# EDGAR Filing Document

**Accession Number:** 0000882443
**File Stem:** 0000940400-25-014048
**Filing Date:** 2025-12
**Character Count:** 64195
**Document Hash:** 920a92a6388d872eba4530ab224630ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-014048.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-014048

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**PERIOD START**: 20251031

**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:** 251588301

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $111309196.37

**Total Liabilities:** $870370.72

**Net Assets:** $110438825.65

**Cash Not Reported:** $5223.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 97.94020000 | **1-Year:** 4106.42463000 | **5-Year:** 30910.82750000 | **10-Year:** 13325.30564000 | **30-Year:** 1521.02226000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 239.51866000 | **10-Year:** 577.39356000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027427 | 1.09%                | 1.18%                | 0.66%                |
| Class ID C000158522 | 1.10%                | 1.20%                | 0.56%                |
| Class ID C000158523 | 1.07%                | 1.16%                | 0.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4081.04                 | $859147.52                                 |
| Month 2  | $-194507.44              | $1164144.51                                |
| Month 3  | $-215696.02              | $555487.28                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| John Deere Owner Trust           | John Deere Owner Trust 2022                                                     | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    624629 | PA      | $624068.29    | 0.57%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4SJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115993 | PA      | $109933.76    | 0.10%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3138XJ3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913898 | PA      | $893580.05    | 0.81%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 31412PG62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1373885 | PA      | $1385249.86   | 1.25%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1310000 | PA      | $1205507.04   | 1.09%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140XF4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462557 | PA      | $447715.90    | 0.41%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                     | SK hynix Inc                                                                    | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $724959.94    | 0.66%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                 | Duke Energy Corp                                                                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    726000 | PA      | $767580.92    | 0.70%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                      | Freddie Mac Pool                                                                | CUSIP: 3133KJ6X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494697 | PA      | $474022.28    | 0.43%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETYQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665697 | PA      | $632524.06    | 0.57%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    615000 | PA      | $559864.79    | 0.51%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                        | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    576000 | PA      | $584727.39    | 0.53%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                      | MetLife Inc                                                                     | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128094.88    | 0.12%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                         | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699798.71    | 0.63%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140XN5W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895326 | PA      | $943505.39    | 0.85%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                    | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    877000 | PA      | $867776.73    | 0.79%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                     | AGL Core CLO 38 Ltd                                                             | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300589.11    | 0.27%             | 2038-01-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                     | AGL CLO 39 Ltd                                                                  | CUSIP: 00121XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349452.67    | 0.32%             | 2038-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC         | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $677122.79    | 0.61%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669100 | PA      | $646838.11    | 0.59%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1367953 | PA      | $1379269.71   | 1.25%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE              | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1115659.13   | 1.01%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                     | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    915000 | PA      | $915653.53    | 0.83%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC           | Roper Technologies Inc                                                          | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    612000 | PA      | $617139.89    | 0.56%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1417115.76   | 1.28%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                | CUSIP: 3132A4QC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780862 | PA      | $802101.23    | 0.73%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4XF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348135 | PA      | $342621.02    | 0.31%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH              | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1145467.34   | 1.04%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363117 | PA      | $345930.58    | 0.31%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                | Magnetite XXXIV Ltd                                                             | CUSIP: 55952MAJ2<br>LEI: 5493007RY5PFZOE8RF76 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $274692.14    | 0.25%             | 2038-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP            | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300843.00    | 0.27%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6297000 | PA      | $4701842.01   | 4.26%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                       | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    975000 | PA      | $945965.05    | 0.86%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities    | GS Mortgage-Backed Securities Trust 2021-PJ9                                    | CUSIP: 36263CAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432513 | PA      | $386787.54    | 0.35%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust         | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241621 | PA      | $211406.53    | 0.19%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140W06C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2102588 | PA      | $2148786.72   | 1.95%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust         | JP Morgan Mortgage Trust 2021-7                                                 | CUSIP: 46592NAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495292 | PA      | $464292.63    | 0.42%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                    | State of California                                                             | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1784191.39   | 1.62%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    849000 | PA      | $854024.48    | 0.77%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1106986.08   | 1.00%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $893767.10    | 0.81%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                   | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1092368.17   | 0.99%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373788 | PA      | $352392.80    | 0.32%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                     | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    707000 | PA      | $703413.60    | 0.64%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9MS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056471 | PA      | $1034103.32   | 0.94%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT         | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    564830 | PA      | $582895.69    | 0.53%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC          | Magna International Inc                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $875792.87    | 0.79%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP           | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    985000 | PA      | $976840.75    | 0.88%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2024-R02                                    | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211211 | PA      | $211348.76    | 0.19%             | 2044-02-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC               | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    460000 | PA      | $477621.97    | 0.43%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| PULTEGROUP INC                   | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $626030.17    | 0.57%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBD56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752434 | PA      | $772865.33    | 0.70%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust    | Citigroup Mortgage Loan Trust 2022-J1                                           | CUSIP: 17330CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298515 | PA      | $276399.49    | 0.25%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.              | Elmwood CLO II Ltd                                                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    535000 | PA      | $536603.98    | 0.49%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust             | FREMF 2016-K53 Mortgage Trust                                                   | CUSIP: 30288LAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $697453.61    | 0.63%             | 2049-03-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS STWD LIQ   | JobsOhio Beverage System                                                        | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1505000 | PA      | $1518692.04   | 1.38%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406993 | PA      | $401964.48    | 0.36%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                       | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    615000 | PA      | $638753.04    | 0.58%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities    | GS Mortgage-Backed Securities Trust 2021-PJ8                                    | CUSIP: 36262WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568769 | PA      | $478481.63    | 0.43%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGNM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1785222 | PA      | $1794498.52   | 1.62%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                  | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1133416.18   | 1.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC               | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574771.13    | 0.52%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    780000 | PA      | $793576.89    | 0.72%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1111994.26   | 1.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC          | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $1066677.08   | 0.97%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                | State Street Corp                                                               | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    545000 | PA      | $572017.83    | 0.52%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Palmer Square CLO Ltd            | Palmer Square CLO 2018-2 Ltd                                                    | CUSIP: 69688MAN5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310923.83    | 0.28%             | 2037-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS           | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    853000 | PA      | $846759.32    | 0.77%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO         | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    733000 | PA      | $864674.24    | 0.78%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140J56Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515064 | PA      | $501463.82    | 0.45%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                              | CUSIP: 3137H9RL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497994 | PA      | $504044.95    | 0.46%             | 2052-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    610000 | PA      | $627333.50    | 0.57%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4MG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238447 | PA      | $230254.29    | 0.21%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    528000 | PA      | $581504.85    | 0.53%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP             | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    808000 | PA      | $699707.09    | 0.63%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE            | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    628000 | PA      | $574991.47    | 0.52%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                | CUSIP: 3133A3CW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745887 | PA      | $677910.12    | 0.61%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $830594.01    | 0.75%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Magnetite CLO Ltd                | Magnetite XXXVI Ltd                                                             | CUSIP: 559922AL3<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $286332.75    | 0.26%             | 2038-07-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                      | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $571651.32    | 0.52%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                | CUSIP: 3132AARQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2788062 | PA      | $2642312.65   | 2.39%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2267000 | PA      | $1892502.23   | 1.71%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DATA 2023-CNTR Mortgage Trust    | DATA 2023-CNTR Mortgage Trust                                                   | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $618177.78    | 0.56%             | 2043-08-12      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2024-R01                                    | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310353 | PA      | $310353.11    | 0.28%             | 2044-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP              | Charles Schwab Corp/The                                                         | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565191.54    | 0.51%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.       | HSBC SECURITIES (USA) INC                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |     45119 | PA      | $45119.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR              | Freddie Mac STACR REMIC Trust 2024-DNA1                                         | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    356424 | PA      | $357093.80    | 0.32%             | 2044-02-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities    | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                               | CUSIP: 36264PAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680228 | PA      | $637186.73    | 0.58%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC              | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    557000 | PA      | $569263.27    | 0.52%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2058000 | PA      | $1189700.86   | 1.08%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    950000 | PA      | $943305.08    | 0.85%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP              | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    855000 | PA      | $845066.11    | 0.77%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1125000 | PA      | $1132625.05   | 1.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    685000 | PA      | $643245.34    | 0.58%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    632000 | PA      | $572777.62    | 0.52%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac REMICS                                                              | CUSIP: 3137FYX43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1085837 | PA      | $1024595.60   | 0.93%             | 2041-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462129 | PA      | $439887.83    | 0.40%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                 | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    775000 | PA      | $772609.45    | 0.70%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5484000 | PA      | $4273021.42   | 3.87%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1274345 | PA      | $1207411.95   | 1.09%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora   | Chase Home Lending Mortgage Trust Series 2024-1                                 | CUSIP: 16160DAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251350 | PA      | $253838.75    | 0.23%             | 2055-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP               | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    535000 | PA      | $566263.22    | 0.51%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd            | Palmer Square CLO 2021-1 Ltd                                                    | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    178000 | PA      | $177903.84    | 0.16%             | 2038-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust         | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160608 | PA      | $128796.16    | 0.12%             | 2051-06-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1120845.18   | 1.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766997 | PA      | $732806.14    | 0.66%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,   | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $957244.23    | 0.87%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC              | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    698000 | PA      | $762428.19    | 0.69%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                      | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    663000 | PA      | $635674.82    | 0.58%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A   | California Health Facilities Financing Authority                                | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    775000 | PA      | $740886.13    | 0.67%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFDL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406081 | PA      | $401808.78    | 0.36%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449989 | PA      | $425331.33    | 0.39%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY            | Wells Fargo & Co                                                                | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    576000 | PA      | $614844.86    | 0.56%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR              | Freddie Mac Stacr Remic Trust 2025-Dna3                                         | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    269500 | PA      | $269754.30    | 0.24%             | 2045-09-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                     | Voya CLO 2021-2 Ltd                                                             | CUSIP: 92919AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    475000 | PA      | $475225.72    | 0.43%             | 2038-04-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                   | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $672053.36    | 0.61%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    691000 | PA      | $629701.35    | 0.57%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1190349.24   | 1.08%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                         | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $560016.00    | 0.51%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SMITH & NEPHEW PLC               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $904630.06    | 0.82%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl   | Santander Drive Auto Receivables Trust 2022-7                                   | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182660 | PA      | $182912.30    | 0.17%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun   | American Express Credit Account Master Trust Series 2025-5                      | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196000 | PA      | $200344.20    | 0.18%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1250835.18   | 1.13%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC              | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    550000 | PA      | $572061.63    | 0.52%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities    | GS Mortgage-Backed Securities Trust 2022-PJ3                                    | CUSIP: 362924AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180333 | PA      | $170543.73    | 0.15%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities    | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                               | CUSIP: 36261HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252702 | PA      | $236692.90    | 0.21%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    331000 | PA      | $313780.05    | 0.28%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust     | Ford Credit Auto Owner Trust 2022-B                                             | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559526 | PA      | $559378.33    | 0.51%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                      | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    738000 | PA      | $775692.61    | 0.70%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    576000 | PA      | $598903.06    | 0.54%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 31412PG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    770920 | PA      | $777297.87    | 0.70%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP            | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304100.87    | 0.28%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                      | Freddie Mac Pool                                                                | CUSIP: 3132CWDA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1737462 | PA      | $1654886.95   | 1.50%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust     | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592000 | PA      | $597977.42    | 0.54%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1198566.58   | 1.09%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| BNY MELLON, NATIONAL ASSOCIATION | FICC                                                                            | CUSIP: 000000000<br>LEI: 4EP6JBYBTPTQ47LZOB67 | Long             | RA               | CORP              | US        |    466000 | PA      | $466000.00    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231708 | PA      | $223015.26    | 0.20%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQRK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55199 | PA      | $54660.58     | 0.05%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC           | CITADEL SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |    686000 | PA      | $686000.00    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                 | Connecticut Avenue Securities Trust 2024-R06                                    | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218681 | PA      | $219433.23    | 0.20%             | 2044-09-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust     | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $275482.05    | 0.25%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9ZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519329 | PA      | $480215.80    | 0.43%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $556566.56    | 0.50%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                    | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    490000 | PA      | $562216.39    | 0.51%             | 2036-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140JADN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655095 | PA      | $665213.69    | 0.60%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1431532 | PA      | $1344797.48   | 1.22%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

**Name of Applicant:** AMG Funds I

**Signature:** Thomas Disbrow

**Name of Signer:** Thomas Disbrow

**Title:** Principal Financial Officer