# EDGAR Filing Document

**Accession Number:** 0000882443
**File Stem:** 0000940400-26-025219
**Filing Date:** 2026-6
**Character Count:** 63053
**Document Hash:** 13fac32241f06bbe6fb70ef743edb6b1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025219.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0000940400-26-025219

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMG Funds I
- **CENTRAL INDEX KEY:** 0000882443

**ORGANIZATION NAME:**
- **EIN:** 561773580
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06520
- **FILM NUMBER:** 261115615

**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 I
- **DATE OF NAME CHANGE:** 20000801

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

## Series and Classes Contracts Data

### AMG GW&K Core Bond ESG Fund (Series ID: S000009914)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000027427 | Class I      | MBDFX           |
| C000158522 | Class Z      | MBDLX           |
| C000158523 | Class N      | MBGVX           |

## 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 I

- **b. Investment Company Act file number:** 811-06520

- **c. CIK number of Registrant:** 0000882443

- **d. LEI of Registrant:** 549300SY4O1O812XWI71

- **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 Core Bond ESG Fund

- **b. EDGAR series identifier (if any):** S000009914

- **c. LEI of Series:** 2Y32HZ36SC4YDCL7OD77

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $104613186.71

**Total Liabilities:** $2080924.36

**Net Assets:** $102532262.35

**Cash Not Reported:** $293.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 26.88395000 | **1-Year:** 4425.39349000 | **5-Year:** 29171.91543000 | **10-Year:** 10196.33978000 | **30-Year:** 792.76379000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 295.61332000 | **10-Year:** 472.61257000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027427 | 1.50%                | -2.15%               | 0.33%                |
| Class ID C000158522 | 1.51%                | -2.04%               | 0.23%                |
| Class ID C000158523 | 1.48%                | -2.07%               | 0.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-825866.23              | $2104720.94                                |
| Month 2  | $-89905.96               | $-2495959.50                               |
| Month 3  | $2575.30                 | $-28197.55                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ8          | GSMBS 2021-PJ8 A2                | CUSIP: 36262WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557054 | PA      | $460414.30    | 0.45%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FM1420                        | CUSIP: 3140X4SJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109501 | PA      | $102416.56    | 0.10%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN 930921                        | CUSIP: 31412PG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1291524 | PA      | $1280629.35   | 1.25%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT  | T 3.5 02/15/39                   | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1110000 | PA      | $995617.96    | 0.97%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FS0833                        | CUSIP: 3140XF4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415435 | PA      | $400565.68    | 0.39%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                          | HYUELE 2.375 01/19/31 144A       | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $728906.39    | 0.71%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                      | DUK V6.45 09/01/54               | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    726000 | PA      | $758489.23    | 0.74%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORP                       | FR RA3586                        | CUSIP: 3133KJ6X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315267 | PA      | $298826.57    | 0.29%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                         | F 6.1 08/19/32                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611739.04    | 0.60%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN AL8818                        | CUSIP: 3138ETYQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618461 | PA      | $579107.05    | 0.56%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                             | KHC 4.625 10/01/39               | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    615000 | PA      | $543432.01    | 0.53%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                             | AMGN 5.6 03/02/43                | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    576000 | PA      | $568079.49    | 0.55%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                           | MET V5.875 PERP D                | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    765000 | PA      | $765536.27    | 0.75%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | T 4.3 02/15/30                   | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694984.57    | 0.68%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FS7160                        | CUSIP: 3140XN5W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810134 | PA      | $855179.08    | 0.83%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | C V3.98 03/20/30                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    877000 | PA      | $862199.44    | 0.84%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 38 LTD                                   | AGL 2025-38A A1                  | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299990.28    | 0.29%             | 2038-01-22      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| AGL CLO 39 LTD                                        | AGL 2025-39A A1                  | CUSIP: 00121XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349823.67    | 0.34%             | 2038-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                             | PKG 5.7 12/01/33                 | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $665667.91    | 0.65%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | ORCL 4.8 09/26/32                | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    580000 | PA      | $551501.73    | 0.54%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN 930922                        | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1287796 | PA      | $1276932.08   | 1.25%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN BM5603                        | CUSIP: 3140JAGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620595 | PA      | $590804.06    | 0.58%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                       | FHMS K139 A2                     | CUSIP: 3137H6LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $455381.85    | 0.44%             | 2032-01-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2022-4                       | JPMMT 2022-4 A3                  | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233176 | PA      | $201041.85    | 0.20%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                          | CMCSA 4.65 02/15/33              | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    915000 | PA      | $904167.06    | 0.88%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| FORD FOUNDATION (THE)                                 | FRDFND 2.415 06/01/50 2020       | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $591948.91    | 0.58%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP     | NRUC 1.35 03/15/31               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    899000 | PA      | $770968.12    | 0.75%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FR ZS4051                        | CUSIP: 3132A4QC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745594 | PA      | $754713.35    | 0.74%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FM1577                        | CUSIP: 3140X4XF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310332 | PA      | $303164.43    | 0.30%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                   | CATMED 3.347 10/01/29            | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1040765.06   | 1.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                       | FG G07849                        | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342670 | PA      | $321770.50    | 0.31%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA2               | STACR 2024-DNA2 A1               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-O            | USGSE             | US        |    215406 | PA      | $216280.57    | 0.21%             | 2044-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | TFC V5.1 PERP Q                  | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553627.25    | 0.54%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| J.P. MORGAN MTG TR 2022-2                             | JPMMT 2022-2 A6                  | CUSIP: 46655DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221966 | PA      | $208793.03    | 0.20%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                   | UAL 5.45 02/15/37 AA             | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    549751 | PA      | $560158.32    | 0.55%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXXIV LTD                                   | MAGNE 2023-34A A1R               | CUSIP: 55952MAJ2<br>LEI: 5493007RY5PFZOE8RF76 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $274866.96    | 0.27%             | 2038-01-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT  | T 2.25 05/15/41                  | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6322000 | PA      | $4573818.81   | 4.46%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                            | MAT 3.75 04/01/29 144A           | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    975000 | PA      | $945881.94    | 0.92%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                         | DEUTSCHE BANK SECURITIES INC     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    100212 | PA      | $100212.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ9          | GSMBS 2021-PJ9 A8                | CUSIP: 36263CAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410434 | PA      | $367453.55    | 0.36%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 LTD                                        | KKR 2022-43A A1R2                | CUSIP: 48255UAV6<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249090.20    | 0.24%             | 2038-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FA0866                        | CUSIP: 3140W06C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2030234 | PA      | $2069545.43   | 2.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                    | BK V5.95 PERP                    | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    777000 | PA      | $787398.59    | 0.77%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-7                       | JPMMT 2021-7 A6                  | CUSIP: 46592NAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462713 | PA      | $433049.49    | 0.42%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (CA), STATE OF                             | CA CAS 7.55 04/01/2039           | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1726915.16   | 1.68%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                    | ELMW2 2019-2A A1RR               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    535000 | PA      | $535904.20    | 0.52%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MS V4.431 01/23/30 GMTN          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    849000 | PA      | $844880.04    | 0.82%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | WFC V5.013 04/04/51 MTN          | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    886000 | PA      | $784559.08    | 0.77%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                         | GS V6.561 10/24/34               | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $869201.19    | 0.85%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                        | MSFT 2.525 06/01/50              | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    940000 | PA      | $554865.96    | 0.54%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN AS8683                        | CUSIP: 3138WJUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357986 | PA      | $332476.86    | 0.32%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | AVGO 4.15 11/15/30               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    707000 | PA      | $696257.16    | 0.68%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                    | JPMMT 2019-INV3 B1               | CUSIP: 46591LBQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75719 | PA      | $71417.03     | 0.07%             | 2050-05-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FM5768                        | CUSIP: 3140X9MS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1002899 | PA      | $965416.01    | 0.94%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                               | MGCN 5.875 06/01/35              | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $864713.39    | 0.84%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | CAS 2024-R02 1M1                 | CUSIP: 20754GAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    104996 | PA      | $104996.27    | 0.10%             | 2044-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                 | FN AL0395                        | CUSIP: 3138EGNM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1689858 | PA      | $1675593.53   | 1.63%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                        | PHM 6.375 05/15/33               | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $617278.80    | 0.60%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                    | STLD 5.375 08/15/34              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468646.16    | 0.46%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FM7323                        | CUSIP: 3140XBD56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    693520 | PA      | $701958.78    | 0.68%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2022-J1                 | CMLTI 2022-J1 A1                 | CUSIP: 17330CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280077 | PA      | $259985.08    | 0.25%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                            | USB V5.775 06/12/29              | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    615000 | PA      | $631127.74    | 0.62%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN AL6632                        | CUSIP: 3138EPLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313142 | PA      | $308911.72    | 0.30%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS 5.45 09/15/35                | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1019523.73   | 0.99%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | ALLY V5.543 01/17/31             | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $571389.41    | 0.56%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN BM1778                        | CUSIP: 3140J56Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481442 | PA      | $461106.58    | 0.45%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS INC                        | APD 4.8 03/03/33                 | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    530000 | PA      | $534488.03    | 0.52%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | BAC V4.33 03/15/50 MTN           | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $978690.40    | 0.95%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                 | AYR 5.75 10/01/31 144A           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $1050886.67   | 1.02%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                     | STT V6.7 PERP J                  | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $823891.89    | 0.80%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| PALMER SQUARE CLO 2018-2 LTD                          | PLMRS 2018-2A A1R                | CUSIP: 69688MAN5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310109.03    | 0.30%             | 2037-04-16      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                            | VZ 3.875 02/08/29                | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    853000 | PA      | $843307.88    | 0.82%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                          | CFG V5.718 07/23/32              | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772745.99    | 0.75%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R02          | CAS 2026-R02 1A1                 | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    169197 | PA      | $169361.62    | 0.17%             | 2046-02-26      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                            | COF V7.964 11/02/34              | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    733000 | PA      | $845520.82    | 0.82%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                       | FHR 5297 DA                      | CUSIP: 3137H9RL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    443814 | PA      | $446080.73    | 0.44%             | 2052-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FR ZS9495                        | CUSIP: 3132AARQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2632709 | PA      | $2462215.88   | 2.40%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                     | H 5.25 06/30/29                  | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    610000 | PA      | $619559.32    | 0.60%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FM1258                        | CUSIP: 3140X4MG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226719 | PA      | $215752.50    | 0.21%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                             | JPM V6.254 10/23/34              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    528000 | PA      | $566297.73    | 0.55%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                  | BXP 2.55 04/01/32                | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    808000 | PA      | $700932.59    | 0.68%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3          | GSMBS 2021-GR3 A6                | CUSIP: 36263TAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115246 | PA      | $103352.62    | 0.10%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                       | FR QA8185                        | CUSIP: 3133A3CW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717409 | PA      | $643894.99    | 0.63%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                  | CHTR 4.4 04/01/33                | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    885000 | PA      | $822539.30    | 0.80%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1         | GSMBS 2018-RPL1 A1A              | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167228 | PA      | $164171.20    | 0.16%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXXVI LTD                                   | MAGNE 2023-36A AR                | CUSIP: 559922AL3<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $285404.56    | 0.28%             | 2038-07-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                           | EXC 5.3 03/15/33                 | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562196.44    | 0.55%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                   | AMT 3.6 01/15/28                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    855000 | PA      | $842820.26    | 0.82%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT  | T 3.625 02/15/53                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2267000 | PA      | $1796331.83   | 1.75%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.                     | MIRAE ASSET SECURITIES (USA) INC | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |   1893000 | PA      | $1893000.00   | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| DATA 2023-CNTR MORTGAGE TRUST                         | DATA 2023-CNTR A                 | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $604406.46    | 0.59%             | 2043-08-12      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | CAS 2024-R01 1M1                 | CUSIP: 20753UAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    185105 | PA      | $185104.74    | 0.18%             | 2044-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                             | SCHW V5 PERP K                   | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    565000 | PA      | $561491.46    | 0.55%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIXED INCOME CLEARING CORPORATION                     | FICC                             | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    179000 | PA      | $179000.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA1               | STACR 2024-DNA1 M1               | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-O            | USGSE             | US        |    196533 | PA      | $196656.55    | 0.19%             | 2044-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ4          | GSMBS 2021-PJ4 A6                | CUSIP: 36264PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636042 | PA      | $596332.18    | 0.58%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT  | T 1.875 02/15/51                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1808000 | PA      | $991575.00    | 0.97%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA 4.125 06/15/29               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    950000 | PA      | $937227.53    | 0.91%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-1 LTD                          | PLMRS 2021-1A A1AR               | CUSIP: 69701WAJ5<br>LEI: 549300O6Q3S8TEDA9I81 | Long             | ABS-CBDO         | CORP              | KY        |    178000 | PA      | $177828.25    | 0.17%             | 2038-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3          | GSMBS 2022-PJ3 A4                | CUSIP: 362924AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233922 | PA      | $192755.62    | 0.19%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                           | RCL 5.375 01/15/36               | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1025000 | PA      | $1007074.30   | 0.98%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT LP                              | AMH 3.625 04/15/32               | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    685000 | PA      | $638174.67    | 0.62%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                      | DUK 2.55 06/15/31                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    632000 | PA      | $570867.54    | 0.56%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                       | FHR 5106 KA                      | CUSIP: 3137FYX43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1005458 | PA      | $950043.46    | 0.93%             | 2041-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION              | GNR 2016-25 QW                   | CUSIP: 38379T3C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    140000 | PA      | $115596.57    | 0.11%             | 2046-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN AL6729                        | CUSIP: 3138EPPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438607 | PA      | $411261.68    | 0.40%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT  | T 3.125 05/15/48                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5484000 | PA      | $4082152.50   | 3.98%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN AS6752                        | CUSIP: 3138WGQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1203406 | PA      | $1123898.40   | 1.10%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-1              | CHASE 2024-1 A6                  | CUSIP: 16160DAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115923 | PA      | $116324.88    | 0.11%             | 2055-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA3               | STACR 2025-DNA3 A1               | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-O            | USGSE             | US        |    206500 | PA      | $206700.61    | 0.20%             | 2045-09-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                    | RRX 6.3 02/15/30 *               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    535000 | PA      | $559823.55    | 0.55%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                            | SYY 2.4 02/15/30                 | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    809000 | PA      | $745196.04    | 0.73%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-1                       | JPMMT 2021-1 A3A                 | CUSIP: 46592EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236773 | PA      | $187639.42    | 0.18%             | 2051-06-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-2                       | JPMMT 2017-2 A3                  | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293934 | PA      | $266342.96    | 0.26%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                            | MAR 5.1 05/01/38                 | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479535.31    | 0.47%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II LLC                     | CMPDC 2024-1A A1                 | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $951245.55    | 0.93%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                           | EQIX 3.2 11/18/29                | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    663000 | PA      | $632705.49    | 0.62%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | D V7 06/01/54 B                  | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    698000 | PA      | $744269.72    | 0.73%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY (CA) | CA CASMED 4.19 06/01/2037        | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    775000 | PA      | $725245.62    | 0.71%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                       | FG G16207                        | CUSIP: 3128MFDL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358085 | PA      | $352319.65    | 0.34%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3          | GSMBS 2022-PJ3 A7                | CUSIP: 362924AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160390 | PA      | $152297.78    | 0.15%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FS1125                        | CUSIP: 3140XGHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426320 | PA      | $396666.25    | 0.39%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | WFC V7.625 PERP                  | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    576000 | PA      | $604810.94    | 0.59%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| VOYA CLO 2021-2 LTD                                   | VOYA 2021-2A A1R                 | CUSIP: 92919AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    475000 | PA      | $474667.50    | 0.46%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                        | AN 3.85 03/01/32                 | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $671840.06    | 0.66%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| DELL INTERNATIONAL LLC / EMC CORP                     | DELL 6.2 07/15/30                | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    962000 | PA      | $1015357.37   | 0.99%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                    | SNLN 2.032 10/14/30              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $902123.97    | 0.88%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST          | AMXCA 2025-5 A                   | CUSIP: 02582JKT6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    196000 | PA      | $197610.71    | 0.19%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | D 5.375 11/15/32                 | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562642.52    | 0.55%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                | PNC V5.068 01/24/34              | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1029288.08   | 1.00%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ5          | GSMBS 2021-PJ5 A6                | CUSIP: 36261HAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232116 | PA      | $217396.14    | 0.21%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                    | JPMMT 2019-INV3 B2               | CUSIP: 46591LBT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67305 | PA      | $63309.93     | 0.06%             | 2050-05-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | T 1.65 02/01/28                  | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    331000 | PA      | $316006.05    | 0.31%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                           | EXC V6.5 03/15/55                | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    738000 | PA      | $763201.22    | 0.74%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                             | HBAN V5.709 02/02/35             | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    576000 | PA      | $589395.10    | 0.57%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                 | TFC V4.873 01/26/29 MTN          | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302147.50    | 0.29%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN 930920                        | CUSIP: 31412PG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717689 | PA      | $711634.64    | 0.69%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FR SB0097                        | CUSIP: 3132CWDA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1557875 | PA      | $1474053.72   | 1.44%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                   | FORDO 2024-D A3                  | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592000 | PA      | $595549.40    | 0.58%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FM9362                        | CUSIP: 3140XDML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207664 | PA      | $199197.93    | 0.19%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP INC                          | J 5.9 03/01/33                   | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    991000 | PA      | $1023748.70   | 1.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN AL7689                        | CUSIP: 3138EQRK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45758 | PA      | $45245.19     | 0.04%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYSTEM (OH)                         | OH JOBGEN 4.53 01/01/2035        | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1367080.28   | 1.33%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06          | CAS 2024-R06 1A1                 | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    179588 | PA      | $180145.50    | 0.18%             | 2044-09-26      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2020-GC47                | GSMS 2020-GC47 A5                | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $275534.22    | 0.27%             | 2053-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3               | STACR 2023-HQA3 A1               | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-O            | USGSE             | US        |    263169 | PA      | $264725.97    | 0.26%             | 2043-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FM6147                        | CUSIP: 3140X9ZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475741 | PA      | $437496.14    | 0.43%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                               | CDW 5.55 08/22/34                | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    542000 | PA      | $536914.79    | 0.52%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                         | OC 7 12/01/36                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    490000 | PA      | $549313.96    | 0.54%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN BM5508                        | CUSIP: 3140JADN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635711 | PA      | $638576.74    | 0.62%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN CA1354                        | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350919 | PA      | $1252495.04   | 1.22%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN AV7104                        | CUSIP: 3138XJ3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851062 | PA      | $819717.25    | 0.80%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | FN FA3582                        | CUSIP: 3140W36U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1112749 | PA      | $1161676.61   | 1.13%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-24

**Name of Applicant:** AMG Funds I

**Signature:** Thomas Disbrow

**Name of Signer:** Thomas Disbrow

**Title:** Principal Financial Officer