AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (unaudited)

June 30, 2026

	Principal Amount	Value
Short-Term Investments - 61.6%
Repurchase Agreements - 61.6%
Fixed Income Clearing Corp., dated 06/30/26, due 07/01/26, 3.350% total to be received $3,989,371 (collateralized by a U.S. Treasury Note, 4.375%, 05/15/34, totaling $4,068,836)	$3,989,000	$3,989,000
Total Short-Term Investments (Cost $3,989,000)		3,989,000

		Value
Total Investments - 61.6% (Cost $3,989,000)		$3,989,000
Derivatives - 0.3%1		17,260
Other Assets, less Liabilities - 38.1%2		2,464,739
Net Assets - 100.0%		$6,470,999

1	Includes Futures Contracts and Forward Foreign Currency Exchange Contracts. Please refer to the Open Futures Contracts table and Open Forward Foreign Currency Exchange Contracts table for the details.
2	Includes cash deposits for futures contracts of $2,537,069, which equates to 39.2% of net assets.

Open Futures Contracts

Description	Currency	Number of Contracts	Position	Expiration Date	Current Notional Amount	Value and Unrealized Gain/(Loss)
3 Month Euribor	EUR	1	Long	12/18/28	$278,352	$(1)
CAC 40	EUR	1	Long	07/17/26	96,093	(532)
Canadian 10 Year Government Bond	CAD	10	Long	09/18/26	853,940	3,488
Canola1	CAD	3	Long	11/13/26	31,107	(467)
Copper1	USD	2	Long	09/28/26	312,700	(8,279)
E-mini Russell 2000 Index	USD	1	Long	09/18/26	152,280	3,234
EURO STOXX 50	EUR	2	Long	09/18/26	145,247	650
Euro-BTP	EUR	2	Long	09/08/26	272,739	1,747
Euro-Bund	EUR	1	Long	09/08/26	145,499	(297)
Euro-OAT	EUR	4	Long	09/08/26	548,357	44
FTSE 100 Index	GBP	2	Long	09/18/26	279,655	(101)
FTSE China A50 Index	USD	17	Long	07/30/26	263,738	1,457
FTSE Taiwan Index	USD	1	Long	07/30/26	161,720	(213)
Long Gilt	GBP	2	Long	09/28/26	236,665	(1,473)
OMX Stockholm 30	SEK	5	Long	07/17/26	165,887	2,754
S&P/TSX 60 Index Standard	CAD	2	Long	09/17/26	579,785	(3,946)
SET50 Index	THB	56	Long	09/29/26	352,818	10,656
Soybean1	USD	3	Long	11/13/26	171,563	1,106
Soybean Oil1	USD	6	Long	12/14/26	235,260	(18,786)
Topix Index	JPY	1	Long	09/10/26	246,195	9,225
3-Month Secured Overnight Financing Rate	USD	1	Short	03/20/29	(240,687)	(89)
3-Month Secured Overnight Financing Rate	USD	1	Short	06/18/29	(240,700)	(101)
3-Month Secured Overnight Financing Rate	USD	1	Short	06/18/30	(240,500)	24
3-Month Secured Overnight Financing Rate	USD	1	Short	09/18/29	(240,612)	11
3-Month Secured Overnight Financing Rate	USD	1	Short	09/17/30	(240,450)	(1)

1

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Description	Currency	Number of Contracts	Position	Expiration Date	Current Notional Amount	Value and Unrealized Gain/(Loss)
3-Month Secured Overnight Financing Rate	USD	1	Short	12/18/29	$(240,575)	$11
3-Month Secured Overnight Financing Rate	USD	1	Short	03/19/30	(240,537)	24
90 Day Bank Accepted Bill	AUD	6	Short	09/10/26	(4,108,512)	(2,458)
Australian 10 Year Treasury Bond	AUD	5	Short	09/15/26	(380,161)	(5,165)
Australian 3 Year Treasury Bond	AUD	19	Short	09/15/26	(1,375,898)	(6,017)
CBOE VIX Index	USD	1	Short	07/22/26	(17,951)	2,297
CBOE VIX Index	USD	1	Short	08/19/26	(18,949)	1,068
Corn 1	USD	9	Short	12/14/26	(196,200)	2,156
Euro-Schatz	EUR	6	Short	09/08/26	(726,419)	(1,071)
Hang Seng China Enterprises Index	HKD	4	Short	07/30/26	(192,099)	5,037
Hang Seng Index	HKD	1	Short	07/30/26	(145,655)	3,268
Japan 10 Year Government Bond	JPY	2	Short	09/14/26	(1,571,635)	(4,924)
Korea 10 Year Government Bond	KRW	12	Short	09/15/26	(830,775)	(12,235)
Korea 3-Year Government Bond	KRW	32	Short	09/15/26	(2,133,402)	(12,044)
Natural Gas1	USD	1	Short	07/29/26	(32,750)	(2,072)
Natural Gas1	USD	1	Short	08/27/26	(31,940)	(1,062)
Natural Gas1	USD	2	Short	09/28/26	(64,260)	1,106
Natural Gas1	USD	2	Short	10/28/26	(67,860)	986
NIFTY 50 Index	USD	10	Short	07/28/26	(480,090)	1,200
Soybean Meal1	USD	4	Short	12/14/26	(121,240)	231
Sugar #111	USD	10	Short	09/30/26	(165,984)	(4,301)
U.S. Treasury 10 Year Note	USD	2	Short	09/21/26	(219,781)	(1,502)
U.S. Treasury 10 Year Ultra Bond	USD	1	Short	09/21/26	(112,469)	(1,173)
U.S. Treasury 2 Year Note	USD	7	Short	09/30/26	(1,442,930)	1,072
U.S. Treasury 5 Year Note	USD	4	Short	09/30/26	(428,188)	(910)
VSTOXX	EUR	15	Short	07/22/26	(30,165)	2,844
VSTOXX	EUR	7	Short	08/19/26	(15,157)	591
Wheat1	USD	1	Short	09/14/26	(29,463)	(352)
					Total	$(33,285)

    

1	Investment is held by AMG Systematica Subsidiary Fund I, a wholly-owned subsidiary of AMG Systematica Managed Futures Strategy Fund.

    

CURRENCY ABBREVIATIONS:
AUD	Australian Dollar
CAD	Canadian Dollar
EUR	Euro Dollar
GBP	British Pound
HKD	Hong Kong Dollar
JPY	Japanese Yen
KRW	South Korean Won
SEK	Sweden Krona
THB	Thai Baht
USD	U.S. Dollar

2

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Open Forward Foreign Currency Exchange Contracts

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
Australian Dollar	117,017	U.S. Dollar	82,459	07/15/26	UBS AG	$(1,465)
Australian Dollar	131,398	U.S. Dollar	92,593	07/15/26	UBS AG	(1,645)
Australian Dollar	41,981	U.S. Dollar	29,394	07/15/26	UBS AG	(337)
Australian Dollar	116,102	U.S. Dollar	82,665	07/15/26	UBS AG	(2,304)
Australian Dollar	193,502	U.S. Dollar	137,773	07/15/26	UBS AG	(3,840)
Canadian Dollar	1,306	U.S. Dollar	919	07/02/26	UBS AG	2
Canadian Dollar	1,439	U.S. Dollar	1,014	07/15/26	UBS AG	1
Canadian Dollar	3,123	U.S. Dollar	2,202	07/15/26	UBS AG	2
Canadian Dollar	3,105	U.S. Dollar	2,220	07/15/26	UBS AG	(29)
Canadian Dollar	3,390	U.S. Dollar	2,427	07/15/26	UBS AG	(35)
Swiss Franc	326	U.S. Dollar	403	07/01/26	UBS AG	01
Swiss Franc	91	U.S. Dollar	113	07/02/26	UBS AG	01
Swiss Franc	505	U.S. Dollar	625	07/02/26	UBS AG	1
Swiss Franc	506	U.S. Dollar	625	07/02/26	UBS AG	1
Swiss Franc	91	U.S. Dollar	113	07/02/26	UBS AG	01
Swiss Franc	303	U.S. Dollar	375	07/02/26	UBS AG	1
Swiss Franc	16	U.S. Dollar	20	07/15/26	UBS AG	(0)1
Swiss Franc	852	U.S. Dollar	1,072	07/15/26	UBS AG	(16)
Swiss Franc	1,759	U.S. Dollar	2,216	07/15/26	UBS AG	(35)
Swiss Franc	2,261	U.S. Dollar	2,864	07/15/26	UBS AG	(61)
Swiss Franc	323	U.S. Dollar	400	07/15/26	UBS AG	1
Swiss Franc	448	U.S. Dollar	570	07/15/26	UBS AG	(15)
Swiss Franc	448	U.S. Dollar	570	07/15/26	UBS AG	(14)
Swiss Franc	456	U.S. Dollar	579	07/15/26	UBS AG	(14)
Swiss Franc	1,620	U.S. Dollar	2,005	07/15/26	UBS AG	3
Swiss Franc	87	U.S. Dollar	108	07/15/26	UBS AG	(0)1
Swiss Franc	3,403	U.S. Dollar	4,291	07/15/26	UBS AG	(73)
Swiss Franc	607	U.S. Dollar	773	07/15/26	UBS AG	(20)
Chinese Offshore Yuan	973	U.S. Dollar	143	07/02/26	UBS AG	01
Chinese Offshore Yuan	470,121	U.S. Dollar	69,230	07/03/26	UBS AG	13
Chinese Offshore Yuan	208,960	U.S. Dollar	30,770	07/03/26	UBS AG	7
Chinese Offshore Yuan	2,875	U.S. Dollar	423	07/03/26	UBS AG	01
Chinese Offshore Yuan	177,284	U.S. Dollar	26,194	07/15/26	UBS AG	(61)
Chinese Offshore Yuan	870,107	U.S. Dollar	128,559	07/15/26	UBS AG	(300)
Chinese Offshore Yuan	1,238,293	U.S. Dollar	182,959	07/15/26	UBS AG	(427)
Chinese Offshore Yuan	88	U.S. Dollar	13	07/15/26	UBS AG	(0)1
Chinese Offshore Yuan	41,367	U.S. Dollar	6,121	07/15/26	UBS AG	(23)
Chinese Offshore Yuan	203,025	U.S. Dollar	30,039	07/15/26	UBS AG	(112)
Chinese Offshore Yuan	288,936	U.S. Dollar	42,751	07/15/26	UBS AG	(160)

3

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
Chinese Offshore Yuan	25,186	U.S. Dollar	3,704	07/15/26	UBS AG	$9
Chinese Offshore Yuan	40,301	U.S. Dollar	5,967	07/15/26	UBS AG	(26)
Chinese Offshore Yuan	46,376	U.S. Dollar	6,856	07/15/26	UBS AG	(20)
Chinese Offshore Yuan	46,467	U.S. Dollar	6,869	07/15/26	UBS AG	(20)
Chinese Offshore Yuan	50,327	U.S. Dollar	7,440	07/15/26	UBS AG	(21)
Chinese Offshore Yuan	201,878	U.S. Dollar	29,890	07/15/26	UBS AG	(132)
Chinese Offshore Yuan	213,465	U.S. Dollar	31,560	07/15/26	UBS AG	(94)
Chinese Offshore Yuan	224,457	U.S. Dollar	33,181	07/15/26	UBS AG	(95)
Chinese Offshore Yuan	231,652	U.S. Dollar	34,245	07/15/26	UBS AG	(99)
Chinese Offshore Yuan	287,303	U.S. Dollar	42,538	07/15/26	UBS AG	(188)
Chinese Offshore Yuan	303,793	U.S. Dollar	44,914	07/15/26	UBS AG	(134)
Chinese Offshore Yuan	319,437	U.S. Dollar	47,222	07/15/26	UBS AG	(135)
Chinese Offshore Yuan	329,676	U.S. Dollar	48,736	07/15/26	UBS AG	(140)
Chinese Offshore Yuan	2,719	U.S. Dollar	403	07/15/26	UBS AG	(3)
Chinese Offshore Yuan	20,066	U.S. Dollar	2,953	07/15/26	UBS AG	5
Chinese Offshore Yuan	666,003	U.S. Dollar	98,000	07/15/26	UBS AG	173
Chinese Offshore Yuan	35,457	U.S. Dollar	5,246	07/15/26	UBS AG	(19)
Chinese Offshore Yuan	43,137	U.S. Dollar	6,380	07/15/26	UBS AG	(22)
Chinese Offshore Yuan	174,022	U.S. Dollar	25,747	07/15/26	UBS AG	(95)
Chinese Offshore Yuan	198,559	U.S. Dollar	29,369	07/15/26	UBS AG	(100)
Chinese Offshore Yuan	247,659	U.S. Dollar	36,642	07/15/26	UBS AG	(135)
Chinese Offshore Yuan	282,579	U.S. Dollar	41,796	07/15/26	UBS AG	(142)
Chinese Offshore Yuan	41,367	U.S. Dollar	6,111	07/15/26	UBS AG	(13)
Chinese Offshore Yuan	50,327	U.S. Dollar	7,445	07/15/26	UBS AG	(27)
Chinese Offshore Yuan	203,025	U.S. Dollar	29,991	07/15/26	UBS AG	(64)
Chinese Offshore Yuan	231,652	U.S. Dollar	34,270	07/15/26	UBS AG	(123)
Chinese Offshore Yuan	288,935	U.S. Dollar	42,681	07/15/26	UBS AG	(90)
Chinese Offshore Yuan	329,675	U.S. Dollar	48,771	07/15/26	UBS AG	(175)
Chinese Offshore Yuan	4,451	U.S. Dollar	658	07/15/26	UBS AG	(2)
Chinese Offshore Yuan	41,218	U.S. Dollar	6,098	07/15/26	UBS AG	(23)
Chinese Offshore Yuan	41,367	U.S. Dollar	6,120	07/15/26	UBS AG	(23)
Chinese Offshore Yuan	48,759	U.S. Dollar	7,209	07/15/26	UBS AG	(21)
Chinese Offshore Yuan	202,294	U.S. Dollar	29,931	07/15/26	UBS AG	(111)
Chinese Offshore Yuan	203,025	U.S. Dollar	30,039	07/15/26	UBS AG	(112)
Chinese Offshore Yuan	235,525	U.S. Dollar	34,820	07/15/26	UBS AG	(102)
Chinese Offshore Yuan	287,895	U.S. Dollar	42,596	07/15/26	UBS AG	(159)
Chinese Offshore Yuan	288,936	U.S. Dollar	42,750	07/15/26	UBS AG	(159)
Chinese Offshore Yuan	335,188	U.S. Dollar	49,554	07/15/26	UBS AG	(145)
Chinese Offshore Yuan	678,544	U.S. Dollar	100,021	07/15/26	UBS AG	01

4

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
Chinese Offshore Yuan	973	U.S. Dollar	144	08/19/26	UBS AG	$01
Chinese Offshore Yuan	689,952	U.S. Dollar	102,133	08/19/26	UBS AG	(191)
Euro	100,000	U.S. Dollar	114,553	07/15/26	UBS AG	(221)
Euro	100,000	U.S. Dollar	116,244	07/15/26	UBS AG	(1,913)
British Pound	100,000	U.S. Dollar	132,403	07/01/26	UBS AG	242
Hungarian Forint	265,922	U.S. Dollar	855	07/01/26	UBS AG	(1)
Hungarian Forint	3,643	U.S. Dollar	12	07/15/26	UBS AG	(0)1
Hungarian Forint	40,635	U.S. Dollar	134	07/15/26	UBS AG	(4)
Hungarian Forint	540,133	U.S. Dollar	1,771	07/15/26	UBS AG	(38)
Hungarian Forint	1,704,047	U.S. Dollar	5,551	07/15/26	UBS AG	(82)
Hungarian Forint	1,142,247	U.S. Dollar	3,644	07/15/26	UBS AG	22
Hungarian Forint	463,914	U.S. Dollar	1,479	07/15/26	UBS AG	10
Hungarian Forint	6,545,830	U.S. Dollar	21,103	07/15/26	UBS AG	(94)
Hungarian Forint	12,793,262	U.S. Dollar	41,244	07/15/26	UBS AG	(184)
Hungarian Forint	17,626,523	U.S. Dollar	57,696	07/15/26	UBS AG	(1,124)
Hungarian Forint	34,449,521	U.S. Dollar	112,762	07/15/26	UBS AG	(2,197)
Hungarian Forint	177,065	U.S. Dollar	572	07/15/26	UBS AG	(4)
Hungarian Forint	327,235	U.S. Dollar	1,051	07/15/26	UBS AG	(1)
Hungarian Forint	949,315	U.S. Dollar	3,094	07/15/26	UBS AG	(47)
Hungarian Forint	1,153,095	U.S. Dollar	3,744	07/15/26	UBS AG	(43)
Hungarian Forint	6,545,830	U.S. Dollar	21,252	07/15/26	UBS AG	(243)
Hungarian Forint	12,793,261	U.S. Dollar	41,535	07/15/26	UBS AG	(476)
Indian Rupee	18,515	U.S. Dollar	195	09/16/26	UBS AG	(1)
Indian Rupee	194,806	U.S. Dollar	2,052	09/16/26	UBS AG	(7)
Indian Rupee	213,071	U.S. Dollar	2,213	09/16/26	UBS AG	24
Indian Rupee	228,176	U.S. Dollar	2,368	09/16/26	UBS AG	27
Indian Rupee	4,094	U.S. Dollar	43	09/16/26	UBS AG	(0)1
Indian Rupee	24,234	U.S. Dollar	255	09/16/26	UBS AG	(1)
Indian Rupee	168,679	U.S. Dollar	1,769	09/16/26	UBS AG	2
Indian Rupee	187,101	U.S. Dollar	1,943	09/16/26	UBS AG	21
Indian Rupee	186,246	U.S. Dollar	1,955	09/16/26	UBS AG	(0)1
Indian Rupee	30,788	U.S. Dollar	324	09/16/26	UBS AG	(1)
Indian Rupee	164,577	U.S. Dollar	1,711	09/16/26	UBS AG	17
Indian Rupee	14,336	U.S. Dollar	149	09/16/26	UBS AG	1
Indian Rupee	23,598	U.S. Dollar	245	09/16/26	UBS AG	3
Indian Rupee	9,710	U.S. Dollar	102	09/16/26	UBS AG	(0)1
Indian Rupee	328,434	U.S. Dollar	3,450	09/16/26	UBS AG	(3)
Japanese Yen	38,979	U.S. Dollar	240	07/01/26	UBS AG	(0)1
Japanese Yen	4,786	U.S. Dollar	30	07/15/26	UBS AG	(1)

5

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
Japanese Yen	363,742	U.S. Dollar	2,274	07/15/26	UBS AG	$(34)
Japanese Yen	4,785	U.S. Dollar	30	07/15/26	UBS AG	(1)
Japanese Yen	7,573	U.S. Dollar	47	07/15/26	UBS AG	(1)
Japanese Yen	242,017	U.S. Dollar	1,513	07/15/26	UBS AG	(23)
Japanese Yen	1,815	U.S. Dollar	11	07/15/26	UBS AG	(0)1
Japanese Yen	92,693	U.S. Dollar	575	07/15/26	UBS AG	(4)
Japanese Yen	4,196	U.S. Dollar	26	07/15/26	UBS AG	(1)
Japanese Yen	17,213	U.S. Dollar	108	07/15/26	UBS AG	(2)
Korean Won	711,446	U.S. Dollar	470	09/16/26	UBS AG	(10)
Korean Won	960,689	U.S. Dollar	636	09/16/26	UBS AG	(15)
Korean Won	1,116,246	U.S. Dollar	739	09/16/26	UBS AG	(17)
Korean Won	2,670,313	U.S. Dollar	1,769	09/16/26	UBS AG	(43)
Korean Won	2,857,470	U.S. Dollar	1,888	09/16/26	UBS AG	(41)
Korean Won	884,713	U.S. Dollar	585	09/16/26	UBS AG	(13)
Korean Won	4,646,067	U.S. Dollar	3,056	09/16/26	UBS AG	(52)
Korean Won	877,916	U.S. Dollar	584	09/16/26	UBS AG	(16)
Korean Won	1,548,152	U.S. Dollar	1,005	09/16/26	UBS AG	(4)
Korean Won	1,517,454	U.S. Dollar	1,010	09/16/26	UBS AG	(29)
Korean Won	3,656,634	U.S. Dollar	2,438	09/16/26	UBS AG	(74)
Korean Won	530,700	U.S. Dollar	346	09/16/26	UBS AG	(3)
Korean Won	2,239,565	U.S. Dollar	1,448	09/16/26	UBS AG	(0)1
Korean Won	480,051	U.S. Dollar	313	09/16/26	UBS AG	(3)
Korean Won	1,670,751	U.S. Dollar	1,107	09/16/26	UBS AG	(27)
Korean Won	3,242,185	U.S. Dollar	2,147	09/16/26	UBS AG	(51)
Korean Won	2,528,683	U.S. Dollar	1,675	09/16/26	UBS AG	(40)
Korean Won	4,313,115	U.S. Dollar	2,837	09/16/26	UBS AG	(48)
Mexico Peso	29,822	U.S. Dollar	1,702	07/01/26	UBS AG	3
Mexico Peso	22,104	U.S. Dollar	1,265	07/02/26	UBS AG	(1)
Mexico Peso	144,032	U.S. Dollar	8,170	07/15/26	UBS AG	56
Mexico Peso	1,705,050	U.S. Dollar	97,539	07/15/26	UBS AG	(162)
Mexico Peso	16	U.S. Dollar	1	07/15/26	UBS AG	(0)1
Mexico Peso	8,712	U.S. Dollar	502	07/15/26	UBS AG	(5)
Mexico Peso	29,371	U.S. Dollar	1,683	07/15/26	UBS AG	(6)
Mexico Peso	29,371	U.S. Dollar	1,683	07/15/26	UBS AG	(6)
Mexico Peso	29,371	U.S. Dollar	1,684	07/15/26	UBS AG	(7)
Mexico Peso	262,832	U.S. Dollar	15,029	07/15/26	UBS AG	(18)
Mexico Peso	275,580	U.S. Dollar	15,791	07/15/26	UBS AG	(53)
Mexico Peso	275,580	U.S. Dollar	15,795	07/15/26	UBS AG	(57)
Mexico Peso	275,581	U.S. Dollar	15,802	07/15/26	UBS AG	(63)

6

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
Mexico Peso	525,664	U.S. Dollar	30,058	07/15/26	UBS AG	$(37)
Mexico Peso	551,161	U.S. Dollar	31,583	07/15/26	UBS AG	(106)
Mexico Peso	551,160	U.S. Dollar	31,590	07/15/26	UBS AG	(113)
Mexico Peso	551,161	U.S. Dollar	31,603	07/15/26	UBS AG	(126)
Mexico Peso	1,048,997	U.S. Dollar	60,474	07/15/26	UBS AG	(564)
Mexico Peso	1,824,307	U.S. Dollar	105,036	07/15/26	UBS AG	(848)
Mexico Peso	2,097,994	U.S. Dollar	120,947	07/15/26	UBS AG	(1,128)
Mexico Peso	344	U.S. Dollar	20	07/15/26	UBS AG	(0)1
Mexico Peso	14,712	U.S. Dollar	847	07/15/26	UBS AG	(7)
Mexico Peso	16	U.S. Dollar	1	07/15/26	UBS AG	(0)1
Mexico Peso	8,712	U.S. Dollar	501	07/15/26	UBS AG	(4)
Mexico Peso	21,191	U.S. Dollar	1,207	07/15/26	UBS AG	3
Mexico Peso	1,048,997	U.S. Dollar	60,360	07/15/26	UBS AG	(451)
Mexico Peso	2,097,995	U.S. Dollar	120,721	07/15/26	UBS AG	(902)
Mexico Peso	22,104	U.S. Dollar	1,265	07/15/26	UBS AG	(3)
Mexico Peso	29,537	U.S. Dollar	1,694	07/15/26	UBS AG	(7)
Mexico Peso	277,138	U.S. Dollar	15,895	07/15/26	UBS AG	(68)
Mexico Peso	554,276	U.S. Dollar	31,791	07/15/26	UBS AG	(136)
Mexico Peso	1,754,657	U.S. Dollar	101,232	07/15/26	UBS AG	(1,022)
Norwegian Krone	16,984	U.S. Dollar	1,715	07/01/26	UBS AG	1
Norwegian Krone	1,920	U.S. Dollar	195	07/15/26	UBS AG	(2)
Norwegian Krone	10,861	U.S. Dollar	1,144	07/15/26	UBS AG	(47)
Norwegian Krone	23,919	U.S. Dollar	2,574	07/15/26	UBS AG	(158)
Norwegian Krone	16,892	U.S. Dollar	1,707	07/15/26	UBS AG	(1)
Norwegian Krone	48,179	U.S. Dollar	5,055	07/15/26	UBS AG	(188)
Norwegian Krone	16,984	U.S. Dollar	1,706	07/15/26	UBS AG	10
Norwegian Krone	108,053	U.S. Dollar	11,151	07/15/26	UBS AG	(237)
Norwegian Krone	35,083	U.S. Dollar	3,702	07/15/26	UBS AG	(159)
Norwegian Krone	358,161	U.S. Dollar	37,795	07/15/26	UBS AG	(1,620)
Norwegian Krone	716,322	U.S. Dollar	75,591	07/15/26	UBS AG	(3,239)
Norwegian Krone	1,535,375	U.S. Dollar	162,237	07/15/26	UBS AG	(7,158)
Norwegian Krone	3,070,748	U.S. Dollar	324,475	07/15/26	UBS AG	(14,316)
New Zealand Dollar	100,000	U.S. Dollar	56,532	07/01/26	UBS AG	265
Poland Zloty	421	U.S. Dollar	112	07/01/26	UBS AG	(0)1
Poland Zloty	658	U.S. Dollar	175	07/02/26	UBS AG	(0)1
Poland Zloty	2,617	U.S. Dollar	696	07/02/26	UBS AG	(0)1
Poland Zloty	286	U.S. Dollar	78	07/15/26	UBS AG	(2)
Poland Zloty	4	U.S. Dollar	1	07/15/26	UBS AG	(0)1
Poland Zloty	178	U.S. Dollar	48	07/15/26	UBS AG	(0)1

7

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
Poland Zloty	1,842	U.S. Dollar	489	07/15/26	UBS AG	$01
Poland Zloty	396	U.S. Dollar	106	07/15/26	UBS AG	(1)
Poland Zloty	3,640	U.S. Dollar	995	07/15/26	UBS AG	(27)
Poland Zloty	4	U.S. Dollar	1	07/15/26	UBS AG	(0)1
Poland Zloty	421	U.S. Dollar	112	07/15/26	UBS AG	01
Sweden Krona	796	U.S. Dollar	82	07/01/26	UBS AG	01
Sweden Krona	369	U.S. Dollar	38	07/02/26	UBS AG	01
Sweden Krona	3,072	U.S. Dollar	316	07/02/26	UBS AG	1
Sweden Krona	5,894	U.S. Dollar	606	07/15/26	UBS AG	2
Sweden Krona	9	U.S. Dollar	1	07/15/26	UBS AG	(0)1
Sweden Krona	3,191	U.S. Dollar	338	07/15/26	UBS AG	(8)
Sweden Krona	4,026	U.S. Dollar	427	07/15/26	UBS AG	(11)
Sweden Krona	2,386	U.S. Dollar	252	07/15/26	UBS AG	(6)
Sweden Krona	3,312	U.S. Dollar	354	07/15/26	UBS AG	(12)
Sweden Krona	6,622	U.S. Dollar	704	07/15/26	UBS AG	(20)
Sweden Krona	13,342	U.S. Dollar	1,420	07/15/26	UBS AG	(43)
Sweden Krona	3,865	U.S. Dollar	414	07/15/26	UBS AG	(15)
Singapore Dollar	1,113	U.S. Dollar	860	07/01/26	UBS AG	1
Singapore Dollar	36	U.S. Dollar	28	07/02/26	UBS AG	01
Singapore Dollar	109	U.S. Dollar	84	07/02/26	UBS AG	(0)1
Singapore Dollar	109	U.S. Dollar	84	07/02/26	UBS AG	01
Singapore Dollar	432	U.S. Dollar	334	07/02/26	UBS AG	01
Singapore Dollar	36	U.S. Dollar	28	07/02/26	UBS AG	01
Singapore Dollar	109	U.S. Dollar	84	07/02/26	UBS AG	(0)1
Singapore Dollar	72	U.S. Dollar	56	07/02/26	UBS AG	01
Singapore Dollar	36	U.S. Dollar	28	07/02/26	UBS AG	01
Singapore Dollar	58	U.S. Dollar	45	07/02/26	UBS AG	01
Singapore Dollar	36	U.S. Dollar	28	07/02/26	UBS AG	01
Singapore Dollar	362	U.S. Dollar	283	07/15/26	UBS AG	(3)
Singapore Dollar	70	U.S. Dollar	55	07/15/26	UBS AG	(1)
Singapore Dollar	1,033	U.S. Dollar	799	07/15/26	UBS AG	1
Singapore Dollar	629	U.S. Dollar	491	07/15/26	UBS AG	(4)
Singapore Dollar	705	U.S. Dollar	553	07/15/26	UBS AG	(7)
Singapore Dollar	1,065	U.S. Dollar	829	07/15/26	UBS AG	(5)
Singapore Dollar	4,037	U.S. Dollar	3,156	07/15/26	UBS AG	(32)
Singapore Dollar	692	U.S. Dollar	543	07/15/26	UBS AG	(8)
Singapore Dollar	1,327	U.S. Dollar	1,034	07/15/26	UBS AG	(7)
Singapore Dollar	128,452	U.S. Dollar	100,297	07/15/26	UBS AG	(904)
Singapore Dollar	128,371	U.S. Dollar	100,750	07/15/26	UBS AG	(1,419)

8

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
Singapore Dollar	843	U.S. Dollar	654	08/19/26	UBS AG	$01
Singapore Dollar	1,113	U.S. Dollar	863	08/19/26	UBS AG	01
Taiwan Dollar	33,887	U.S. Dollar	1,070	09/16/26	UBS AG	(1)
Taiwan Dollar	1,329	U.S. Dollar	42	09/16/26	UBS AG	(0)1
Taiwan Dollar	1,981	U.S. Dollar	62	09/16/26	UBS AG	01
Taiwan Dollar	5,296	U.S. Dollar	168	09/16/26	UBS AG	(1)
Taiwan Dollar	17,063	U.S. Dollar	534	09/16/26	UBS AG	4
Taiwan Dollar	22,921	U.S. Dollar	727	09/16/26	UBS AG	(4)
Taiwan Dollar	1,177,423	U.S. Dollar	37,080	09/16/26	UBS AG	48
Taiwan Dollar	35,459	U.S. Dollar	1,122	09/16/26	UBS AG	(4)
Taiwan Dollar	16,580	U.S. Dollar	523	09/16/26	UBS AG	(0)1
Taiwan Dollar	289,964	U.S. Dollar	9,133	09/16/26	UBS AG	10
Taiwan Dollar	642,198	U.S. Dollar	20,270	09/16/26	UBS AG	(19)
Taiwan Dollar	677,482	U.S. Dollar	21,345	09/16/26	UBS AG	18
Taiwan Dollar	1,029,891	U.S. Dollar	32,442	09/16/26	UBS AG	34
Taiwan Dollar	380	U.S. Dollar	12	09/16/26	UBS AG	(0)1
South Africa Rand	11,235	U.S. Dollar	684	07/01/26	UBS AG	2
South Africa Rand	38,445	U.S. Dollar	2,351	07/15/26	UBS AG	(6)
South Africa Rand	5,947	U.S. Dollar	360	07/15/26	UBS AG	2
South Africa Rand	40,967	U.S. Dollar	2,508	07/15/26	UBS AG	(10)
South Africa Rand	110,241	U.S. Dollar	6,704	07/15/26	UBS AG	18
South Africa Rand	1,008,076	U.S. Dollar	61,572	07/15/26	UBS AG	(107)
South Africa Rand	1,008,077	U.S. Dollar	61,572	07/15/26	UBS AG	(107)
South Africa Rand	1,008,077	U.S. Dollar	61,794	07/15/26	UBS AG	(330)
South Africa Rand	1,008,076	U.S. Dollar	61,794	07/15/26	UBS AG	(330)
South Africa Rand	2,745	U.S. Dollar	168	07/15/26	UBS AG	(1)
South Africa Rand	7,709	U.S. Dollar	465	07/15/26	UBS AG	5
South Africa Rand	1,008,077	U.S. Dollar	60,886	07/15/26	UBS AG	578
South Africa Rand	1,008,076	U.S. Dollar	60,886	07/15/26	UBS AG	578
South Africa Rand	56,552	U.S. Dollar	3,406	07/15/26	UBS AG	43
South Africa Rand	81,807	U.S. Dollar	4,954	07/15/26	UBS AG	34
South Africa Rand	229,775	U.S. Dollar	13,914	07/15/26	UBS AG	96
South Africa Rand	229,775	U.S. Dollar	13,914	07/15/26	UBS AG	96
South Africa Rand	1,425	U.S. Dollar	86	07/15/26	UBS AG	1
U.S. Dollar	68,876	Australian Dollar	100,000	07/15/26	UBS AG	(340)
U.S. Dollar	70,018	Australian Dollar	100,000	07/15/26	UBS AG	803
U.S. Dollar	69,021	Australian Dollar	100,000	07/15/26	UBS AG	(194)
U.S. Dollar	68,894	Australian Dollar	100,000	07/15/26	UBS AG	(321)
U.S. Dollar	918	Canadian Dollar	1,306	07/02/26	UBS AG	(3)

9

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	850	Canadian Dollar	1,187	07/15/26	UBS AG	$12
U.S. Dollar	53,628	Canadian Dollar	74,639	07/15/26	UBS AG	965
U.S. Dollar	21,452	Canadian Dollar	29,856	07/15/26	UBS AG	386
U.S. Dollar	10,331	Canadian Dollar	14,378	07/15/26	UBS AG	186
U.S. Dollar	6	Canadian Dollar	9	07/15/26	UBS AG	01
U.S. Dollar	100,435	Canadian Dollar	139,703	07/15/26	UBS AG	1,863
U.S. Dollar	53,604	Canadian Dollar	74,639	07/15/26	UBS AG	940
U.S. Dollar	37,464	Canadian Dollar	52,405	07/15/26	UBS AG	488
U.S. Dollar	21,442	Canadian Dollar	29,856	07/15/26	UBS AG	376
U.S. Dollar	14,986	Canadian Dollar	20,962	07/15/26	UBS AG	195
U.S. Dollar	10,326	Canadian Dollar	14,378	07/15/26	UBS AG	181
U.S. Dollar	7,217	Canadian Dollar	10,095	07/15/26	UBS AG	94
U.S. Dollar	887	Canadian Dollar	1,259	07/15/26	UBS AG	(1)
U.S. Dollar	93	Canadian Dollar	129	07/15/26	UBS AG	2
U.S. Dollar	6	Canadian Dollar	9	07/15/26	UBS AG	01
U.S. Dollar	4	Canadian Dollar	5	07/15/26	UBS AG	01
U.S. Dollar	920	Canadian Dollar	1,306	07/15/26	UBS AG	(2)
U.S. Dollar	219	Canadian Dollar	311	07/15/26	UBS AG	(0)1
U.S. Dollar	53,871	Canadian Dollar	74,640	07/15/26	UBS AG	1,206
U.S. Dollar	21,548	Canadian Dollar	29,856	07/15/26	UBS AG	482
U.S. Dollar	10,378	Canadian Dollar	14,379	07/15/26	UBS AG	232
U.S. Dollar	7	Canadian Dollar	9	07/15/26	UBS AG	01
U.S. Dollar	53,643	Canadian Dollar	74,639	07/15/26	UBS AG	979
U.S. Dollar	21,458	Canadian Dollar	29,856	07/15/26	UBS AG	392
U.S. Dollar	10,333	Canadian Dollar	14,378	07/15/26	UBS AG	189
U.S. Dollar	6	Canadian Dollar	9	07/15/26	UBS AG	01
U.S. Dollar	53,582	Canadian Dollar	74,639	07/15/26	UBS AG	918
U.S. Dollar	21,433	Canadian Dollar	29,856	07/15/26	UBS AG	367
U.S. Dollar	10,322	Canadian Dollar	14,378	07/15/26	UBS AG	177
U.S. Dollar	2,462	Canadian Dollar	3,415	07/15/26	UBS AG	52
U.S. Dollar	2,081	Canadian Dollar	2,899	07/15/26	UBS AG	36
U.S. Dollar	6	Canadian Dollar	9	07/15/26	UBS AG	01
U.S. Dollar	53,439	Canadian Dollar	74,639	07/15/26	UBS AG	775
U.S. Dollar	21,375	Canadian Dollar	29,855	07/15/26	UBS AG	310
U.S. Dollar	10,294	Canadian Dollar	14,378	07/15/26	UBS AG	149
U.S. Dollar	968	Canadian Dollar	1,336	07/15/26	UBS AG	25
U.S. Dollar	367	Canadian Dollar	515	07/15/26	UBS AG	4
U.S. Dollar	6	Canadian Dollar	9	07/15/26	UBS AG	01
U.S. Dollar	101,080	Canadian Dollar	140,906	07/15/26	UBS AG	1,659

10

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	3,550	Canadian Dollar	5,045	07/15/26	UBS AG	$(10)
U.S. Dollar	139,824	Canadian Dollar	194,062	07/15/26	UBS AG	2,898
U.S. Dollar	105,508	Canadian Dollar	147,196	07/15/26	UBS AG	1,650
U.S. Dollar	55,930	Canadian Dollar	77,625	07/15/26	UBS AG	1,159
U.S. Dollar	26,936	Canadian Dollar	37,384	07/15/26	UBS AG	558
U.S. Dollar	8,273	Canadian Dollar	11,718	07/15/26	UBS AG	6
U.S. Dollar	3,574	Canadian Dollar	5,048	07/15/26	UBS AG	12
U.S. Dollar	3,160	Canadian Dollar	4,473	07/15/26	UBS AG	4
U.S. Dollar	17	Canadian Dollar	23	07/15/26	UBS AG	01
U.S. Dollar	399	Swiss Franc	323	07/01/26	UBS AG	(1)
U.S. Dollar	2	Swiss Franc	2	07/01/26	UBS AG	(0)1
U.S. Dollar	1	Swiss Franc	1	07/01/26	UBS AG	01
U.S. Dollar	104,550	Swiss Franc	83,018	07/15/26	UBS AG	1,631
U.S. Dollar	90,055	Swiss Franc	71,579	07/15/26	UBS AG	1,317
U.S. Dollar	90,055	Swiss Franc	71,579	07/15/26	UBS AG	1,317
U.S. Dollar	3,079	Swiss Franc	2,418	07/15/26	UBS AG	81
U.S. Dollar	1,482	Swiss Franc	1,200	07/15/26	UBS AG	(5)
U.S. Dollar	1,264	Swiss Franc	1,005	07/15/26	UBS AG	18
U.S. Dollar	39	Swiss Franc	31	07/15/26	UBS AG	1
U.S. Dollar	102,153	Swiss Franc	82,432	07/15/26	UBS AG	(39)
U.S. Dollar	48,503	Swiss Franc	38,211	07/15/26	UBS AG	1,132
U.S. Dollar	48,503	Swiss Franc	38,211	07/15/26	UBS AG	1,132
U.S. Dollar	47,750	Swiss Franc	37,535	07/15/26	UBS AG	1,217
U.S. Dollar	47,750	Swiss Franc	37,535	07/15/26	UBS AG	1,217
U.S. Dollar	47,713	Swiss Franc	37,535	07/15/26	UBS AG	1,180
U.S. Dollar	47,713	Swiss Franc	37,535	07/15/26	UBS AG	1,180
U.S. Dollar	3,076	Swiss Franc	2,481	07/15/26	UBS AG	01
U.S. Dollar	2,916	Swiss Franc	2,292	07/15/26	UBS AG	75
U.S. Dollar	23	Swiss Franc	18	07/15/26	UBS AG	1
U.S. Dollar	23	Swiss Franc	18	07/15/26	UBS AG	1
U.S. Dollar	22	Swiss Franc	17	07/15/26	UBS AG	1
U.S. Dollar	1,327	Swiss Franc	1,076	07/15/26	UBS AG	(7)
U.S. Dollar	101,027	Swiss Franc	80,449	07/15/26	UBS AG	1,293
U.S. Dollar	11,340	Swiss Franc	9,143	07/15/26	UBS AG	5
U.S. Dollar	367	Swiss Franc	289	07/15/26	UBS AG	9
U.S. Dollar	2,595	Swiss Franc	2,052	07/15/26	UBS AG	51
U.S. Dollar	64,872	Swiss Franc	50,947	07/15/26	UBS AG	1,712
U.S. Dollar	64,872	Swiss Franc	50,947	07/15/26	UBS AG	1,712
U.S. Dollar	29	Swiss Franc	23	07/15/26	UBS AG	1

11

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	143	Chinese Offshore Yuan	973	07/02/26	UBS AG	$(0)1
U.S. Dollar	420	Chinese Offshore Yuan	2,855	07/03/26	UBS AG	(1)
U.S. Dollar	79	Chinese Offshore Yuan	537	07/03/26	UBS AG	(0)1
U.S. Dollar	3	Chinese Offshore Yuan	20	07/03/26	UBS AG	01
U.S. Dollar	99,939	Chinese Offshore Yuan	678,544	07/03/26	UBS AG	(3)
U.S. Dollar	1,276	Chinese Offshore Yuan	8,612	07/15/26	UBS AG	7
U.S. Dollar	1,435	Chinese Offshore Yuan	9,700	07/15/26	UBS AG	5
U.S. Dollar	99,417	Chinese Offshore Yuan	671,410	07/15/26	UBS AG	448
U.S. Dollar	11,511	Chinese Offshore Yuan	77,743	07/15/26	UBS AG	51
U.S. Dollar	443	Chinese Offshore Yuan	2,987	07/15/26	UBS AG	2
U.S. Dollar	01	Chinese Offshore Yuan	1	07/15/26	UBS AG	01
U.S. Dollar	01	Chinese Offshore Yuan	1	07/15/26	UBS AG	01
U.S. Dollar	2,124	Chinese Offshore Yuan	14,351	07/15/26	UBS AG	9
U.S. Dollar	631	Chinese Offshore Yuan	4,260	07/15/26	UBS AG	3
U.S. Dollar	1,591	Chinese Offshore Yuan	10,747	07/15/26	UBS AG	7
U.S. Dollar	1,300	Chinese Offshore Yuan	8,771	07/15/26	UBS AG	7
U.S. Dollar	1,259	Chinese Offshore Yuan	8,508	07/15/26	UBS AG	5
U.S. Dollar	96,719	Chinese Offshore Yuan	656,329	07/15/26	UBS AG	(27)
U.S. Dollar	2,949	Chinese Offshore Yuan	19,891	07/15/26	UBS AG	17
U.S. Dollar	424	Chinese Offshore Yuan	2,875	07/15/26	UBS AG	01
U.S. Dollar	1	Chinese Offshore Yuan	7	07/15/26	UBS AG	01
U.S. Dollar	1,393	Chinese Offshore Yuan	9,421	08/19/26	UBS AG	1
U.S. Dollar	230,644	Euro	200,000	07/15/26	UBS AG	1,981
U.S. Dollar	115,322	Euro	100,000	07/15/26	UBS AG	990
U.S. Dollar	114,678	Euro	100,000	07/15/26	UBS AG	347
U.S. Dollar	116,362	Euro	100,000	07/15/26	UBS AG	2,030
U.S. Dollar	116,197	Euro	100,000	07/15/26	UBS AG	1,866
U.S. Dollar	113,544	Euro	100,000	07/15/26	UBS AG	(788)
U.S. Dollar	115,575	Euro	100,000	07/15/26	UBS AG	1,244
U.S. Dollar	132,388	British Pound	100,000	07/01/26	UBS AG	(257)
U.S. Dollar	132,401	British Pound	100,000	07/15/26	UBS AG	(243)
U.S. Dollar	133,867	British Pound	100,000	07/15/26	UBS AG	1,223
U.S. Dollar	66,933	British Pound	50,000	07/15/26	UBS AG	612
U.S. Dollar	67,184	British Pound	50,000	07/15/26	UBS AG	862
U.S. Dollar	132,094	British Pound	100,000	07/15/26	UBS AG	(550)
U.S. Dollar	857	Hungarian Forint	265,611	07/01/26	UBS AG	4
U.S. Dollar	1	Hungarian Forint	311	07/01/26	UBS AG	01
U.S. Dollar	115	Hungarian Forint	35,774	07/02/26	UBS AG	01
U.S. Dollar	1	Hungarian Forint	311	07/02/26	UBS AG	01

12

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	434	Hungarian Forint	135,024	07/02/26	UBS AG	$01
U.S. Dollar	2,171	Hungarian Forint	672,003	07/15/26	UBS AG	14
U.S. Dollar	1,767	Hungarian Forint	549,860	07/15/26	UBS AG	3
U.S. Dollar	854	Hungarian Forint	265,922	07/15/26	UBS AG	1
U.S. Dollar	2,048	Hungarian Forint	616,027	07/15/26	UBS AG	71
U.S. Dollar	366	Hungarian Forint	112,062	07/15/26	UBS AG	7
U.S. Dollar	44	Hungarian Forint	13,471	07/15/26	UBS AG	1
U.S. Dollar	16	Hungarian Forint	5,002	07/15/26	UBS AG	01
U.S. Dollar	4,643	Hungarian Forint	1,406,759	07/15/26	UBS AG	128
U.S. Dollar	250	Hungarian Forint	76,987	07/15/26	UBS AG	3
U.S. Dollar	855	Hungarian Forint	264,702	07/15/26	UBS AG	5
U.S. Dollar	6	Indian Rupee	571	09/16/26	UBS AG	01
U.S. Dollar	124,093	Indian Rupee	11,951,877	09/16/26	UBS AG	(1,362)
U.S. Dollar	82,730	Indian Rupee	7,968,053	09/16/26	UBS AG	(908)
U.S. Dollar	64,357	Indian Rupee	6,247,672	09/16/26	UBS AG	(1,223)
U.S. Dollar	53,743	Indian Rupee	5,215,448	09/16/26	UBS AG	(1,002)
U.S. Dollar	42,904	Indian Rupee	4,165,119	09/16/26	UBS AG	(816)
U.S. Dollar	35,829	Indian Rupee	3,476,969	09/16/26	UBS AG	(668)
U.S. Dollar	2,223	Indian Rupee	215,680	09/16/26	UBS AG	(41)
U.S. Dollar	2,023	Indian Rupee	194,218	09/16/26	UBS AG	(16)
U.S. Dollar	361	Indian Rupee	34,970	09/16/26	UBS AG	(6)
U.S. Dollar	232	Indian Rupee	22,498	09/16/26	UBS AG	(4)
U.S. Dollar	54,304	Indian Rupee	5,250,015	09/16/26	UBS AG	(804)
U.S. Dollar	36,203	Indian Rupee	3,500,014	09/16/26	UBS AG	(536)
U.S. Dollar	2,289	Indian Rupee	221,737	09/16/26	UBS AG	(38)
U.S. Dollar	1,419	Indian Rupee	135,658	09/16/26	UBS AG	(5)
U.S. Dollar	1,027	Indian Rupee	99,359	09/16/26	UBS AG	(16)
U.S. Dollar	525	Indian Rupee	50,705	09/16/26	UBS AG	(7)
U.S. Dollar	410	Indian Rupee	39,609	09/16/26	UBS AG	(6)
U.S. Dollar	1,361	Indian Rupee	131,101	09/16/26	UBS AG	(15)
U.S. Dollar	1,006	Indian Rupee	96,900	09/16/26	UBS AG	(11)
U.S. Dollar	147	Indian Rupee	14,161	09/16/26	UBS AG	(2)
U.S. Dollar	1,116	Indian Rupee	108,166	09/16/26	UBS AG	(19)
U.S. Dollar	529	Indian Rupee	51,269	09/16/26	UBS AG	(9)
U.S. Dollar	116	Indian Rupee	11,232	09/16/26	UBS AG	(2)
U.S. Dollar	32	Indian Rupee	3,099	09/16/26	UBS AG	(1)
U.S. Dollar	683	Indian Rupee	65,180	09/16/26	UBS AG	(1)
U.S. Dollar	595	Indian Rupee	56,574	09/16/26	UBS AG	1
U.S. Dollar	241	Japanese Yen	38,979	07/01/26	UBS AG	1

13

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	1,616	Japanese Yen	261,991	07/02/26	UBS AG	$4
U.S. Dollar	117,790	Japanese Yen	18,774,999	07/15/26	UBS AG	2,178
U.S. Dollar	89,039	Japanese Yen	14,192,319	07/15/26	UBS AG	1,647
U.S. Dollar	240	Japanese Yen	38,979	07/15/26	UBS AG	01
U.S. Dollar	3,650	Japanese Yen	580,846	07/15/26	UBS AG	73
U.S. Dollar	736	Japanese Yen	117,664	07/15/26	UBS AG	11
U.S. Dollar	1,911	Japanese Yen	308,452	07/15/26	UBS AG	11
U.S. Dollar	121,875	Japanese Yen	19,469,803	07/15/26	UBS AG	1,985
U.S. Dollar	117,817	Japanese Yen	18,774,999	07/15/26	UBS AG	2,206
U.S. Dollar	92,127	Japanese Yen	14,717,533	07/15/26	UBS AG	1,501
U.S. Dollar	89,060	Japanese Yen	14,192,319	07/15/26	UBS AG	1,668
U.S. Dollar	145,278	Japanese Yen	23,212,052	07/15/26	UBS AG	2,344
U.S. Dollar	145,097	Japanese Yen	23,212,052	07/15/26	UBS AG	2,164
U.S. Dollar	109,818	Japanese Yen	17,546,358	07/15/26	UBS AG	1,772
U.S. Dollar	109,681	Japanese Yen	17,546,358	07/15/26	UBS AG	1,636
U.S. Dollar	42,973	Japanese Yen	6,877,637	07/15/26	UBS AG	622
U.S. Dollar	32,484	Japanese Yen	5,198,915	07/15/26	UBS AG	470
U.S. Dollar	1,074	Japanese Yen	171,678	07/15/26	UBS AG	17
U.S. Dollar	1,073	Japanese Yen	171,678	07/15/26	UBS AG	16
U.S. Dollar	748	Japanese Yen	120,736	07/15/26	UBS AG	5
U.S. Dollar	748	Japanese Yen	120,736	07/15/26	UBS AG	5
U.S. Dollar	560	Japanese Yen	90,501	07/15/26	UBS AG	3
U.S. Dollar	453	Japanese Yen	72,407	07/15/26	UBS AG	7
U.S. Dollar	318	Japanese Yen	50,867	07/15/26	UBS AG	5
U.S. Dollar	174	Japanese Yen	28,158	07/15/26	UBS AG	1
U.S. Dollar	1,642	Japanese Yen	263,002	07/15/26	UBS AG	22
U.S. Dollar	24	Japanese Yen	3,847	07/15/26	UBS AG	01
U.S. Dollar	103,346	Japanese Yen	16,459,326	07/15/26	UBS AG	1,994
U.S. Dollar	78,121	Japanese Yen	12,441,865	07/15/26	UBS AG	1,507
U.S. Dollar	2,424	Japanese Yen	386,235	07/15/26	UBS AG	45
U.S. Dollar	10,966	Japanese Yen	1,770,555	07/15/26	UBS AG	64
U.S. Dollar	187	Korean Won	288,956	09/16/26	UBS AG	01
U.S. Dollar	7,258	Korean Won	11,087,974	09/16/26	UBS AG	89
U.S. Dollar	5,236	Korean Won	8,041,292	09/16/26	UBS AG	37
U.S. Dollar	3,664	Korean Won	5,580,162	09/16/26	UBS AG	56
U.S. Dollar	1,980	Korean Won	3,005,759	09/16/26	UBS AG	37
U.S. Dollar	1,854	Korean Won	2,865,746	09/16/26	UBS AG	1
U.S. Dollar	1,211	Korean Won	1,842,125	09/16/26	UBS AG	20
U.S. Dollar	911	Korean Won	1,409,873	09/16/26	UBS AG	(1)

14

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	761	Korean Won	1,177,655	09/16/26	UBS AG	$(0)1
U.S. Dollar	684	Korean Won	1,057,348	09/16/26	UBS AG	01
U.S. Dollar	669	Korean Won	1,021,657	09/16/26	UBS AG	8
U.S. Dollar	584	Korean Won	895,459	09/16/26	UBS AG	5
U.S. Dollar	311	Korean Won	480,644	09/16/26	UBS AG	01
U.S. Dollar	160	Korean Won	239,595	09/16/26	UBS AG	5
U.S. Dollar	201,233	Korean Won	302,336,306	09/16/26	UBS AG	5,765
U.S. Dollar	201,233	Korean Won	302,336,528	09/16/26	UBS AG	5,765
U.S. Dollar	4,028	Korean Won	6,184,913	09/16/26	UBS AG	29
U.S. Dollar	100,000	Korean Won	150,852,000	09/16/26	UBS AG	2,471
U.S. Dollar	528	Korean Won	798,785	09/16/26	UBS AG	12
U.S. Dollar	99	Korean Won	149,715	09/16/26	UBS AG	2
U.S. Dollar	663	Korean Won	992,424	09/16/26	UBS AG	21
U.S. Dollar	100,000	Korean Won	154,674,000	09/16/26	UBS AG	(0)1
U.S. Dollar	2,887	Korean Won	4,463,937	09/16/26	UBS AG	1
U.S. Dollar	1,705	Mexico Peso	29,822	07/01/26	UBS AG	(0)1
U.S. Dollar	1,266	Mexico Peso	22,104	07/02/26	UBS AG	3
U.S. Dollar	6,833	Mexico Peso	117,803	07/15/26	UBS AG	105
U.S. Dollar	1,701	Mexico Peso	29,822	07/15/26	UBS AG	(3)
U.S. Dollar	100,296	Mexico Peso	1,745,941	07/15/26	UBS AG	584
U.S. Dollar	2,075	Mexico Peso	36,070	07/15/26	UBS AG	15
U.S. Dollar	854	Mexico Peso	14,727	07/15/26	UBS AG	13
U.S. Dollar	558	Mexico Peso	9,738	07/15/26	UBS AG	2
U.S. Dollar	454	Mexico Peso	7,827	07/15/26	UBS AG	7
U.S. Dollar	3	Mexico Peso	52	07/15/26	UBS AG	01
U.S. Dollar	98,595	Mexico Peso	1,732,642	07/15/26	UBS AG	(358)
U.S. Dollar	332	Mexico Peso	5,806	07/15/26	UBS AG	01
U.S. Dollar	2,140	Mexico Peso	37,296	07/15/26	UBS AG	10
U.S. Dollar	1,706	Norwegian Krone	16,984	07/01/26	UBS AG	(10)
U.S. Dollar	319	Norwegian Krone	3,175	07/02/26	UBS AG	(2)
U.S. Dollar	100,546	Norwegian Krone	977,149	07/15/26	UBS AG	1,849
U.S. Dollar	104,613	Norwegian Krone	996,242	07/15/26	UBS AG	3,988
U.S. Dollar	100,308	Norwegian Krone	977,149	07/15/26	UBS AG	1,611
U.S. Dollar	96,787	Norwegian Krone	955,741	07/15/26	UBS AG	253
U.S. Dollar	1,408	Norwegian Krone	13,727	07/15/26	UBS AG	22
U.S. Dollar	1,019	Norwegian Krone	9,749	07/15/26	UBS AG	35
U.S. Dollar	2	Norwegian Krone	20	07/15/26	UBS AG	(0)1
U.S. Dollar	48	Norwegian Krone	459	07/15/26	UBS AG	2
U.S. Dollar	2,681	Norwegian Krone	25,375	07/15/26	UBS AG	118

15

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	208	Norwegian Krone	1,971	07/15/26	UBS AG	$9
U.S. Dollar	34,242	New Zealand Dollar	60,606	07/01/26	UBS AG	(180)
U.S. Dollar	22,256	New Zealand Dollar	39,394	07/01/26	UBS AG	(118)
U.S. Dollar	58,116	New Zealand Dollar	100,000	07/15/26	UBS AG	1,291
U.S. Dollar	58,829	New Zealand Dollar	100,000	07/15/26	UBS AG	2,004
U.S. Dollar	56,560	New Zealand Dollar	100,000	07/15/26	UBS AG	(265)
U.S. Dollar	56,521	New Zealand Dollar	100,000	07/15/26	UBS AG	(304)
U.S. Dollar	58,232	New Zealand Dollar	100,000	07/15/26	UBS AG	1,407
U.S. Dollar	56,560	New Zealand Dollar	100,000	07/15/26	UBS AG	(265)
U.S. Dollar	58,344	New Zealand Dollar	100,000	07/15/26	UBS AG	1,519
U.S. Dollar	112	Poland Zloty	421	07/01/26	UBS AG	(0)1
U.S. Dollar	100,625	Poland Zloty	378,978	07/15/26	UBS AG	(116)
U.S. Dollar	1,229	Poland Zloty	4,646	07/15/26	UBS AG	(6)
U.S. Dollar	18	Poland Zloty	66	07/15/26	UBS AG	01
U.S. Dollar	1,387	Poland Zloty	5,230	07/15/26	UBS AG	(4)
U.S. Dollar	673	Poland Zloty	2,459	07/15/26	UBS AG	19
U.S. Dollar	366	Poland Zloty	1,347	07/15/26	UBS AG	8
U.S. Dollar	1	Poland Zloty	4	07/15/26	UBS AG	01
U.S. Dollar	101,435	Poland Zloty	377,191	07/15/26	UBS AG	1,169
U.S. Dollar	99,813	Poland Zloty	366,406	07/15/26	UBS AG	2,414
U.S. Dollar	1	Poland Zloty	4	07/15/26	UBS AG	01
U.S. Dollar	1	Poland Zloty	2	07/15/26	UBS AG	01
U.S. Dollar	01	Poland Zloty	1	07/15/26	UBS AG	01
U.S. Dollar	82	Sweden Krona	796	07/01/26	UBS AG	(0)1
U.S. Dollar	379	Sweden Krona	3,685	07/15/26	UBS AG	(1)
U.S. Dollar	932	Sweden Krona	8,710	07/15/26	UBS AG	33
U.S. Dollar	537	Sweden Krona	5,098	07/15/26	UBS AG	11
U.S. Dollar	34,193	Sweden Krona	323,223	07/15/26	UBS AG	831
U.S. Dollar	2,365	Sweden Krona	22,633	07/15/26	UBS AG	28
U.S. Dollar	97	Sweden Krona	920	07/15/26	UBS AG	2
U.S. Dollar	13	Sweden Krona	125	07/15/26	UBS AG	01
U.S. Dollar	33,482	Sweden Krona	313,299	07/15/26	UBS AG	1,144
U.S. Dollar	953	Sweden Krona	8,970	07/15/26	UBS AG	27
U.S. Dollar	779	Sweden Krona	7,289	07/15/26	UBS AG	27
U.S. Dollar	95	Sweden Krona	891	07/15/26	UBS AG	3
U.S. Dollar	82	Sweden Krona	796	07/15/26	UBS AG	(0)1
U.S. Dollar	32,230	Sweden Krona	303,373	07/15/26	UBS AG	916
U.S. Dollar	92	Sweden Krona	862	07/15/26	UBS AG	3
U.S. Dollar	100,023	Sweden Krona	975,035	07/15/26	UBS AG	(618)

16

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	1,453	Sweden Krona	14,161	07/15/26	UBS AG	$(9)
U.S. Dollar	83	Sweden Krona	776	07/15/26	UBS AG	3
U.S. Dollar	25	Sweden Krona	237	07/15/26	UBS AG	1
U.S. Dollar	860	Singapore Dollar	1,113	07/01/26	UBS AG	(0)1
U.S. Dollar	798	Singapore Dollar	1,033	07/02/26	UBS AG	(1)
U.S. Dollar	9,155	Singapore Dollar	11,740	07/15/26	UBS AG	71
U.S. Dollar	7,517	Singapore Dollar	9,640	07/15/26	UBS AG	58
U.S. Dollar	6,462	Singapore Dollar	8,287	07/15/26	UBS AG	50
U.S. Dollar	100,879	Singapore Dollar	128,756	07/15/26	UBS AG	1,251
U.S. Dollar	4,332	Singapore Dollar	5,591	07/15/26	UBS AG	6
U.S. Dollar	1,215	Singapore Dollar	1,556	07/15/26	UBS AG	11
U.S. Dollar	1	Singapore Dollar	1	07/15/26	UBS AG	01
U.S. Dollar	1	Singapore Dollar	1	07/15/26	UBS AG	01
U.S. Dollar	101,418	Singapore Dollar	129,900	07/15/26	UBS AG	904
U.S. Dollar	99,919	Singapore Dollar	128,348	07/15/26	UBS AG	606
U.S. Dollar	485	Singapore Dollar	619	07/15/26	UBS AG	6
U.S. Dollar	805	Singapore Dollar	1,040	07/15/26	UBS AG	1
U.S. Dollar	689	Singapore Dollar	886	07/15/26	UBS AG	4
U.S. Dollar	447	Singapore Dollar	570	07/15/26	UBS AG	6
U.S. Dollar	18,314	Singapore Dollar	23,480	07/15/26	UBS AG	146
U.S. Dollar	15,038	Singapore Dollar	19,280	07/15/26	UBS AG	119
U.S. Dollar	12,926	Singapore Dollar	16,572	07/15/26	UBS AG	103
U.S. Dollar	9,158	Singapore Dollar	11,740	07/15/26	UBS AG	73
U.S. Dollar	9,140	Singapore Dollar	11,741	07/15/26	UBS AG	55
U.S. Dollar	9,139	Singapore Dollar	11,740	07/15/26	UBS AG	55
U.S. Dollar	7,520	Singapore Dollar	9,640	07/15/26	UBS AG	60
U.S. Dollar	7,506	Singapore Dollar	9,641	07/15/26	UBS AG	46
U.S. Dollar	7,505	Singapore Dollar	9,641	07/15/26	UBS AG	45
U.S. Dollar	6,464	Singapore Dollar	8,287	07/15/26	UBS AG	52
U.S. Dollar	6,451	Singapore Dollar	8,287	07/15/26	UBS AG	39
U.S. Dollar	6,451	Singapore Dollar	8,287	07/15/26	UBS AG	39
U.S. Dollar	9,142	Singapore Dollar	11,740	07/15/26	UBS AG	58
U.S. Dollar	7,508	Singapore Dollar	9,641	07/15/26	UBS AG	48
U.S. Dollar	6,453	Singapore Dollar	8,287	07/15/26	UBS AG	41
U.S. Dollar	9,141	Singapore Dollar	11,740	07/15/26	UBS AG	56
U.S. Dollar	9,138	Singapore Dollar	11,740	07/15/26	UBS AG	54
U.S. Dollar	9,136	Singapore Dollar	11,740	07/15/26	UBS AG	52
U.S. Dollar	7,506	Singapore Dollar	9,640	07/15/26	UBS AG	46
U.S. Dollar	7,504	Singapore Dollar	9,641	07/15/26	UBS AG	44

17

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	7,502	Singapore Dollar	9,640	07/15/26	UBS AG	$43
U.S. Dollar	6,452	Singapore Dollar	8,287	07/15/26	UBS AG	40
U.S. Dollar	6,450	Singapore Dollar	8,287	07/15/26	UBS AG	38
U.S. Dollar	6,449	Singapore Dollar	8,287	07/15/26	UBS AG	37
U.S. Dollar	100,979	Singapore Dollar	128,589	07/15/26	UBS AG	1,480
U.S. Dollar	100,513	Singapore Dollar	127,979	07/15/26	UBS AG	1,486
U.S. Dollar	12,611	Singapore Dollar	16,192	07/15/26	UBS AG	82
U.S. Dollar	10,355	Singapore Dollar	13,296	07/15/26	UBS AG	67
U.S. Dollar	9,144	Singapore Dollar	11,741	07/15/26	UBS AG	60
U.S. Dollar	8,901	Singapore Dollar	11,429	07/15/26	UBS AG	58
U.S. Dollar	8,156	Singapore Dollar	10,455	07/15/26	UBS AG	66
U.S. Dollar	7,509	Singapore Dollar	9,641	07/15/26	UBS AG	49
U.S. Dollar	6,697	Singapore Dollar	8,585	07/15/26	UBS AG	54
U.S. Dollar	6,454	Singapore Dollar	8,287	07/15/26	UBS AG	42
U.S. Dollar	100,573	Singapore Dollar	128,547	07/15/26	UBS AG	1,106
U.S. Dollar	54	Singapore Dollar	70	08/19/26	UBS AG	(0)1
U.S. Dollar	705	Singapore Dollar	909	08/19/26	UBS AG	(0)1
U.S. Dollar	2,224	Singapore Dollar	2,873	08/19/26	UBS AG	(5)
U.S. Dollar	187,179	Taiwan Dollar	5,908,608	09/16/26	UBS AG	862
U.S. Dollar	93,589	Taiwan Dollar	2,954,291	09/16/26	UBS AG	431
U.S. Dollar	01	Taiwan Dollar	5	09/16/26	UBS AG	01
U.S. Dollar	44,680	Taiwan Dollar	1,429,546	09/16/26	UBS AG	(398)
U.S. Dollar	38,927	Taiwan Dollar	1,245,477	09/16/26	UBS AG	(347)
U.S. Dollar	20,492	Taiwan Dollar	651,031	09/16/26	UBS AG	(37)
U.S. Dollar	16,393	Taiwan Dollar	524,496	09/16/26	UBS AG	(146)
U.S. Dollar	1,644	Taiwan Dollar	52,519	09/16/26	UBS AG	(12)
U.S. Dollar	1,320	Taiwan Dollar	41,680	09/16/26	UBS AG	6
U.S. Dollar	1,206	Taiwan Dollar	38,085	09/16/26	UBS AG	5
U.S. Dollar	822	Taiwan Dollar	26,057	09/16/26	UBS AG	01
U.S. Dollar	728	Taiwan Dollar	23,161	09/16/26	UBS AG	(2)
U.S. Dollar	601	Taiwan Dollar	19,116	09/16/26	UBS AG	(2)
U.S. Dollar	529	Taiwan Dollar	16,925	09/16/26	UBS AG	(5)
U.S. Dollar	513	Taiwan Dollar	16,234	09/16/26	UBS AG	1
U.S. Dollar	481	Taiwan Dollar	15,227	09/16/26	UBS AG	1
U.S. Dollar	317	Taiwan Dollar	10,082	09/16/26	UBS AG	(1)
U.S. Dollar	317	Taiwan Dollar	10,127	09/16/26	UBS AG	(2)
U.S. Dollar	248	Taiwan Dollar	7,925	09/16/26	UBS AG	(2)
U.S. Dollar	88	Taiwan Dollar	2,790	09/16/26	UBS AG	01
U.S. Dollar	54	Taiwan Dollar	1,706	09/16/26	UBS AG	01

18

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

Currency Purchased	Amount	Currency Sold	Amount	Expiration	Counterparty	Unrealized Appreciation/ (Depreciation)
U.S. Dollar	53	Taiwan Dollar	1,696	09/16/26	UBS AG	$(0)1
U.S. Dollar	21	Taiwan Dollar	664	09/16/26	UBS AG	01
U.S. Dollar	12	Taiwan Dollar	379	09/16/26	UBS AG	01
U.S. Dollar	20,525	Taiwan Dollar	648,707	09/16/26	UBS AG	69
U.S. Dollar	43,131	Taiwan Dollar	1,363,121	09/16/26	UBS AG	147
U.S. Dollar	9,302	Taiwan Dollar	293,934	09/16/26	UBS AG	33
U.S. Dollar	349	Taiwan Dollar	11,060	09/16/26	UBS AG	01
U.S. Dollar	27,042	Taiwan Dollar	854,671	09/16/26	UBS AG	92
U.S. Dollar	11,774	Taiwan Dollar	371,797	09/16/26	UBS AG	50
U.S. Dollar	5,887	Taiwan Dollar	185,898	09/16/26	UBS AG	25
U.S. Dollar	810	Taiwan Dollar	25,682	09/16/26	UBS AG	01
U.S. Dollar	01	Taiwan Dollar	1	09/16/26	UBS AG	01
U.S. Dollar	682	South Africa Rand	11,202	07/01/26	UBS AG	(2)
U.S. Dollar	2	South Africa Rand	33	07/01/26	UBS AG	(0)1
U.S. Dollar	69	South Africa Rand	1,134	07/02/26	UBS AG	(0)1
U.S. Dollar	273	South Africa Rand	4,486	07/02/26	UBS AG	(1)
U.S. Dollar	415	South Africa Rand	6,818	07/02/26	UBS AG	(1)
U.S. Dollar	864	South Africa Rand	14,373	07/15/26	UBS AG	(12)
U.S. Dollar	683	South Africa Rand	11,235	07/15/26	UBS AG	(2)
U.S. Dollar	8,449	South Africa Rand	137,182	07/15/26	UBS AG	85
U.S. Dollar	473	South Africa Rand	7,835	07/15/26	UBS AG	(4)
U.S. Dollar	530	South Africa Rand	8,581	07/15/26	UBS AG	7
U.S. Dollar	1,250	South Africa Rand	20,430	07/15/26	UBS AG	4
U.S. Dollar	1,603	South Africa Rand	26,398	07/15/26	UBS AG	(6)
U.S. Dollar	663	South Africa Rand	10,962	07/15/26	UBS AG	(6)
U.S. Dollar	1,496	South Africa Rand	24,845	07/15/26	UBS AG	(19)
					Total	$50,545

    

1	Dollar figures shown as $0 and ($0) are less than $0.50 and ($0.50), respectively.

19

AMG Systematica Managed Futures Strategy Fund

Consolidated Schedule of Portfolio Investments (continued)

The following table summarizes the inputs used to value the Fund's investments by the fair value hierarchy levels as of June 30, 2026:

	Level 1		Level 2		Level 3		Total
Investments in Securities
Short-Term Investments
Repurchase Agreements	—		$3,989,000		—		$3,989,000
Total Investments in Securities	—		$3,989,000		—		$3,989,000
Financial Derivative Instruments - Assets
Commodity Futures Contracts	$5,585		—		—		$5,585
Equity Futures Contracts	44,281		—		—		44,281
Forward Foreign Currency Exchange Contracts	—		$121,992		—		121,992
Interest Rate Futures Contracts	6,421		—		—		6,421
Financial Derivative Instruments - Liabilities
Commodity Futures Contracts	(35,319)		—		—		(35,319)
Equity Futures Contracts	(4,792)		—		—		(4,792)
Forward Foreign Currency Exchange Contracts	—		(71,447)		—		(71,447)
Interest Rate Futures Contracts	(49,461)		—		—		(49,461)
Total Financial Derivative Instruments	$(33,285)		$50,545		—		$17,260

For the period ended June 30, 2026, there were no transfers in or out of Level 3.

For additional information about significant accounting policies, including valuation of investments, refer to the Fund’s most recent semi or annual report.

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