# EDGAR Filing Document

**Accession Number:** 0000879947
**File Stem:** 0001752724-23-035535
**Filing Date:** 2023-2
**Character Count:** 57508
**Document Hash:** bc2d17e2eeb21a174849d8a1a1bef43b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035535.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035535

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMG Funds II
- **CENTRAL INDEX KEY:** 0000879947
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06431
- **FILM NUMBER:** 23657313

**BUSINESS ADDRESS:**
- **STREET 1:** 680 WASHINGTON BOULEVARD, SUITE 500
- **CITY:** STAMFORD
- **STATE:** CT
- **ZIP:** 06901
- **BUSINESS PHONE:** 2032993500

**MAIL ADDRESS:**
- **STREET 1:** 680 WASHINGTON BOULEVARD, SUITE 500
- **CITY:** STAMFORD
- **STATE:** CT
- **ZIP:** 06901

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANAGERS TRUST II
- **DATE OF NAME CHANGE:** 20000801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SMITH BREEDEN SERIES FUND
- **DATE OF NAME CHANGE:** 19920929

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SMITH BREEDEN U S GOVERNMENT SERIES FUND
- **DATE OF NAME CHANGE:** 19600201

## Series and Classes Contracts Data

### AMG GW&K Enhanced Core Bond ESG Fund (Series ID: S000009899)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000027393 | Class N      | MFDAX           |
| C000027396 | Class Z      | MFDYX           |
| C000121207 | Class I      | MFDSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AMG Funds II

- **b. Investment Company Act file number:** 811-06431

- **c. CIK number of Registrant:** 0000879947

- **d. LEI of Registrant:** 549300JI0FFOS6K9XP78

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 680 Washington Blvd.

  - **City:** Stamford

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06901

  - **Telephone number:** 800-548-4539

**Item A.2. Information about the Series.**

- **a. Name of Series:** AMG GW&K Enhanced Core Bond ESG Fund

- **b. EDGAR series identifier (if any):** S000009899

- **c. LEI of Series:** 549300J6VTFUF1GO0122

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $41825005.64

**Total Liabilities:** $1330634.29

**Net Assets:** $40494371.35

**Cash Not Reported:** $331228.14

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 6.72084000 | **1-Year:** 992.80186000 | **5-Year:** 10583.13376000 | **10-Year:** 4894.56335000 | **30-Year:** 653.82051000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 3.43017000 | **1-Year:** 361.90857000 | **5-Year:** 1006.85046000 | **10-Year:** 76.03540000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027396 | -1.00%               | 4.05%                | -0.72%               |
| Class ID C000121207 | -1.01%               | 4.04%                | -0.73%               |
| Class ID C000027393 | -1.03%               | 4.04%                | -0.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-434305.69              | $-102406.21                                |
| Month 2  | $-164945.96              | $1668301.29                                |
| Month 3  | $-47872.17               | $-329047.06                                |

### Schedule of Portfolio Investments

| Name                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMMONSPIRIT HEALTH               | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    458000 | PA      | $398573.67    | 0.98%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1057000 | PA      | $794608.01    | 1.96%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBHS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139861 | PA      | $136758.61    | 0.34%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                         | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    203000 | PA      | $162018.36    | 0.40%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1290000 | PA      | $819855.48    | 2.02%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7YW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172840 | PA      | $159897.01    | 0.39%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    544000 | PA      | $590707.50    | 1.46%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP             | Tenet Healthcare Corp                                                           | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174943.91    | 0.43%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140XABZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418469 | PA      | $408432.54    | 1.01%             | 2050-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA UNIF SCH DIST      | Los Angeles Unified School District/CA                                          | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $407386.82    | 1.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIXED INCOME CLEARING CORPORATION | FICC                                                                            | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    230000 | PA      | $230000.00    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    211000 | PA      | $202906.55    | 0.50%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM           | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163466.55    | 0.40%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDRU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217951 | PA      | $215752.34    | 0.53%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC               | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    508000 | PA      | $433522.59    | 1.07%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                      | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    328000 | PA      | $256651.18    | 0.63%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST           | Starwood Property Trust Inc                                                     | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    161000 | PA      | $159598.45    | 0.39%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO               | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    505000 | PA      | $414857.50    | 1.02%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    243000 | PA      | $230604.12    | 0.57%             | N/A             | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                 | NEWELL BRANDS INC                                                               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    221000 | PA      | $207915.75    | 0.51%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $339778.06    | 0.84%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    816000 | PA      | $685790.63    | 1.69%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KB HOME                           | KB Home                                                                         | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    231000 | PA      | $200875.29    | 0.50%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4XF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297572 | PA      | $285797.42    | 0.71%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704093 | PA      | $651959.97    | 1.61%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46246 | PA      | $43309.34     | 0.11%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140QBCA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326187 | PA      | $314830.99    | 0.78%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INC                          | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    379000 | PA      | $404148.33    | 1.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC              | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    176000 | PA      | $163925.43    | 0.40%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907185 | PA      | $868929.96    | 2.15%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    523000 | PA      | $584084.77    | 1.44%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7L49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231321 | PA      | $220854.50    | 0.55%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEWQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145438 | PA      | $142178.43    | 0.35%             | 2031-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    501000 | PA      | $407242.64    | 1.01%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING           | Alcoa Nederland Holding BV                                                      | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $425836.15    | 1.05%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP              | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    373000 | PA      | $305930.45    | 0.76%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                     | State of California                                                             | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $657106.80    | 1.62%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140QAUC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161094 | PA      | $154934.72    | 0.38%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH    | Massachusetts School Building Authority                                         | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    448000 | PA      | $365759.21    | 0.90%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                        | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    423000 | PA      | $400136.53    | 0.99%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP          | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    377000 | PA      | $278579.67    | 0.69%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X6XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141299 | PA      | $135888.06    | 0.34%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP             | Clearwater Paper Corp                                                           | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    242000 | PA      | $212639.56    | 0.53%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                                                | CUSIP: 3133KJ6X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134401 | PA      | $127402.18    | 0.31%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                    | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $402322.27    | 0.99%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CROWN AMER/CAP CORP V             | Crown Americas LLC / Crown Americas Capital Corp V                              | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $262234.50    | 0.65%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                    | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    479000 | PA      | $411250.49    | 1.02%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK            | Korea Development Bank/The                                                      | CUSIP: 500630DD7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    346000 | PA      | $334186.80    | 0.83%             | 2023-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST          | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360776.44    | 0.89%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES    | University of California                                                        | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $274097.49    | 0.68%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    411000 | PA      | $409400.95    | 1.01%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC              | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    212000 | PA      | $197782.22    | 0.49%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MURPHY OIL USA INC                | Murphy Oil USA Inc                                                              | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160216.65    | 0.40%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP           | SBA Communications Corp                                                         | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185220.27    | 0.46%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                          | MSCI Inc                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    218000 | PA      | $168352.36    | 0.42%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC          | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $181912.50    | 0.45%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    297000 | PA      | $251951.13    | 0.62%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X3BE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103401 | PA      | $104075.93    | 0.26%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9FR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177615 | PA      | $170130.65    | 0.42%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLG REVE    | Commonwealth of Massachusetts                                                   | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    300000 | PA      | $289641.06    | 0.72%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP            | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    221000 | PA      | $212188.73    | 0.52%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                      | Novelis Corp                                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188267.10    | 0.46%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1503000 | PA      | $1411704.49   | 3.49%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                  | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80154.35     | 0.20%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDJ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247509 | PA      | $221672.69    | 0.55%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEC33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151425 | PA      | $146484.41    | 0.36%             | 2030-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                    | Amazon.com Inc                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    389000 | PA      | $388042.34    | 0.96%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| HOWMET AEROSPACE INC              | Howmet Aerospace Inc                                                            | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160095.18    | 0.40%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE          | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271996.86    | 0.67%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    573000 | PA      | $529935.47    | 1.31%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9RP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168227 | PA      | $168125.32    | 0.42%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLM CORP                          | SLM Corp                                                                        | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $221116.95    | 0.55%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140XDXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824917 | PA      | $817766.90    | 2.02%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.     | CITIGROUP GLOBAL MARKETS INC                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |    242815 | PA      | $242815.00    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 31412PG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133763 | PA      | $132431.02    | 0.33%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.      | NATIONAL BANK FINANCIAL                                                         | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 2.47%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS          | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    483000 | PA      | $428704.19    | 1.06%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199366.20    | 0.49%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140XBD56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565934 | PA      | $577926.42    | 1.43%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR          | Cogent Communications Group Inc                                                 | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    312000 | PA      | $283434.06    | 0.70%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386807 | PA      | $361537.04    | 0.89%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE               | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    508000 | PA      | $319574.30    | 0.79%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216440.75    | 0.53%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| AECOM                             | AECOM                                                                           | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    204000 | PA      | $196350.00    | 0.48%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                                                | CUSIP: 3133KJQ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168009 | PA      | $148180.19    | 0.37%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 31417DRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380667 | PA      | $356323.92    | 0.88%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP               | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    265000 | PA      | $164064.46    | 0.41%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                  | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306910.31    | 0.76%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805691 | PA      | $753765.35    | 1.86%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3138WGSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251667 | PA      | $233914.81    | 0.58%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO               | Travel + Leisure Co                                                             | CUSIP: 98310WAP3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164486.83    | 0.41%             | 2024-04-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7EG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254904 | PA      | $237002.18    | 0.59%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $415080.13    | 1.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X9MS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496193 | PA      | $476532.62    | 1.18%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                    | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $404856.09    | 1.00%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC               | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $124235.91    | 0.31%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A    | California Health Facilities Financing Authority                                | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    225000 | PA      | $200992.70    | 0.50%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS            | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    419000 | PA      | $393133.14    | 0.97%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                       | Freddie Mac Pool                                                                | CUSIP: 3133A3CW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356036 | PA      | $318777.69    | 0.79%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140XF4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527353 | PA      | $494508.48    | 1.22%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                    | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    248000 | PA      | $229463.38    | 0.57%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL            | Anglo American Capital PLC                                                      | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    277000 | PA      | $226173.21    | 0.56%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                           | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    207000 | PA      | $178532.58    | 0.44%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                 | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    463000 | PA      | $384840.27    | 0.95%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $418503.12    | 1.03%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                | Murphy Oil USA Inc                                                              | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54901.80     | 0.14%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140J7WY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288762 | PA      | $286259.17    | 0.71%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    366000 | PA      | $342156.98    | 0.84%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3138WKUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413810 | PA      | $394681.90    | 0.97%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                    | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    486000 | PA      | $319811.80    | 0.79%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    318000 | PA      | $237928.59    | 0.59%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC            | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177270.44    | 0.44%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                                                | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    236000 | PA      | $226477.03    | 0.56%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                                                | CUSIP: 3132ACS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248518 | PA      | $238133.43    | 0.59%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X7FZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121196 | PA      | $115110.61    | 0.28%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3138EPPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83627 | PA      | $78262.46     | 0.19%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3138WJUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393982 | PA      | $365576.25    | 0.90%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                                                | CUSIP: 3132A4CA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478743 | PA      | $474592.58    | 1.17%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFK42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389567 | PA      | $366278.30    | 0.90%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140J8EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60330 | PA      | $58825.17     | 0.15%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY             | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $403467.21    | 1.00%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                                                | CUSIP: 3133KLPC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785527 | PA      | $690686.23    | 1.71%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3138WJUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146700 | PA      | $136123.18    | 0.34%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                      | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    234000 | PA      | $224393.62    | 0.55%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP              | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    473000 | PA      | $407352.01    | 1.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X8HM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243755 | PA      | $216125.83    | 0.53%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Gold Pool                                                           | CUSIP: 31335AR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317930 | PA      | $295832.75    | 0.73%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE    | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $401833.16    | 0.99%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                                                 | CUSIP: 3140X4MG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94498 | PA      | $89943.25     | 0.22%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** AMG Funds II

**Signature:** Thomas Disbrow

**Name of Signer:** Thomas Disbrow

**Title:** Principal Financial Officer