0001752724-24-197130.txt : 20240828
0001752724-24-197130.hdr.sgml : 20240828
20240828112757
ACCESSION NUMBER: 0001752724-24-197130
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240628
FILED AS OF DATE: 20240828
DATE AS OF CHANGE: 20240828
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMG FUNDS III
CENTRAL INDEX KEY: 0000720309
ORGANIZATION NAME:
IRS NUMBER: 222528211
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03752
FILM NUMBER: 241252785
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 FUNDS
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: MANAGEMENT OF MANAGERS GROUP OF FUNDS
DATE OF NAME CHANGE: 19910429
FORMER COMPANY:
FORMER CONFORMED NAME: MANAGEMENT OF MANAGERS CAPITAL APPRECIATION FUND
DATE OF NAME CHANGE: 19881214
0000720309
S000009868
AMG GW&K ESG Bond Fund
C000027310
Class N
MGFIX
C000125498
Class I
MGBIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000720309
XXXXXXXX
S000009868
C000125498
C000027310
AMG Funds III
811-03752
0000720309
5493007NETBE5Y5V1962
680 Washington Blvd.
Suite 500
Stamford
06901
800-548-4539
AMG GW&K ESG Bond Fund
S000009868
549300GNM1WYO24HFQ54
2024-12-31
2024-06-28
N
416501315.50
18604485.34
397896830.16
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
532.78000000
USD
UST
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAE1
1040000.00000000
PA
USD
1004509.15000000
0.252454675146
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey
73358WAJ3
1750000.00000000
PA
USD
1845485.60000000
0.463810078421
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAM0
1205000.00000000
PA
USD
1162315.29000000
0.292114739776
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5E1
8159261.04000000
PA
USD
7313927.57000000
1.838146729406
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
2288000.00000000
PA
USD
2305381.75000000
0.579391836088
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
3000000.00000000
PA
USD
2470708.56000000
0.620942006249
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAF0
1170000.00000000
PA
USD
1121948.45000000
0.281969687858
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
CALIFORNIA ST HLTH FACS FING A
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UD88
3500000.00000000
PA
USD
3186492.40000000
0.800833823863
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.19000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BQ2
1540000.00000000
PA
USD
1513645.55000000
0.380411562814
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.37500000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAC6
600000.00000000
PA
USD
539692.80000000
0.135636365784
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
1025000.00000000
PA
USD
1032579.88000000
0.259509451127
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AZ0
3105000.00000000
PA
USD
2863719.08000000
0.719713971797
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
2010000.00000000
PA
USD
1709913.27000000
0.429737846695
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
23503CAN7
1000000.00000000
PA
USD
887556.60000000
0.223061993141
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.50700000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
2500000.00000000
PA
USD
2013553.50000000
0.506049143239
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBK8
14669978.50000000
PA
USD
12619469.93000000
3.171543217603
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-B
34534LAE7
2353000.00000000
PA
USD
2304253.60000000
0.579108307817
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
3.93000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
972000.00000000
PA
USD
1159185.85000000
0.291328244443
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
235000.00000000
PA
USD
209465.02000000
0.052643048178
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
16359000.00000000
PA
USD
11835992.03000000
2.974638432088
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384CKA6
2053841.90000000
PA
USD
2045919.62000000
0.514183442772
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Floating
6.33300000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BB9
2430000.00000000
PA
USD
2353839.62000000
0.591570337228
Long
DBT
CORP
US
N
2
2028-08-04
Fixed
4.44300000
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAD4
2100000.00000000
PA
USD
2103263.82000000
0.528595269068
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
5.95000000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
N/A
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
1650000.00000000
PA
USD
1589854.53000000
0.399564512579
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
2096000.00000000
PA
USD
1476861.26000000
0.371166882482
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BJ7
2180000.00000000
PA
USD
1875781.94000000
0.471424197887
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBRA0
4282681.93000000
PA
USD
3866001.99000000
0.971609145125
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
3.50000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE Inc
001877AA7
1255000.00000000
PA
USD
1142051.53000000
0.287022022653
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHS1
2775000.00000000
PA
USD
2316554.79000000
0.582199860468
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAC7
3365000.00000000
PA
USD
3222564.60000000
0.809899540718
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFQ20
2341105.37000000
PA
USD
2274064.07000000
0.571521031993
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAC1
2850000.00000000
PA
USD
2554237.83000000
0.641934701759
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc
17275RAF9
1400000.00000000
PA
USD
1421147.38000000
0.357164790538
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BF8
1075000.00000000
PA
USD
991402.09000000
0.249160590096
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
2070000.00000000
PA
USD
2003631.25000000
0.503555469188
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2021-B Owner Trust
89190GAD9
923000.00000000
PA
USD
889106.15000000
0.223451428261
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5G5
2280000.00000000
PA
USD
2710270.66000000
0.681149095585
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp
78442PGD2
838000.00000000
PA
USD
815127.38000000
0.204858978060
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4CD0
6230000.00000000
PA
USD
5266017.77000000
1.323463111752
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Variable
2.24300000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAX4
2480000.00000000
PA
USD
2196793.18000000
0.552101201488
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
3400000.00000000
PA
USD
3033330.74000000
0.762341016584
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
2130000.00000000
PA
USD
2061543.29000000
0.518110005845
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
2250000.00000000
PA
USD
2131196.63000000
0.535615382797
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
2175000.00000000
PA
USD
2046684.14000000
0.514375583031
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
2000000.00000000
PA
USD
1977550.00000000
0.497000692165
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EC3
1850000.00000000
PA
USD
1536301.55000000
0.386105501112
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AB0
1670000.00000000
PA
USD
1433893.60000000
0.360368188764
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.27200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFY2
4100000.00000000
PA
USD
4004546.88000000
1.006428444878
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp
78442PGE0
3365000.00000000
PA
USD
3134398.57000000
0.787741528058
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AJ5
1500000.00000000
PA
USD
1624070.99000000
0.408163842206
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.20000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
1210000.00000000
PA
USD
1129385.44000000
0.283838762813
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDH0
1735000.00000000
PA
USD
1649981.84000000
0.414675794058
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
2350000.00000000
PA
USD
2385581.82000000
0.599547832296
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.77500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLU1
3050000.00000000
PA
USD
3137520.18000000
0.788526055545
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.87200000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BK2
2125000.00000000
PA
USD
1841112.22000000
0.462710954309
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BT0
2600000.00000000
PA
USD
2839290.27000000
0.713574488356
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.87500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AN3
1786000.00000000
PA
USD
1627977.58000000
0.409145651988
Long
DBT
CORP
US
N
2
2026-08-12
Fixed
1.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
4228000.00000000
PA
USD
4208680.58000000
1.057731618094
Long
DBT
CORP
US
N
2
N/A
Variable
5.87500000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
14997000.00000000
PA
USD
8758013.75000000
2.201076531943
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
2150000.00000000
PA
USD
1994151.66000000
0.501173045082
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AJ9
2165000.00000000
PA
USD
2056457.73000000
0.516831895638
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAY5
1222000.00000000
PA
USD
1152162.82000000
0.289563206506
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKDC1
5968968.14000000
PA
USD
5985090.38000000
1.504181467742
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AX7
2140000.00000000
PA
USD
2173760.28000000
0.546312540144
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
5.70000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
1775000.00000000
PA
USD
1680519.77000000
0.422350630268
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
1125000.00000000
PA
USD
1014530.63000000
0.254973287822
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DET5
9901168.80000000
PA
USD
8875687.22000000
2.230650396594
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
3020000.00000000
PA
USD
2920710.86000000
0.734037227395
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
2047000.00000000
PA
USD
1913043.97000000
0.480788944518
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAG1
1033154.99000000
PA
USD
1020406.27000000
0.256449962064
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAX2
3999000.00000000
PA
USD
4178927.69000000
1.050254079259
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
6.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXN9
7184620.80000000
PA
USD
6655176.61000000
1.672588496702
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AT8
2050000.00000000
PA
USD
2107294.04000000
0.529608149718
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEAS5
6988211.28000000
PA
USD
6681411.75000000
1.679181949580
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
American Express Credit Accoun
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJX9
2145000.00000000
PA
USD
2134254.62000000
0.536383921214
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
4.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA79
2977000.00000000
PA
USD
3061409.86000000
0.769397901151
Long
DBT
CORP
US
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NW1
4160000.00000000
PA
USD
3254177.89000000
0.817844637940
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
2710000.00000000
PA
USD
2016652.33000000
0.506827945623
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
1265000.00000000
PA
USD
1205580.80000000
0.302988289581
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
5625000.00000000
PA
USD
2787890.63000000
0.700656657374
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
JACOBS ENGINEERING GROUP
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814AA5
4068000.00000000
PA
USD
4065860.56000000
1.021837886560
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.90000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAB9
1075000.00000000
PA
USD
986744.33000000
0.247989995196
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.34700000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
40410KAA3
3150000.00000000
PA
USD
2968948.40000000
0.746160354885
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.25000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
1180000.00000000
PA
USD
1122406.54000000
0.282084815691
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation/The
34531XAB0
2690000.00000000
PA
USD
1615704.55000000
0.406061176549
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.41500000
N
N
N
N
N
N
State of Wisconsin Investment Board
VY0GIYI3352UC4XOP168
STATE OF WISCONSIN INVESTMENT BOARD
000000000
16825095.00000000
PA
USD
16825095.00000000
4.228506920558
Long
RA
CORP
US
N
2
Repurchase
Y
5.45000000
2024-07-01
15751739.12127758
USD
17128783.95269687
USD
UST
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAS9
2225000.00000000
PA
USD
2191897.12000000
0.550870716692
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
1075000.00000000
PA
USD
1074249.01000000
0.269981796428
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ4
36264PAF6
2833933.62000000
PA
USD
2559504.27000000
0.643258270987
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
3620000.00000000
PA
USD
3213161.23000000
0.807536272331
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAL4
2375000.00000000
PA
USD
1988816.00000000
0.499832079386
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAD4
2194000.00000000
PA
USD
1929588.99000000
0.484947062590
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGW8
1625000.00000000
PA
USD
1590747.15000000
0.399788847114
Long
DBT
CORP
US
N
2
2054-02-23
Fixed
5.50000000
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
1450000.00000000
PA
USD
1536343.89000000
0.386116142061
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8V79
2534434.74000000
PA
USD
2495730.12000000
0.627230460467
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QA9
5500000.00000000
PA
USD
4948925.80000000
1.243771104688
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AP7
1822000.00000000
PA
USD
1513868.06000000
0.380467484345
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.85000000
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
1550000.00000000
PA
USD
1539872.24000000
0.387002892026
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
3625000.00000000
PA
USD
3079535.01000000
0.773953139752
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L8C37
7193037.14000000
PA
USD
6359345.58000000
1.598239819463
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
1650000.00000000
PA
USD
1621413.42000000
0.407495937916
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
2111000.00000000
PA
USD
2030806.28000000
0.510385136565
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412HJQ7
1200000.00000000
PA
USD
1045343.76000000
0.262717287689
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
1.69700000
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JobsOhio Beverage System
47770VBQ2
3700000.00000000
PA
USD
2999107.15000000
0.753739895036
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.83300000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
1800000.00000000
PA
USD
2001789.40000000
0.503092572814
Long
DBT
CORP
US
N
2
2036-12-01
Variable
7.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
4474000.00000000
PA
USD
4044076.56000000
1.016363100548
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
975000.00000000
PA
USD
979781.40000000
0.246240061677
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
2600000.00000000
PA
USD
2495413.83000000
0.627150970013
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQXX9
6245176.45000000
PA
USD
6235152.82000000
1.567027517533
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2022
47787JAD0
2206000.00000000
PA
USD
2128936.26000000
0.535047303378
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
2.49000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
3010000.00000000
PA
USD
2656460.15000000
0.667625361310
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
2820000.00000000
PA
USD
2635768.47000000
0.662425098722
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
1000000.00000000
PA
USD
958037.09000000
0.240775250613
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp
18538RAJ2
1950000.00000000
PA
USD
1802552.12000000
0.453019974870
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6XD8
8812299.96000000
PA
USD
8395194.68000000
2.109892324757
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158AZ9
1950000.00000000
PA
USD
1391101.88000000
0.349613712539
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAFJ6
6573977.20000000
PA
USD
6094692.45000000
1.531726816609
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEC1
2117000.00000000
PA
USD
2043822.72000000
0.513656446867
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.65000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AC3B4
1510441.24000000
PA
USD
1451274.18000000
0.364736300969
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758AF5
3000000.00000000
PA
USD
2746733.40000000
0.690312963512
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788CAA3
1285000.00000000
PA
USD
1158614.98000000
0.291184772578
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Home Lending Mortgage Trust Series 2024-1
16160DAK9
1477495.66000000
PA
USD
1477548.55000000
0.371339613187
Long
ABS-MBS
CORP
US
N
2
2055-01-25
Variable
6.50000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAX7
1726000.00000000
PA
USD
1761144.81000000
0.442613430544
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.87500000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2024-1
61775YAG5
1763108.05000000
PA
USD
1736258.38000000
0.436358937391
Long
ABS-MBS
CORP
US
N
2
2053-12-25
Variable
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
3050000.00000000
PA
USD
2751211.72000000
0.691438461295
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDEP7
3411656.77000000
PA
USD
3297235.33000000
0.828665895296
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
1750000.00000000
PA
USD
1579382.88000000
0.396932762536
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6ST9
8060081.90000000
PA
USD
7333236.05000000
1.842999364194
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H9RL5
2044892.90000000
PA
USD
1985526.18000000
0.499005277122
Long
ABS-MBS
USGSE
US
N
2
2052-12-25
Fixed
5.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
2300000.00000000
PA
USD
2212527.78000000
0.556055643647
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081AU6
1661000.00000000
PA
USD
1637230.43000000
0.411471091474
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.20000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
575000.00000000
PA
USD
523281.91000000
0.131511957456
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
475000.00000000
PA
USD
473995.61000000
0.119125254104
Long
DBT
CORP
US
N
2
2027-04-01
Variable
6.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-PJ9
36263CAH2
1603894.24000000
PA
USD
1380041.77000000
0.346834069888
Long
ABS-MBS
CORP
US
N
2
2052-02-26
Variable
2.50000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
2750000.00000000
PA
USD
2627764.70000000
0.660413579807
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
10968000.00000000
PA
USD
8529333.75000000
2.143604347531
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BM6
2386000.00000000
PA
USD
2306181.48000000
0.579592825374
Long
DBT
CORP
US
N
2
2034-01-24
Fixed
5.06800000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AS8
2047000.00000000
PA
USD
2032611.04000000
0.510838711427
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.05000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH LE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
645913AA2
3300000.00000000
PA
USD
3515407.17000000
0.883497153919
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.42500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
2800000.00000000
PA
USD
2778725.88000000
0.698353359307
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
2450000.00000000
PA
USD
1546974.86000000
0.388787932635
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYX43
4451606.99000000
PA
USD
4026193.17000000
1.011868621416
Long
ABS-MBS
USGSE
US
N
2
2041-03-25
Fixed
2.00000000
N
N
N
N
N
N
FIXED INCOME CLEARING CORPORATION
549300H47WTHXPU08X20
FICC
000000000
3468000.00000000
PA
USD
3468000.00000000
0.871582716204
Long
RA
CORP
US
N
2
Repurchase
N
5.15000000
2024-07-01
2997800.00000000
USD
3537438.47000000
USD
UST
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
2120000.00000000
PA
USD
1997823.34000000
0.502095816947
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BW0
3250000.00000000
PA
USD
3123033.55000000
0.784885254990
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.87500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
2200000.00000000
PA
USD
2002577.43000000
0.503290621640
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GB1
5282390.25000000
PA
USD
4985348.87000000
1.252925002693
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
2015000.00000000
PA
USD
1664656.91000000
0.418363953623
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
2048000.00000000
PA
USD
1981212.96000000
0.497921272507
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
2024-08-26
AMG Funds III
Thomas Disbrow
Thomas Disbrow
Principal Financial Officer