# EDGAR Filing Document

**Accession Number:** 0000879947
**File Stem:** 0001752724-23-035537
**Filing Date:** 2023-2
**Character Count:** 58700
**Document Hash:** 10a564da3769f2febc2304fe6751fcbc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035537.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035537

**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:** 23657315

**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 Global Allocation Fund (Series ID: S000009901)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000027401 | Class N      | MBEAX           |
| C000027404 | Class Z      | MBEYX           |
| C000121208 | Class I      | MBESX           |

## 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 Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000009901

- **c. LEI of Series:** 549300GCEYP4L6QNBG74

**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:** $42586084.14

**Total Liabilities:** $1512138.16

**Net Assets:** $41073945.98

**Cash Not Reported:** $562428.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5.99013000 | **1-Year:** 555.46988000 | **5-Year:** 2609.08884000 | **10-Year:** 1465.23206000 | **30-Year:** 190.01759000

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

- **3-Month:** 0.00000000 | **1-Year:** 151.36001000 | **5-Year:** 327.21648000 | **10-Year:** 27.05002000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027404 | 0.55%                | 9.83%                | -2.24%               |
| Class ID C000027401 | 0.48%                | 9.84%                | -2.31%               |
| Class ID C000121208 | 0.55%                | 9.78%                | -2.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2913390.31             | $3121282.75                                |
| Month 2  | $152404.05               | $3869104.91                                |
| Month 3  | $238005.21               | $-1270606.36                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COGENT COMMUNICATIONS GR              | Cogent Communications Group Inc                                             | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     68000 | PA      | $61774.09     | 0.15%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                           | Walmart Inc                                                                 | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44372.92     | 0.11%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                       | Sands China Ltd                                                             | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | MO        |     85600 | NS      | $280787.53    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA              | Embraer Netherlands Finance BV                                              | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    135000 | PA      | $131018.85    | 0.32%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                  | Tencent Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     14600 | NS      | $619045.31    | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    364000 | PA      | $338733.28    | 0.82%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                   | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68772.74     | 0.17%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                    | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11509 | NS      | $962152.40    | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAPITAL CORP                   | Sprint Capital Corp                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62276.40     | 0.15%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                | Korea Development Bank/The                                                  | CUSIP: 500630DD7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    299000 | PA      | $288791.49    | 0.70%             | 2023-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140XDXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265891 | PA      | $263586.44    | 0.64%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                         | AIA Group Ltd                                                               | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     88500 | NS      | $977340.16    | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | Inter-American Development Bank                                             | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    310000 | PA      | $303541.39    | 0.74%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | NEWELL BRANDS INC                                                           | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60210.90     | 0.15%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| H World Group Ltd                     | H World Group Ltd                                                           | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |     21035 | NS      | $892304.70    | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                          | SK Hynix Inc                                                                | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $146632.96    | 0.36%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                         | State of California                                                         | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $75097.92     | 0.18%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | Centene Corp                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32969.43     | 0.08%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| KOMMUNALBANKEN AS                     | Kommunalbanken AS                                                           | CUSIP: 50048MDD9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $177124.94    | 0.43%             | 2026-10-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                        | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3361 | NS      | $806035.02    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                        | MASTERCARD INC - A                                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2503 | NS      | $870368.19    | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd             | Alibaba Group Holding Ltd                                                   | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |     52500 | NS      | $576077.95    | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140X3BE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259414 | PA      | $261108.15    | 0.64%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adyen NV                              | Adyen NV                                                                    | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       518 | NS      | $719113.44    | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                    | Smith & Nephew PLC                                                          | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    107000 | PA      | $83634.52     | 0.20%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    527000 | PA      | $551764.88    | 1.34%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc. | NOMURA SECURITIES INT. INC                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |    405038 | PA      | $405038.00    | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                            | CUSIP: 3132A4SQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253776 | PA      | $249489.24    | 0.61%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                  | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50666.32     | 0.12%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| NEW JERSEY ST TRANSPRTN TRUST         | New Jersey Transportation Trust Fund Authority                              | CUSIP: 646136XS5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     90000 | PA      | $90671.99     | 0.22%             | 2028-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | Centene Corp                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     51000 | PA      | $39906.13     | 0.10%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140X9MS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135019 | PA      | $129668.74    | 0.32%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                           | Avantor Inc                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32300 | NS      | $681207.00    | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $543721.88    | 1.32%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The               | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     14103 | NS      | $1174215.78   | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                | Asian Development Bank                                                      | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    165000 | PA      | $142005.79    | 0.35%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                     | International Finance Corp                                                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    160000 | PA      | $149411.55    | 0.36%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                   | NuStar Logistics LP                                                         | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76906.66     | 0.19%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                | Yum China Holdings Inc                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |     15700 | NS      | $876686.31    | 2.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                            | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $46944.24     | 0.11%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $123796.88    | 0.30%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    448000 | PA      | $381780.00    | 0.93%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                    | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     96000 | PA      | $78757.83     | 0.19%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                   | TransDigm Group Inc                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       964 | NS      | $606982.60    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt        | LVMH Moet Hennessy Louis Vuitton SE                                         | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       919 | NS      | $668750.12    | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP               | SBA Communications Corp                                                     | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46982.70     | 0.11%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                    | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2800 | NS      | $579796.00    | 1.41%             |  |  |  | No            |                  1 | 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        |    280000 | PA      | $258272.08    | 0.63%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                 | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    161000 | PA      | $146509.20    | 0.36%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    112000 | PA      | $84196.87     | 0.20%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                        | MakeMyTrip Ltd                                                              | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |     30251 | NS      | $834020.07    | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1763 | NS      | $719233.48    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG              | Infineon Technologies AG                                                    | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     30707 | NS      | $933244.91    | 2.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                  | Taiwan Semiconductor Manufacturing Co Ltd                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      9221 | NS      | $686872.29    | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140QN7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479755 | PA      | $442829.09    | 1.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | ALPHABET INC-CL A                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9520 | NS      | $839949.60    | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                       | MEG Energy Corp                                                             | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $49037.30     | 0.12%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST              | First-Citizens Bank & Trust Co                                              | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79269.19     | 0.19%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57785.91     | 0.14%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                        | Microsoft Corp                                                              | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36192.69     | 0.09%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                        | HB Fuller Co                                                                | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65490.00     | 0.16%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                   | Delta Air Lines Inc                                                         | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71521.80     | 0.17%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    281000 | PA      | $231407.89    | 0.56%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                 | AECOM                                                                       | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53900.00     | 0.13%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                    | Murphy Oil USA Inc                                                          | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55347.57     | 0.13%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                  | Western Digital Corp                                                        | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45202.56     | 0.11%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                      | Lamar Media Corp                                                            | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $57286.81     | 0.14%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING               | Alcoa Nederland Holding BV                                                  | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $177431.73    | 0.43%             | 2029-03-31      | Fixed         | 4.12%                 | 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   | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                  | Kraft Heinz Foods Co                                                        | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57694.81     | 0.14%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                 | Crown Americas LLC / Crown Americas Capital Corp V                          | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $51493.32     | 0.13%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JD.com Inc                            | JD.com Inc                                                                  | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |       880 | NS      | $24566.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc             | Casella Waste Systems Inc                                                   | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      8807 | NS      | $698483.17    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA DEVELOPMENT BANK                | Korea Development Bank/The                                                  | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $172906.40    | 0.42%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN              | Northern States Power Co/MN                                                 | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     63000 | PA      | $43089.77     | 0.10%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hess Corp                             | Hess Corp                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      7620 | NS      | $1080668.40   | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140JAHF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99430 | PA      | $97383.72     | 0.24%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                   | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3725 | NS      | $789178.50    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                         | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145041.71    | 0.35%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                         | Aircastle Ltd                                                               | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     91000 | PA      | $87518.13     | 0.21%             | 2025-08-11      | Fixed         | 5.25%                 | 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       |    185000 | PA      | $157147.35    | 0.38%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140J7XC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102642 | PA      | $95220.46     | 0.23%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                         | HDFC Bank Ltd                                                               | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     13494 | NS      | $923124.54    | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES               | Philippine Government International Bond                                    | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $159535.08    | 0.39%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd        | Canadian Natural Resources Ltd                                              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     13046 | NS      | $724467.31    | 1.76%             |  |  |  | No            |                  1 | On Loan: —       |
| BELGIUM KINGDOM                       | Kingdom of Belgium Government International Bond                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    200000 | PA      | $159139.29    | 0.39%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                         | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    131000 | PA      | $114625.00    | 0.28%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                       | Murphy Oil Corp                                                             | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86629.02     | 0.21%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    106000 | PA      | $95426.76     | 0.23%             | N/A             | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                    | Trip.com Group Ltd                                                          | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |     24100 | NS      | $831199.23    | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                       | CUSIP: 3128P8FQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74067 | PA      | $68329.74     | 0.17%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                   | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    123000 | PA      | $99633.61     | 0.24%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                 | Province of Ontario Canada                                                  | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    151000 | PA      | $130917.71    | 0.32%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                           | MetLife Inc                                                                 | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    163000 | PA      | $151386.25    | 0.37%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                         | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    275000 | PA      | $265672.07    | 0.65%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                              | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122697.19    | 0.30%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| PERNOD RIC INTL FIN LLC               | Pernod Ricard International Finance LLC                                     | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206300.32    | 0.50%             | 2028-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                     | Cisco Systems Inc                                                           | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60355.12     | 0.15%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140X6QA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83538 | PA      | $79322.20     | 0.19%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR              | Anheuser-Busch InBev Worldwide Inc                                          | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64361.55     | 0.16%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                 | CUSIP: 05591F2K5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $177580.51    | 0.43%             | 2026-05-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS STWD LIQ        | JobsOhio Beverage System                                                    | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $125401.86    | 0.31%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | AMAZON.COM INC                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      6633 | NS      | $557172.00    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                             | Halma PLC                                                                   | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     28111 | NS      | $669462.10    | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP              | Agence Francaise de Developpement EPIC                                      | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $177889.97    | 0.43%             | 2026-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Black Knight Inc                      | Black Knight Inc                                                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     11918 | NS      | $735936.50    | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                            | STERIS PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4807 | NS      | $887804.83    | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2881 | NS      | $1527448.58   | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                     | Kinder Morgan Inc                                                           | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143179.99    | 0.35%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE               | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     69000 | PA      | $60340.50     | 0.15%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140Q94L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185794 | PA      | $178030.49    | 0.43%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29669.63     | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT              | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV          | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $265732.69    | 0.65%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 3140QBSH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232406 | PA      | $221599.70    | 0.54%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moncler SpA                           | Moncler SpA                                                                 | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     12596 | NS      | $669312.33    | 1.63%             |  |  |  | No            |                  2 | On Loan: —       |
| JAPAN FIN ORG MUNICIPAL               | Japan Finance Organization for Municipalities                               | CUSIP: 471068AR7<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $274041.15    | 0.67%             | 2025-05-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK               | Landwirtschaftliche Rentenbank                                              | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $159094.54    | 0.39%             | 2027-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                   | Silgan Holdings Inc                                                         | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63835.87     | 0.16%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76946 | PA      | $71420.32     | 0.17%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                   | Travel + Leisure Co                                                         | CUSIP: 98310WAP3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55157.26     | 0.13%             | 2024-04-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| KB HOME                               | KB Home                                                                     | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $38584.80     | 0.09%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CALLON PETROLEUM CO                   | Callon Petroleum Co                                                         | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    147000 | PA      | $137010.73    | 0.33%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK              | African Development Bank                                                    | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    135000 | PA      | $120715.46    | 0.29%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                         | Citigroup Inc                                                               | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72462.50     | 0.18%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41009.44     | 0.10%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                       | Yum! Brands Inc                                                             | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36055.50     | 0.09%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIXED INCOME CLEARING CORPORATION     | FICC                                                                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    381000 | PA      | $381000.00    | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                   | Nestle Holdings Inc                                                         | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232986.00    | 0.57%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DELL INC                              | Dell Inc                                                                    | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69313.04     | 0.17%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    769000 | PA      | $534755.39    | 1.30%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MISUMI Group Inc                      | MISUMI Group Inc                                                            | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     30650 | NS      | $666156.70    | 1.62%             |  |  |  | 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        |     85000 | PA      | $88789.44     | 0.22%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                            | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    492000 | PA      | $521692.97    | 1.27%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                             | CUSIP: 31410FVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4970 | PA      | $5073.81      | 0.01%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF FINLAND                   | Finland Government International Bond                                       | CUSIP: 31788DAJ3<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    200000 | PA      | $158489.99    | 0.39%             | 2030-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                    | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    122000 | PA      | $103484.06    | 0.25%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** AMG Funds II

**Signature:** Thomas Disbrow

**Name of Signer:** Thomas Disbrow

**Title:** Principal Financial Officer