/29/2030 | 300 | 330 | ||||||
Fidelity National Financial | ||||||||
2.450%, 03/15/2031 | 150 | 147 | ||||||
Franklin Resources | ||||||||
1.600%, 10/30/2030 | 100 | 94 | ||||||
FS KKR Capital | ||||||||
3.400%, 01/15/2026 | 200 | 204 | ||||||
Globe Life | ||||||||
2.150%, 08/15/2030 | 250 | 243 | ||||||
Goldman Sachs Group | ||||||||
5.150%, 05/22/2045 | 500 | 642 | ||||||
3.625%, 02/20/2024 | 500 | 539 | ||||||
3.500%, 04/01/2025 | 500 | 544 | ||||||
3.210%, VAR United States Secured Overnight Financing Rate+1.513%, 04/22/2042 | 90 | 91 | ||||||
2.615%, VAR United States Secured Overnight Financing Rate+1.281%, 04/22/2032 | 105 | 105 | ||||||
1.992%, VAR United States Secured Overnight Financing Rate+1.090%, 01/27/2032 | 225 | 214 | ||||||
1.431%, VAR United States Secured Overnight Financing Rate+0.798%, 03/09/2027 | 200 | 199 | ||||||
1.093%, VAR United States Secured Overnight Financing Rate+0.789%, 12/09/2026 | 400 | 394 | ||||||
0.855%, VAR United States Secured Overnight Financing Rate+0.609%, 02/12/2026 | 165 | 164 | ||||||
0.673%, VAR United States Secured Overnight Financing Rate+0.572%, 03/08/2024 | 250 | 250 |
28 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
0.627%, VAR United States Secured Overnight Financing Rate+0.538%, 11/17/2023 | $ | 570 | $ | 571 | ||||
0.523%, 03/08/2023 | 155 | 155 | ||||||
0.481%, 01/27/2023 | 500 | 500 | ||||||
Hanover Insurance Group | ||||||||
2.500%, 09/01/2030 | 15 | 15 | ||||||
HSBC Holdings | ||||||||
4.950%, 03/31/2030 | 200 | 236 | ||||||
3.803%, VAR ICE LIBOR USD 3 Month+1.211%, 03/11/2025 | 500 | 539 | ||||||
2.848%, VAR United States Secured Overnight Financing Rate+2.387%, 06/04/2031 | 500 | 505 | ||||||
2.099%, VAR United States Secured Overnight Financing Rate+1.929%, 06/04/2026 | 300 | 307 | ||||||
2.013%, VAR United States Secured Overnight Financing Rate+1.732%, 09/22/2028 | 200 | 198 | ||||||
1.589%, VAR United States Secured Overnight Financing Rate+1.290%, 05/24/2027 | 420 | 417 | ||||||
ING Groep | ||||||||
3.550%, 04/09/2024 | 500 | 540 | ||||||
Inter-American Development Bank |
| |||||||
0.625%, 07/15/2025 | 1,000 | 994 | ||||||
0.625%, 09/16/2027 | 500 | 479 | ||||||
0.500%, 05/24/2023 | 400 | 402 | ||||||
0.250%, 11/15/2023 | 500 | 499 | ||||||
Intercontinental Exchange | ||||||||
3.000%, 06/15/2050 | 200 | 186 | ||||||
3.000%, 09/15/2060 | 160 | 144 | ||||||
2.650%, 09/15/2040 | 165 | 154 | ||||||
1.850%, 09/15/2032 | 165 | 153 | ||||||
0.700%, 06/15/2023 | 110 | 111 | ||||||
International Bank for Reconstruction & Development |
| |||||||
2.500%, 07/29/2025 | 1,000 | 1,072 | ||||||
1.250%, 02/10/2031 | 500 | 478 | ||||||
0.875%, 05/14/2030 | 500 | 467 | ||||||
0.750%, 11/24/2027 | 230 | 222 | ||||||
0.500%, 10/28/2025 | 800 | 789 | ||||||
0.250%, 11/24/2023 | 125 | 125 | ||||||
International Bank for Reconstruction & Development MTN |
| |||||||
1.375%, 04/20/2028 | 650 | 649 | ||||||
International Finance MTN | ||||||||
0.750%, 08/27/2030 | 500 | 459 | ||||||
0.375%, 07/16/2025 | 145 | 143 | ||||||
Jefferies Group | ||||||||
5.125%, 01/20/2023 | 500 | 538 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
JPMorgan Chase | ||||||||
4.493%, VAR United States Secured Overnight Financing Rate+3.790%, 03/24/2031 | $ | 200 | $ | 232 | ||||
3.328%, VAR United States Secured Overnight Financing Rate+1.580%, 04/22/2052 | 70 | 70 | ||||||
3.157%, VAR United States Secured Overnight Financing Rate+1.460%, 04/22/2042 | 100 | 100 | ||||||
3.109%, VAR United States Secured Overnight Financing Rate+2.440%, 04/22/2051 | 800 | 776 | ||||||
3.109%, VAR United States Secured Overnight Financing Rate+2.460%, 04/22/2041 | 700 | 698 | ||||||
2.956%, VAR United States Secured Overnight Financing Rate+2.515%, 05/13/2031 | 300 | 308 | ||||||
2.580%, VAR United States Secured Overnight Financing Rate+1.250%, 04/22/2032 | 75 | 75 | ||||||
2.525%, VAR United States Secured Overnight Financing Rate+1.510%, 11/19/2041 | 750 | 684 | ||||||
2.522%, VAR United States Secured Overnight Financing Rate+2.040%, 04/22/2031 | 500 | 505 | ||||||
2.182%, VAR United States Secured Overnight Financing Rate+1.890%, 06/01/2028 | 300 | 306 | ||||||
2.005%, VAR United States Secured Overnight Financing Rate+1.585%, 03/13/2026 | 500 | 516 | ||||||
1.764%, VAR United States Secured Overnight Financing Rate+1.105%, 11/19/2031 | 450 | 423 | ||||||
1.578%, VAR United States Secured Overnight Financing Rate+0.885%, 04/22/2027 | 65 | 65 | ||||||
1.514%, VAR United States Secured Overnight Financing Rate+1.455%, 06/01/2024 | 800 | 815 | ||||||
1.045%, VAR United States Secured Overnight Financing Rate+0.800%, 11/19/2026 | 250 | 246 | ||||||
0.697%, VAR United States Secured Overnight Financing Rate+0.580%, 03/16/2024 | 200 | 201 | ||||||
Kemper | ||||||||
2.400%, 09/30/2030 | 50 | 48 | ||||||
KeyBank | ||||||||
1.250%, 03/10/2023 | 300 | 304 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 29 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Korea Development Bank | ||||||||
3.375%, 03/12/2023 | $ | 260 | $ | 274 | ||||
0.500%, 10/27/2023 | 200 | 200 | ||||||
Kreditanstalt fuer Wiederaufbau |
| |||||||
2.625%, 02/28/2024 | 500 | 531 | ||||||
2.375%, 12/29/2022 | 500 | 518 | ||||||
0.625%, 01/22/2026 | 1,300 | 1,285 | ||||||
0.250%, 10/19/2023 | 750 | 749 | ||||||
0.250%, 03/08/2024 | 325 | 324 | ||||||
Landwirtschaftliche Rentenbank |
| |||||||
0.875%, 03/30/2026 | 40 | 40 | ||||||
0.500%, 05/27/2025 | 500 | 496 | ||||||
Lloyds Banking Group | ||||||||
4.050%, 08/16/2023 | 500 | 539 | ||||||
3.900%, 03/12/2024 | 500 | 543 | ||||||
0.695%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.550%, 05/11/2024 | 200 | 200 | ||||||
Manulife Financial | ||||||||
2.484%, 05/19/2027 | 300 | 314 | ||||||
Marsh & McLennan | ||||||||
3.875%, 03/15/2024 | 500 | 545 | ||||||
2.250%, 11/15/2030 | 200 | 199 | ||||||
MetLife | ||||||||
4.550%, 03/23/2030 | 200 | 235 | ||||||
Mitsubishi UFJ Financial Group |
| |||||||
3.751%, 07/18/2039 | 500 | 548 | ||||||
3.407%, 03/07/2024 | 500 | 537 | ||||||
2.801%, 07/18/2024 | 500 | 529 | ||||||
2.193%, 02/25/2025 | 500 | 519 | ||||||
Mizuho Financial Group | ||||||||
2.226%, VAR ICE LIBOR USD 3 Month+0.830%, 05/25/2026 | 300 | 309 | ||||||
1.241%, VAR United States Secured Overnight Financing Rate+1.252%, 07/10/2024 | 500 | 506 | ||||||
Moody’s | ||||||||
2.550%, 08/18/2060 | 250 | 204 | ||||||
Morgan Stanley | ||||||||
3.217%, VAR United States Secured Overnight Financing Rate+1.485%, 04/22/2042 | 145 | 147 | ||||||
1.593%, VAR United States Secured Overnight Financing Rate+0.879%, 05/04/2027 | 245 | 246 | ||||||
0.985%, VAR United States Secured Overnight Financing Rate+0.720%, 12/10/2026 | 250 | 245 | ||||||
0.731%, VAR United States Secured Overnight Financing Rate+0.616%, 04/05/2024 | 480 | 481 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Morgan Stanley MTN | ||||||||
5.597%, VAR United States Secured Overnight Financing Rate+4.840%, 03/24/2051 | $ | 700 | $ | 979 | ||||
3.622%, VAR United States Secured Overnight Financing Rate+3.120%, 04/01/2031 | 200 | 219 | ||||||
2.720%, VAR United States Secured Overnight Financing Rate+1.152%, 07/22/2025 | 500 | 528 | ||||||
2.188%, VAR United States Secured Overnight Financing Rate+1.990%, 04/28/2026 | 300 | 312 | ||||||
1.794%, VAR United States Secured Overnight Financing Rate+1.034%, 02/13/2032 | 375 | 351 | ||||||
0.864%, VAR United States Secured Overnight Financing Rate+0.745%, 10/21/2025 | 345 | 344 | ||||||
0.560%, VAR United States Secured Overnight Financing Rate+0.466%, 11/10/2023 | 450 | 450 | ||||||
MUFG Union Bank | ||||||||
2.100%, 12/09/2022 | 300 | 308 | ||||||
Nasdaq | ||||||||
0.445%, 12/21/2022 | 80 | 80 | ||||||
National Australia Bank | ||||||||
1.875%, 12/13/2022 | 300 | 308 | ||||||
National Bank of Canada MTN |
| |||||||
2.100%, 02/01/2023 | 300 | 308 | ||||||
Natwest Group | ||||||||
4.269%, VAR ICE LIBOR USD 3 Month+1.762%, 03/22/2025 | 500 | 545 | ||||||
3.875%, 09/12/2023 | 500 | 536 | ||||||
3.073%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.550%, 05/22/2028 | 300 | 313 | ||||||
Nomura Holdings | ||||||||
3.103%, 01/16/2030 | 200 | 205 | ||||||
2.648%, 01/16/2025 | 300 | 314 | ||||||
Nordic Investment Bank | ||||||||
0.375%, 09/11/2025 | 500 | 491 | ||||||
Northern Trust | ||||||||
1.950%, 05/01/2030 | 300 | 295 | ||||||
Oesterreichische Kontrollbank |
| |||||||
1.500%, 02/12/2025 | 500 | 515 | ||||||
0.375%, 09/17/2025 | 90 | 88 | ||||||
Oesterreichische Kontrollbank MTN |
| |||||||
2.875%, 03/13/2023 | 500 | 525 | ||||||
Owl Rock Capital | ||||||||
4.250%, 01/15/2026 | 100 | 108 | ||||||
2.625%, 01/15/2027 | 100 | 99 |
30 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
PartnerRe Finance B | ||||||||
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.815%, 10/01/2050 | $ | 100 | $ | 103 | ||||
PNC Financial Services Group |
| |||||||
3.500%, 01/23/2024 | 500 | 539 | ||||||
2.307%, VAR United States Secured Overnight Financing Rate+0.979%, 04/23/2032 | 265 | 264 | ||||||
Progressive | ||||||||
3.950%, 03/26/2050 | 200 | 231 | ||||||
Prudential | ||||||||
3.125%, 04/14/2030 | 300 | 319 | ||||||
Prudential Financial MTN | ||||||||
3.000%, 03/10/2040 | 1,000 | 1,001 | ||||||
1.500%, 03/10/2026 | 300 | 305 | ||||||
Regions Financial | ||||||||
3.800%, 08/14/2023 | 500 | 536 | ||||||
Royal Bank of Canada MTN |
| |||||||
1.950%, 01/17/2023 | 300 | 309 | ||||||
1.600%, 04/17/2023 | 300 | 308 | ||||||
1.150%, 06/10/2025 | 500 | 503 | ||||||
0.500%, 10/26/2023 | 35 | 35 | ||||||
S&P Global | ||||||||
2.300%, 08/15/2060 | 95 | 78 | ||||||
1.250%, 08/15/2030 | 75 | 69 | ||||||
Santander Holdings USA |
| |||||||
3.450%, 06/02/2025 | 500 | 536 | ||||||
Sumitomo Mitsui Financial Group |
| |||||||
2.696%, 07/16/2024 | 500 | 528 | ||||||
2.348%, 01/15/2025 | 300 | 313 | ||||||
2.130%, 07/08/2030 | 400 | 393 | ||||||
1.474%, 07/08/2025 | 500 | 504 | ||||||
SVB Financial Group | ||||||||
1.800%, 02/02/2031 | 65 | 60 | ||||||
Svensk Exportkredit MTN |
| |||||||
0.750%, 04/06/2023 | 500 | 504 | ||||||
0.625%, 05/14/2025 | 500 | 497 | ||||||
Toronto-Dominion Bank MTN |
| |||||||
1.150%, 06/12/2025 | 500 | 502 | ||||||
0.550%, 03/04/2024 | 250 | 250 | ||||||
Truist Bank | ||||||||
3.200%, 04/01/2024 | 500 | 537 | ||||||
1.500%, 03/10/2025 | 800 | 817 | ||||||
1.250%, 03/09/2023 | 300 | 305 | ||||||
Truist Financial MTN | ||||||||
3.750%, 12/06/2023 | 500 | 541 | ||||||
2.500%, 08/01/2024 | 500 | 528 | ||||||
Unum Group | ||||||||
4.500%, 03/15/2025 | 500 | 560 | ||||||
US Bancorp | ||||||||
2.400%, 07/30/2024 | 500 | 529 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
1.450%, 05/12/2025 | $ | 300 | $ | 306 | ||||
US Bancorp MTN | ||||||||
1.375%, 07/22/2030 | 50 | 47 | ||||||
US Bank | ||||||||
2.050%, 01/21/2025 | 300 | 313 | ||||||
1.950%, 01/09/2023 | 300 | 308 | ||||||
W R Berkley | ||||||||
4.000%, 05/12/2050 | 30 | 33 | ||||||
Wells Fargo | ||||||||
3.068%, VAR United States Secured Overnight Financing Rate+2.530%, 04/30/2041 | 800 | 789 | ||||||
2.188%, VAR United States Secured Overnight Financing Rate+2.000%, 04/30/2026 | 300 | 311 | ||||||
Wells Fargo MTN | ||||||||
5.013%, VAR United States Secured Overnight Financing Rate+4.502%, 04/04/2051 | 800 | 1,034 | ||||||
4.478%, VAR United States Secured Overnight Financing Rate+4.032%, 04/04/2031 | 300 | 347 | ||||||
3.750%, 01/24/2024 | 500 | 541 | ||||||
2.879%, VAR United States Secured Overnight Financing Rate+1.432%, 10/30/2030 | 200 | 207 | ||||||
2.393%, VAR United States Secured Overnight Financing Rate+2.100%, 06/02/2028 | 300 | 309 | ||||||
1.654%, VAR United States Secured Overnight Financing Rate+1.600%, 06/02/2024 | 500 | 511 | ||||||
Westpac Banking | ||||||||
4.421%, 07/24/2039 | 200 | 228 | ||||||
3.300%, 02/26/2024 | 500 | 539 | ||||||
2.963%, 11/16/2040 | 530 | 498 | ||||||
2.668%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+1.750%, 11/15/2035 | 40 | 38 | ||||||
2.650%, 01/16/2030 | 500 | 527 | ||||||
|
|
| ||||||
102,525 | ||||||||
|
|
| ||||||
Health Care — 2.8% | ||||||||
Abbott Laboratories | ||||||||
1.400%, 06/30/2030 | 540 | 509 | ||||||
1.150%, 01/30/2028 | 45 | 44 | ||||||
AbbVie | ||||||||
4.850%, 06/15/2044 | 500 | 609 | ||||||
4.550%, 03/15/2035 | 500 | 592 | ||||||
4.250%, 11/21/2049 | 500 | 568 | ||||||
4.050%, 11/21/2039 | 500 | 559 | ||||||
Agilent Technologies | ||||||||
2.100%, 06/04/2030 | 300 | 292 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 31 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
AHS Hospital | ||||||||
2.780%, 07/01/2051 | $ | 40 | $ | 38 | ||||
AmerisourceBergen | ||||||||
2.700%, 03/15/2031 | 200 | 201 | ||||||
0.737%, 03/15/2023 | 105 | 105 | ||||||
Amgen | ||||||||
3.150%, 02/21/2040 | 500 | 501 | ||||||
2.300%, 02/25/2031 | 400 | 395 | ||||||
1.900%, 02/21/2025 | 500 | 517 | ||||||
Anthem | ||||||||
3.600%, 03/15/2051 | 30 | 31 | ||||||
2.550%, 03/15/2031 | 50 | 50 | ||||||
1.500%, 03/15/2026 | 50 | 50 | ||||||
AstraZeneca | ||||||||
2.125%, 08/06/2050 | 140 | 114 | ||||||
1.375%, 08/06/2030 | 300 | 276 | ||||||
0.700%, 04/08/2026 | 300 | 291 | ||||||
Banner Health | ||||||||
2.338%, 01/01/2030 | 200 | 201 | ||||||
1.897%, 01/01/2031 | 100 | 97 | ||||||
Baylor Scott & White Holdings |
| |||||||
1.777%, 11/15/2030 | 20 | 19 | ||||||
Becton Dickinson | ||||||||
3.794%, 05/20/2050 | 300 | 319 | ||||||
2.823%, 05/20/2030 | 400 | 413 | ||||||
Biogen | ||||||||
2.250%, 05/01/2030 | 200 | 194 | ||||||
Bon Secours Mercy Health |
| |||||||
2.095%, 06/01/2031 | 100 | 98 | ||||||
Boston Scientific | ||||||||
2.650%, 06/01/2030 | 500 | 506 | ||||||
1.900%, 06/01/2025 | 300 | 311 | ||||||
Bristol-Myers Squibb | ||||||||
4.550%, 02/20/2048 | 500 | 615 | ||||||
4.125%, 06/15/2039 | 800 | 934 | ||||||
2.900%, 07/26/2024 | 192 | 206 | ||||||
2.550%, 11/13/2050 | 230 | 206 | ||||||
2.350%, 11/13/2040 | 320 | 296 | ||||||
1.450%, 11/13/2030 | 30 | 28 | ||||||
0.750%, 11/13/2025 | 50 | 50 | ||||||
0.537%, 11/13/2023 | 335 | 335 | ||||||
Cigna | ||||||||
4.800%, 08/15/2038 | 1,000 | 1,207 | ||||||
4.500%, 02/25/2026 | 300 | 342 | ||||||
3.400%, 03/15/2050 | 500 | 496 | ||||||
3.200%, 03/15/2040 | 500 | 505 | ||||||
2.375%, 03/15/2031 | 60 | 59 | ||||||
1.250%, 03/15/2026 | 65 | 65 | ||||||
CommonSpirit Health | ||||||||
3.910%, 10/01/2050 | 75 | 79 | ||||||
2.782%, 10/01/2030 | 50 | 51 | ||||||
1.547%, 10/01/2025 | 35 | 35 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
CVS Health | ||||||||
4.125%, 04/01/2040 | $ | 500 | $ | 552 | ||||
3.625%, 04/01/2027 | 500 | 553 | ||||||
1.875%, 02/28/2031 | 255 | 241 | ||||||
1.300%, 08/21/2027 | 400 | 390 | ||||||
Danaher | ||||||||
2.600%, 10/01/2050 | 190 | 169 | ||||||
DENTSPLY SIRONA | ||||||||
3.250%, 06/01/2030 | 200 | 210 | ||||||
Eli Lilly | ||||||||
3.950%, 03/15/2049 | 500 | 570 | ||||||
2.250%, 05/15/2050 | 500 | 424 | ||||||
Gilead Sciences | ||||||||
2.800%, 10/01/2050 | 200 | 178 | ||||||
2.600%, 10/01/2040 | 200 | 184 | ||||||
1.650%, 10/01/2030 | 95 | 89 | ||||||
1.200%, 10/01/2027 | 120 | 116 | ||||||
0.750%, 09/29/2023 | 235 | 235 | ||||||
Hackensack Meridian Health |
| |||||||
2.675%, 09/01/2041 | 100 | 94 | ||||||
HCA | ||||||||
5.125%, 06/15/2039 | 1,000 | 1,212 | ||||||
Humana | ||||||||
4.500%, 04/01/2025 | 300 | 338 | ||||||
Integris Baptist Medical Center |
| |||||||
3.875%, 08/15/2050 | 100 | 109 | ||||||
Johnson & Johnson | ||||||||
2.450%, 09/01/2060 | 165 | 146 | ||||||
2.250%, 09/01/2050 | 250 | 222 | ||||||
2.100%, 09/01/2040 | 165 | 150 | ||||||
1.300%, 09/01/2030 | 175 | 166 | ||||||
0.950%, 09/01/2027 | 155 | 151 | ||||||
0.550%, 09/01/2025 | 125 | 124 | ||||||
McKesson | ||||||||
0.900%, 12/03/2025 | 145 | 143 | ||||||
Merck | ||||||||
3.900%, 03/07/2039 | 500 | 572 | ||||||
2.350%, 06/24/2040 | 500 | 463 | ||||||
1.450%, 06/24/2030 | 300 | 285 | ||||||
0.750%, 02/24/2026 | 300 | 298 | ||||||
New York and Presbyterian Hospital |
| |||||||
2.606%, 08/01/2060 | 40 | 36 | ||||||
Novartis Capital | ||||||||
1.750%, 02/14/2025 | 500 | 516 | ||||||
Orlando Health Obligated Group |
| |||||||
3.327%, 10/01/2050 | 25 | 25 | ||||||
PeaceHealth Obligated Group |
| |||||||
1.375%, 11/15/2025 | 25 | 25 | ||||||
PerkinElmer | ||||||||
3.625%, 03/15/2051 | 30 | 31 | ||||||
2.550%, 03/15/2031 | 85 | 85 |
32 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Perrigo Finance Unlimited | ||||||||
3.150%, 06/15/2030 | $ | 200 | $ | 199 | ||||
Pfizer | ||||||||
4.000%, 03/15/2049 | 500 | 579 | ||||||
2.700%, 05/28/2050 | 300 | 279 | ||||||
2.625%, 04/01/2030 | 200 | 209 | ||||||
2.550%, 05/28/2040 | 300 | 288 | ||||||
1.700%, 05/28/2030 | 400 | 389 | ||||||
0.800%, 05/28/2025 | 500 | 500 | ||||||
Quest Diagnostics | ||||||||
2.800%, 06/30/2031 | 200 | 205 | ||||||
Regeneron Pharmaceuticals |
| |||||||
1.750%, 09/15/2030 | 35 | 33 | ||||||
Royalty Pharma | ||||||||
3.550%, 09/02/2050 (A) | 30 | 28 | ||||||
3.300%, 09/02/2040 (A) | 30 | 29 | ||||||
2.200%, 09/02/2030 (A) | 40 | 38 | ||||||
1.200%, 09/02/2025 (A) | 70 | 69 | ||||||
0.750%, 09/02/2023 (A) | 55 | 55 | ||||||
Smith & Nephew | ||||||||
2.032%, 10/14/2030 | 50 | 48 | ||||||
Stryker | ||||||||
1.950%, 06/15/2030 | 400 | 387 | ||||||
1.150%, 06/15/2025 | 500 | 501 | ||||||
Sutter Health | ||||||||
3.361%, 08/15/2050 | 55 | 56 | ||||||
2.294%, 08/15/2030 | 55 | 55 | ||||||
Takeda Pharmaceutical | ||||||||
3.375%, 07/09/2060 | 500 | 481 | ||||||
3.025%, 07/09/2040 | 500 | 488 | ||||||
2.050%, 03/31/2030 | 200 | 193 | ||||||
Texas Health Resources | ||||||||
2.328%, 11/15/2050 | 65 | 56 | ||||||
Thermo Fisher Scientific | ||||||||
4.133%, 03/25/2025 | 300 | 334 | ||||||
Trinity Health | ||||||||
2.632%, 12/01/2040 | 25 | 24 | ||||||
UnitedHealth Group | ||||||||
3.500%, 08/15/2039 | 500 | 540 | ||||||
3.125%, 05/15/2060 | 300 | 293 | ||||||
2.750%, 05/15/2040 | 800 | 780 | ||||||
1.250%, 01/15/2026 | 500 | 504 | ||||||
Universal Health Services | ||||||||
2.650%, 10/15/2030 (A) | 250 | 243 | ||||||
Viatris | ||||||||
4.000%, 06/22/2050 (A) | 500 | 496 | ||||||
3.850%, 06/22/2040 (A) | 500 | 510 | ||||||
2.700%, 06/22/2030 (A) | 200 | 198 | ||||||
1.650%, 06/22/2025 (A) | 500 | 505 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Zoetis | ||||||||
2.000%, 05/15/2030 | $ | 200 | $ | 194 | ||||
|
|
| ||||||
32,297 | ||||||||
|
|
| ||||||
Industrials — 2.4% | ||||||||
3M | ||||||||
3.050%, 04/15/2030 | 200 | 215 | ||||||
2.650%, 04/15/2025 | 300 | 320 | ||||||
AerCap Ireland Capital DAC | ||||||||
4.875%, 01/16/2024 | 500 | 548 | ||||||
4.500%, 09/15/2023 | 650 | 700 | ||||||
Air Lease | ||||||||
3.375%, 07/01/2025 | 25 | 27 | ||||||
Air Lease MTN | ||||||||
2.875%, 01/15/2026 | 120 | 125 | ||||||
2.300%, 02/01/2025 | 500 | 514 | ||||||
Boeing | ||||||||
5.705%, 05/01/2040 | 800 | 991 | ||||||
5.040%, 05/01/2027 | 500 | 574 | ||||||
4.875%, 05/01/2025 | 500 | 561 | ||||||
4.508%, 05/01/2023 | 500 | 534 | ||||||
3.950%, 08/01/2059 | 500 | 484 | ||||||
3.625%, 02/01/2031 | 30 | 32 | ||||||
3.250%, 02/01/2028 | 50 | 52 | ||||||
2.750%, 02/01/2026 | 50 | 52 | ||||||
1.950%, 02/01/2024 | 30 | 31 | ||||||
Burlington Northern Santa Fe |
| |||||||
3.300%, 09/15/2051 | 100 | 102 | ||||||
Canadian Pacific Railway | ||||||||
2.050%, 03/05/2030 | 200 | 194 | ||||||
Carrier Global | ||||||||
3.577%, 04/05/2050 | 500 | 502 | ||||||
3.377%, 04/05/2040 | 500 | 504 | ||||||
2.242%, 02/15/2025 | 500 | 521 | ||||||
Caterpillar | ||||||||
2.600%, 04/09/2030 | 200 | 209 | ||||||
Caterpillar Financial Services |
| |||||||
0.650%, 07/07/2023 | 600 | 604 | ||||||
Caterpillar Financial Services MTN |
| |||||||
1.450%, 05/15/2025 | 500 | 512 | ||||||
0.950%, 05/13/2022 | 300 | 302 | ||||||
0.800%, 11/13/2025 | 330 | 327 | ||||||
CNH Industrial Capital | ||||||||
1.950%, 07/02/2023 | 515 | 529 | ||||||
CSX | ||||||||
3.800%, 04/15/2050 | 500 | 539 | ||||||
2.500%, 05/15/2051 | 290 | 250 | ||||||
Cummins | ||||||||
1.500%, 09/01/2030 | 250 | 236 | ||||||
Deere | ||||||||
2.750%, 04/15/2025 | 300 | 322 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 33 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Emerson Electric | ||||||||
0.875%, 10/15/2026 | $ | 165 | $ | 162 | ||||
Equifax | ||||||||
3.100%, 05/15/2030 | 200 | 210 | ||||||
FedEx | ||||||||
5.250%, 05/15/2050 | 300 | 389 | ||||||
Flowserve | ||||||||
3.500%, 10/01/2030 | 70 | 72 | ||||||
GATX | ||||||||
1.900%, 06/01/2031 | 250 | 232 | ||||||
GE Capital Funding | ||||||||
4.400%, 05/15/2030 (A) | 200 | 227 | ||||||
3.450%, 05/15/2025 (A) | 500 | 542 | ||||||
General Dynamics | ||||||||
4.250%, 04/01/2040 | 500 | 597 | ||||||
3.250%, 04/01/2025 | 300 | 326 | ||||||
General Electric | ||||||||
4.350%, 05/01/2050 | 500 | 556 | ||||||
4.250%, 05/01/2040 | 1,000 | 1,116 | ||||||
Honeywell International | ||||||||
1.950%, 06/01/2030 | 300 | 298 | ||||||
1.350%, 06/01/2025 | 500 | 510 | ||||||
Hubbell | ||||||||
2.300%, 03/15/2031 | 60 | 59 | ||||||
JetBlue Pass-Through Trust, Ser 2020-1, Cl A |
| |||||||
4.000%, 11/15/2032 | 25 | 27 | ||||||
John Deere Capital | ||||||||
1.450%, 01/15/2031 | 285 | 268 | ||||||
0.700%, 01/15/2026 | 400 | 396 | ||||||
John Deere Capital MTN | ||||||||
0.400%, 10/10/2023 | 290 | 291 | ||||||
Johnson Controls International |
| |||||||
1.750%, 09/15/2030 | 85 | 80 | ||||||
L3Harris Technologies | ||||||||
3.850%, 12/15/2026 | 500 | 558 | ||||||
Leidos | ||||||||
4.375%, 05/15/2030 (A) | 300 | 335 | ||||||
Lockheed Martin | ||||||||
1.850%, 06/15/2030 | 500 | 491 | ||||||
Masco | ||||||||
2.000%, 10/01/2030 | 250 | 241 | ||||||
Norfolk Southern | ||||||||
3.155%, 05/15/2055 | 100 | 96 | ||||||
3.050%, 05/15/2050 | 500 | 479 | ||||||
Northrop Grumman | ||||||||
5.150%, 05/01/2040 | 500 | 635 | ||||||
Otis Worldwide | ||||||||
3.112%, 02/15/2040 | 200 | 200 | ||||||
2.056%, 04/05/2025 | 250 | 260 | ||||||
PACCAR Financial MTN |
| |||||||
0.800%, 06/08/2023 | 500 | 504 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Quanta Services | ||||||||
2.900%, 10/01/2030 | $ | 250 | $ | 257 | ||||
Raytheon Technologies | ||||||||
3.125%, 07/01/2050 | 300 | 291 | ||||||
2.250%, 07/01/2030 | 300 | 298 | ||||||
Republic Services | ||||||||
1.750%, 02/15/2032 | 300 | 278 | ||||||
Roper Technologies | ||||||||
2.000%, 06/30/2030 | 500 | 481 | ||||||
Southwest Airlines | ||||||||
5.250%, 05/04/2025 | 300 | 344 | ||||||
4.750%, 05/04/2023 | 800 | 865 | ||||||
Stanley Black & Decker | ||||||||
2.750%, 11/15/2050 | 350 | 322 | ||||||
Union Pacific | ||||||||
3.839%, 03/20/2060 | 500 | 533 | ||||||
3.799%, 04/06/2071 (A) | 500 | 518 | ||||||
2.973%, 09/16/2062 (A) | 100 | 91 | ||||||
2.150%, 02/05/2027 | 500 | 519 | ||||||
United Airlines Pass-Through Trust, Ser 2020-1, Cl A | ||||||||
5.875%, 10/15/2027 | 285 | 316 | ||||||
United Airlines Pass-Through Trust, Ser 2020-1, Cl B | ||||||||
4.875%, 01/15/2026 | 49 | 51 | ||||||
United Parcel Service | ||||||||
5.300%, 04/01/2050 | 500 | 692 | ||||||
5.200%, 04/01/2040 | 300 | 392 | ||||||
Waste Management | ||||||||
2.000%, 06/01/2029 | 50 | 50 | ||||||
0.750%, 11/15/2025 | 300 | 296 | ||||||
Xylem | ||||||||
2.250%, 01/30/2031 | 175 | 171 | ||||||
|
|
| ||||||
28,335 | ||||||||
|
|
| ||||||
Information Technology — 2.3% |
| |||||||
Amdocs | ||||||||
2.538%, 06/15/2030 | 550 | 540 | ||||||
Apple | ||||||||
3.850%, 05/04/2043 | 500 | 575 | ||||||
2.800%, 02/08/2061 | 200 | 183 | ||||||
2.650%, 05/11/2050 | 300 | 278 | ||||||
2.650%, 02/08/2051 | 200 | 185 | ||||||
2.375%, 02/08/2041 | 200 | 188 | ||||||
1.650%, 05/11/2030 | 500 | 485 | ||||||
1.650%, 02/08/2031 | 200 | 192 | ||||||
1.200%, 02/08/2028 | 200 | 195 | ||||||
1.125%, 05/11/2025 | 500 | 506 | ||||||
0.750%, 05/11/2023 | 500 | 505 | ||||||
0.700%, 02/08/2026 | 200 | 197 | ||||||
Automatic Data Processing |
| |||||||
3.375%, 09/15/2025 | 500 | 551 |
34 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
1.250%, 09/01/2030 | $ | 40 | $ | 37 | ||||
Broadcom | ||||||||
4.150%, 11/15/2030 | 200 | 219 | ||||||
4.110%, 09/15/2028 | 300 | 331 | ||||||
3.459%, 09/15/2026 | 500 | 542 | ||||||
3.419%, 04/15/2033 (A) | 300 | 304 | ||||||
Citrix Systems | ||||||||
1.250%, 03/01/2026 | 135 | 134 | ||||||
Dell International | ||||||||
5.850%, 07/15/2025 (A) | 500 | 586 | ||||||
Fidelity National Information Services |
| |||||||
3.100%, 03/01/2041 | 15 | 15 | ||||||
2.250%, 03/01/2031 | 100 | 98 | ||||||
1.650%, 03/01/2028 | 35 | 34 | ||||||
1.150%, 03/01/2026 | 55 | 54 | ||||||
0.600%, 03/01/2024 | 35 | 35 | ||||||
0.375%, 03/01/2023 | 40 | 40 | ||||||
Fiserv | ||||||||
4.400%, 07/01/2049 | 500 | 584 | ||||||
2.650%, 06/01/2030 | 300 | 305 | ||||||
Flex | ||||||||
4.875%, 05/12/2030 | 415 | 478 | ||||||
Global Payments | ||||||||
4.150%, 08/15/2049 | 500 | 555 | ||||||
2.900%, 05/15/2030 | 200 | 205 | ||||||
Hewlett Packard Enterprise |
| |||||||
4.650%, 10/01/2024 | 300 | 336 | ||||||
4.450%, 10/02/2023 | 300 | 326 | ||||||
1.750%, 04/01/2026 | 50 | 51 | ||||||
1.450%, 04/01/2024 | 550 | 561 | ||||||
HP | ||||||||
2.200%, 06/17/2025 | 500 | 520 | ||||||
Intel | ||||||||
4.600%, 03/25/2040 | 300 | 365 | ||||||
3.400%, 03/25/2025 | 800 | 876 | ||||||
3.100%, 02/15/2060 | 500 | 478 | ||||||
International Business Machines |
| |||||||
4.250%, 05/15/2049 | 500 | 586 | ||||||
4.150%, 05/15/2039 | 500 | 578 | ||||||
1.950%, 05/15/2030 | 200 | 196 | ||||||
1.700%, 05/15/2027 | 500 | 506 | ||||||
Intuit | ||||||||
0.950%, 07/15/2025 | 500 | 501 | ||||||
Jabil | ||||||||
1.700%, 04/15/2026 | 65 | 65 | ||||||
Juniper Networks | ||||||||
2.000%, 12/10/2030 | 125 | 117 | ||||||
Lam Research | ||||||||
2.875%, 06/15/2050 | 300 | 288 | ||||||
1.900%, 06/15/2030 | 500 | 489 | ||||||
Mastercard | ||||||||
3.650%, 06/01/2049 | 500 | 556 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Micron Technology | ||||||||
2.497%, 04/24/2023 | $ | 500 | $ | 518 | ||||
Microsoft | ||||||||
2.921%, 03/17/2052 | 1,000 | 996 | ||||||
2.875%, 02/06/2024 | 500 | 532 | ||||||
2.675%, 06/01/2060 | 500 | 461 | ||||||
Motorola Solutions | ||||||||
2.300%, 11/15/2030 | 250 | 241 | ||||||
NetApp | ||||||||
2.700%, 06/22/2030 | 500 | 506 | ||||||
1.875%, 06/22/2025 | 500 | 513 | ||||||
NVIDIA | ||||||||
3.500%, 04/01/2040 | 300 | 328 | ||||||
2.850%, 04/01/2030 | 200 | 212 | ||||||
NXP BV | ||||||||
3.150%, 05/01/2027 (A) | 300 | 321 | ||||||
2.700%, 05/01/2025 (A) | 300 | 317 | ||||||
Oracle | ||||||||
4.100%, 03/25/2061 | 95 | 99 | ||||||
3.950%, 03/25/2051 | 120 | 125 | ||||||
3.650%, 03/25/2041 | 120 | 122 | ||||||
3.600%, 04/01/2040 | 500 | 511 | ||||||
3.600%, 04/01/2050 | 500 | 492 | ||||||
2.950%, 04/01/2030 | 200 | 207 | ||||||
2.875%, 03/25/2031 | 75 | 76 | ||||||
2.500%, 04/01/2025 | 500 | 528 | ||||||
2.300%, 03/25/2028 | 105 | 107 | ||||||
1.650%, 03/25/2026 | 70 | 71 | ||||||
PayPal Holdings | ||||||||
3.250%, 06/01/2050 | 300 | 303 | ||||||
1.650%, 06/01/2025 | 500 | 514 | ||||||
1.350%, 06/01/2023 | 500 | 509 | ||||||
QUALCOMM | ||||||||
2.150%, 05/20/2030 | 200 | 200 | ||||||
Texas Instruments | ||||||||
1.375%, 03/12/2025 | 500 | 512 | ||||||
Visa | ||||||||
2.050%, 04/15/2030 | 200 | 202 | ||||||
2.000%, 08/15/2050 | 100 | 83 | ||||||
1.100%, 02/15/2031 | 200 | 185 | ||||||
0.750%, 08/15/2027 | 95 | 92 | ||||||
Western Union | ||||||||
2.750%, 03/15/2031 | 100 | 97 | ||||||
1.350%, 03/15/2026 | 100 | 99 | ||||||
|
|
| ||||||
26,610 | ||||||||
|
|
| ||||||
Materials — 0.6% | ||||||||
Air Products and Chemicals |
| |||||||
2.700%, 05/15/2040 | 300 | 292 | ||||||
Dow Chemical | ||||||||
3.600%, 11/15/2050 | 500 | 510 | ||||||
2.100%, 11/15/2030 | 500 | 482 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 35 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
DuPont de Nemours | ||||||||
2.169%, 05/01/2023 | $ | 800 | $ | 803 | ||||
Ecolab | ||||||||
2.125%, 08/15/2050 | 200 | 166 | ||||||
1.300%, 01/30/2031 | 160 | 147 | ||||||
EI du Pont de Nemours | ||||||||
1.700%, 07/15/2025 | 200 | 206 | ||||||
Linde | ||||||||
2.000%, 08/10/2050 | 95 | 78 | ||||||
1.100%, 08/10/2030 | 150 | 139 | ||||||
LYB International Finance III |
| |||||||
4.200%, 10/15/2049 | 500 | 544 | ||||||
4.200%, 05/01/2050 | 200 | 218 | ||||||
3.800%, 10/01/2060 | 30 | 29 | ||||||
3.625%, 04/01/2051 | 40 | 40 | ||||||
3.375%, 10/01/2040 | 30 | 30 | ||||||
2.875%, 05/01/2025 | 200 | 213 | ||||||
2.250%, 10/01/2030 | 25 | 24 | ||||||
1.250%, 10/01/2025 | 20 | 20 | ||||||
Newmont | ||||||||
2.250%, 10/01/2030 | 400 | 392 | ||||||
Nucor | ||||||||
2.700%, 06/01/2030 | 400 | 411 | ||||||
2.000%, 06/01/2025 | 200 | 207 | ||||||
Nutrien | ||||||||
3.950%, 05/13/2050 | 200 | 222 | ||||||
1.900%, 05/13/2023 | 300 | 308 | ||||||
PPG Industries | ||||||||
2.550%, 06/15/2030 | 200 | 204 | ||||||
Reliance Steel & Aluminum |
| |||||||
1.300%, 08/15/2025 | 85 | 85 | ||||||
Sherwin-Williams | ||||||||
3.300%, 05/15/2050 | 200 | 200 | ||||||
Steel Dynamics | ||||||||
3.250%, 10/15/2050 | 65 | 62 | ||||||
1.650%, 10/15/2027 | 40 | 39 | ||||||
Suzano Austria GmbH | ||||||||
3.750%, 01/15/2031 | 250 | 256 | ||||||
Vale Overseas | ||||||||
3.750%, 07/08/2030 | 225 | 237 | ||||||
|
|
| ||||||
6,564 | ||||||||
|
|
| ||||||
Real Estate — 0.9% | ||||||||
Alexandria Real Estate Equities |
| |||||||
4.900%, 12/15/2030 | 300 | 361 | ||||||
3.000%, 05/18/2051 | 100 | 94 | ||||||
1.875%, 02/01/2033 | 70 | 64 | ||||||
American Tower | ||||||||
3.100%, 06/15/2050 | 250 | 233 | ||||||
1.875%, 10/15/2030 | 250 | 237 | ||||||
1.300%, 09/15/2025 | 500 | 501 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Boston Properties | ||||||||
3.250%, 01/30/2031 | $ | 400 | $ | 419 | ||||
2.900%, 03/15/2030 | 500 | 509 | ||||||
Brixmor Operating Partnership |
| |||||||
4.050%, 07/01/2030 | 150 | 165 | ||||||
Corporate Office Properties | ||||||||
2.250%, 03/15/2026 | 285 | 292 | ||||||
Crown Castle International | ||||||||
3.300%, 07/01/2030 | 200 | 212 | ||||||
2.900%, 04/01/2041 | 100 | 93 | ||||||
2.250%, 01/15/2031 | 500 | 485 | ||||||
1.350%, 07/15/2025 | 500 | 502 | ||||||
1.050%, 07/15/2026 | 100 | 97 | ||||||
CubeSmart | ||||||||
2.000%, 02/15/2031 | 65 | 62 | ||||||
CyrusOne | ||||||||
2.150%, 11/01/2030 | 50 | 47 | ||||||
Duke Realty | ||||||||
1.750%, 02/01/2031 | 140 | 132 | ||||||
Equinix | ||||||||
1.250%, 07/15/2025 | 500 | 499 | ||||||
1.000%, 09/15/2025 | 250 | 246 | ||||||
Essex Portfolio | ||||||||
1.700%, 03/01/2028 | 165 | 160 | ||||||
Federal Realty Investment Trust |
| |||||||
1.250%, 02/15/2026 | 250 | 249 | ||||||
GLP Capital | ||||||||
4.000%, 01/15/2031 | 50 | 53 | ||||||
Healthcare Realty Trust | ||||||||
2.050%, 03/15/2031 | 65 | 62 | ||||||
Healthcare Trust of America Holdings |
| |||||||
2.000%, 03/15/2031 | 110 | 104 | ||||||
Highwoods Realty | ||||||||
2.600%, 02/01/2031 | 65 | 64 | ||||||
Host Hotels & Resorts | ||||||||
3.500%, 09/15/2030 | 145 | 149 | ||||||
Kilroy Realty | ||||||||
2.500%, 11/15/2032 | 200 | 192 | ||||||
Kimco Realty | ||||||||
2.700%, 10/01/2030 | 200 | 202 | ||||||
1.900%, 03/01/2028 | 100 | 99 | ||||||
Life Storage | ||||||||
2.200%, 10/15/2030 | 45 | 43 | ||||||
National Retail Properties | ||||||||
3.500%, 04/15/2051 | 70 | 70 | ||||||
Office Properties Income Trust |
| |||||||
4.500%, 02/01/2025 | 100 | 107 | ||||||
Omega Healthcare Investors |
| |||||||
3.375%, 02/01/2031 | 250 | 253 | ||||||
Piedmont Operating Partnership |
| |||||||
3.150%, 08/15/2030 | 100 | 98 |
36 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Prologis | ||||||||
2.250%, 04/15/2030 | $ | 300 | $ | 300 | ||||
2.125%, 04/15/2027 | 300 | 310 | ||||||
Public Storage | ||||||||
0.875%, 02/15/2026 | 50 | 49 | ||||||
Realty Income | ||||||||
3.875%, 04/15/2025 | 500 | 552 | ||||||
3.250%, 01/15/2031 | 140 | 150 | ||||||
Retail Properties of America |
| |||||||
4.750%, 09/15/2030 | 250 | 271 | ||||||
Simon Property Group | ||||||||
2.650%, 07/15/2030 | 250 | 253 | ||||||
2.200%, 02/01/2031 | 300 | 291 | ||||||
1.750%, 02/01/2028 | 300 | 294 | ||||||
Spirit Realty | ||||||||
3.200%, 02/15/2031 | 200 | 205 | ||||||
STORE Capital | ||||||||
2.750%, 11/18/2030 | 50 | 50 | ||||||
UDR MTN | ||||||||
2.100%, 06/15/2033 | 200 | 186 | ||||||
VEREIT Operating Partnership |
| |||||||
3.400%, 01/15/2028 | 25 | 27 | ||||||
2.850%, 12/15/2032 | 65 | 67 | ||||||
2.200%, 06/15/2028 | 65 | 65 | ||||||
Welltower | ||||||||
2.800%, 06/01/2031 | 400 | 406 | ||||||
WP Carey | ||||||||
2.400%, 02/01/2031 | 150 | 145 | ||||||
|
|
| ||||||
10,776 | ||||||||
|
|
| ||||||
Utilities — 2.3% | ||||||||
AEP Texas | ||||||||
2.100%, 07/01/2030 | 300 | 291 | ||||||
AES | ||||||||
2.450%, 01/15/2031 (A) | 150 | 145 | ||||||
1.375%, 01/15/2026 (A) | 115 | 113 | ||||||
Alabama Power | ||||||||
1.450%, 09/15/2030 | 100 | 94 | ||||||
Ameren Illinois | ||||||||
1.550%, 11/15/2030 | 375 | 354 | ||||||
American Electric Power | ||||||||
1.000%, 11/01/2025 | 500 | 494 | ||||||
0.750%, 11/01/2023 | 145 | 145 | ||||||
American Water Capital | ||||||||
2.800%, 05/01/2030 | 300 | 312 | ||||||
Arizona Public Service | ||||||||
3.350%, 05/15/2050 | 300 | 305 | ||||||
Atmos Energy | ||||||||
1.500%, 01/15/2031 | 300 | 279 | ||||||
Avangrid | ||||||||
3.200%, 04/15/2025 | 500 | 539 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Baltimore Gas and Electric |
| |||||||
2.900%, 06/15/2050 | $ | 200 | $ | 191 | ||||
Berkshire Hathaway Energy | ||||||||
4.050%, 04/15/2025 | 500 | 557 | ||||||
3.700%, 07/15/2030 | 500 | 561 | ||||||
2.850%, 05/15/2051 | 50 | 46 | ||||||
1.650%, 05/15/2031 | 30 | 28 | ||||||
CenterPoint Energy Houston Electric LLC |
| |||||||
2.900%, 07/01/2050 | 700 | 671 | ||||||
CMS Energy | ||||||||
4.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.116%, 06/01/2050 | 300 | 329 | ||||||
Commonwealth Edison | ||||||||
3.000%, 03/01/2050 | 500 | 488 | ||||||
Connecticut Light and Power | ||||||||
0.750%, 12/01/2025 | 400 | 394 | ||||||
Consolidated Edison | ||||||||
0.650%, 12/01/2023 | 400 | 400 | ||||||
Consolidated Edison of New York |
| |||||||
3.000%, 12/01/2060 | 525 | 475 | ||||||
Consumers Energy Co | ||||||||
3.500%, 08/01/2051 | 500 | 543 | ||||||
Dominion Energy | ||||||||
3.375%, 04/01/2030 | 500 | 538 | ||||||
DTE Electric | ||||||||
2.250%, 03/01/2030 | 300 | 303 | ||||||
DTE Energy | ||||||||
1.050%, 06/01/2025 | 350 | 349 | ||||||
0.550%, 11/01/2022 | 55 | 55 | ||||||
Duke Energy | ||||||||
2.450%, 06/01/2030 | 700 | 697 | ||||||
0.900%, 09/15/2025 | 155 | 153 | ||||||
Duke Energy Florida | ||||||||
1.750%, 06/15/2030 | 200 | 192 | ||||||
Duke Energy Indiana | ||||||||
2.750%, 04/01/2050 | 500 | 457 | ||||||
Duke Energy Progress | ||||||||
2.500%, 08/15/2050 | 500 | 440 | ||||||
Eastern Energy Gas Holdings |
| |||||||
2.500%, 11/15/2024 | 300 | 316 | ||||||
Entergy | ||||||||
0.900%, 09/15/2025 | 475 | 466 | ||||||
Entergy Arkansas | ||||||||
2.650%, 06/15/2051 | 255 | 232 | ||||||
Entergy Louisiana | ||||||||
2.900%, 03/15/2051 | 100 | 95 | ||||||
1.600%, 12/15/2030 | 100 | 94 | ||||||
0.620%, 11/17/2023 | 25 | 25 | ||||||
Essential Utilities | ||||||||
3.351%, 04/15/2050 | 300 | 296 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 37 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Evergy | ||||||||
2.450%, 09/15/2024 | $ | 500 | $ | 524 | ||||
Eversource Energy | ||||||||
3.450%, 01/15/2050 | 125 | 127 | ||||||
1.650%, 08/15/2030 | 100 | 94 | ||||||
0.800%, 08/15/2025 | 60 | 59 | ||||||
Exelon Generation | ||||||||
3.250%, 06/01/2025 | 300 | 322 | ||||||
Florida Power & Light | ||||||||
2.850%, 04/01/2025 | 500 | 536 | ||||||
Georgia Power | ||||||||
3.250%, 03/15/2051 | 70 | 68 | ||||||
2.100%, 07/30/2023 | 300 | 310 | ||||||
Kentucky Utilities | ||||||||
3.300%, 06/01/2050 | 300 | 304 | ||||||
National Fuel Gas | ||||||||
5.500%, 01/15/2026 | 500 | 579 | ||||||
National Rural Utilities Cooperative Finance |
| |||||||
1.350%, 03/15/2031 | 200 | 182 | ||||||
1.000%, 06/15/2026 | 250 | 245 | ||||||
NextEra Energy Capital Holdings |
| |||||||
2.750%, 05/01/2025 | 500 | 533 | ||||||
2.750%, 11/01/2029 | 500 | 520 | ||||||
2.250%, 06/01/2030 | 500 | 494 | ||||||
NiSource | ||||||||
3.600%, 05/01/2030 | 300 | 328 | ||||||
0.950%, 08/15/2025 | 175 | 173 | ||||||
Northern States Power Co | ||||||||
2.600%, 06/01/2051 | 500 | 459 | ||||||
Oglethorpe Power | ||||||||
3.750%, 08/01/2050 (A) | 125 | 127 | ||||||
Ohio Power | ||||||||
1.625%, 01/15/2031 | 100 | 94 | ||||||
Oncor Electric Delivery Co LLC |
| |||||||
3.100%, 09/15/2049 | 500 | 501 | ||||||
ONE Gas | ||||||||
1.100%, 03/11/2024 | 200 | 200 | ||||||
Pacific Gas and Electric | ||||||||
4.950%, 07/01/2050 | 500 | 512 | ||||||
4.550%, 07/01/2030 | 500 | 537 | ||||||
4.500%, 07/01/2040 | 500 | 502 | ||||||
3.150%, 01/01/2026 | 500 | 521 | ||||||
PacifiCorp | ||||||||
3.300%, 03/15/2051 | 500 | 509 | ||||||
2.700%, 09/15/2030 | 300 | 310 | ||||||
Piedmont Natural Gas | ||||||||
3.350%, 06/01/2050 | 300 | 297 | ||||||
Pinnacle West Capital | ||||||||
1.300%, 06/15/2025 | 500 | 502 | ||||||
Public Service Electric and Gas MTN |
| |||||||
2.050%, 08/01/2050 | 750 | 611 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
San Diego Gas & Electric | ||||||||
1.700%, 10/01/2030 | $ | 465 | $ | 444 | ||||
Southern | ||||||||
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+3.733%, 01/15/2051 | 250 | 267 | ||||||
3.700%, 04/30/2030 | 500 | 546 | ||||||
Southern California Edison |
| |||||||
4.875%, 03/01/2049 | 500 | 590 | ||||||
2.250%, 06/01/2030 | 125 | 123 | ||||||
1.200%, 02/01/2026 | 440 | 436 | ||||||
Southern Gas Capital | ||||||||
1.750%, 01/15/2031 | 75 | 70 | ||||||
Southwestern Public Service |
| |||||||
3.150%, 05/01/2050 | 300 | 301 | ||||||
Tucson Electric Power | ||||||||
1.500%, 08/01/2030 | 90 | 84 | ||||||
Union Electric | ||||||||
2.625%, 03/15/2051 | 155 | 143 | ||||||
Virginia Electric and Power | ||||||||
2.450%, 12/15/2050 | 125 | 110 | ||||||
Washington Gas Light MTN |
| |||||||
3.650%, 09/15/2049 | 40 | 42 | ||||||
WEC Energy Group | ||||||||
0.550%, 09/15/2023 | 250 | 250 | ||||||
Xcel Energy | ||||||||
0.500%, 10/15/2023 | 100 | 100 | ||||||
|
|
| ||||||
27,048 | ||||||||
|
|
| ||||||
Total Corporate Obligations |
| 325,141 | ||||||
|
|
| ||||||
MORTGAGE-BACKED SECURITIES — 27.4% |
| |||||||
Agency Mortgage-Backed Obligations — 26.1% |
| |||||||
FHLMC | ||||||||
4.500%, 05/01/2048 to 10/01/2048 | 7,855 | 8,583 | ||||||
4.000%, 05/01/2050 | 6,865 | 7,377 | ||||||
3.500%, 11/01/2045 | 914 | 989 | ||||||
3.000%, 07/01/2033 to 08/01/2047 | 8,934 | 9,424 | ||||||
2.500%, 10/01/2040 | 4,567 | 4,766 | ||||||
2.000%, 11/01/2050 to 01/01/2051 | 16,023 | 16,192 | ||||||
FHLMC Multifamily Structured Pass-Through Certificates, Ser K073, Cl A2 | ||||||||
3.350%, 01/25/2028 | 1,000 | 1,121 | ||||||
FHLMC Multifamily Structured Pass-Through Certificates, Ser K074, Cl A2 | ||||||||
3.600%, 01/25/2028 | 815 | 927 | ||||||
FHLMC Multifamily Structured Pass-Through Certificates, Ser K091, Cl A2 | ||||||||
3.505%, 03/25/2029 | 5,000 | 5,688 |
38 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||
FHLMC Multifamily Structured Pass-Through Certificates, Ser K092, Cl A2 | ||||||||
3.298%, 04/25/2029 | $ | 315 | $ | 354 | ||||
FHLMC Multifamily Structured Pass-Through Certificates, Ser K722, Cl A2 | ||||||||
2.406%, 03/25/2023 | 1,500 | 1,549 | ||||||
FNMA | ||||||||
5.000%, 12/01/2048 | 3,532 | 3,909 | ||||||
4.500%, 05/01/2046 | 3,661 | 4,106 | ||||||
4.000%, 01/01/2048 to 01/01/2049 | 16,377 | 17,661 | ||||||
3.500%, 08/01/2030 to 06/01/2050 | 35,930 | 38,468 | ||||||
3.000%, 02/01/2034 to 07/01/2050 | 42,339 | 44,584 | ||||||
2.500%, 08/01/2031 to 11/01/2050 | 44,742 | 46,550 | ||||||
2.000%, 01/01/2051 to 05/01/2051 | 12,053 | 12,177 | ||||||
FNMA, Ser 2019-M7, Cl A2 | ||||||||
3.143%, 04/25/2029 | 1,250 | 1,382 | ||||||
GNMA | ||||||||
4.500%, 09/20/2046 to 01/20/2049 | 6,179 | 6,769 | ||||||
4.000%, 09/20/2047 to 05/20/2049 | 9,845 | 10,543 | ||||||
3.500%, 11/20/2041 to 07/20/2050 | 18,767 | 20,064 | ||||||
3.000%, 09/20/2046 to 07/20/2050 | 21,366 | 22,476 | ||||||
2.500%, 08/20/2050 | 4,703 | 4,889 | ||||||
GNMA TBA | ||||||||
2.000%, 05/15/2051 | 5,000 | 5,099 | ||||||
UMBS TBA | ||||||||
2.000%, 05/15/2051 | 2,550 | 2,574 | ||||||
1.500%, 05/15/2051 | 5,000 | 4,897 | ||||||
|
|
| ||||||
303,118 | ||||||||
|
|
| ||||||
Non-Agency Mortgage-Backed Obligations — 1.3% |
| |||||||
BANK, Ser 2019-BN21, Cl A5 |
| |||||||
2.851%, 10/17/2052 | 5,000 | 5,265 | ||||||
BANK, Ser 2019-BN24, Cl A2 |
| |||||||
2.707%, 11/15/2062 | 500 | 517 | ||||||
BBCMS Mortgage Trust, Ser 2017-C1, Cl A4 | ||||||||
3.674%, 02/15/2050 | 190 | 210 | ||||||
Benchmark Mortgage Trust, Ser 2020-B18, Cl A5 | ||||||||
1.925%, 07/15/2053 | 396 | 388 | ||||||
Benchmark Mortgage Trust, Ser 2020-B21, Cl A5 | ||||||||
1.978%, 12/17/2053 | 1,000 | 978 | ||||||
GS Mortgage Securities II, Ser 2013-GC10, Cl A5 | ||||||||
2.943%, 02/10/2046 | 560 | 579 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC16, Cl A5 | ||||||||
3.817%, 08/15/2050 | 5,000 | 5,390 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
MORTGAGE-BACKED SECURITIES (continued) |
| |||||||
Wells Fargo Commercial Mortgage Trust, Ser 2018-C44, Cl A5 | ||||||||
4.212%, 05/15/2051 | $ | 1,500 | $ | 1,709 | ||||
|
|
| ||||||
15,036 | ||||||||
|
|
| ||||||
Total Mortgage-Backed Securities |
| 318,154 | ||||||
|
|
| ||||||
SOVEREIGN DEBT — 7.6% | ||||||||
Bundesrepublik Deutschland Bundesanleihe |
| |||||||
5.625%, 01/04/2028 | EUR | 600 | 1,022 | |||||
2.500%, 08/15/2046 | 500 | 931 | ||||||
1.750%, 02/15/2024 | 800 | 1,030 | ||||||
1.500%, 05/15/2024 | 800 | 1,028 | ||||||
0.000%, 08/15/2026 | 800 | 992 | ||||||
Canada Government International Bond |
| |||||||
5.000%, 06/01/2037 | CAD | 800 | 936 | |||||
2.000%, 11/15/2022 | $ | 200 | 206 | |||||
1.625%, 01/22/2025 | 500 | 519 | ||||||
0.250%, 08/01/2022 | CAD | 1,150 | 935 | |||||
Chile Government International Bond |
| |||||||
2.450%, 01/31/2031 | $ | 500 | 509 | |||||
Colombia Government International Bond |
| |||||||
6.125%, 01/18/2041 | 500 | 599 | ||||||
3.875%, 02/15/2061 | 200 | 177 | ||||||
3.125%, 04/15/2031 | 200 | 196 | ||||||
3.000%, 01/30/2030 | 500 | 490 | ||||||
Export-Import Bank of Korea |
| |||||||
3.250%, 11/10/2025 | 500 | 546 | ||||||
1.875%, 02/12/2025 | 500 | 516 | ||||||
French Republic Government Bond OAT |
| |||||||
5.750%, 10/25/2032 | EUR | 500 | 985 | |||||
4.500%, 04/25/2041 | 500 | 1,044 | ||||||
2.500%, 05/25/2030 | 700 | 1,034 | ||||||
1.750%, 05/25/2023 | 1,600 | 2,022 | ||||||
1.750%, 06/25/2039 (A) | 439 | 639 | ||||||
1.500%, 05/25/2050 (A) | 800 | 1,112 | ||||||
1.000%, 05/25/2027 | 800 | 1,041 | ||||||
0.500%, 05/25/2026 | 800 | 1,008 | ||||||
Indonesia Government International Bond |
| |||||||
4.200%, 10/15/2050 | $ | 300 | 331 | |||||
3.050%, 03/12/2051 | 200 | 197 | ||||||
2.850%, 02/14/2030 | 500 | 515 | ||||||
Israel Government International Bond |
| |||||||
3.875%, 07/03/2050 | 300 | 334 | ||||||
Italy Buoni Poliennali Del Tesoro |
| |||||||
5.000%, 08/01/2034 (A) | EUR | 600 | 1,059 | |||||
4.750%, 08/01/2023 (A) | 700 | 938 | ||||||
3.850%, 09/01/2049 (A) | 575 | 995 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 39 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
SOVEREIGN DEBT (continued) |
| |||||||
2.450%, 09/01/2033 (A) | EUR | 700 | $ | 972 | ||||
1.850%, 07/01/2025 (A) | 800 | 1,035 | ||||||
1.650%, 03/01/2032 (A) | 800 | 1,031 | ||||||
0.500%, 02/01/2026 | 840 | 1,029 | ||||||
0.300%, 08/15/2023 (A) | 800 | 975 | ||||||
Italy Government International Bond |
| |||||||
4.000%, 10/17/2049 | $ | 500 | 513 | |||||
2.375%, 10/17/2024 | 500 | 521 | ||||||
Japan Bank for International Cooperation |
| |||||||
1.875%, 04/15/2031 | 400 | 400 | ||||||
1.250%, 01/21/2031 | 200 | 189 | ||||||
0.625%, 05/22/2023 | 500 | 503 | ||||||
0.625%, 07/15/2025 | 200 | 198 | ||||||
0.375%, 09/15/2023 | 420 | 420 | ||||||
Japan Government Five Year Bond |
| |||||||
0.100%, 03/20/2025 | JPY | 189,000 | 1,744 | |||||
Japan Government Forty Year Bond |
| |||||||
2.200%, 03/20/2050 | 145,000 | 1,867 | ||||||
Japan Government Ten Year Bond |
| |||||||
0.600%, 03/20/2024 | 330,000 | 3,083 | ||||||
0.100%, 09/20/2026 | 115,000 | 1,063 | ||||||
0.100%, 03/20/2030 | 289,000 | 2,658 | ||||||
0.100%, 06/20/2030 | 170,000 | 1,562 | ||||||
Japan Government Thirty Year Bond |
| |||||||
2.400%, 02/20/2030 | 215,000 | 2,374 | ||||||
2.400%, 11/20/2031 | 210,000 | 2,380 | ||||||
2.300%, 03/20/2040 | 190,000 | 2,324 | ||||||
0.400%, 03/20/2050 | 180,000 | 1,543 | ||||||
0.300%, 06/20/2046 | 110,000 | 943 | ||||||
Japan Government Twenty Year Bond |
| |||||||
2.200%, 03/20/2028 | 200,000 | 2,112 | ||||||
2.100%, 03/20/2027 | 150,000 | 1,548 | ||||||
2.000%, 06/20/2025 | 315,000 | 3,135 | ||||||
0.500%, 12/20/2040 | 55,000 | 507 | ||||||
0.400%, 03/20/2040 | 183,000 | 1,662 | ||||||
Japan Government Two Year Bond |
| |||||||
0.100%, 06/01/2022 | 219,000 | 2,009 | ||||||
Mexico Government International Bond |
| |||||||
6.050%, 01/11/2040 | $ | 500 | 610 | |||||
5.000%, 04/27/2051 | 300 | 327 | ||||||
3.900%, 04/27/2025 | 500 | 555 | ||||||
3.771%, 05/24/2061 | 225 | 200 | ||||||
3.750%, 04/19/2071 | 200 | 175 | ||||||
3.250%, 04/16/2030 | 500 | 511 | ||||||
2.659%, 05/24/2031 | 210 | 202 | ||||||
Panama Government International Bond |
| |||||||
4.500%, 04/01/2056 | 500 | 550 | ||||||
3.160%, 01/23/2030 | 500 | 523 | ||||||
2.252%, 09/29/2032 | 200 | 191 | ||||||
Peruvian Government International Bond |
| |||||||
2.392%, 01/23/2026 | 500 | 513 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
SOVEREIGN DEBT (continued) |
| |||||||
Philippine Government International Bond |
| |||||||
3.950%, 01/20/2040 | $ | 500 | $ | 545 | ||||
2.950%, 05/05/2045 | 300 | 287 | ||||||
2.457%, 05/05/2030 | 500 | 514 | ||||||
Province of Alberta Canada |
| |||||||
1.875%, 11/13/2024 | 500 | 522 | ||||||
1.300%, 07/22/2030 | 500 | 470 | ||||||
1.000%, 05/20/2025 | 1,000 | 1,008 | ||||||
Province of British Columbia Canada |
| |||||||
1.300%, 01/29/2031 | 750 | 713 | ||||||
Province of Ontario Canada |
| |||||||
3.050%, 01/29/2024 | 500 | 535 | ||||||
2.000%, 10/02/2029 | 500 | 508 | ||||||
1.750%, 01/24/2023 | 1,000 | 1,025 | ||||||
1.050%, 05/21/2027 | 500 | 492 | ||||||
0.625%, 01/21/2026 | 1,000 | 984 | ||||||
Province of Quebec Canada |
| |||||||
1.500%, 02/11/2025 | 500 | 515 | ||||||
1.350%, 05/28/2030 | 500 | 479 | ||||||
0.600%, 07/23/2025 | 150 | 149 | ||||||
State of Israel | ||||||||
2.500%, 01/15/2030 | 150 | 155 | ||||||
United Kingdom Gilt | ||||||||
5.000%, 03/07/2025 | GBP | 700 | 1,145 | |||||
4.750%, 12/07/2030 | 675 | 1,271 | ||||||
4.250%, 06/07/2032 | 500 | 931 | ||||||
4.250%, 12/07/2040 | 500 | 1,052 | ||||||
4.250%, 12/07/2046 | 241 | 544 | ||||||
3.500%, 07/22/2068 | 325 | 826 | ||||||
3.250%, 01/22/2044 | 600 | 1,146 | ||||||
1.625%, 10/22/2054 | 103 | 154 | ||||||
1.500%, 07/22/2026 | 700 | 1,023 | ||||||
1.250%, 07/22/2027 | 700 | 1,011 | ||||||
0.625%, 10/22/2050 | 271 | 310 | ||||||
Uruguay Government International Bond |
| |||||||
4.500%, 08/14/2024 | $ | 1,000 | 1,082 | |||||
4.375%, 10/27/2027 | 300 | 343 | ||||||
|
| |||||||
Total Sovereign Debt | 88,282 | |||||||
|
| |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.6% |
| |||||||
FHLB | ||||||||
0.500%, 04/14/2025 | 2,000 | 1,991 | ||||||
0.125%, 03/17/2023 | 1,500 | 1,498 | ||||||
FHLMC | ||||||||
0.375%, 04/20/2023 | 1,000 | 1,004 | ||||||
0.375%, 05/05/2023 | 1,000 | 1,004 | ||||||
0.375%, 09/23/2025 | 925 | 910 | ||||||
0.250%, 06/26/2023 | 1,000 | 1,001 | ||||||
0.125%, 10/16/2023 | 760 | 758 |
40 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) |
| |||||||
FNMA | ||||||||
5.625%, 07/15/2037 | $ | 2,500 | $ | 3,738 | ||||
0.750%, 10/08/2027 | 1,500 | 1,453 | ||||||
0.625%, 04/22/2025 | 1,000 | 999 | ||||||
0.500%, 06/17/2025 | 1,000 | 992 | ||||||
0.250%, 05/22/2023 | 1,000 | 1,001 | ||||||
0.250%, 07/10/2023 | 1,365 | 1,366 | ||||||
Tennessee Valley Authority | ||||||||
0.750%, 05/15/2025 | 1,000 | 1,003 | ||||||
|
|
| ||||||
Total U.S. Government Agency Obligations | 18,718 | |||||||
|
|
| ||||||
MUNICIPAL BONDS — 0.4% | ||||||||
California — 0.1% | ||||||||
California State, GO | ||||||||
2.500%, 10/01/2029 | 500 | 525 | ||||||
Los Angeles, Community College District, GO | ||||||||
1.806%, 08/01/2030 | 50 | 49 | ||||||
1.606%, 08/01/2028 | 50 | 50 | ||||||
Los Angeles, Community College District, GO Callable 08/01/2030 @ 100 | ||||||||
2.106%, 08/01/2032 | 50 | 50 | ||||||
Regents of the University of California, Medical Center Pooled Revenue, Ser N, RB Callable 11/15/2049 @ 100 | ||||||||
3.006%, 05/15/2050 | 500 | 489 | ||||||
San Francisco, Public Utilities Commission Water Revenue, Ser E, RB Callable 11/01/2030 @ 100 | ||||||||
2.825%, 11/01/2041 | 100 | 102 | ||||||
|
|
| ||||||
1,265 | ||||||||
|
|
| ||||||
Florida — 0.0% | ||||||||
Florida State, Board of Administration Finance, Ser A, RB | ||||||||
2.154%, 07/01/2030 | 50 | 50 | ||||||
1.705%, 07/01/2027 | 50 | 50 | ||||||
1.258%, 07/01/2025 | 50 | 51 | ||||||
|
|
| ||||||
151 | ||||||||
|
|
| ||||||
Maryland — 0.0% | ||||||||
Maryland State, Health & Higher Educational Facilities Authority, RB | ||||||||
3.197%, 07/01/2050 | 35 | 35 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
MUNICIPAL BONDS (continued) |
| |||||||
Maryland State, Health & Higher Educational Facilities Authority, RB Callable 01/01/2040 @ 100 | ||||||||
3.052%, 07/01/2040 | $ | 35 | $ | 35 | ||||
|
|
| ||||||
70 | ||||||||
|
|
| ||||||
Massachusetts — 0.0% | ||||||||
Massachusetts State, School Building Authority, Ser C, RB Callable 05/15/2030 @ 100 | ||||||||
2.950%, 05/15/2043 | 100 | 102 | ||||||
|
|
| ||||||
Michigan — 0.1% | ||||||||
Great Lakes, Water Authority, Sewage Disposal System Revenue, Ser A, RB | ||||||||
3.056%, 07/01/2039 | 500 | 512 | ||||||
|
|
| ||||||
New York — 0.1% | ||||||||
New York & New Jersey, Port Authority, RB Callable 07/15/2031 @ 100 | ||||||||
3.175%, 07/15/2060 | 660 | 650 | ||||||
New York & New Jersey, Port Authority, Ser AAA, RB | ||||||||
1.086%, 07/01/2023 | 65 | 66 | ||||||
|
|
| ||||||
716 | ||||||||
|
|
| ||||||
Texas — 0.1% | ||||||||
Grand Parkway, Transportation Corp, RB Callable 04/01/2030 @ 100 | ||||||||
3.236%, 10/01/2052 | 500 | 506 | ||||||
Texas State, Transportation Commission, GO Callable 10/01/2030 @ 100 | ||||||||
2.472%, 10/01/2044 | 1,200 | 1,164 | ||||||
|
|
| ||||||
1,670 | ||||||||
|
|
| ||||||
Virginia — 0.0% | ||||||||
University of Virginia, RB Callable 03/01/2050 @ 100 | ||||||||
2.256%, 09/01/2050 | 120 | 110 | ||||||
|
|
| ||||||
Total Municipal Bonds | 4,596 | |||||||
|
|
| ||||||
ASSET-BACKED SECURITIES — 0.3% |
| |||||||
American Express Credit Account Master Trust, Ser 2017-7, Cl A | ||||||||
2.350%, 05/15/2025 | 350 | 361 | ||||||
American Express Credit Account Master Trust, Ser 2019-3, Cl A | ||||||||
2.000%, 04/15/2025 | 175 | 179 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 41 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Core Fixed Income Fund (Concluded)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
ASSET-BACKED SECURITIES (continued) |
| |||||||
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A3 | ||||||||
0.530%, 06/18/2025 | $ | 69 | $ | 69 | ||||
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl A3 | ||||||||
0.370%, 08/18/2025 | 133 | 133 | ||||||
CarMax Auto Owner Trust, Ser 2020-4, Cl A3 | ||||||||
0.500%, 08/15/2025 | 250 | 251 | ||||||
Drive Auto Receivables Trust, Ser 2021-1, Cl A3 | ||||||||
0.440%, 11/15/2024 | 120 | 120 | ||||||
Ford Credit Auto Owner Trust, Ser 2020-C, Cl A3 | ||||||||
0.410%, 07/15/2025 | 350 | 350 | ||||||
Ford Credit Floorplan Master Owner Trust, Ser 2020-1, Cl A1 | ||||||||
0.700%, 09/15/2025 | 350 | 352 | ||||||
GM Financial Automobile Leasing Trust, Ser 2020-3, Cl A3 | ||||||||
0.450%, 08/21/2023 | 250 | 251 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2020-3, Cl A3 | ||||||||
0.450%, 04/16/2025 | 80 | 80 | ||||||
GM Financial Consumer Automobile Receivables Trust, Ser 2020-4, Cl A3 | ||||||||
0.380%, 08/18/2025 | 100 | 100 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
ASSET-BACKED SECURITIES (continued) |
| |||||||
Honda Auto Receivables Owner Trust, Ser 2020-3, Cl A3 | ||||||||
0.370%, 10/18/2024 | $ | 250 | $ | 250 | ||||
Hyundai Auto Receivables Trust, Ser 2020- C, Cl A3 | ||||||||
0.380%, 05/15/2025 | 94 | 94 | ||||||
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl C | ||||||||
1.120%, 01/15/2026 | 150 | 151 | ||||||
Toyota Auto Receivables Owner Trust, Ser 2020-C, Cl A3 | ||||||||
0.440%, 10/15/2024 | 269 | 269 | ||||||
Verizon Owner Trust, Ser 2020-B, Cl A | ||||||||
0.470%, 02/20/2025 | 350 | 352 | ||||||
Volkswagen Auto Lease Trust, Ser 2020-A, Cl A3 | ||||||||
0.390%, 01/22/2024 | 100 | 100 | ||||||
World Omni Auto Receivables Trust, Ser 2020-C, Cl A3 | ||||||||
0.480%, 11/17/2025 | 80 | 80 | ||||||
|
|
| ||||||
Total Asset-Backed Securities | 3,542 | |||||||
|
|
| ||||||
Total Investments in Securities — 99.3% |
| $ | 1,154,218 | |||||
|
|
|
A list of the open forward foreign currency contracts held by the Fund at April 30, 2021, is as follows:
Counterparty | Settlement Date | Currency to Deliver (Thousands) | Currency to Receive (Thousands) | Unrealized Depreciation (Thousands) | ||||||||||||||||||||
Brown Brothers Harriman | 06/02/21 | CAD | 2,327 | USD | 1,841 | $ | (51) | |||||||||||||||||
Brown Brothers Harriman | 06/02/21 | GBP | 6,872 | USD | 9,428 | (86) | ||||||||||||||||||
Brown Brothers Harriman | 06/02/21 | EUR | 18,628 | USD | 21,870 | (568) | ||||||||||||||||||
Brown Brothers Harriman | 06/02/21 | JPY | 3,563,338 | USD | 32,301 | (312) | ||||||||||||||||||
|
| |||||||||||||||||||||||
$ | (1,017) | |||||||||||||||||||||||
|
|
Percentages are based on Net Assets of $1,162,391 ($ Thousands).
(A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On April 30, 2021, the value of these securities amounted to $18,690 ($ Thousands), representing 1.6% of the Net Assets of the Fund. |
CAD — Canadian Dollar
Cl — Class
DAC — Designated Activity Company
EUR — Euro
FHLB — Federal Home Loan Bank
FHLMC — Federal Home Loan Mortgage Corporation
FNMA — Federal National Mortgage Association
GBP — British Pound Sterling
GNMA — Government National Mortgage Association
GO — General Obligation
ICE— Intercontinental Exchange
JPY — Japanese Yen
LIBOR— London Interbank Offered Rate
LLC — Limited Liability Company
MTN — Medium Term Note
OAT — Obligations assimilables du Tresor (French Treasury Obligations)
RB — Revenue Bond
Ser — Series
TBA — To Be Announced
UMBS — Uniform Mortgage Backed Securities
USD — U.S. Dollar
VAR — Variable Rate
42 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
The following is a list of inputs used as of April 30, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):
Investments in Securities | Level 1 ($) | Level 2 ($) | Level 3 ($) | Total ($) | ||||||||||||
U.S. Treasury Obligations | – | 395,785 | – | 395,785 | ||||||||||||
Corporate Obligations | – | 325,141 | – | 325,141 | ||||||||||||
Mortgage-Backed Securities | – | 318,154 | – | 318,154 | ||||||||||||
Sovereign Debt | – | 88,282 | – | 88,282 | ||||||||||||
U.S. Government Agency Obligations | – | 18,718 | – | 18,718 | ||||||||||||
Municipal Bonds | – | 4,596 | – | 4,596 | ||||||||||||
Asset-Backed Securities | – | 3,542 | – | 3,542 | ||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||
Total Investments in Securities | – | 1,154,218 | – | 1,154,218 | ||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||
Other Financial Instruments | Level 1 ($) | Level 2 ($) | Level 3 ($) | Total ($) | ||||||||||||
Forwards Contracts* | ||||||||||||||||
Unrealized Depreciation | – | (1,017) | – | (1,017) | ||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||
Total Other Financial Instruments | – | (1,017) | – | (1,017) | ||||||||||||
|
|
|
|
|
|
|
|
|
|
* Forwards contracts are valued at the unrealized depreciation on the instruments.
For the period ended April 30, 2021, there were no transfers in or out of Level 3.
Amounts designated as “—” are either $0 or have been rounded to $0.
For information on the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund’s most recent financial statements.
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 43 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS — 58.8% |
| |||||||
Communication Services — 8.2% |
| |||||||
Advantage Sales & Marketing | ||||||||
6.500%, 11/15/2028 (A) | $ | 20 | $ | 21 | ||||
Altice Financing | ||||||||
7.500%, 05/15/2026 (A) | 400 | 415 | ||||||
Altice France | ||||||||
8.125%, 02/01/2027 (A) | 200 | 219 | ||||||
7.375%, 05/01/2026 (A) | 588 | 610 | ||||||
5.125%, 01/15/2029 (A) | 46 | 46 | ||||||
5.125%, 07/15/2029 (A) | 282 | 282 | ||||||
Altice France Holding | ||||||||
10.500%, 05/15/2027 (A) | 160 | 180 | ||||||
6.000%, 02/15/2028 (A) | 200 | 199 | ||||||
AMC Entertainment Holdings | ||||||||
12.000%cash/0% PIK, 06/15/2026 (A) | 100 | 86 | ||||||
10.500%, 04/15/2025 (A) | 100 | 107 | ||||||
AMC Networks | ||||||||
4.250%, 02/15/2029 | 80 | 79 | ||||||
ANGI Group | ||||||||
3.875%, 08/15/2028 (A) | 50 | 50 | ||||||
Arches Buyer | ||||||||
6.125%, 12/01/2028 (A) | 100 | 102 | ||||||
Beasley Mezzanine Holdings | ||||||||
8.625%, 02/01/2026 (A) | 50 | 51 | ||||||
Block Communications | ||||||||
4.875%, 03/01/2028 (A) | 50 | 51 | ||||||
C&W Senior Financing DAC | ||||||||
6.875%, 09/15/2027 (A) | 200 | 212 | ||||||
Cablevision Lightpath | ||||||||
3.875%, 09/15/2027 (A) | 200 | 197 | ||||||
Cars.com | ||||||||
6.375%, 11/01/2028 (A) | 100 | 104 | ||||||
CCO Holdings | ||||||||
5.875%, 05/01/2027 (A) | 450 | 464 | ||||||
5.750%, 02/15/2026 (A) | 174 | 180 | ||||||
5.375%, 06/01/2029 (A) | 100 | 109 | ||||||
5.125%, 05/01/2027 (A) | 400 | 419 | ||||||
5.000%, 02/01/2028 (A) | 138 | 144 | ||||||
4.750%, 03/01/2030 (A) | 300 | 313 | ||||||
4.500%, 08/15/2030 (A) | 100 | 102 | ||||||
4.500%, 05/01/2032 (A) | 250 | 253 | ||||||
4.500%, 06/01/2033 (A) | 43 | 43 | ||||||
4.250%, 02/01/2031 (A) | 500 | 499 | ||||||
Cincinnati Bell | ||||||||
7.000%, 07/15/2024 (A) | 150 | 155 | ||||||
Cinemark USA | ||||||||
5.875%, 03/15/2026 (A) | 100 | 104 | ||||||
4.875%, 06/01/2023 | 150 | 150 | ||||||
Clear Channel Outdoor Holdings | ||||||||
7.750%, 04/15/2028 (A) | 30 | 31 | ||||||
Clear Channel Worldwide Holdings | ||||||||
9.250%, 02/15/2024 | 200 | 209 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
5.125%, 08/15/2027 (A) | $ | 351 | $ | 356 | ||||
Cogent Communications Group | ||||||||
3.500%, 05/01/2026 (A) | 25 | 25 | ||||||
Connect Finco Sarl | ||||||||
6.750%, 10/01/2026 (A) | 200 | 209 | ||||||
Consolidated Communications | ||||||||
6.500%, 10/01/2028 (A) | 100 | 108 | ||||||
5.000%, 10/01/2028 (A) | 50 | 51 | ||||||
CSC Holdings | ||||||||
7.500%, 04/01/2028 (A) | 100 | 110 | ||||||
6.500%, 02/01/2029 (A) | 155 | 171 | ||||||
5.875%, 09/15/2022 | 100 | 105 | ||||||
5.750%, 01/15/2030 (A) | 150 | 159 | ||||||
5.500%, 05/15/2026 (A) | 300 | 309 | ||||||
5.500%, 04/15/2027 (A) | 500 | 524 | ||||||
5.375%, 02/01/2028 (A) | 100 | 105 | ||||||
4.500%, 11/15/2031 (A) | 220 | 220 | ||||||
Diamond Sports Group | ||||||||
6.625%, 08/15/2027 (A) | 300 | 163 | ||||||
5.375%, 08/15/2026 (A) | 400 | 292 | ||||||
DISH DBS | ||||||||
7.750%, 07/01/2026 | 100 | 115 | ||||||
7.375%, 07/01/2028 | 200 | 215 | ||||||
5.875%, 07/15/2022 | 190 | 199 | ||||||
5.875%, 11/15/2024 | 250 | 270 | ||||||
5.000%, 03/15/2023 | 200 | 209 | ||||||
DKT Finance ApS | ||||||||
9.375%, 06/17/2023 (A) | 100 | 103 | ||||||
Embarq | ||||||||
7.995%, 06/01/2036 | 200 | 233 | ||||||
Entercom Media Corp | ||||||||
6.750%, 03/31/2029 (A) | 50 | 52 | ||||||
6.500%, 05/01/2027 (A) | 100 | 103 | ||||||
Frontier Communications | ||||||||
5.875%, 10/15/2027 (A) | 200 | 213 | ||||||
5.000%, 05/01/2028 (A) | 200 | 204 | ||||||
GCI | ||||||||
4.750%, 10/15/2028 (A) | 100 | 103 | ||||||
Getty Images | ||||||||
9.750%, 03/01/2027 (A) | 32 | 34 | ||||||
Gray Television | ||||||||
7.000%, 05/15/2027 (A) | 200 | 218 | ||||||
4.750%, 10/15/2030 (A) | 100 | 100 | ||||||
iHeartCommunications | ||||||||
8.375%, 05/01/2027 | 264 | 283 | ||||||
5.250%, 08/15/2027 (A) | 80 | 83 | ||||||
LCPR Senior Secured Financing DAC | ||||||||
6.750%, 10/15/2027 (A) | 200 | 215 | ||||||
Level 3 Financing | ||||||||
4.625%, 09/15/2027 (A) | 331 | 341 | ||||||
3.625%, 01/15/2029 (A) | 254 | 246 |
44 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Ligado Networks | ||||||||
15.500%cash/0% PIK, 11/01/2023 (A) | $ | 400 | $ | 394 | ||||
Live Nation Entertainment | ||||||||
6.500%, 05/15/2027 (A) | 158 | 175 | ||||||
4.875%, 11/01/2024 (A) | 138 | 141 | ||||||
4.750%, 10/15/2027 (A) | 100 | 101 | ||||||
LogMeIn | ||||||||
5.500%, 09/01/2027 (A) | 100 | 104 | ||||||
Lumen Technologies | ||||||||
7.650%, 03/15/2042 | 150 | 171 | ||||||
7.500%, 04/01/2024 | 330 | 369 | ||||||
6.875%, 01/15/2028 | 34 | 38 | ||||||
6.750%, 12/01/2023 | 75 | 83 | ||||||
5.125%, 12/15/2026 (A) | 125 | 131 | ||||||
Match Group Holdings II | ||||||||
4.625%, 06/01/2028 (A) | 50 | 52 | ||||||
McGraw Hill | ||||||||
8.000%, 11/30/2024 (A) | 50 | 51 | ||||||
Meredith | ||||||||
6.875%, 02/01/2026 | 120 | 123 | ||||||
National CineMedia | ||||||||
5.875%, 04/15/2028 (A) | 38 | 36 | ||||||
Netflix | ||||||||
5.875%, 02/15/2025 | 30 | 35 | ||||||
5.875%, 11/15/2028 | 400 | 487 | ||||||
4.875%, 04/15/2028 | 135 | 155 | ||||||
4.875%, 06/15/2030 (A) | 100 | 116 | ||||||
News | ||||||||
3.875%, 05/15/2029 (A) | 30 | 31 | ||||||
Nexstar Broadcasting | ||||||||
5.625%, 07/15/2027 (A) | 201 | 212 | ||||||
4.750%, 11/01/2028 (A) | 100 | 102 | ||||||
Nokia | ||||||||
6.625%, 05/15/2039 | 50 | 64 | ||||||
4.375%, 06/12/2027 | 20 | 22 | ||||||
Northwest Fiber | ||||||||
6.000%, 02/15/2028 (A) | 100 | 100 | ||||||
Photo Holdings Merger Sub | ||||||||
8.500%, 10/01/2026 (A) | 150 | 164 | ||||||
Playtika Holding | ||||||||
4.250%, 03/15/2029 (A) | 55 | 55 | ||||||
Radiate Holdco | ||||||||
6.500%, 09/15/2028 (A) | 100 | 104 | ||||||
Rakuten Group | ||||||||
5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.578%(A)(B)(C) | 200 | 203 | ||||||
Sable International Finance | ||||||||
5.750%, 09/07/2027 (A) | 100 | 105 | ||||||
Scripps Escrow II | ||||||||
5.375%, 01/15/2031 (A) | 150 | 152 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Sinclair Television Group | ||||||||
5.875%, 03/15/2026 (A) | $ | 50 | $ | 51 | ||||
5.125%, 02/15/2027 (A) | 267 | 264 | ||||||
Sirius XM Radio | ||||||||
5.375%, 07/15/2026 (A) | 100 | 103 | ||||||
5.000%, 08/01/2027 (A) | 500 | 524 | ||||||
4.625%, 07/15/2024 (A) | 200 | 205 | ||||||
4.125%, 07/01/2030 (A) | 10 | 10 | ||||||
Sprint | ||||||||
7.875%, 09/15/2023 | 500 | 570 | ||||||
7.625%, 02/15/2025 | 150 | 179 | ||||||
7.625%, 03/01/2026 | 100 | 123 | ||||||
7.125%, 06/15/2024 | 230 | 266 | ||||||
Sprint Capital | ||||||||
8.750%, 03/15/2032 | 100 | 148 | ||||||
6.875%, 11/15/2028 | 100 | 126 | ||||||
Sprint Communications | ||||||||
6.000%, 11/15/2022 | 500 | 534 | ||||||
TEGNA | ||||||||
4.625%, 03/15/2028 | 91 | 93 | ||||||
Telecom Italia | ||||||||
5.303%, 05/30/2024 (A) | 105 | 115 | ||||||
Telecom Italia Capital | ||||||||
7.721%, 06/04/2038 | 200 | 262 | ||||||
7.200%, 07/18/2036 | 200 | 248 | ||||||
Telesat Canada | ||||||||
6.500%, 10/15/2027 (A) | 200 | 197 | ||||||
5.625%, 12/06/2026 (A) | 27 | 27 | ||||||
4.875%, 06/01/2027 (A) | 50 | 49 | ||||||
Terrier Media Buyer | ||||||||
8.875%, 12/15/2027 (A) | 200 | 217 | ||||||
T-Mobile USA | ||||||||
6.000%, 04/15/2024 | 204 | 205 | ||||||
4.750%, 02/01/2028 | 200 | 214 | ||||||
3.500%, 04/15/2031 | 160 | 162 | ||||||
3.375%, 04/15/2029 | 200 | 203 | ||||||
2.625%, 04/15/2026 | 95 | 97 | ||||||
2.625%, 02/15/2029 | 200 | 195 | ||||||
2.250%, 02/15/2026 | 20 | 20 | ||||||
Townsquare Media | ||||||||
6.875%, 02/01/2026 (A) | 50 | 52 | ||||||
Trilogy International Partners | ||||||||
8.875%, 05/01/2022 (A) | 100 | 98 | ||||||
3.875%, 12/15/2027 (A) | 100 | 105 | ||||||
Univision Communications | ||||||||
9.500%, 05/01/2025 (A) | 100 | 111 | ||||||
6.625%, 06/01/2027 (A) | 300 | 325 | ||||||
UPC Broadband Finco BV | ||||||||
4.875%, 07/15/2031 (A) | 200 | 199 | ||||||
UPC Holding BV | ||||||||
5.500%, 01/15/2028 (A) | 50 | 52 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 45 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Urban One | ||||||||
7.375%, 02/01/2028 (A) | $ | 100 | $ | 104 | ||||
ViacomCBS | ||||||||
6.250%, VAR ICE LIBOR USD 3 Month+3.899%, 02/28/2057 | 142 | 159 | ||||||
Videotron | ||||||||
5.375%, 06/15/2024 (A) | 100 | 110 | ||||||
5.000%, 07/15/2022 | 135 | 141 | ||||||
Virgin Media Finance | ||||||||
5.000%, 07/15/2030 (A) | 90 | 90 | ||||||
Virgin Media Secured Finance | ||||||||
5.500%, 05/15/2029 (A) | 379 | 405 | ||||||
Windstream Escrow | ||||||||
7.750%, 08/15/2028 (A) | 259 | 270 | ||||||
WMG Acquisition | ||||||||
3.875%, 07/15/2030 (A) | 100 | 101 | ||||||
Zayo Group Holdings | ||||||||
4.000%, 03/01/2027 (A) | 100 | 99 | ||||||
Ziggo BV | ||||||||
5.500%, 01/15/2027 (A) | 297 | 309 | ||||||
5.125%, 02/28/2030 (A) | 100 | 102 | ||||||
|
|
| ||||||
24,947 | ||||||||
|
|
| ||||||
Consumer Discretionary — 9.3% |
| |||||||
1011778 BC ULC | ||||||||
5.750%, 04/15/2025 (A) | 50 | 53 | ||||||
4.375%, 01/15/2028 (A) | 20 | 20 | ||||||
4.000%, 10/15/2030 (A) | 100 | 98 | ||||||
3.875%, 01/15/2028 (A) | 351 | 355 | ||||||
99 Escrow Issuer | ||||||||
7.500%, 01/15/2026 (A) | 100 | 96 | ||||||
Adtalem Global Education | ||||||||
5.500%, 03/01/2028 (A) | 100 | 100 | ||||||
Affinity Gaming | ||||||||
6.875%, 12/15/2027 (A) | 122 | 130 | ||||||
American Axle & Manufacturing | ||||||||
6.250%, 04/01/2025 | 100 | 104 | ||||||
6.250%, 03/15/2026 | 250 | 257 | ||||||
American Builders & Contractors Supply | ||||||||
5.875%, 05/15/2026 (A) | 50 | 52 | ||||||
4.000%, 01/15/2028 (A) | 100 | 102 | ||||||
Aramark Services | ||||||||
5.000%, 02/01/2028 (A) | 100 | 105 | ||||||
4.750%, 06/01/2026 | 300 | 307 | ||||||
Aston Martin Capital Holdings | ||||||||
10.500%, 11/30/2025 (A) | 300 | 326 | ||||||
At Home Holding III | ||||||||
8.750%, 09/01/2025 (A) | 199 | 218 | ||||||
Bally’s | ||||||||
6.750%, 06/01/2027 (A) | 50 | 53 | ||||||
BCPE Empire Holdings | ||||||||
7.625%, 05/01/2027 (A) | 60 | 60 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Bed Bath & Beyond | ||||||||
3.749%, 08/01/2024 | $ | 96 | $ | 99 | ||||
Bloomin’ Brands | ||||||||
5.125%, 04/15/2029 (A) | 25 | 25 | ||||||
Boyd Gaming | ||||||||
8.625%, 06/01/2025 (A) | 100 | 111 | ||||||
Boyne USA | ||||||||
4.750%, 05/15/2029 (A) | 19 | 20 | ||||||
Brookfield Residential Properties | ||||||||
6.375%, 05/15/2025 (A) | 100 | 102 | ||||||
C&S Group Enterprises | ||||||||
5.000%, 12/15/2028 (A) | 100 | 99 | ||||||
Caesars Entertainment | ||||||||
8.125%, 07/01/2027 (A) | 200 | 222 | ||||||
6.250%, 07/01/2025 (A) | 300 | 319 | ||||||
Caesars Resort Collection | ||||||||
5.750%, 07/01/2025 (A) | 293 | 308 | ||||||
5.250%, 10/15/2025 (A) | 100 | 101 | ||||||
Carnival | ||||||||
11.500%, 04/01/2023 (A) | 350 | 402 | ||||||
9.875%, 08/01/2027 (A) | 250 | 294 | ||||||
7.625%, 03/01/2026 (A) | 200 | 219 | ||||||
5.750%, 03/01/2027 (A) | 362 | 382 | ||||||
Carriage Services | ||||||||
4.250%, 05/15/2029 (A) | 50 | 50 | ||||||
Carvana | ||||||||
5.625%, 10/01/2025 (A) | 100 | 103 | ||||||
5.500%, 04/15/2027 (A) | 36 | 36 | ||||||
CCM Merger | ||||||||
6.375%, 05/01/2026 (A) | 50 | 52 | ||||||
CD&R Smokey Buyer | ||||||||
6.750%, 07/15/2025 (A) | 10 | 11 | ||||||
CEC Entertainment | ||||||||
6.750%, 05/01/2026 (A) | 79 | 78 | ||||||
Cedar Fair | ||||||||
5.375%, 06/01/2024 | 250 | 252 | ||||||
5.250%, 07/15/2029 | 50 | 51 | ||||||
Chobani | ||||||||
4.625%, 11/15/2028 (A) | 100 | 103 | ||||||
Churchill Downs | ||||||||
5.500%, 04/01/2027 (A) | 117 | 121 | ||||||
4.750%, 01/15/2028 (A) | 155 | 159 | ||||||
Cirsa Finance International Sarl | ||||||||
7.875%, 12/20/2023 (A) | 200 | 204 | ||||||
Clarios Global | ||||||||
8.500%, 05/15/2027 (A) | 200 | 216 | ||||||
6.250%, 05/15/2026 (A) | 300 | 318 | ||||||
Cooper-Standard Automotive | ||||||||
5.625%, 11/15/2026 (A) | 50 | 44 | ||||||
Core & Main Holdings | ||||||||
8.625%cash/0% PIK, 09/15/2024 (A) | 100 | 102 |
46 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Crocs | ||||||||
4.250%, 03/15/2029 (A) | $ | 125 | $ | 127 | ||||
Dana | ||||||||
5.375%, 11/15/2027 | 153 | 163 | ||||||
4.250%, 09/01/2030 | 50 | 51 | ||||||
Dana Financing Luxembourg Sarl | ||||||||
6.500%, 06/01/2026 (A) | 100 | 104 | ||||||
Dave & Buster’s | ||||||||
7.625%, 11/01/2025 (A) | 100 | 108 | ||||||
Dealer Tire | ||||||||
8.000%, 02/01/2028 (A) | 50 | 53 | ||||||
Diamond Resorts International | ||||||||
10.750%, 09/01/2024 (A) | 100 | 106 | ||||||
Downstream Development Authority of the | ||||||||
Quapaw Tribe of Oklahoma 10.500%, 02/15/2023 (A) | 50 | 52 | ||||||
DP World Salaam | ||||||||
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+5.750% (B)(C) | 200 | 219 | ||||||
Eagle Intermediate Global Holding BV | ||||||||
7.500%, 05/01/2025 (A) | 200 | 181 | ||||||
eG Global Finance | ||||||||
8.500%, 10/30/2025 (A) | 200 | 212 | ||||||
Ferrellgas | ||||||||
5.875%, 04/01/2029 (A) | 70 | 69 | ||||||
5.375%, 04/01/2026 (A) | 100 | 99 | ||||||
Ford Motor | ||||||||
9.625%, 04/22/2030 | 106 | 149 | ||||||
8.500%, 04/21/2023 | 245 | 274 | ||||||
7.400%, 11/01/2046 | 200 | 249 | ||||||
5.291%, 12/08/2046 | 100 | 105 | ||||||
Ford Motor Credit | ||||||||
5.125%, 06/16/2025 | 268 | 293 | ||||||
4.542%, 08/01/2026 | 200 | 215 | ||||||
4.250%, 09/20/2022 | 92 | 95 | ||||||
4.134%, 08/04/2025 | 200 | 211 | ||||||
3.815%, 11/02/2027 | 200 | 205 | ||||||
3.375%, 11/13/2025 | 200 | 205 | ||||||
3.350%, 11/01/2022 | 200 | 205 | ||||||
3.339%, 03/28/2022 | 292 | 296 | ||||||
3.096%, 05/04/2023 | 300 | 307 | ||||||
2.979%, 08/03/2022 | 100 | 102 | ||||||
2.900%, 02/16/2028 | 200 | 196 | ||||||
Foundation Building Materials | ||||||||
6.000%, 03/01/2029 (A) | 75 | 74 | ||||||
frontdoor | ||||||||
6.750%, 08/15/2026 (A) | 100 | 106 | ||||||
Full House Resorts | ||||||||
8.250%, 02/15/2028 (A) | 50 | 54 | ||||||
Gap | ||||||||
8.875%, 05/15/2027 (A) | 50 | 58 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Golden Nugget | ||||||||
6.750%, 10/15/2024 (A) | $ | 100 | $ | 101 | ||||
Goodyear Tire & Rubber | ||||||||
5.625%, 04/30/2033 | 50 | 50 | ||||||
5.250%, 04/30/2031 | 100 | 101 | ||||||
5.125%, 11/15/2023 | 200 | 200 | ||||||
Group 1 Automotive | ||||||||
4.000%, 08/15/2028 (A) | 54 | 54 | ||||||
GrubHub Holdings | ||||||||
5.500%, 07/01/2027 (A) | 50 | 53 | ||||||
Guitar Center | ||||||||
8.500%, 01/15/2026 (A) | 100 | 106 | ||||||
Hanesbrands | ||||||||
5.375%, 05/15/2025 (A) | 100 | 105 | ||||||
4.625%, 05/15/2024 (A) | 286 | 301 | ||||||
Hilton Domestic Operating | ||||||||
5.750%, 05/01/2028 (A) | 100 | 108 | ||||||
4.875%, 01/15/2030 | 135 | 144 | ||||||
3.625%, 02/15/2032 (A) | 215 | 211 | ||||||
Houghton Mifflin Harcourt Publishers | ||||||||
9.000%, 02/15/2025 (A) | 100 | 107 | ||||||
IAA | ||||||||
5.500%, 06/15/2027 (A) | 100 | 105 | ||||||
IHO Verwaltungs GmbH | ||||||||
6.000%cash/0% PIK, 05/15/2027 (A) | 200 | 210 | ||||||
International Game Technology | ||||||||
6.500%, 02/15/2025 (A) | 300 | 332 | ||||||
6.250%, 01/15/2027 (A) | 150 | 169 | ||||||
IRB Holding | ||||||||
6.750%, 02/15/2026 (A) | 250 | 259 | ||||||
Jaguar Holding II | ||||||||
4.625%, 06/15/2025 (A) | 100 | 105 | ||||||
Jaguar Land Rover Automotive | ||||||||
7.750%, 10/15/2025 (A) | 200 | 217 | ||||||
4.500%, 10/01/2027 (A) | 100 | 95 | ||||||
JB Poindexter | ||||||||
7.125%, 04/15/2026 (A) | 100 | 106 | ||||||
JBS USA LUX | ||||||||
6.750%, 02/15/2028 (A) | 200 | 221 | ||||||
6.500%, 04/15/2029 (A) | 150 | 168 | ||||||
KB Home | ||||||||
7.500%, 09/15/2022 | 50 | 54 | ||||||
Kronos Acquisition Holdings | ||||||||
7.000%, 12/31/2027 (A) | 250 | 242 | ||||||
5.000%, 12/31/2026 (A) | 47 | 47 | ||||||
L Brands | ||||||||
6.950%, 03/01/2033 | 200 | 233 | ||||||
6.694%, 01/15/2027 | 200 | 231 | ||||||
6.625%, 10/01/2030 (A) | 100 | 115 | ||||||
5.625%, 10/15/2023 | 100 | 108 | ||||||
LBM Acquisition | ||||||||
6.250%, 01/15/2029 (A) | 100 | 103 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 47 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
LCM Investments Holdings II | ||||||||
4.875%, 05/01/2029 (A) | $ | 61 | $ | 62 | ||||
Legends Hospitality Holding | ||||||||
5.000%, 02/01/2026 (A) | 80 | 83 | ||||||
Levi Strauss | ||||||||
3.500%, 03/01/2031 (A) | 85 | 85 | ||||||
Life Time | ||||||||
8.000%, 04/15/2026 (A) | 75 | 79 | ||||||
5.750%, 01/15/2026 (A) | 35 | 36 | ||||||
Lions Gate Capital Holdings | ||||||||
5.500%, 04/15/2029 (A) | 110 | 110 | ||||||
Lithia Motors | ||||||||
4.625%, 12/15/2027 (A) | 258 | 271 | ||||||
LSF9 Atlantis Holdings | ||||||||
7.750%, 02/15/2026 (A) | 90 | 94 | ||||||
M/I Homes | ||||||||
5.625%, 08/01/2025 | 100 | 103 | ||||||
Macy’s | ||||||||
8.375%, 06/15/2025 (A) | 100 | 110 | ||||||
Macy’s Retail Holdings | ||||||||
5.875%, 04/01/2029 (A) | 90 | 92 | ||||||
4.300%, 02/15/2043 | 25 | 20 | ||||||
3.625%, 06/01/2024 | 12 | 12 | ||||||
2.875%, 02/15/2023 | 53 | 53 | ||||||
Magic Mergeco | ||||||||
7.875%, 05/01/2029 (A) | 150 | 154 | ||||||
5.250%, 05/01/2028 (A) | 85 | 86 | ||||||
Marriott Ownership Resorts | ||||||||
6.125%, 09/15/2025 (A) | 116 | 123 | ||||||
4.750%, 01/15/2028 | 100 | 101 | ||||||
Mattamy Group | ||||||||
5.250%, 12/15/2027 (A) | 100 | 105 | ||||||
4.625%, 03/01/2030 (A) | 100 | 101 | ||||||
Mattel | ||||||||
6.750%, 12/31/2025 (A) | 63 | 66 | ||||||
5.875%, 12/15/2027 (A) | 135 | 148 | ||||||
3.750%, 04/01/2029 (A) | 55 | 56 | ||||||
3.375%, 04/01/2026 (A) | 30 | 31 | ||||||
Meritage Homes | ||||||||
3.875%, 04/15/2029 (A) | 50 | 51 | ||||||
Merlin Entertainments | ||||||||
5.750%, 06/15/2026 (A) | 100 | 106 | ||||||
Metis Merger Sub | ||||||||
6.500%, 05/15/2029 (A) | 40 | 40 | ||||||
MGM Resorts International | ||||||||
6.000%, 03/15/2023 | 198 | 212 | ||||||
5.500%, 04/15/2027 | 100 | 109 | ||||||
4.750%, 10/15/2028 | 100 | 105 | ||||||
4.625%, 09/01/2026 | 100 | 105 | ||||||
Midwest Gaming Borrower | ||||||||
4.875%, 05/01/2029 (A) | 44 | 44 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Mohegan Gaming & Entertainment | ||||||||
8.000%, 02/01/2026 (A) | $ | 90 | $ | 91 | ||||
7.875%, 10/15/2024 (A) | 100 | 104 | ||||||
Murphy Oil USA | ||||||||
3.750%, 02/15/2031 (A) | 85 | 84 | ||||||
NCL | ||||||||
5.875%, 03/15/2026 (A) | 65 | 68 | ||||||
3.625%, 12/15/2024 (A) | 200 | 192 | ||||||
NCL Finance | ||||||||
6.125%, 03/15/2028 (A) | 65 | 68 | ||||||
NESCO Holdings II | ||||||||
5.500%, 04/15/2029 (A) | 50 | 52 | ||||||
New Home | ||||||||
7.250%, 10/15/2025 (A) | 50 | 53 | ||||||
Newell Brands | ||||||||
4.700%, 04/01/2026 | 250 | 278 | ||||||
4.350%, 04/01/2023 | 224 | 236 | ||||||
NMG Holding | ||||||||
7.125%, 04/01/2026 (A) | 85 | 87 | ||||||
Oriflame Investment Holding | ||||||||
9.125%, 08/01/2024 (A) | 100 | 106 | ||||||
Park River Holdings | ||||||||
5.625%, 02/01/2029 (A) | 130 | 127 | ||||||
Party City Holdings | ||||||||
8.750%, 02/15/2026 (A) | 90 | 92 | ||||||
Patrick Industries | ||||||||
4.750%, 05/01/2029 (A) | 25 | 25 | ||||||
Peninsula Pacific Entertainment | ||||||||
8.500%, 11/15/2027 (A) | 165 | 175 | ||||||
Penn National Gaming | ||||||||
5.625%, 01/15/2027 (A) | 42 | 44 | ||||||
PetSmart | ||||||||
7.750%, 02/15/2029 (A) | 250 | 271 | ||||||
PM General Purchaser | ||||||||
9.500%, 10/01/2028 (A) | 100 | 110 | ||||||
Prime Security Services Borrower | ||||||||
6.250%, 01/15/2028 (A) | 200 | 209 | ||||||
5.750%, 04/15/2026 (A) | 100 | 109 | ||||||
3.375%, 08/31/2027 (A) | 135 | 130 | ||||||
QVC | ||||||||
5.950%, 03/15/2043 | 50 | 50 | ||||||
5.450%, 08/15/2034 | 50 | 51 | ||||||
4.750%, 02/15/2027 | 200 | 211 | ||||||
Real Hero Merger Sub 2 | ||||||||
6.250%, 02/01/2029 (A) | 15 | 16 | ||||||
Rent-A-Center | ||||||||
6.375%, 02/15/2029 (A) | 145 | 157 | ||||||
Royal Caribbean Cruises | ||||||||
11.500%, 06/01/2025 (A) | 250 | 290 | ||||||
9.125%, 06/15/2023 (A) | 66 | 73 | ||||||
7.500%, 10/15/2027 | 100 | 118 | ||||||
5.500%, 04/01/2028 (A) | 160 | 168 |
48 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
5.250%, 11/15/2022 | $ | 100 | $ | 103 | ||||
3.700%, 03/15/2028 | 42 | 40 | ||||||
Sally Holdings | ||||||||
5.625%, 12/01/2025 | 100 | 103 | ||||||
Scientific Games International | ||||||||
8.625%, 07/01/2025 (A) | 100 | 109 | ||||||
8.250%, 03/15/2026 (A) | 200 | 216 | ||||||
Service International | ||||||||
3.375%, 08/15/2030 | 100 | 97 | ||||||
Six Flags Entertainment | ||||||||
4.875%, 07/31/2024 (A) | 205 | 206 | ||||||
Sizzling Platter | ||||||||
8.500%, 11/28/2025 (A) | 100 | 101 | ||||||
Specialty Building Products Holdings | ||||||||
6.375%, 09/30/2026 (A) | 100 | 105 | ||||||
SRS Distribution | ||||||||
8.250%, 07/01/2026 (A) | 100 | 105 | ||||||
Station Casinos | ||||||||
4.500%, 02/15/2028 (A) | 80 | 80 | ||||||
StoneMor | ||||||||
8.500%, 05/15/2029 (A) | 33 | 33 | ||||||
Superior Plus | ||||||||
4.500%, 03/15/2029 (A) | 40 | 41 | ||||||
Taylor Morrison Communities | ||||||||
6.625%, 07/15/2027 (A) | 200 | 216 | ||||||
5.875%, 04/15/2023 (A) | 100 | 107 | ||||||
Tempur Sealy International | ||||||||
5.500%, 06/15/2026 | 100 | 103 | ||||||
4.000%, 04/15/2029 (A) | 100 | 101 | ||||||
Tenneco | ||||||||
5.125%, 04/15/2029 (A) | 160 | 159 | ||||||
5.000%, 07/15/2026 | 50 | 48 | ||||||
Tesla | ||||||||
5.300%, 08/15/2025 (A) | 250 | 259 | ||||||
Toll Brothers Finance | ||||||||
4.875%, 03/15/2027 | 100 | 113 | ||||||
3.800%, 11/01/2029 | 50 | 53 | ||||||
TopBuild | ||||||||
3.625%, 03/15/2029 (A) | 75 | 74 | ||||||
Travel + Leisure | ||||||||
6.625%, 07/31/2026 (A) | 200 | 229 | ||||||
Tri Pointe Homes | ||||||||
5.700%, 06/15/2028 | 100 | 111 | ||||||
5.250%, 06/01/2027 | 50 | 54 | ||||||
Triton Water Holdings | ||||||||
6.250%, 04/01/2029 (A) | 105 | 106 | ||||||
Universal Entertainment | ||||||||
8.500%, 12/11/2024 (A) | 100 | 108 | ||||||
US Foods | ||||||||
4.750%, 02/15/2029 (A) | 40 | 40 | ||||||
Viking Cruises | ||||||||
13.000%, 05/15/2025 (A) | 200 | 234 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
7.000%, 02/15/2029 (A) | $ | 50 | $ | 52 | ||||
5.875%, 09/15/2027 (A) | 84 | 82 | ||||||
Viking Ocean Cruises Ship VII | ||||||||
5.625%, 02/15/2029 (A) | 50 | 51 | ||||||
Vista Outdoor | ||||||||
4.500%, 03/15/2029 (A) | 125 | 125 | ||||||
WASH Multifamily Acquisition | ||||||||
5.750%, 04/15/2026 (A) | 70 | 73 | ||||||
Wheel Pros | ||||||||
6.500%, 05/15/2029 (A) | 50 | 50 | ||||||
White Capital Buyer | ||||||||
6.875%, 10/15/2028 (A) | 100 | 106 | ||||||
Winnebago Industries | ||||||||
6.250%, 07/15/2028 (A) | 4 | 4 | ||||||
WW International | ||||||||
4.500%, 04/15/2029 (A) | 60 | 59 | ||||||
Wynn Las Vegas | ||||||||
5.500%, 03/01/2025 (A) | 200 | 214 | ||||||
5.250%, 05/15/2027 (A) | 100 | 106 | ||||||
Yum! Brands | ||||||||
5.350%, 11/01/2043 | 100 | 104 | ||||||
4.750%, 01/15/2030 (A) | 200 | 214 | ||||||
4.625%, 01/31/2032 | 70 | 73 | ||||||
3.625%, 03/15/2031 | 100 | 99 | ||||||
|
|
| ||||||
28,407 | ||||||||
|
|
| ||||||
Consumer Staples — 2.1% | ||||||||
Albertsons | ||||||||
5.875%, 02/15/2028 (A) | 365 | 389 | ||||||
4.875%, 02/15/2030 (A) | 200 | 208 | ||||||
Avon Products | ||||||||
6.500%, 03/15/2023 | 165 | 177 | ||||||
Central Garden & Pet | ||||||||
4.125%, 10/15/2030 | 50 | 52 | ||||||
4.125%, 04/30/2031 (A) | 200 | 199 | ||||||
Coty | ||||||||
6.500%, 04/15/2026 (A) | 100 | 101 | ||||||
5.000%, 04/15/2026 (A) | 125 | 126 | ||||||
Edgewell Personal Care | ||||||||
4.125%, 04/01/2029 (A) | 50 | 50 | ||||||
Energizer Holdings | ||||||||
4.750%, 06/15/2028 (A) | 100 | 102 | ||||||
Kraft Heinz Foods | ||||||||
7.125%, 08/01/2039 (A) | 90 | 127 | ||||||
6.875%, 01/26/2039 | 388 | 532 | ||||||
6.750%, 03/15/2032 | 250 | 330 | ||||||
5.000%, 07/15/2035 | 98 | 114 | ||||||
5.000%, 06/04/2042 | 475 | 548 | ||||||
4.875%, 10/01/2049 | 110 | 126 | ||||||
4.375%, 06/01/2046 | 300 | 320 | ||||||
3.875%, 05/15/2027 | 200 | 218 | ||||||
3.750%, 04/01/2030 | 100 | 107 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 49 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Lamb Weston Holdings | ||||||||
4.875%, 05/15/2028 (A) | $ | 100 | $ | 110 | ||||
Performance Food Group | ||||||||
5.500%, 06/01/2024 (A) | 200 | 201 | ||||||
Pilgrim’s Pride | ||||||||
4.250%, 04/15/2031 (A) | 115 | 116 | ||||||
Post Holdings | ||||||||
5.625%, 01/15/2028 (A) | 254 | 268 | ||||||
4.625%, 04/15/2030 (A) | 200 | 202 | ||||||
4.500%, 09/15/2031 (A) | 200 | 199 | ||||||
Primo Water Holdings | ||||||||
4.375%, 04/30/2029 (A) | 38 | 38 | ||||||
Rite Aid | ||||||||
7.700%, 02/15/2027 | 172 | 169 | ||||||
SEG Holding | ||||||||
5.625%, 10/15/2028 (A) | 50 | 53 | ||||||
Simmons Foods | ||||||||
4.625%, 03/01/2029 (A) | 40 | 40 | ||||||
Spectrum Brands | ||||||||
3.875%, 03/15/2031 (A) | 50 | 49 | ||||||
Staples | ||||||||
7.500%, 04/15/2026 (A) | 500 | 517 | ||||||
Stena | ||||||||
7.000%, 02/01/2024 (A) | 100 | 101 | ||||||
TreeHouse Foods | ||||||||
4.000%, 09/01/2028 | 50 | 50 | ||||||
Turning Point Brands | ||||||||
5.625%, 02/15/2026 (A) | 40 | 41 | ||||||
United Natural Foods | ||||||||
6.750%, 10/15/2028 (A) | 50 | 54 | ||||||
Vector Group | ||||||||
10.500%, 11/01/2026 (A) | 100 | 106 | ||||||
5.750%, 02/01/2029 (A) | 100 | 101 | ||||||
|
|
| ||||||
6,241 | ||||||||
|
|
| ||||||
Energy — 11.1% | ||||||||
Abu Dhabi Crude Oil Pipeline | ||||||||
4.600%, 11/02/2047 | 250 | 286 | ||||||
Aethon United BR | ||||||||
8.250%, 02/15/2026 (A) | 95 | 101 | ||||||
Alliance Resource Operating Partners | ||||||||
7.500%, 05/01/2025 (A) | 100 | 94 | ||||||
Antero Midstream Partners | ||||||||
7.875%, 05/15/2026 (A) | 100 | 109 | ||||||
5.750%, 03/01/2027 (A) | 150 | 152 | ||||||
5.750%, 01/15/2028 (A) | 40 | 41 | ||||||
Antero Resources | ||||||||
5.000%, 03/01/2025 | 202 | 205 | ||||||
Apache | ||||||||
6.000%, 01/15/2037 | 100 | 113 | ||||||
5.350%, 07/01/2049 | 100 | 100 | ||||||
5.100%, 09/01/2040 | 100 | 103 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
4.750%, 04/15/2043 | $ | 150 | $ | 149 | ||||
4.625%, 11/15/2025 | 100 | 106 | ||||||
4.375%, 10/15/2028 | 100 | 102 | ||||||
Archrock Partners | ||||||||
6.875%, 04/01/2027 (A) | 200 | 213 | ||||||
Ascent Resources Utica Holdings | ||||||||
8.250%, 12/31/2028 (A) | 50 | 54 | ||||||
7.000%, 11/01/2026 (A) | 150 | 152 | ||||||
Baytex Energy | ||||||||
8.750%, 04/01/2027 (A) | 150 | 139 | ||||||
5.625%, 06/01/2024 (A) | 50 | 47 | ||||||
Berry Petroleum | ||||||||
7.000%, 02/15/2026 (A) | 100 | 100 | ||||||
Blue Racer Midstream | ||||||||
7.625%, 12/15/2025 (A) | 100 | 108 | ||||||
Bristow Group | ||||||||
6.875%, 03/01/2028 (A) | 50 | 51 | ||||||
Buckeye Partners | ||||||||
5.850%, 11/15/2043 | 150 | 148 | ||||||
5.600%, 10/15/2044 | 50 | 48 | ||||||
4.125%, 03/01/2025 (A) | 100 | 102 | ||||||
4.125%, 12/01/2027 | 50 | 49 | ||||||
3.950%, 12/01/2026 | 54 | 54 | ||||||
California Resources | ||||||||
7.125%, 02/01/2026 (A) | 75 | 77 | ||||||
Callon Petroleum | ||||||||
6.250%, 04/15/2023 | 80 | 76 | ||||||
6.125%, 10/01/2024 | 50 | 46 | ||||||
Calumet Specialty Products Partners | ||||||||
11.000%, 04/15/2025 (A) | 100 | 109 | ||||||
Centennial Resource Production | ||||||||
5.375%, 01/15/2026 (A) | 100 | 94 | ||||||
CGG | ||||||||
8.750%, 04/01/2027 (A) | 200 | 201 | ||||||
Cheniere Energy Partners | ||||||||
5.625%, 10/01/2026 | 354 | 369 | ||||||
4.000%, 03/01/2031 (A) | 139 | 141 | ||||||
Chesapeake Energy | ||||||||
5.875%, 02/01/2029 (A) | 60 | 65 | ||||||
5.500%, 02/01/2026 (A) | 45 | 47 | ||||||
CNX Resources | ||||||||
7.250%, 03/14/2027 (A) | 100 | 108 | ||||||
Colgate Energy Partners III | ||||||||
7.750%, 02/15/2026 (A) | 25 | 25 | ||||||
Comstock Resources | ||||||||
6.750%, 03/01/2029 (A) | 85 | 87 | ||||||
Continental Resources | ||||||||
5.750%, 01/15/2031 (A) | 100 | 116 | ||||||
4.900%, 06/01/2044 | 100 | 104 | ||||||
4.500%, 04/15/2023 | 251 | 263 | ||||||
Crestwood Midstream Partners | ||||||||
6.000%, 02/01/2029 (A) | 100 | 103 |
50 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
5.625%, 05/01/2027 (A) | $ | 60 | $ | 61 | ||||
CrownRock |
| |||||||
5.625%, 10/15/2025 (A) | 200 | 207 | ||||||
5.000%, 05/01/2029 (A) | 13 | 13 | ||||||
CVR Energy |
| |||||||
5.250%, 02/15/2025 (A) | 200 | 201 | ||||||
DCP Midstream Operating |
| |||||||
5.850%, VAR ICE LIBOR USD 3 Month+3.850%, 05/21/2043 (A) | 150 | 136 | ||||||
5.375%, 07/15/2025 | 300 | 329 | ||||||
Double Eagle III Midco 1 |
| |||||||
7.750%, 12/15/2025 (A) | 100 | 113 | ||||||
Empresa Nacional del Petroleo |
| |||||||
3.750%, 08/05/2026 | 200 | 211 | ||||||
Encino Acquisition Partners Holdings |
| |||||||
8.500%, 05/01/2028 (A) | 92 | 90 | ||||||
Endeavor Energy Resources |
| |||||||
6.625%, 07/15/2025 (A) | 100 | 106 | ||||||
5.750%, 01/30/2028 (A) | 100 | 107 | ||||||
Energy Ventures Gom |
| |||||||
11.750%, 04/15/2026 (A) | 25 | 26 | ||||||
EnLink Midstream |
| |||||||
5.625%, 01/15/2028 (A) | 150 | 155 | ||||||
EnLink Midstream Partners |
| |||||||
5.050%, 04/01/2045 | 100 | 82 | ||||||
4.850%, 07/15/2026 | 150 | 151 | ||||||
4.150%, 06/01/2025 | 100 | 101 | ||||||
Enviva Partners |
| |||||||
6.500%, 01/15/2026 (A) | 100 | 105 | ||||||
EQM Midstream Partners |
| |||||||
6.500%, 07/01/2027 (A) | 100 | 110 | ||||||
6.500%, 07/15/2048 | 50 | 51 | ||||||
6.000%, 07/01/2025 (A) | 100 | 109 | ||||||
5.500%, 07/15/2028 | 100 | 106 | ||||||
4.750%, 07/15/2023 | 200 | 209 | ||||||
4.500%, 01/15/2029 (A) | 100 | 99 | ||||||
EQT Corp |
| |||||||
8.500%, 02/01/2030 | 100 | 128 | ||||||
5.000%, 01/15/2029 | 50 | 55 | ||||||
3.900%, 10/01/2027 | 100 | 104 | ||||||
3.000%, 10/01/2022 | 84 | 86 | ||||||
Exterran Energy Solutions |
| |||||||
8.125%, 05/01/2025 | 50 | 45 | ||||||
Genesis Energy |
| |||||||
8.000%, 01/15/2027 | 25 | 26 | ||||||
7.750%, 02/01/2028 | 150 | 151 | ||||||
6.500%, 10/01/2025 | 150 | 151 | ||||||
Global Partners |
| |||||||
7.000%, 08/01/2027 | 100 | 107 | ||||||
Harvest Midstream I |
| |||||||
7.500%, 09/01/2028 (A) | 60 | 65 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Hess Midstream Operations |
| |||||||
5.625%, 02/15/2026 (A) | $ | 170 | $ | 176 | ||||
Hilcorp Energy I |
| |||||||
6.250%, 11/01/2028 (A) | 200 | 208 | ||||||
Independence Energy Finance |
| |||||||
7.250%, 05/01/2026 (A) | 65 | 65 | ||||||
Indigo Natural Resources |
| |||||||
5.375%, 02/01/2029 (A) | 110 | 109 | ||||||
Ithaca Energy North Sea |
| |||||||
9.375%, 07/15/2024 (A) | 100 | 100 | ||||||
KazMunayGas National JSC |
| |||||||
6.375%, 10/24/2048 | 500 | 642 | ||||||
5.750%, 04/19/2047 | 200 | 240 | ||||||
5.375%, 04/24/2030 | 500 | 594 | ||||||
Laredo Petroleum |
| |||||||
10.125%, 01/15/2028 | 30 | 31 | ||||||
Magnolia Oil & Gas Operating |
| |||||||
6.000%, 08/01/2026 (A) | 100 | 103 | ||||||
Matador Resources |
| |||||||
5.875%, 09/15/2026 | 100 | 100 | ||||||
MEG Energy |
| |||||||
5.875%, 02/01/2029 (A) | 240 | 246 | ||||||
Moss Creek Resources Holdings |
| |||||||
10.500%, 05/15/2027 (A) | 200 | 188 | ||||||
Murphy Oil |
| |||||||
6.375%, 07/15/2028 | 65 | 66 | ||||||
5.875%, 12/01/2027 | 302 | 304 | ||||||
Nabors Industries |
| |||||||
7.500%, 01/15/2028 (A) | 138 | 120 | ||||||
Neptune Energy Bondco |
| |||||||
6.625%, 05/15/2025 (A) | 200 | 203 | ||||||
New Fortress Energy |
| |||||||
6.750%, 09/15/2025 (A) | 150 | 155 | ||||||
6.500%, 09/30/2026 (A) | 125 | 128 | ||||||
NGL Energy Operating |
| |||||||
7.500%, 02/01/2026 (A) | 140 | 147 | ||||||
NGL Energy Partners |
| |||||||
7.500%, 11/01/2023 | 175 | 171 | ||||||
Northern Oil and Gas |
| |||||||
8.125%, 03/01/2028 (A) | 45 | 46 | ||||||
Northriver Midstream Finance |
| |||||||
5.625%, 02/15/2026 (A) | 55 | 57 | ||||||
NuStar Logistics |
| |||||||
6.000%, 06/01/2026 | 100 | 108 | ||||||
5.750%, 10/01/2025 | 100 | 108 | ||||||
Oasis Midstream Partners |
| |||||||
8.000%, 04/01/2029 (A) | 50 | 51 | ||||||
Occidental Petroleum |
| |||||||
8.500%, 07/15/2027 | 200 | 243 | ||||||
8.000%, 07/15/2025 | 50 | 58 | ||||||
7.500%, 05/01/2031 | 100 | 119 | ||||||
6.600%, 03/15/2046 | 100 | 110 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 51 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
6.450%, 09/15/2036 | $ | 100 | $ | 114 | ||||
6.125%, 01/01/2031 | 150 | 167 | ||||||
5.875%, 09/01/2025 | 100 | 109 | ||||||
5.500%, 12/01/2025 | 250 | 269 | ||||||
4.705%, 10/10/2036 (D) | 200 | 102 | ||||||
4.300%, 08/15/2039 | 100 | 88 | ||||||
4.200%, 03/15/2048 | 200 | 169 | ||||||
4.100%, 02/15/2047 | 200 | 166 | ||||||
3.500%, 06/15/2025 | 250 | 251 | ||||||
3.500%, 08/15/2029 | 200 | 191 | ||||||
3.400%, 04/15/2026 | 300 | 297 | ||||||
3.200%, 08/15/2026 | 300 | 292 | ||||||
3.000%, 02/15/2027 | 200 | 191 | ||||||
2.900%, 08/15/2024 | 100 | 100 | ||||||
Oceaneering International |
| |||||||
4.650%, 11/15/2024 | 200 | 195 | ||||||
Oil and Gas Holding BSCC |
| |||||||
7.500%, 10/25/2027 | 500 | 561 | ||||||
Ovintiv |
| |||||||
7.375%, 11/01/2031 | 134 | 177 | ||||||
6.625%, 08/15/2037 | 100 | 126 | ||||||
6.500%, 08/15/2034 | 100 | 128 | ||||||
Ovintiv Exploration |
| |||||||
5.375%, 01/01/2026 | 70 | 78 | ||||||
Par Petroleum |
| |||||||
7.750%, 12/15/2025 (A) | 100 | 101 | ||||||
Parkland |
| |||||||
4.500%, 10/01/2029 (A) | 55 | 56 | ||||||
PBF Holding |
| |||||||
6.000%, 02/15/2028 | 250 | 189 | ||||||
PDC Energy |
| |||||||
5.750%, 05/15/2026 | 100 | 104 | ||||||
Peabody Energy |
| |||||||
6.375%, 03/31/2025 (A) | 50 | 21 | ||||||
Pertamina Persero MTN |
| |||||||
6.450%, 05/30/2044 | 300 | 383 | ||||||
4.300%, 05/20/2023 | 200 | 212 | ||||||
4.175%, 01/21/2050 | 300 | 300 | ||||||
Petroleos del Peru |
| |||||||
4.750%, 06/19/2032 | 500 | 508 | ||||||
Petroleos Mexicanos |
| |||||||
6.950%, 01/28/2060 | 500 | 443 | ||||||
6.875%, 10/16/2025 | 700 | 765 | ||||||
6.500%, 03/13/2027 | 1,250 | 1,322 | ||||||
Petroleos Mexicanos MTN |
| |||||||
6.750%, 09/21/2047 | 1,000 | 884 | ||||||
Petronas Capital MTN |
| |||||||
4.550%, 04/21/2050 | 1,250 | 1,476 | ||||||
3.500%, 03/18/2025 | 1,000 | 1,083 | ||||||
Range Resources |
| |||||||
9.250%, 02/01/2026 | 100 | 110 | ||||||
5.000%, 03/15/2023 | 58 | 59 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
4.875%, 05/15/2025 | $ | 149 | $ | 148 | ||||
Rockies Express Pipeline |
| |||||||
4.800%, 05/15/2030 (A) | 50 | 49 | ||||||
3.600%, 05/15/2025 (A) | 100 | 99 | ||||||
Ruby Pipeline |
| |||||||
8.000%, 04/01/2022 (A) | 58 | 49 | ||||||
Sinopec Group Overseas Development 2015 | ||||||||
3.250%, 04/28/2025 | 1,000 | 1,066 | ||||||
Sinopec Group Overseas Development 2018 | ||||||||
2.700%, 05/13/2030 | 1,000 | 1,000 | ||||||
2.300%, 01/08/2031 | 200 | 194 | ||||||
SM Energy |
| |||||||
10.000%, 01/15/2025 (A) | 150 | �� | 171 | |||||
6.625%, 01/15/2027 | 100 | 97 | ||||||
5.625%, 06/01/2025 | 45 | 43 | ||||||
5.000%, 01/15/2024 | 50 | 48 | ||||||
Southern Gas Corridor CJSC |
| |||||||
6.875%, 03/24/2026 | 750 | 900 | ||||||
Southwestern Energy |
| |||||||
7.500%, 04/01/2026 | 246 | 260 | ||||||
Summit Midstream Holdings |
| |||||||
5.750%, 04/15/2025 | 30 | 25 | ||||||
Sunoco |
| |||||||
5.500%, 02/15/2026 | 100 | 103 | ||||||
4.500%, 05/15/2029 (A) | 50 | 51 | ||||||
Tallgrass Energy Partners |
| |||||||
7.500%, 10/01/2025 (A) | 100 | 109 | ||||||
5.500%, 09/15/2024 (A) | 200 | 204 | ||||||
Talos Production |
| |||||||
12.000%, 01/15/2026 (A) | 100 | 100 | ||||||
Targa Resources Partners |
| |||||||
5.875%, 04/15/2026 | 204 | 214 | ||||||
5.500%, 03/01/2030 | 100 | 108 | ||||||
5.000%, 01/15/2028 | 254 | 267 | ||||||
4.250%, 11/15/2023 | 100 | 100 | ||||||
4.000%, 01/15/2032 (A) | 100 | 98 | ||||||
TechnipFMC |
| |||||||
6.500%, 02/01/2026 (A) | 200 | 213 | ||||||
Teine Energy |
| |||||||
6.875%, 04/15/2029 (A) | 100 | 101 | ||||||
TransMontaigne Partners |
| |||||||
6.125%, 02/15/2026 | 100 | 101 | ||||||
Transocean Pontus |
| |||||||
6.125%, 08/01/2025 (A) | 145 | 141 | ||||||
Transocean Poseidon |
| |||||||
6.875%, 02/01/2027 (A) | 100 | 95 | ||||||
Transocean Sentry |
| |||||||
5.375%, 05/15/2023 (A) | 288 | 273 | ||||||
Trinidad Petroleum Holdings |
| |||||||
9.750%, 06/15/2026 | 200 | 224 | ||||||
USA Compression Partners |
| |||||||
6.875%, 04/01/2026 | 200 | 210 |
52 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Vantage Drilling International |
| |||||||
9.250%, 11/15/2023 (A) | $ | 100 | $ | 83 | ||||
Vine Energy Holdings |
| |||||||
6.750%, 04/15/2029 (A) | 50 | 50 | ||||||
W&T Offshore |
| |||||||
9.750%, 11/01/2023 (A) | 100 | 88 | ||||||
Weatherford International |
| |||||||
11.000%, 12/01/2024 (A) | 280 | 277 | ||||||
Western Midstream Operating |
| |||||||
6.500%, 02/01/2050 | 274 | 310 | ||||||
5.500%, 08/15/2048 | 50 | 51 | ||||||
4.650%, 07/01/2026 | 100 | 107 | ||||||
4.500%, 03/01/2028 | 100 | 106 | ||||||
4.350%, 02/01/2025 | 142 | 150 | ||||||
WPX Energy |
| |||||||
5.250%, 10/15/2027 | 65 | 69 | ||||||
|
|
| ||||||
33,688 | ||||||||
|
|
| ||||||
Financials — 5.4% |
| |||||||
1MDB Global Investments |
| |||||||
4.400%, 03/09/2023 | 1,000 | 1,007 | ||||||
Acrisure |
| |||||||
4.250%, 02/15/2029 (A) | 55 | 54 | ||||||
Advisor Group Holdings |
| |||||||
10.750%, 08/01/2027 (A) | 100 | 111 | ||||||
Air Methods |
| |||||||
8.000%, 05/15/2025 (A) | 50 | 47 | ||||||
Allied Universal Holdco |
| |||||||
9.750%, 07/15/2027 (A) | 100 | 110 | ||||||
6.625%, 07/15/2026 (A) | 200 | 211 | ||||||
Aretec Escrow Issuer |
| |||||||
7.500%, 04/01/2029 (A) | 100 | 102 | ||||||
AssuredPartners |
| |||||||
5.625%, 01/15/2029 (A) | 60 | 61 | ||||||
Banco Nacional de Panama |
| |||||||
2.500%, 08/11/2030 | 200 | 192 | ||||||
Banque Centrale de Tunisie International Bond | ||||||||
5.750%, 01/30/2025 | 200 | 187 | ||||||
BroadStreet Partners |
| |||||||
5.875%, 04/15/2029 (A) | 33 | 34 | ||||||
CBB International Sukuk Programme WLL |
| |||||||
6.250%, 11/14/2024 | 1,250 | 1,372 | ||||||
CIT Group |
| |||||||
5.250%, 03/07/2025 | 149 | 168 | ||||||
5.000%, 08/15/2022 | 100 | 105 | ||||||
5.000%, 08/01/2023 | 103 | 112 | ||||||
Compass Group Diversified Holdings |
| |||||||
5.250%, 04/15/2029 (A) | 50 | 53 | ||||||
Credit Acceptance |
| |||||||
5.125%, 12/31/2024 (A) | 100 | 103 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Curo Group Holdings |
| |||||||
8.250%, 09/01/2025 (A) | $ | 100 | $ | 102 | ||||
DAE Sukuk Difc MTN |
| |||||||
3.750%, 02/15/2026 | 200 | 207 | ||||||
Deutsche Bank | ||||||||
5.882%, VAR United States Secured Overnight Financing Rate+5.438%, 07/08/2031 | 100 | 115 | ||||||
4.500%, 04/01/2025 | 200 | 216 | ||||||
Deutsche Bank MTN |
| |||||||
4.296%, VAR USD Swap Semi 30/360 5 Yr Curr+2.248%, 05/24/2028 | 160 | 166 | ||||||
Development Bank of Kazakhstan JSC |
| |||||||
4.125%, 12/10/2022 | 700 | 728 | ||||||
Enact Holdings |
| |||||||
6.500%, 08/15/2025 (A) | 289 | 314 | ||||||
Enova International |
| |||||||
8.500%, 09/15/2025 (A) | 100 | 104 | ||||||
Finance of America Funding |
| |||||||
7.875%, 11/15/2025 (A) | 100 | 103 | ||||||
FirstCash |
| |||||||
4.625%, 09/01/2028 (A) | 200 | 205 | ||||||
Freedom Mortgage |
| |||||||
7.625%, 05/01/2026 (A) | 200 | 209 | ||||||
FS Energy and Power Fund |
| |||||||
7.500%, 08/15/2023 (A) | 50 | 51 | ||||||
Genworth Holdings |
| |||||||
4.800%, 02/15/2024 | 40 | 39 | ||||||
Global Aircraft Leasing |
| |||||||
6.500%cash/0% PIK, 09/15/2024 (A) | 207 | 207 | ||||||
goeasy |
| |||||||
5.375%, 12/01/2024 (A) | 100 | 104 | ||||||
GTCR AP Finance |
| |||||||
8.000%, 05/15/2027 (A) | 200 | 213 | ||||||
Gtlk Europe Capital DAC |
| |||||||
4.800%, 02/26/2028 | 250 | 258 | ||||||
Hazine Mustesarligi Varlik Kiralama |
| |||||||
5.800%, 02/21/2022 | 500 | 507 | ||||||
Hightower Holding |
| |||||||
6.750%, 04/15/2029 (A) | 50 | 51 | ||||||
Home Point Capital |
| |||||||
5.000%, 02/01/2026 (A) | 35 | 34 | ||||||
Intesa Sanpaolo MTN |
| |||||||
5.710%, 01/15/2026 (A) | 200 | 224 | ||||||
5.017%, 06/26/2024 (A) | 286 | 311 | ||||||
Ladder Capital Finance Holdings LLLP |
| |||||||
4.250%, 02/01/2027 (A) | 100 | 98 | ||||||
LD Holdings Group |
| |||||||
6.125%, 04/01/2028 (A) | 70 | 70 | ||||||
LPL Holdings |
| |||||||
4.000%, 03/15/2029 (A) | 155 | 155 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 53 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Malaysia Sukuk Global |
| |||||||
3.179%, 04/27/2026 | $ | 500 | $ | 546 | ||||
Malaysia Wakala Sukuk Bhd |
| |||||||
2.070%, 04/28/2031 (A) | 250 | 250 | ||||||
MDGH - GMTN BV MTN |
| |||||||
2.500%, 05/21/2026 | 500 | 522 | ||||||
Midcap Financial Issuer Trust |
| |||||||
6.500%, 05/01/2028 (A) | 200 | 207 | ||||||
Modulaire Global Finance |
| |||||||
8.000%, 02/15/2023 (A) | 200 | 204 | ||||||
MPH Acquisition Holdings |
| |||||||
5.750%, 11/01/2028 (A) | 165 | 163 | ||||||
MSCI |
| |||||||
4.000%, 11/15/2029 (A) | 70 | 73 | ||||||
3.875%, 02/15/2031 (A) | 135 | 139 | ||||||
3.625%, 09/01/2030 (A) | 70 | 71 | ||||||
3.625%, 11/01/2031 (A) | 25 | 25 | ||||||
Mumtalakat Sukuk Holding |
| |||||||
5.625%, 02/27/2024 | 200 | 213 | ||||||
Nationstar Mortgage Holdings |
| |||||||
5.500%, 08/15/2028 (A) | 200 | 202 | ||||||
5.125%, 12/15/2030 (A) | 66 | 65 | ||||||
Navient |
| |||||||
6.750%, 06/25/2025 | 150 | 163 | ||||||
5.000%, 03/15/2027 | 200 | 201 | ||||||
4.875%, 03/15/2028 | 100 | 98 | ||||||
Navient MTN |
| |||||||
6.125%, 03/25/2024 | 224 | 237 | ||||||
New Residential Investment |
| |||||||
6.250%, 10/15/2025 (A) | 60 | 61 | ||||||
NFP |
| |||||||
6.875%, 08/15/2028 (A) | 200 | 210 | ||||||
Oman Sovereign Sukuk |
| |||||||
4.397%, 06/01/2024 | 500 | 518 | ||||||
OneMain Finance |
| |||||||
8.875%, 06/01/2025 | 64 | 71 | ||||||
7.125%, 03/15/2026 | 200 | 234 | ||||||
6.125%, 05/15/2022 | 100 | 105 | ||||||
6.125%, 03/15/2024 | 250 | 270 | ||||||
5.625%, 03/15/2023 | 100 | 107 | ||||||
5.375%, 11/15/2029 | 100 | 108 | ||||||
PennyMac Financial Services |
| |||||||
5.375%, 10/15/2025 (A) | 50 | 53 | ||||||
4.250%, 02/15/2029 (A) | 85 | 81 | ||||||
PHH Mortgage |
| |||||||
7.875%, 03/15/2026 (A) | 30 | 31 | ||||||
Quicken Loans |
| |||||||
3.625%, 03/01/2029 (A) | 100 | 97 | ||||||
Radian Group |
| |||||||
4.875%, 03/15/2027 | 117 | 124 | ||||||
Sabre GLBL |
| |||||||
9.250%, 04/15/2025 (A) | 100 | 120 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Sharjah Sukuk Program |
| |||||||
2.942%, 06/10/2027 | $ | 500 | $ | 512 | ||||
SLM |
| |||||||
4.200%, 10/29/2025 | 100 | 105 | ||||||
Starwood Property Trust |
| |||||||
4.750%, 03/15/2025 | 100 | 104 | ||||||
Stena International |
| |||||||
5.750%, 03/01/2024 (A) | 200 | 204 | ||||||
StoneX Group |
| |||||||
8.625%, 06/15/2025 (A) | 7 | 7 | ||||||
Tempo Acquisition |
| |||||||
6.750%, 06/01/2025 (A) | 100 | 102 | ||||||
5.750%, 06/01/2025 (A) | 50 | 53 | ||||||
Third Pakistan International Sukuk |
| |||||||
5.625%, 12/05/2022 | 500 | 514 | ||||||
TMX Finance |
| |||||||
11.125%, 04/01/2023 (A) | 100 | 102 | ||||||
UniCredit MTN |
| |||||||
7.296%, VAR USD ICE Swap 11:00 NY 5 Yr+4.914%, 04/02/2034 (A) | 100 | 119 | ||||||
5.459%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr+4.750%, 06/30/2035 (A) | 200 | 215 | ||||||
United Wholesale Mortgage |
| |||||||
5.500%, 04/15/2029 (A) | 100 | 98 | ||||||
|
|
| ||||||
16,524 | ||||||||
|
|
| ||||||
Health Care — 4.3% |
| |||||||
AdaptHealth |
| |||||||
4.625%, 08/01/2029 (A) | 50 | 50 | ||||||
AHP Health Partners |
| |||||||
9.750%, 07/15/2026 (A) | 50 | 54 | ||||||
Akumin |
| |||||||
7.000%, 11/01/2025 (A) | 40 | 42 | ||||||
AMN Healthcare |
| |||||||
4.625%, 10/01/2027 (A) | 200 | 206 | ||||||
Avantor Funding |
| |||||||
4.625%, 07/15/2028 (A) | 100 | 105 | ||||||
Bausch Health |
| |||||||
9.000%, 12/15/2025 (A) | 250 | 271 | ||||||
6.250%, 02/15/2029 (A) | 250 | 264 | ||||||
5.500%, 11/01/2025 (A) | 550 | 567 | ||||||
5.250%, 02/15/2031 (A) | 100 | 100 | ||||||
5.000%, 02/15/2029 (A) | 420 | 421 | ||||||
Bausch Health Americas |
| |||||||
8.500%, 01/31/2027 (A) | 250 | 278 | ||||||
Catalent Pharma Solutions |
| |||||||
3.125%, 02/15/2029 (A) | 117 | 113 | ||||||
Centene |
| |||||||
5.375%, 06/01/2026 (A) | 260 | 271 | ||||||
5.375%, 08/15/2026 (A) | 100 | 105 | ||||||
4.625%, 12/15/2029 | 500 | 542 |
54 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
4.250%, 12/15/2027 | $ | 300 | $ | 314 | ||||
3.000%, 10/15/2030 | 10 | 10 | ||||||
2.500%, 03/01/2031 | 280 | 267 | ||||||
Charles River Laboratories International |
| |||||||
4.000%, 03/15/2031 (A) | 100 | 103 | ||||||
3.750%, 03/15/2029 (A) | 83 | 84 | ||||||
Cheplapharm Arzneimittel GmbH |
| |||||||
5.500%, 01/15/2028 (A) | 100 | 104 | ||||||
CHS |
| |||||||
6.875%, 04/01/2028 (A) | 500 | 472 | ||||||
6.875%, 04/15/2029 (A) | 385 | 402 | ||||||
6.625%, 02/15/2025 (A) | 200 | 211 | ||||||
4.750%, 02/15/2031 (A) | 60 | 60 | ||||||
DaVita |
| |||||||
4.625%, 06/01/2030 (A) | 325 | 329 | ||||||
Elanco Animal Health |
| |||||||
5.272%, 08/28/2023 | 100 | 107 | ||||||
Encompass Health |
| |||||||
5.125%, 03/15/2023 | 134 | 134 | ||||||
4.500%, 02/01/2028 | 100 | 104 | ||||||
Endo DAC |
| |||||||
9.500%, 07/31/2027 (A) | 100 | 106 | ||||||
6.000%, 06/30/2028 (A) | 300 | 228 | ||||||
Endo Luxembourg Finance I Sarl |
| |||||||
6.125%, 04/01/2029 (A) | 90 | 89 | ||||||
Envision Healthcare |
| |||||||
8.750%, 10/15/2026 (A) | 200 | 145 | ||||||
Global Medical Response |
| |||||||
6.500%, 10/01/2025 (A) | 64 | 66 | ||||||
HCA |
| |||||||
7.500%, 11/06/2033 | 200 | 273 | ||||||
5.875%, 02/15/2026 | 250 | 287 | ||||||
5.875%, 02/01/2029 | 100 | 118 | ||||||
5.375%, 02/01/2025 | 350 | 390 | ||||||
3.500%, 09/01/2030 | 250 | 257 | ||||||
Hill-Rom Holdings |
| |||||||
5.000%, 02/15/2025 (A) | 100 | 103 | ||||||
Jazz Securities DAC |
| |||||||
4.375%, 01/15/2029 (A) | 200 | 204 | ||||||
Lannett |
| |||||||
7.750%, 04/15/2026 (A) | 50 | 51 | ||||||
LifePoint Health |
| |||||||
5.375%, 01/15/2029 (A) | 125 | 125 | ||||||
MEDNAX |
| |||||||
6.250%, 01/15/2027 (A) | 135 | 143 | ||||||
ModivCare |
| |||||||
5.875%, 11/15/2025 (A) | 100 | 106 | ||||||
Molina Healthcare |
| |||||||
4.375%, 06/15/2028 (A) | 100 | 103 | ||||||
Organon Finance 1 |
| |||||||
5.125%, 04/30/2031 (A) | 200 | 208 | ||||||
4.125%, 04/30/2028 (A) | 200 | 205 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Ortho-Clinical Diagnostics |
| |||||||
7.250%, 02/01/2028 (A) | $ | 40 | $ | 44 | ||||
Owens & Minor |
| |||||||
4.500%, 03/31/2029 (A) | 65 | 66 | ||||||
P&L Development |
| |||||||
7.750%, 11/15/2025 (A) | 100 | 106 | ||||||
Par Pharmaceutical |
| |||||||
7.500%, 04/01/2027 (A) | 200 | 210 | ||||||
Prestige Brands |
| |||||||
3.750%, 04/01/2031 (A) | 150 | 144 | ||||||
Prime Healthcare Services |
| |||||||
7.250%, 11/01/2025 (A) | 231 | 248 | ||||||
Radiology Partners |
| |||||||
9.250%, 02/01/2028 (A) | 100 | 110 | ||||||
RegionalCare Hospital Partners Holdings |
| |||||||
9.750%, 12/01/2026 (A) | 135 | 146 | ||||||
RP Escrow Issuer |
| |||||||
5.250%, 12/15/2025 (A) | 250 | 261 | ||||||
Select Medical |
| |||||||
6.250%, 08/15/2026 (A) | 200 | 212 | ||||||
Syneos Health |
| |||||||
3.625%, 01/15/2029 (A) | 100 | 98 | ||||||
Team Health Holdings |
| |||||||
6.375%, 02/01/2025 (A) | 100 | 88 | ||||||
Tenet Healthcare |
| |||||||
7.500%, 04/01/2025 (A) | 500 | 539 | ||||||
6.875%, 11/15/2031 | 100 | 111 | ||||||
6.125%, 10/01/2028 (A) | 300 | 317 | ||||||
5.125%, 05/01/2025 | 254 | 257 | ||||||
5.125%, 11/01/2027 (A) | 200 | 210 | ||||||
US Acute Care Solutions |
| |||||||
6.375%, 03/01/2026 (A) | 20 | 21 | ||||||
US Renal Care |
| |||||||
10.625%, 07/15/2027 (A) | 100 | 106 | ||||||
Varex Imaging |
| |||||||
7.875%, 10/15/2027 (A) | 100 | 112 | ||||||
Vizient |
| |||||||
6.250%, 05/15/2027 (A) | 200 | 212 | ||||||
|
|
| ||||||
12,915 | ||||||||
|
|
| ||||||
Industrials — 7.0% |
| |||||||
ACCO Brands |
| |||||||
4.250%, 03/15/2029 (A) | 85 | 84 | ||||||
ADT Security |
| |||||||
4.875%, 07/15/2032 (A) | 20 | 21 | ||||||
3.500%, 07/15/2022 | 100 | 102 | ||||||
Advanced Drainage Systems |
| |||||||
5.000%, 09/30/2027 (A) | 100 | 105 | ||||||
AECOM |
| |||||||
5.125%, 03/15/2027 | 100 | 111 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 55 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
AerCap Global Aviation Trust |
| |||||||
6.500%, VAR ICE LIBOR USD 3 Month+4.300%, 06/15/2045 (A) | $ | 200 | $ | 213 | ||||
Aeropuerto Internacional de Tocumen |
| |||||||
6.000%, 11/18/2048 | 496 | 531 | ||||||
Ahern Rentals |
| |||||||
7.375%, 05/15/2023 (A) | 270 | 242 | ||||||
Allison Transmission |
| |||||||
4.750%, 10/01/2027 (A) | 49 | 51 | ||||||
3.750%, 01/30/2031 (A) | 100 | 96 | ||||||
Alta Equipment Group |
| |||||||
5.625%, 04/15/2026 (A) | 40 | 41 | ||||||
American Airlines |
| |||||||
11.750%, 07/15/2025 (A) | 219 | 274 | ||||||
5.750%, 04/20/2029 (A) | 290 | 311 | ||||||
5.500%, 04/20/2026 (A) | 360 | 378 | ||||||
American Airlines Group |
| |||||||
5.000%, 06/01/2022 (A) | 100 | 99 | ||||||
Amsted Industries |
| |||||||
4.625%, 05/15/2030 (A) | 50 | 51 | ||||||
Apex Tool Group |
| |||||||
9.000%, 02/15/2023 (A) | 151 | 150 | ||||||
APX Group |
| |||||||
6.750%, 02/15/2027 (A) | 340 | 366 | ||||||
Arcosa |
| |||||||
4.375%, 04/15/2029 (A) | 50 | 51 | ||||||
ARD Finance |
| |||||||
6.500%cash/0% PIK, 06/30/2027 (A) | 200 | 209 | ||||||
Ardagh Metal Packaging Finance USA |
| |||||||
3.250%, 09/01/2028 (A) | 50 | 49 | ||||||
Ardagh Packaging Finance |
| |||||||
5.250%, 04/30/2025 (A) | 250 | 262 | ||||||
5.250%, 08/15/2027 (A) | 200 | 204 | ||||||
ASGN |
| |||||||
4.625%, 05/15/2028 (A) | 100 | 104 | ||||||
ATS Automation Tooling Systems |
| |||||||
4.125%, 12/15/2028 (A) | 100 | 101 | ||||||
Avis Budget Car Rental |
| |||||||
5.375%, 03/01/2029 (A) | 95 | 99 | ||||||
4.750%, 04/01/2028 (A) | 75 | 78 | ||||||
Beacon Roofing Supply |
| |||||||
4.125%, 05/15/2029 (A) | 50 | 50 | ||||||
Boise Cascade |
| |||||||
4.875%, 07/01/2030 (A) | 42 | 45 | ||||||
Bombardier |
| |||||||
7.875%, 04/15/2027 (A) | 275 | 275 | ||||||
7.500%, 12/01/2024 (A) | 200 | 203 | ||||||
6.125%, 01/15/2023 (A) | 97 | 102 | ||||||
Brand Industrial Services |
| |||||||
8.500%, 07/15/2025 (A) | 100 | 102 | ||||||
Brightstar Escrow |
| |||||||
9.750%, 10/15/2025 (A) | 100 | 109 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Brundage-Bone Concrete Pumping Holdings |
| |||||||
6.000%, 02/01/2026 (A) | $ | 35 | $ | 37 | ||||
BWX Technologies |
| |||||||
4.125%, 04/15/2029 (A) | 50 | 51 | ||||||
Cargo Aircraft Management |
| |||||||
4.750%, 02/01/2028 (A) | 165 | 169 | ||||||
Cascades |
| |||||||
5.375%, 01/15/2028 (A) | 100 | 104 | ||||||
Celestial-Saturn Merger Sub |
| |||||||
4.500%, 05/01/2028 (A) | 83 | 83 | ||||||
China Minmetals |
| |||||||
3.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 | 500 | 504 | ||||||
CoreCivic |
| |||||||
8.250%, 04/15/2026 | 40 | 40 | ||||||
4.625%, 05/01/2023 | 100 | 101 | ||||||
Cornerstone Building Brands |
| |||||||
6.125%, 01/15/2029 (A) | 125 | 134 | ||||||
Covanta Holding |
| |||||||
5.875%, 07/01/2025 | 300 | 313 | ||||||
CP Atlas Buyer |
| |||||||
7.000%, 12/01/2028 (A) | 50 | 52 | ||||||
Danaos |
| |||||||
8.500%, 03/01/2028 (A) | 100 | 107 | ||||||
Delta Air Lines |
| |||||||
7.375%, 01/15/2026 | 351 | 412 | ||||||
DP World Crescent |
| |||||||
3.908%, 05/31/2023 | 500 | 528 | ||||||
Dycom Industries |
| |||||||
4.500%, 04/15/2029 (A) | 35 | 36 | ||||||
Empire Communities |
| |||||||
7.000%, 12/15/2025 (A) | 150 | 161 | ||||||
Empresa de Transporte de Pasajeros Metro |
| |||||||
4.700%, 05/07/2050 | 250 | 285 | ||||||
EnPro Industries |
| |||||||
5.750%, 10/15/2026 | 4 | 4 | ||||||
Flex Acquisition |
| |||||||
7.875%, 07/15/2026 (A) | 100 | 105 | ||||||
Fluor |
| |||||||
3.500%, 12/15/2024 | 100 | 103 | ||||||
Fortress Transportation and Infrastructure Investors | ||||||||
6.500%, 10/01/2025 (A) | 100 | 104 | ||||||
5.500%, 05/01/2028 (A) | 20 | 21 | ||||||
FXI Holdings |
| |||||||
12.250%, 11/15/2026 (A) | 200 | 231 | ||||||
GFL Environmental |
| |||||||
8.500%, 05/01/2027 (A) | 200 | 219 | ||||||
4.000%, 08/01/2028 (A) | 50 | 48 | ||||||
3.500%, 09/01/2028 (A) | 100 | 96 |
56 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
GrafTech Finance |
| |||||||
4.625%, 12/15/2028 (A) | $ | 100 | $ | 103 | ||||
Graham Packaging |
| |||||||
7.125%, 08/15/2028 (A) | 100 | 107 | ||||||
Griffon |
| |||||||
5.750%, 03/01/2028 | 135 | 144 | ||||||
Grinding Media |
| |||||||
7.375%, 12/15/2023 (A) | 100 | 102 | ||||||
GYP Holdings III |
| |||||||
4.625%, 05/01/2029 (A) | 25 | 25 | ||||||
H&E Equipment Services |
| |||||||
3.875%, 12/15/2028 (A) | 20 | 20 | ||||||
Hawaiian Brand Intellectual Property |
| |||||||
5.750%, 01/20/2026 (A) | 175 | 185 | ||||||
Hillenbrand |
| |||||||
5.750%, 06/15/2025 | 200 | 214 | ||||||
3.750%, 03/01/2031 | 40 | 40 | ||||||
Howmet Aerospace |
| |||||||
6.875%, 05/01/2025 | 250 | 290 | ||||||
5.950%, 02/01/2037 | 100 | 120 | ||||||
Icahn Enterprises |
| |||||||
6.750%, 02/01/2024 | 28 | 29 | ||||||
6.375%, 12/15/2025 | 42 | 43 | ||||||
6.250%, 05/15/2026 | 132 | 139 | ||||||
5.250%, 05/15/2027 | 200 | 203 | ||||||
4.750%, 09/15/2024 | 165 | 173 | ||||||
Imola Merger |
| |||||||
4.750%, 05/15/2029 (A) | 200 | 208 | ||||||
Intelligent Packaging Finco |
| |||||||
6.000%, 09/15/2028 (A) | 135 | 139 | ||||||
Interface |
| |||||||
5.500%, 12/01/2028 (A) | 100 | 104 | ||||||
JELD-WEN |
| |||||||
4.625%, 12/15/2025 (A) | 200 | 204 | ||||||
Kratos Defense & Security Solutions |
| |||||||
6.500%, 11/30/2025 (A) | 50 | 52 | ||||||
LABL Escrow Issuer |
| |||||||
10.500%, 07/15/2027 (A) | 100 | 110 | ||||||
Manitowoc |
| |||||||
9.000%, 04/01/2026 (A) | 100 | 108 | ||||||
Mauser Packaging Solutions Holding |
| |||||||
7.250%, 04/15/2025 (A) | 150 | 146 | ||||||
5.500%, 04/15/2024 (A) | 200 | 201 | ||||||
Meritor |
| |||||||
4.500%, 12/15/2028 (A) | 100 | 101 | ||||||
Mexico City Airport Trust |
| |||||||
5.500%, 07/31/2047 | 200 | 203 | ||||||
Navistar International |
| |||||||
6.625%, 11/01/2025 (A) | 150 | 155 | ||||||
Nielsen Finance |
| |||||||
5.625%, 10/01/2028 (A) | 100 | 107 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Nielsen Luxembourg Sarl |
| |||||||
5.000%, 02/01/2025 (A) | $ | 292 | $ | 300 | ||||
Pactiv |
| |||||||
7.950%, 12/15/2025 | 200 | 223 | ||||||
Picasso Finance Sub |
| |||||||
6.125%, 06/15/2025 (A) | 90 | 96 | ||||||
Pitney Bowes |
| |||||||
7.250%, 03/15/2029 (A) | 40 | 41 | ||||||
6.875%, 03/15/2027 (A) | 200 | 204 | ||||||
PowerTeam Services |
| |||||||
9.033%, 12/04/2025 (A) | 150 | 166 | ||||||
RBS Global |
| |||||||
4.875%, 12/15/2025 (A) | 100 | 102 | ||||||
Resideo Funding |
| |||||||
6.125%, 11/01/2026 (A) | 9 | 9 | ||||||
Rolls-Royce |
| |||||||
5.750%, 10/15/2027 (A) | 244 | 262 | ||||||
RR Donnelley & Sons |
| |||||||
6.125%, 11/01/2026 (A) | 70 | 72 | ||||||
Sensata Technologies BV |
| |||||||
5.625%, 11/01/2024 (A) | 200 | 223 | ||||||
4.000%, 04/15/2029 (A) | 135 | 136 | ||||||
Spirit AeroSystems |
| |||||||
7.500%, 04/15/2025 (A) | 200 | 214 | ||||||
5.500%, 01/15/2025 (A) | 150 | 159 | ||||||
SRM Escrow Issuer |
| |||||||
6.000%, 11/01/2028 (A) | 200 | 212 | ||||||
SSL Robotics |
| |||||||
9.750%, 12/31/2023 (A) | 118 | 132 | ||||||
Standard Industries |
| |||||||
5.000%, 02/15/2027 (A) | 250 | 258 | ||||||
4.750%, 01/15/2028 (A) | 20 | 21 | ||||||
4.375%, 07/15/2030 (A) | 110 | 110 | ||||||
Summit Materials |
| |||||||
5.250%, 01/15/2029 (A) | 100 | 105 | ||||||
Terex |
| |||||||
5.000%, 05/15/2029 (A) | 63 | 66 | ||||||
Titan International |
| |||||||
7.000%, 04/30/2028 (A) | 100 | 103 | ||||||
TransDigm |
| |||||||
7.500%, 03/15/2027 | 75 | 80 | ||||||
6.375%, 06/15/2026 | 100 | 104 | ||||||
6.250%, 03/15/2026 (A) | 500 | 529 | ||||||
5.500%, 11/15/2027 | 200 | 208 | ||||||
4.875%, 05/01/2029 (A) | 150 | 148 | ||||||
4.625%, 01/15/2029 (A) | 115 | 113 | ||||||
TransDigm UK Holdings |
| |||||||
6.875%, 05/15/2026 | 160 | 168 | ||||||
Transnet SOC |
| |||||||
4.000%, 07/26/2022 | 200 | 204 | ||||||
TriMas |
| |||||||
4.125%, 04/15/2029 (A) | 75 | 75 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 57 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
TriNet Group |
| |||||||
3.500%, 03/01/2029 (A) | $ | 55 | $ | 54 | ||||
Triumph Group |
| |||||||
8.875%, 06/01/2024 (A) | 200 | 223 | ||||||
Trivium Packaging Finance BV |
| |||||||
8.500%, 08/15/2027 (A) | 65 | 70 | ||||||
5.500%, 08/15/2026 (A) | 200 | 209 | ||||||
Tutor Perini |
| |||||||
6.875%, 05/01/2025 (A) | 250 | 258 | ||||||
Uber Technologies |
| |||||||
7.500%, 09/15/2027 (A) | 266 | 293 | ||||||
United Airlines |
| |||||||
4.625%, 04/15/2029 (A) | 184 | 191 | ||||||
4.375%, 04/15/2026 (A) | 182 | 189 | ||||||
United Airlines Holdings |
| |||||||
5.000%, 02/01/2024 | 100 | 102 | ||||||
United Rentals North America |
| |||||||
5.500%, 05/15/2027 | 250 | 267 | ||||||
4.875%, 01/15/2028 | 350 | 371 | ||||||
Vertical US Newco |
| |||||||
5.250%, 07/15/2027 (A) | 159 | 166 | ||||||
Watco |
| |||||||
6.500%, 06/15/2027 (A) | 100 | 107 | ||||||
Weekley Homes |
| |||||||
4.875%, 09/15/2028 (A) | 100 | 103 | ||||||
Welbilt |
| |||||||
9.500%, 02/15/2024 | 100 | 105 | ||||||
WESCO Distribution |
| |||||||
7.250%, 06/15/2028 (A) | 150 | 167 | ||||||
7.125%, 06/15/2025 (A) | 200 | 216 | ||||||
Williams Scotsman International |
| |||||||
4.625%, 08/15/2028 (A) | 50 | 51 | ||||||
Wolverine Escrow |
| |||||||
9.000%, 11/15/2026 (A) | 100 | 99 | ||||||
8.500%, 11/15/2024 (A) | 100 | 98 | ||||||
XPO Logistics |
| |||||||
6.250%, 05/01/2025 (A) | 150 | 161 | ||||||
|
|
| ||||||
21,435 | ||||||||
|
|
| ||||||
Information Technology — 2.4% |
| |||||||
Ahead DB Holdings |
| |||||||
6.625%, 05/01/2028 (A) | 67 | 68 | ||||||
Austin BidCo |
| |||||||
7.125%, 12/15/2028 (A) | 100 | 102 | ||||||
Avaya |
| |||||||
6.125%, 09/15/2028 (A) | 125 | 133 | ||||||
Black Knight InfoServ |
| |||||||
3.625%, 09/01/2028 (A) | 135 | 133 | ||||||
CDK Global |
| |||||||
5.250%, 05/15/2029 (A) | 100 | 107 | ||||||
CDW |
| |||||||
4.250%, 04/01/2028 | 100 | 104 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
CommScope |
| |||||||
6.000%, 03/01/2026 (A) | $ | 500 | $ | 527 | ||||
CommScope Technologies |
| |||||||
6.000%, 06/15/2025 (A) | 200 | 203 | ||||||
CPI CG |
| |||||||
8.625%, 03/15/2026 (A) | 35 | 37 | ||||||
Crowdstrike Holdings |
| |||||||
3.000%, 02/15/2029 | 50 | 50 | ||||||
Dell |
| |||||||
6.500%, 04/15/2038 | 28 | 35 | ||||||
Diebold Nixdorf |
| |||||||
8.500%, 04/15/2024 | 300 | 306 | ||||||
Endure Digital |
| |||||||
6.000%, 02/15/2029 (A) | 90 | 86 | ||||||
Entegris |
| |||||||
3.625%, 05/01/2029 (A) | 125 | 127 | ||||||
Fair Isaac |
| |||||||
4.000%, 06/15/2028 (A) | 100 | 101 | ||||||
Go Daddy Operating |
| |||||||
3.500%, 03/01/2029 (A) | 190 | 185 | ||||||
Hughes Satellite Systems |
| |||||||
6.625%, 08/01/2026 | 127 | 140 | ||||||
Intrado |
| |||||||
8.500%, 10/15/2025 (A) | 200 | 203 | ||||||
J2 Global |
| |||||||
4.625%, 10/15/2030 (A) | 100 | 102 | ||||||
NCR |
| |||||||
5.250%, 10/01/2030 (A) | 75 | 78 | ||||||
5.125%, 04/15/2029 (A) | 118 | 121 | ||||||
5.000%, 10/01/2028 (A) | 100 | 103 | ||||||
Open Text |
| |||||||
5.875%, 06/01/2026 (A) | 100 | 103 | ||||||
3.875%, 02/15/2028 (A) | 90 | 91 | ||||||
Plantronics |
| |||||||
4.750%, 03/01/2029 (A) | 200 | 197 | ||||||
Presidio Holdings |
| |||||||
8.250%, 02/01/2028 (A) | 44 | 48 | ||||||
4.875%, 02/01/2027 (A) | 54 | 56 | ||||||
PTC |
| |||||||
3.625%, 02/15/2025 (A) | 100 | 103 | ||||||
Qorvo |
| |||||||
3.375%, 04/01/2031 (A) | 100 | 101 | ||||||
Rackspace Technology Global |
| |||||||
5.375%, 12/01/2028 (A) | 50 | 51 | ||||||
3.500%, 02/15/2028 (A) | 125 | 121 | ||||||
Rocket Software |
| |||||||
6.500%, 02/15/2029 (A) | 160 | 162 | ||||||
Seagate HDD Cayman |
| |||||||
4.875%, 03/01/2024 | 50 | 54 | ||||||
4.750%, 01/01/2025 | 100 | 109 | ||||||
4.091%, 06/01/2029 (A) | 100 | 102 | ||||||
3.125%, 07/15/2029 (A) | 200 | 192 |
58 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Shift4 Payments |
| |||||||
4.625%, 11/01/2026 (A) | $ | 100 | $ | 104 | ||||
Solera |
| |||||||
10.500%, 03/01/2024 (A) | 200 | 206 | ||||||
SS&C Technologies |
| |||||||
5.500%, 09/30/2027 (A) | 217 | 231 | ||||||
Switch |
| |||||||
3.750%, 09/15/2028 (A) | 123 | 122 | ||||||
Symantec |
| |||||||
3.950%, 06/15/2022 | 200 | 203 | ||||||
Synaptics |
| |||||||
4.000%, 06/15/2029 (A) | 125 | 125 | ||||||
TTM Technologies |
| |||||||
4.000%, 03/01/2029 (A) | 45 | 45 | ||||||
Twilio |
| |||||||
3.875%, 03/15/2031 | 65 | 67 | ||||||
3.625%, 03/15/2029 | 90 | 92 | ||||||
Unisys |
| |||||||
6.875%, 11/01/2027 (A) | 100 | 110 | ||||||
Veritas US |
| |||||||
10.500%, 02/01/2024 (A) | 500 | 513 | ||||||
Viasat |
| |||||||
6.500%, 07/15/2028 (A) | 200 | 211 | ||||||
Western Digital |
| |||||||
4.750%, 02/15/2026 | 200 | 222 | ||||||
Xerox |
| |||||||
6.750%, 12/15/2039 | 40 | 44 | ||||||
4.375%, 03/15/2023 | 100 | 105 | ||||||
Xerox Holdings |
| |||||||
5.000%, 08/15/2025 (A) | 200 | 210 | ||||||
ZoomInfo Technologies |
| |||||||
3.875%, 02/01/2029 (A) | 100 | 99 | ||||||
|
|
| ||||||
7,250 | ||||||||
|
|
| ||||||
Materials — 4.5% |
| |||||||
Alcoa Nederland Holding BV |
| |||||||
4.125%, 03/31/2029 (A) | 200 | 204 | ||||||
Allegheny Technologies |
| |||||||
7.875%, 08/15/2023 | 100 | 109 | ||||||
ArcelorMittal |
| |||||||
7.000%, 03/01/2041 | 100 | 139 | ||||||
4.550%, 03/11/2026 | 81 | 90 | ||||||
3.600%, 07/16/2024 | 50 | 53 | ||||||
Arconic |
| |||||||
6.125%, 02/15/2028 (A) | 165 | 175 | ||||||
6.000%, 05/15/2025 (A) | 120 | 128 | ||||||
Avient |
| |||||||
5.750%, 05/15/2025 (A) | 100 | 105 | ||||||
Axalta Coating Systems |
| |||||||
4.750%, 06/15/2027 (A) | 100 | 105 | ||||||
Baffinland Iron Mines |
| |||||||
8.750%, 07/15/2026 (A) | 100 | 106 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Ball |
| |||||||
5.250%, 07/01/2025 | $ | 100 | $ | 113 | ||||
2.875%, 08/15/2030 | 100 | 97 | ||||||
Berry Global |
| |||||||
5.625%, 07/15/2027 (A) | 100 | 106 | ||||||
4.875%, 07/15/2026 (A) | 135 | 143 | ||||||
Big River Steel |
| |||||||
6.625%, 01/31/2029 (A) | 100 | 108 | ||||||
Carpenter Technology |
| |||||||
4.450%, 03/01/2023 | 100 | 104 | ||||||
Century Aluminum |
| |||||||
7.500%, 04/01/2028 (A) | 50 | 53 | ||||||
CF Industries |
| |||||||
4.950%, 06/01/2043 | 200 | 233 | ||||||
Chemours |
| |||||||
7.000%, 05/15/2025 | 165 | 170 | ||||||
5.375%, 05/15/2027 | 51 | 55 | ||||||
Clearwater Paper |
| |||||||
4.750%, 08/15/2028 (A) | 100 | 101 | ||||||
Cleveland-Cliffs |
| |||||||
9.875%, 10/17/2025 (A) | 175 | 205 | ||||||
5.875%, 06/01/2027 | 100 | 105 | ||||||
4.875%, 03/01/2031 (A) | 105 | 107 | ||||||
4.625%, 03/01/2029 (A) | 95 | 97 | ||||||
CNAC HK Finbridge |
| |||||||
5.125%, 03/14/2028 | 500 | 531 | ||||||
3.500%, 07/19/2022 | 500 | 507 | ||||||
Coeur Mining |
| |||||||
5.125%, 02/15/2029 (A) | 100 | 97 | ||||||
Commercial Metals |
| |||||||
3.875%, 02/15/2031 | 35 | 35 | ||||||
Constellium |
| |||||||
5.750%, 05/15/2024 (A) | 200 | 201 | ||||||
5.625%, 06/15/2028 (A) | 50 | 53 | ||||||
3.750%, 04/15/2029 (A) | 50 | 49 | ||||||
Cornerstone Chemical |
| |||||||
6.750%, 08/15/2024 (A) | 100 | 96 | ||||||
Crown Americas |
| |||||||
4.750%, 02/01/2026 | 10 | 10 | ||||||
Element Solutions |
| |||||||
3.875%, 09/01/2028 (A) | 100 | 100 | ||||||
FMG Resources August 2006 Pty |
| |||||||
4.500%, 09/15/2027 (A) | 200 | 217 | ||||||
4.375%, 04/01/2031 (A) | 162 | 168 | ||||||
Freeport-McMoRan |
| |||||||
5.450%, 03/15/2043 | 200 | 244 | ||||||
5.400%, 11/14/2034 | 100 | 120 | ||||||
5.000%, 09/01/2027 | 204 | 216 | ||||||
4.125%, 03/01/2028 | 147 | 155 | ||||||
3.875%, 03/15/2023 | 150 | 156 | ||||||
GPD |
| |||||||
10.125%, 04/01/2026 (A) | 100 | 109 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 59 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Graphic Packaging International |
| |||||||
3.500%, 03/15/2028 (A) | $ | 100 | $ | 99 | ||||
HB Fuller |
| |||||||
4.250%, 10/15/2028 | 100 | 102 | ||||||
Hecla Mining |
| |||||||
7.250%, 02/15/2028 | 50 | 55 | ||||||
Hudbay Minerals |
| |||||||
6.125%, 04/01/2029 (A) | 100 | 107 | ||||||
IAMGOLD |
| |||||||
5.750%, 10/15/2028 (A) | 100 | 104 | ||||||
Indonesia Asahan Aluminium Persero |
| |||||||
4.750%, 05/15/2025 | 350 | 380 | ||||||
Infrabuild Australia Pty |
| |||||||
12.000%, 10/01/2024 (A) | 50 | 51 | ||||||
Ingevity |
| |||||||
3.875%, 11/01/2028 (A) | 100 | 100 | ||||||
Innophos Holdings |
| |||||||
9.375%, 02/15/2028 (A) | 50 | 54 | ||||||
Joseph T Ryerson & Son |
| |||||||
8.500%, 08/01/2028 (A) | 50 | 55 | ||||||
Kraton Polymers |
| |||||||
4.250%, 12/15/2025 (A) | 100 | 102 | ||||||
Louisiana-Pacific |
| |||||||
3.625%, 03/15/2029 (A) | 100 | 100 | ||||||
LSB Industries |
| |||||||
9.625%, 05/01/2023 (A) | 50 | 52 | ||||||
Mercer International |
| |||||||
5.125%, 02/01/2029 (A) | 200 | 207 | ||||||
Methanex |
| |||||||
5.250%, 12/15/2029 | 100 | 106 | ||||||
5.125%, 10/15/2027 | 223 | 235 | ||||||
Mineral Resources |
| |||||||
8.125%, 05/01/2027 (A) | 50 | 55 | ||||||
Nacional del Cobre de Chile |
| |||||||
3.700%, 01/30/2050 | 1,000 | 1,010 | ||||||
3.150%, 01/14/2030 | 750 | 776 | ||||||
New |
| |||||||
7.500%, 07/15/2027 (A) | 42 | 46 | ||||||
Nouryon Holding BV |
| |||||||
8.000%, 10/01/2026 (A) | 100 | 106 | ||||||
NOVA Chemicals |
| |||||||
5.250%, 08/01/2023 (A) | 35 | 35 | ||||||
5.250%, 06/01/2027 (A) | 150 | 160 | ||||||
4.875%, 06/01/2024 (A) | 100 | 105 | ||||||
4.250%, 05/15/2029 (A) | 100 | 99 | ||||||
Novelis |
| |||||||
4.750%, 01/30/2030 (A) | 342 | 356 | ||||||
OCI |
| |||||||
4.625%, 10/15/2025 (A) | 180 | 188 | ||||||
OI European Group BV |
| |||||||
4.000%, 03/15/2023 (A) | 50 | 51 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
Olin |
| |||||||
9.500%, 06/01/2025 (A) | $ | 70 | $ | 88 | ||||
5.000%, 02/01/2030 | 215 | 226 | ||||||
Owens-Brockway Glass Container |
| |||||||
6.625%, 05/13/2027 (A) | 200 | 216 | ||||||
PQ |
| |||||||
5.750%, 12/15/2025 (A) | 100 | 103 | ||||||
Rayonier AM Products |
| |||||||
7.625%, 01/15/2026 (A) | 200 | 213 | ||||||
Resolute Forest Products |
| |||||||
4.875%, 03/01/2026 (A) | 40 | 41 | ||||||
SCIH Salt Holdings |
| |||||||
6.625%, 05/01/2029 (A) | 84 | 83 | ||||||
4.875%, 05/01/2028 (A) | 98 | 98 | ||||||
Scotts Miracle-Gro |
| |||||||
4.000%, 04/01/2031 (A) | 75 | 74 | ||||||
Sealed Air |
| |||||||
5.500%, 09/15/2025 (A) | 184 | 203 | ||||||
4.875%, 12/01/2022 (A) | 200 | 210 | ||||||
SPCM |
| |||||||
4.875%, 09/15/2025 (A) | 100 | 103 | ||||||
SunCoke Energy Partners |
| |||||||
7.500%, 06/15/2025 (A) | 153 | 159 | ||||||
Taseko Mines |
| |||||||
7.000%, 02/15/2026 (A) | 75 | 78 | ||||||
TMS International |
| |||||||
6.250%, 04/15/2029 (A) | 15 | 16 | ||||||
TPC Group |
| |||||||
10.500%, 08/01/2024 (A) | 82 | 77 | ||||||
Trinseo Materials Operating SCA |
| |||||||
5.125%, 04/01/2029 (A) | 100 | 102 | ||||||
Tronox |
| |||||||
4.625%, 03/15/2029 (A) | 175 | 179 | ||||||
United States Steel |
| |||||||
6.875%, 08/15/2025 | 100 | 102 | ||||||
6.875%, 03/01/2029 | 80 | 84 | ||||||
US Concrete |
| |||||||
5.125%, 03/01/2029 (A) | 100 | 103 | ||||||
Venator Finance Sarl |
| |||||||
5.750%, 07/15/2025 (A) | 50 | 49 | ||||||
WR Grace & -Conn |
| |||||||
4.875%, 06/15/2027 (A) | 100 | 104 | ||||||
|
|
| ||||||
13,682 | ||||||||
|
|
| ||||||
Real Estate — 2.1% |
| |||||||
Brookfield Property |
| |||||||
5.750%, 05/15/2026 (A) | 150 | 157 | ||||||
Diversified Healthcare Trust |
| |||||||
9.750%, 06/15/2025 | 378 | 423 | ||||||
4.750%, 02/15/2028 | 28 | 28 | ||||||
4.375%, 03/01/2031 | 55 | 53 |
60 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
EPR Properties | ||||||||
5.250%, 07/15/2023 | $ | 10 | $ | 10 | ||||
4.950%, 04/15/2028 | 10 | 10 | ||||||
4.750%, 12/15/2026 | 12 | 13 | ||||||
3.750%, 08/15/2029 | 50 | 49 | ||||||
Forestar Group | ||||||||
8.000%, 04/15/2024 (A) | 100 | 104 | ||||||
3.850%, 05/15/2026 (A) | 30 | 30 | ||||||
GEO Group | ||||||||
5.125%, 04/01/2023 | 200 | 183 | ||||||
Global Net Lease | ||||||||
3.750%, 12/15/2027 (A) | 100 | 99 | ||||||
Howard Hughes | ||||||||
5.375%, 08/01/2028 (A) | 138 | 146 | ||||||
4.375%, 02/01/2031 (A) | 40 | 39 | ||||||
4.125%, 02/01/2029 (A) | 55 | 54 | ||||||
Hunt | ||||||||
5.250%, 04/15/2029 (A) | 75 | 72 | ||||||
Iron Mountain | ||||||||
5.250%, 03/15/2028 (A) | 100 | 105 | ||||||
5.250%, 07/15/2030 (A) | 100 | 104 | ||||||
5.000%, 07/15/2028 (A) | 50 | 52 | ||||||
4.875%, 09/15/2027 (A) | 49 | 51 | ||||||
4.875%, 09/15/2029 (A) | 200 | 204 | ||||||
4.500%, 02/15/2031 (A) | 100 | 100 | ||||||
iStar | ||||||||
4.250%, 08/01/2025 | 222 | 225 | ||||||
Kennedy-Wilson | ||||||||
5.000%, 03/01/2031 | 105 | 109 | ||||||
4.750%, 03/01/2029 | 105 | 108 | ||||||
Lamar Media | ||||||||
4.000%, 02/15/2030 | 179 | 181 | ||||||
MGM Growth Properties Operating | ||||||||
Partnership | ||||||||
5.625%, 05/01/2024 | 100 | 108 | ||||||
4.625%, 06/15/2025 (A) | 104 | 111 | ||||||
3.875%, 02/15/2029 (A) | 184 | 186 | ||||||
MPT Operating Partnership | ||||||||
4.625%, 08/01/2029 | 135 | 143 | ||||||
3.500%, 03/15/2031 | 200 | 199 | ||||||
Outfront Media Capital | ||||||||
5.000%, 08/15/2027 (A) | 153 | 158 | ||||||
4.625%, 03/15/2030 (A) | 100 | 99 | ||||||
Park Intermediate Holdings | ||||||||
5.875%, 10/01/2028 (A) | 11 | 12 | ||||||
QualityTech | ||||||||
3.875%, 10/01/2028 (A) | 77 | 78 | ||||||
Realogy Group | ||||||||
9.375%, 04/01/2027 (A) | 225 | 251 | ||||||
5.750%, 01/15/2029 (A) | 90 | 93 | ||||||
RHP Hotel Properties | ||||||||
4.500%, 02/15/2029 (A) | 90 | 89 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
SBA Communications | ||||||||
3.125%, 02/01/2029 (A) | $ | 255 | $ | 244 | ||||
Service Properties Trust | ||||||||
5.500%, 12/15/2027 | 100 | 105 | ||||||
4.950%, 02/15/2027 | 50 | 49 | ||||||
4.500%, 06/15/2023 | 289 | 295 | ||||||
4.375%, 02/15/2030 | 100 | 93 | ||||||
3.950%, 01/15/2028 | 100 | 92 | ||||||
Uniti Group | ||||||||
7.875%, 02/15/2025 (A) | 300 | 323 | ||||||
7.125%, 12/15/2024 (A) | 50 | 52 | ||||||
6.500%, 02/15/2029 (A) | 70 | 70 | ||||||
4.750%, 04/15/2028 (A) | 100 | 100 | ||||||
VICI Properties | ||||||||
4.250%, 12/01/2026 (A) | 358 | 369 | ||||||
4.125%, 08/15/2030 (A) | 138 | 140 | ||||||
3.750%, 02/15/2027 (A) | 76 | 77 | ||||||
Washington Prime Group | ||||||||
6.450%, 08/15/2024 | 100 | 62 | ||||||
WeWork | ||||||||
7.875%, 05/01/2025 (A) | 100 | 96 | ||||||
XHR | ||||||||
6.375%, 08/15/2025 (A) | 100 | 106 | ||||||
|
|
| ||||||
6,509 | ||||||||
|
|
| ||||||
Utilities — 2.4% | ||||||||
AES Andres BV | ||||||||
5.700%, 05/04/2028 (A) | 200 | 200 | ||||||
AmeriGas Partners | ||||||||
5.875%, 08/20/2026 | 285 | 319 | ||||||
Banff Merger Sub | ||||||||
9.750%, 09/01/2026 (A) | 300 | 319 | ||||||
Calpine | ||||||||
5.125%, 03/15/2028 (A) | 100 | 102 | ||||||
5.000%, 02/01/2031 (A) | 100 | 99 | ||||||
4.625%, 02/01/2029 (A) | 100 | 99 | ||||||
4.500%, 02/15/2028 (A) | 265 | 268 | ||||||
3.750%, 03/01/2031 (A) | 100 | 95 | ||||||
Clearway Energy Operating | ||||||||
4.750%, 03/15/2028 (A) | 158 | 165 | ||||||
3.750%, 02/15/2031 (A) | 60 | 59 | ||||||
Comision Federal de Electricidad | ||||||||
3.348%, 02/09/2031 | 200 | 192 | ||||||
Eskom Holdings SOC | ||||||||
7.125%, 02/11/2025 | 250 | 262 | ||||||
Eskom Holdings SOC MTN | ||||||||
6.350%, 08/10/2028 | 250 | 271 | ||||||
FirstEnergy | ||||||||
7.375%, 11/15/2031 | 100 | 135 | ||||||
5.350%, 07/15/2047 | 100 | 116 | ||||||
4.400%, 07/15/2027 | 200 | 219 | ||||||
3.350%, 07/15/2022 | 250 | 255 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 61 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Continued)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
CORPORATE OBLIGATIONS (continued) |
| |||||||
2.250%, 09/01/2030 | $ | 100 | $ | 94 | ||||
2.050%, 03/01/2025 | 100 | 101 | ||||||
InterGen | ||||||||
7.000%, 06/30/2023 (A) | 200 | 193 | ||||||
Midland Cogeneration Venture | ||||||||
6.000%, 03/15/2025 (A) | 22 | 23 | ||||||
NRG Energy | ||||||||
7.250%, 05/15/2026 | 70 | 73 | ||||||
6.625%, 01/15/2027 | 177 | 184 | ||||||
3.625%, 02/15/2031 (A) | 100 | 98 | ||||||
Pattern Energy Operations | ||||||||
4.500%, 08/15/2028 (A) | 50 | 51 | ||||||
Perusahaan Perseroan Persero Perusahaan | ||||||||
Listrik Negara MTN | ||||||||
4.125%, 05/15/2027 | 500 | 536 | ||||||
4.000%, 06/30/2050 | 200 | 194 | ||||||
PG&E | ||||||||
5.000%, 07/01/2028 | 200 | 210 | ||||||
Solaris Midstream Holdings | ||||||||
7.625%, 04/01/2026 (A) | 50 | 52 | ||||||
SPIC MTN | ||||||||
1.625%, 07/27/2025 | 250 | 248 | ||||||
State Grid Overseas Investment 2016 MTN | ||||||||
3.500%, 05/04/2027 | 200 | 220 | ||||||
1.625%, 08/05/2030 | 1,000 | 926 | ||||||
Suburban Propane Partners | ||||||||
5.500%, 06/01/2024 | 135 | 136 | ||||||
Talen Energy Supply | ||||||||
7.625%, 06/01/2028 (A) | 78 | 81 | ||||||
6.500%, 06/01/2025 | 300 | 250 | ||||||
TerraForm Power Operating | ||||||||
5.000%, 01/31/2028 (A) | 100 | 107 | ||||||
TransAlta | ||||||||
4.500%, 11/15/2022 | 10 | 10 | ||||||
Vistra Operations | ||||||||
5.625%, 02/15/2027 (A) | 200 | 208 | ||||||
5.000%, 07/31/2027 (A) | 192 | 199 | ||||||
|
|
| ||||||
7,369 | ||||||||
|
|
| ||||||
Total Corporate Obligations | 178,967 | |||||||
|
|
| ||||||
SOVEREIGN DEBT — 39.7% | ||||||||
Abu Dhabi Government International Bond | ||||||||
3.125%, 10/11/2027 | 500 | 543 | ||||||
3.125%, 09/30/2049 | 1,500 | 1,460 | ||||||
2.500%, 09/30/2029 | 1,000 | 1,032 | ||||||
0.750%, 09/02/2023 | 250 | 251 | ||||||
Angolan Government International Bond | ||||||||
9.500%, 11/12/2025 | 700 | 767 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
SOVEREIGN DEBT (continued) |
| |||||||
9.125%, 11/26/2049 | $ | 500 | $ | 505 | ||||
8.000%, 11/26/2029 | 500 | 503 | ||||||
Argentine Republic Government International Bond |
| |||||||
0.125%, 0.500%, 07/09/2021, 07/09/2030 (E) | 1,750 | 630 | ||||||
0.125%, 1.125%, 07/09/2021, 07/09/2035 (E) | 2,250 | 709 | ||||||
0.125%, 2.500%, 07/09/2021, 07/09/2041 (E) | 1,000 | 355 | ||||||
Armenia Government International Bond |
| |||||||
3.600%, 02/02/2031 (A) | 200 | 183 | ||||||
Azerbaijan Government International Bond |
| |||||||
4.750%, 03/18/2024 | 500 | 543 | ||||||
Bahrain Government International Bond |
| |||||||
6.125%, 08/01/2023 | 1,000 | 1,079 | ||||||
6.000%, 09/19/2044 | 500 | 467 | ||||||
5.450%, 09/16/2032 | 500 | 496 | ||||||
Belarus Government International Bond |
| |||||||
6.875%, 02/28/2023 | 250 | 255 | ||||||
Belarus Ministry of Finance | ||||||||
6.378%, 02/24/2031 | 500 | 476 | ||||||
Bolivian Government International Bond |
| |||||||
4.500%, 03/20/2028 | 500 | 446 | ||||||
Brazilian Government International Bond |
| |||||||
4.750%, 01/14/2050 | 1,000 | 938 | ||||||
4.625%, 01/13/2028 | 1,000 | 1,072 | ||||||
3.875%, 06/12/2030 | 1,700 | 1,687 | ||||||
2.875%, 06/06/2025 | 1,000 | 1,024 | ||||||
Cameroon Government International Bond |
| |||||||
9.500%, 11/19/2025 | 250 | 279 | ||||||
Chile Government International Bond |
| |||||||
3.860%, 06/21/2047 | 250 | 273 | ||||||
3.500%, 01/25/2050 | 750 | 775 | ||||||
3.240%, 02/06/2028 | 650 | 707 | ||||||
Colombia Government International Bond |
| |||||||
5.000%, 06/15/2045 | 2,000 | 2,126 | ||||||
4.500%, 03/15/2029 | 1,000 | 1,091 | ||||||
4.000%, 02/26/2024 | 1,000 | 1,066 | ||||||
3.250%, 04/22/2032 | 200 | 196 | ||||||
Costa Rica Government International Bond |
| |||||||
7.158%, 03/12/2045 | 700 | 723 | ||||||
6.125%, 02/19/2031 | 300 | 313 | ||||||
4.250%, 01/26/2023 | 300 | 304 | ||||||
Croatia Government International Bond |
| |||||||
6.000%, 01/26/2024 | 750 | 857 | ||||||
Dominican Republic International Bond |
| |||||||
6.875%, 01/29/2026 | 1,000 | 1,168 | ||||||
6.850%, 01/27/2045 | 400 | 455 | ||||||
5.875%, 01/30/2060 | 1,000 | 997 | ||||||
4.875%, 09/23/2032 | 1,200 | 1,256 |
62 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
SOVEREIGN DEBT (continued) |
| |||||||
Ecuador Government International Bond |
| |||||||
0.500%, 5.000%, 07/31/2021, 07/31/2030 (E) | $ | 1,200 | $ | 1,002 | ||||
0.500%, 1.000%, 07/31/2021, 07/31/2035 (E) | 1,750 | 1,190 | ||||||
0.500%, 0.500%, 07/31/2021, 07/31/2040 (E) | 500 | 297 | ||||||
Egypt Government International Bond |
| |||||||
8.875%, 05/29/2050 | 750 | 788 | ||||||
8.500%, 01/31/2047 | 750 | 773 | ||||||
7.500%, 01/31/2027 | 1,000 | 1,103 | ||||||
5.875%, 02/16/2031 (A) | 350 | 337 | ||||||
5.750%, 05/29/2024 | 1,200 | 1,268 | ||||||
El Salvador Government International Bond |
| |||||||
9.500%, 07/15/2052 | 500 | 566 | ||||||
7.650%, 06/15/2035 | 400 | 419 | ||||||
5.875%, 01/30/2025 | 700 | 721 | ||||||
Emirate of Dubai Government International Bond MTN |
| |||||||
3.900%, 09/09/2050 | 200 | 184 | ||||||
Ethiopia Government International Bond |
| |||||||
6.625%, 12/11/2024 | 200 | 191 | ||||||
Export-Import Bank of India MTN |
| |||||||
3.250%, 01/15/2030 | 1,250 | 1,254 | ||||||
Gabon Government International Bond |
| |||||||
6.625%, 02/06/2031 | 500 | 502 | ||||||
Ghana Government International Bond |
| |||||||
8.950%, 03/26/2051 | 200 | 198 | ||||||
7.875%, 02/11/2035 | 1,200 | 1,181 | ||||||
6.375%, 02/11/2027 | 1,400 | 1,388 | ||||||
Guatemala Government International Bond |
| |||||||
6.125%, 06/01/2050 | 500 | 600 | ||||||
4.500%, 05/03/2026 | 500 | 549 | ||||||
Honduras Government International Bond |
| |||||||
5.625%, 06/24/2030 | 350 | 367 | ||||||
Hungary Government International Bond |
| |||||||
7.625%, 03/29/2041 | 250 | 403 | ||||||
5.375%, 03/25/2024 | 800 | 907 | ||||||
Indonesia Government International Bond |
| |||||||
6.750%, 01/15/2044 | 750 | 1,078 | ||||||
4.750%, 01/08/2026 | 1,250 | 1,424 | ||||||
4.350%, 01/11/2048 | 750 | 826 | ||||||
3.850%, 10/15/2030 | 250 | 277 | ||||||
Iraq Government International Bond |
| |||||||
5.800%, 01/15/2028 | 703 | 678 | ||||||
Ivory Coast Government International Bond |
| |||||||
6.125%, 06/15/2033 | 500 | 529 | ||||||
Jamaica Government International Bond |
| |||||||
7.875%, 07/28/2045 | 500 | 697 | ||||||
6.750%, 04/28/2028 | 500 | 592 | ||||||
Jordan Government International Bond |
| |||||||
6.125%, 01/29/2026 | 500 | 540 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
SOVEREIGN DEBT (continued) |
| |||||||
5.850%, 07/07/2030 | $ | 500 | $ | 518 | ||||
Kazakhstan Government International Bond MTN |
| |||||||
6.500%, 07/21/2045 | 750 | 1,084 | ||||||
3.875%, 10/14/2024 | 750 | 822 | ||||||
Kenya Government International Bond |
| |||||||
8.000%, 05/22/2032 | 650 | 712 | ||||||
6.875%, 06/24/2024 | 500 | 554 | ||||||
Kuwait International Government Bond |
| |||||||
3.500%, 03/20/2027 | 750 | 830 | ||||||
Lebanon Government International Bond MTN |
| |||||||
6.650%, 02/26/2030 (F) | 1,500 | 184 | ||||||
6.100%, 10/04/2022 (F) | 1,500 | 181 | ||||||
Mexico Government International Bond |
| |||||||
6.050%, 01/11/2040 | 1,250 | 1,526 | ||||||
5.000%, 04/27/2051 | 750 | 817 | ||||||
4.500%, 04/22/2029 | 750 | 842 | ||||||
4.150%, 03/28/2027 | 500 | 560 | ||||||
Mongolia Government International Bond |
| |||||||
5.625%, 05/01/2023 | 350 | 368 | ||||||
5.125%, 04/07/2026 | 300 | 321 | ||||||
Morocco Government International Bond |
| |||||||
4.250%, 12/11/2022 | 500 | 524 | ||||||
4.000%, 12/15/2050 | 350 | 315 | ||||||
3.000%, 12/15/2032 | 350 | 332 | ||||||
Mozambique Government International Bond |
| |||||||
5.000%, 9.000%, 09/15/2023, 09/15/2031 (E) | 200 | 164 | ||||||
Nigeria Government International Bond |
| |||||||
7.875%, 02/16/2032 | 750 | 807 | ||||||
7.625%, 11/28/2047 | 500 | 503 | ||||||
6.500%, 11/28/2027 | 850 | 898 | ||||||
Oman Government International Bond |
| |||||||
6.750%, 01/17/2048 | 750 | 748 | ||||||
6.000%, 08/01/2029 | 750 | 796 | ||||||
4.750%, 06/15/2026 | 2,000 | 2,075 | ||||||
Pakistan Government International Bond |
| |||||||
6.875%, 12/05/2027 | 800 | 836 | ||||||
Panama Government International Bond |
| |||||||
4.500%, 04/16/2050 | 700 | 773 | ||||||
4.500%, 04/01/2056 | 1,000 | 1,101 | ||||||
4.000%, 09/22/2024 | 450 | 490 | ||||||
3.875%, 03/17/2028 | 1,000 | 1,100 | ||||||
Paraguay Government International Bond |
| |||||||
5.400%, 03/30/2050 | 700 | 788 | ||||||
4.950%, 04/28/2031 | 700 | 787 | ||||||
Perusahaan Penerbit SBSN Indonesia III |
| |||||||
4.325%, 05/28/2025 | 500 | 558 | ||||||
4.150%, 03/29/2027 | 250 | 278 | ||||||
3.800%, 06/23/2050 | 200 | 206 |
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 63 |
SCHEDULE OF INVESTMENTS (Unaudited)
April 30, 2021
Tactical Offensive Enhanced Fixed Income Fund (Concluded)
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
SOVEREIGN DEBT (continued) |
| |||||||
Peruvian Government International Bond |
| |||||||
5.625%, 11/18/2050 | $ | 250 | $ | 332 | ||||
2.783%, 01/23/2031 | 1,200 | 1,200 | ||||||
2.780%, 12/01/2060 | 1,250 | 1,063 | ||||||
2.392%, 01/23/2026 | 1,000 | 1,027 | ||||||
Philippine Government International Bond |
| |||||||
3.750%, 01/14/2029 | 2,500 | 2,804 | ||||||
3.700%, 02/02/2042 | 750 | 795 | ||||||
3.000%, 02/01/2028 | 250 | 267 | ||||||
2.650%, 12/10/2045 | 500 | 457 | ||||||
Poland Government International Bond |
| |||||||
5.000%, 03/23/2022 | 1,000 | 1,041 | ||||||
3.000%, 03/17/2023 | 500 | 524 | ||||||
Qatar Government International Bond |
| |||||||
5.103%, 04/23/2048 | 2,000 | 2,535 | ||||||
4.000%, 03/14/2029 | 1,000 | 1,136 | ||||||
3.875%, 04/23/2023 | 1,000 | 1,065 | ||||||
3.400%, 04/16/2025 | 500 | 544 | ||||||
Romanian Government International Bond |
| |||||||
6.750%, 02/07/2022 | 500 | 524 | ||||||
4.000%, 02/14/2051 | 1,100 | 1,093 | ||||||
3.000%, 02/14/2031 | 500 | 508 | ||||||
Russian Foreign Bond - Eurobond |
| |||||||
5.250%, 06/23/2047 | 1,000 | 1,230 | ||||||
4.875%, 09/16/2023 | 1,000 | 1,089 | ||||||
4.500%, 04/04/2022 | 1,000 | 1,032 | ||||||
4.375%, 03/21/2029 | 1,400 | 1,567 | ||||||
Saudi Government International Bond |
| |||||||
5.250%, 01/16/2050 | 200 | 249 | ||||||
4.500%, 10/26/2046 | 1,250 | 1,394 | ||||||
4.500%, 04/22/2060 | 500 | 570 | ||||||
3.250%, 10/26/2026 | 1,000 | 1,075 | ||||||
3.250%, 10/22/2030 | 1,250 | 1,319 | ||||||
2.875%, 03/04/2023 | 1,000 | 1,040 | ||||||
Senegal Government International Bond |
| |||||||
6.750%, 03/13/2048 | 250 | 251 | ||||||
6.250%, 05/23/2033 | 250 | 262 | ||||||
Serbia Government International Bond |
| |||||||
2.125%, 12/01/2030 | 200 | 184 | ||||||
South Africa Government International Bond |
| |||||||
5.875%, 09/16/2025 | 1,250 | 1,392 | ||||||
5.750%, 09/30/2049 | 1,000 | 964 | ||||||
4.850%, 09/30/2029 | 750 | 775 | ||||||
Sri Lanka Government International Bond |
| |||||||
7.550%, 03/28/2030 | 1,000 | 652 | ||||||
6.850%, 11/03/2025 | 1,000 | 663 | ||||||
5.750%, 04/18/2023 | 700 | 505 | ||||||
Trinidad & Tobago Government International Bond |
| |||||||
4.500%, 08/04/2026 | 400 | 426 |
Description | Face Amount (Thousands) | Market Value ($ Thousands) | ||||||
SOVEREIGN DEBT (continued) |
| |||||||
Turkey Government International Bond |
| |||||||
7.625%, 04/26/2029 | $ | 1,750 | $ | 1,859 | ||||
7.375%, 02/05/2025 | 100 | 106 | ||||||
6.350%, 08/10/2024 | 1,750 | 1,801 | ||||||
4.875%, 04/16/2043 | 1,250 | 963 | ||||||
4.750%, 01/26/2026 | 200 | 192 | ||||||
Ukraine Government International Bond |
| |||||||
7.750%, 09/01/2023 | 1,450 | 1,542 | ||||||
7.750%, 09/01/2026 | 1,000 | 1,077 | ||||||
7.375%, 09/25/2032 | 700 | 707 | ||||||
7.253%, 03/15/2033 | 500 | 500 | ||||||
Uruguay Government International Bond |
| |||||||
5.100%, 06/18/2050 | 1,700 | 2,130 | ||||||
4.375%, 01/23/2031 | 1,250 | 1,453 | ||||||
Uzbekistan Government International Bond MTN |
| |||||||
3.700%, 11/25/2030 | 250 | 248 | ||||||
Vietnam Government International Bond |
| |||||||
4.800%, 11/19/2024 | 250 | 279 | ||||||
Zambia Government International Bond |
| |||||||
8.970%, 07/30/2027 | 700 | 422 | ||||||
|
|
| ||||||
Total Sovereign Debt |
| 121,067 | ||||||
|
|
| ||||||
Total Investments in Securities — 98.5% |
| $ | 300,034 | |||||
|
|
|
Percentages are based on Net Assets of $304,508 ($ Thousands).
(A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On April 30, 2021, the value of these securities amounted to $100,917 ($ Thousands), representing 33.1% of the Net Assets of the Fund. |
(B) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. |
(C) | Perpetual security with no stated maturity date. |
(D) | Rate shown is the effective yield at the time of purchase. |
(E) | Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date. |
(F) | Security is in default on interest payment. |
CJSC — Closed Joint-Stock Company
DAC — Designated Activity Company
ICE— Intercontinental Exchange
LIBOR— London Interbank Offered Rate
LLLP— Limited Liability Limited Partnership
MTN — Medium Term Note
PIK — Payment In-Kind
USD — U.S. Dollar
VAR — Variable Rate
As of April 30, 2021, all of the Fund’s investments were considered Level 2 in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.
64 | Adviser Managed Trust / Quarterly Report / April 30, 2021 |
For the period ended April 30, 2021, there were no transfers in or out of Level 3.
Amounts designated as “—” are either $0 or have been rounded to $0.
For information on the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund’s most recent financial statements.
Adviser Managed Trust / Quarterly Report / April 30, 2021 | 65 |