# EDGAR Filing Document

**Accession Number:** 0000882443
**File Stem:** 0001752724-25-154988
**Filing Date:** 2025-6
**Character Count:** 56113
**Document Hash:** 662dda02c502caf8901d06d5fadd4bd8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-154988.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-154988

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**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:** 251071991

**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:** 2025-04-30

**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:** $113571233.62

**Total Liabilities:** $251445.31

**Net Assets:** $113319788.31

**Cash Not Reported:** $579.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 136.29465000 | **1-Year:** 4381.81452000 | **5-Year:** 30915.63224000 | **10-Year:** 11475.98479000 | **30-Year:** 1510.24290000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 190.33177000 | **10-Year:** 660.88366000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027427 | 2.33%                | -0.14%               | 0.09%                |
| Class ID C000158522 | 2.34%                | -0.13%               | 0.21%                |
| Class ID C000158523 | 2.31%                | -0.17%               | 0.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127201.27              | $2395878.31                                |
| Month 2  | $30565.74                | $-580668.39                                |
| Month 3  | $-42988.34               | $-134378.28                                |

### 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        |    650000 | PA      | $643423.82    | 0.57%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                        | US Bancorp                                                | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    615000 | PA      | $636182.87    | 0.56%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| AT&T INC                          | AT&T Inc                                                  | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694468.75    | 0.61%             | 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        |    988742 | PA      | $1033480.31   | 0.91%             | 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      | $853537.64    | 0.75%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC          | Packaging Corp of America                                 | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    640000 | PA      | $659216.86    | 0.58%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448562 | PA      | $1437862.39   | 1.27%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140JAGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712085 | PA      | $671061.63    | 0.59%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE               | Ford Foundation/The                                       | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $1258036.88   | 1.11%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                      | Comcast Corp                                              | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    915000 | PA      | $898835.99    | 0.79%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                          | CUSIP: 3132A4QC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    832039 | PA      | $839440.77    | 0.74%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP          | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1371506.77   | 1.21%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3138EPLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513559 | PA      | $508631.28    | 0.45%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140X4XF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511479 | PA      | $496350.82    | 0.44%             | 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      | $1123741.78   | 0.99%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                       | Freddie Mac Gold Pool                                     | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384743 | PA      | $360766.43    | 0.32%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                          | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7147000 | PA      | $5233502.39   | 4.62%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP              | Parker-Hannifin Corp                                      | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    573000 | PA      | $548965.15    | 0.48%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                 | L3Harris Technologies Inc                                 | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1151140.06   | 1.02%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                        | Mattel Inc                                                | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    975000 | PA      | $918142.97    | 0.81%             | 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        |    458722 | PA      | $409611.25    | 0.36%             | 2052-02-26      | Variable      | 2.50%                 | 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        |    543218 | PA      | $504464.87    | 0.45%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                     | State of California                                       | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1762978.32   | 1.56%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3138EGNM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1889362 | PA      | $1871898.95   | 1.65%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                    | Morgan Stanley                                            | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    849000 | PA      | $842602.61    | 0.74%             | 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        |   1261000 | PA      | $1109284.76   | 0.98%             | 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      | $871600.22    | 0.77%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                    | Microsoft Corp                                            | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1170853.02   | 1.03%             | 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        |    394371 | PA      | $362964.92    | 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      | $689071.51    | 0.61%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140X9MS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116641 | PA      | $1078047.79   | 0.95%             | 2044-11-01      | Fixed         | 4.00%                 | 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      | $961163.00    | 0.85%             | 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        |    300875 | PA      | $299939.37    | 0.26%             | 2044-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO              | Kraft Heinz Foods Co                                      | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    318000 | PA      | $314967.23    | 0.28%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140QGEG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328007 | PA      | $289905.45    | 0.26%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                    | PulteGroup Inc                                            | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $604705.92    | 0.53%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                | Steel Dynamics Inc                                        | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461809.57    | 0.41%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                    | Air Lease Corp                                            | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317172.09    | 0.28%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140XBD56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815660 | PA      | $825888.84    | 0.73%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                | Ally Financial Inc                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $559725.74    | 0.49%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140Q9HW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483050 | PA      | $470514.12    | 0.42%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS          | Air Products and Chemicals Inc                            | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    780000 | PA      | $781759.63    | 0.69%             | 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      | $1053165.43   | 0.93%             | 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      | $1035275.57   | 0.91%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.   | NATWEST MARKETS SECURITIES INC                            | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |    109940 | PA      | $109940.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140J56Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544430 | PA      | $517258.86    | 0.46%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    998000 | PA      | $1028886.17   | 0.91%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                 | State Street Corp                                         | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    545000 | PA      | $547256.85    | 0.48%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd             | Palmer Square CLO 2018-2 Ltd                              | CUSIP: 69688MAN5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310703.51    | 0.27%             | 2037-04-16      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS            | Verizon Communications Inc                                | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1035833.27   | 0.91%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A    | Government National Mortgage Association                  | CUSIP: 38384CKA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    562785 | PA      | $560606.61    | 0.49%             | 2053-08-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS            | Discover Financial Services                               | CUSIP: 254709AT5<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    510000 | PA      | $585011.34    | 0.52%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140XH2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396766 | PA      | $381519.43    | 0.34%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac REMICS                                        | CUSIP: 3137H9RL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    547615 | PA      | $545990.13    | 0.48%             | 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      | $611915.31    | 0.54%             | 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        |    255912 | PA      | $241134.72    | 0.21%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                          | CUSIP: 3132AARQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2956084 | PA      | $2737207.36   | 2.42%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO               | JPMorgan Chase & Co                                       | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    528000 | PA      | $567082.31    | 0.50%             | 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        |    545000 | PA      | $448440.79    | 0.40%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY             | The Campbell's Company                                    | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    628000 | PA      | $564410.62    | 0.50%             | 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        |    802345 | PA      | $711344.13    | 0.63%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1339210 | PA      | $1339744.77   | 1.18%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC               | Ashtead Capital Inc                                       | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    986000 | PA      | $948962.89    | 0.84%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    456000 | PA      | $461913.75    | 0.41%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                       | Exelon Corp                                               | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556385.91    | 0.49%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                          | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2417000 | PA      | $2000445.16   | 1.77%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIXED INCOME CLEARING CORPORATION | FICC                                                      | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1277000 | PA      | $1277000.00   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP               | American Tower Corp                                       | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    855000 | PA      | $836176.09    | 0.74%             | 2028-01-15      | Fixed         | 3.60%                 | 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      | $612933.18    | 0.54%             | 2043-08-12      | Variable      | 5.92%                 | 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        |    399189 | PA      | $397818.71    | 0.35%             | 2044-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP               | Charles Schwab Corp/The                                   | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    565000 | PA      | $551094.56    | 0.49%             | N/A             | Fixed         | 5.00%                 | 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        |    456117 | PA      | $455834.47    | 0.40%             | 2044-02-25      | Floating      | 5.70%                 | 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        |    758081 | PA      | $704512.07    | 0.62%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                           | HCA Inc                                                   | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    950000 | PA      | $924147.71    | 0.82%             | 2029-06-15      | Fixed         | 4.12%                 | 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      | $1169040.48   | 1.03%             | 2051-02-15      | Fixed         | 1.88%                 | 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      | $622365.15    | 0.55%             | 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        |   1392000 | PA      | $1221808.60   | 1.08%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                       | Freddie Mac REMICS                                        | CUSIP: 3137FYX43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1188095 | PA      | $1116802.23   | 0.99%             | 2041-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140X4SJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121766 | PA      | $112705.04    | 0.10%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3138EPPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488753 | PA      | $458020.27    | 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      | $766977.55    | 0.68%             | 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      | $4204471.42   | 3.71%             | 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        |   1358455 | PA      | $1254212.52   | 1.11%             | 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        |    313278 | PA      | $316721.84    | 0.28%             | 2055-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                 | Sysco Corp                                                | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1095289.68   | 0.97%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140QGTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803528 | PA      | $753567.32    | 0.66%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                          | CUSIP: 3132ACS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1276447 | PA      | $1206199.05   | 1.06%             | 2048-07-01      | 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      | $958360.10    | 0.85%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                       | Equinix Inc                                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    663000 | PA      | $623757.28    | 0.55%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC            | Roper Technologies Inc                                    | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    612000 | PA      | $605703.55    | 0.53%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                   | CVS Health Corp                                           | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564215.40    | 0.50%             | 2029-06-01      | Fixed         | 5.40%                 | 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      | $706204.03    | 0.62%             | 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        |    465436 | PA      | $460435.30    | 0.41%             | 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        |    469892 | PA      | $433559.32    | 0.38%             | 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      | $606363.84    | 0.54%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| KYNDRYL HOLDINGS INC              | Kyndryl Holdings Inc                                      | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    691000 | PA      | $606300.97    | 0.54%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                    | AutoNation Inc                                            | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $647182.35    | 0.57%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP           | Dell International LLC / EMC Corp                         | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1177904.09   | 1.04%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140XHC54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745354 | PA      | $702908.32    | 0.62%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                | Smith & Nephew PLC                                        | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $875954.88    | 0.77%             | 2030-10-14      | Fixed         | 2.03%                 | 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        |    579909 | PA      | $576631.78    | 0.51%             | 2037-02-15      | Fixed         | 5.45%                 | 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        |    556372 | PA      | $558333.02    | 0.49%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner     | Toyota Auto Receivables 2021-B Owner Trust                | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140287 | PA      | $139374.23    | 0.12%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140Q94L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1317763 | PA      | $1244786.67   | 1.10%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC               | Dominion Energy Inc                                       | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556934.06    | 0.49%             | 2032-11-15      | Fixed         | 5.38%                 | 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      | $1212420.17   | 1.07%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AT&T INC                          | AT&T Inc                                                  | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    331000 | PA      | $308945.85    | 0.27%             | 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        |    697000 | PA      | $694521.68    | 0.61%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES             | Huntington Bancshares Inc/OH                              | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    576000 | PA      | $577043.02    | 0.51%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP             | Truist Financial Corp                                     | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    610000 | PA      | $614711.44    | 0.54%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 31412PG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850313 | PA      | $844032.79    | 0.74%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust              | FREMF 2016-K53 Mortgage Trust                             | CUSIP: 30288LAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $693421.89    | 0.61%             | 2049-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                          | CUSIP: 3132CWDA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1917295 | PA      | $1800870.52   | 1.59%             | 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      | $597819.30    | 0.53%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                   | United States Treasury Note/Bond                          | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537000 | PA      | $569639.53    | 0.50%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140XDML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257371 | PA      | $245724.67    | 0.22%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP          | Jacobs Engineering Group Inc                              | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1160406.20   | 1.02%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3138EQRK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68687 | PA      | $67979.52     | 0.06%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140X9ZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572673 | PA      | $522842.13    | 0.46%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                          | CUSIP: 3132DQKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2214894 | PA      | $2230431.47   | 1.97%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                       | MetLife Inc                                               | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    959000 | PA      | $947009.43    | 0.84%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun    | American Express Credit Account Master Trust              | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $631180.81    | 0.56%             | 2027-10-15      | Fixed         | 4.95%                 | 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      | $1499667.48   | 1.32%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3140JADN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697376 | PA      | $698057.17    | 0.62%             | 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        |   1515128 | PA      | $1389732.75   | 1.23%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                        | Fannie Mae Pool                                           | CUSIP: 3138XJ3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    959607 | PA      | $924702.65    | 0.82%             | 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        |   1463095 | PA      | $1452288.96   | 1.28%             | 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      | $1188671.48   | 1.05%             | 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        |    512534 | PA      | $492429.75    | 0.43%             | 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      | $695309.50    | 0.61%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                       | Freddie Mac Pool                                          | CUSIP: 3133KJ6X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    517014 | PA      | $486095.21    | 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        |    709480 | PA      | $662193.56    | 0.58%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                         | Amgen Inc                                                 | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    576000 | PA      | $560405.87    | 0.49%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

**Name of Applicant:** AMG Funds I

**Signature:** Thomas Disbrow

**Name of Signer:** Thomas Disbrow

**Title:** Principal Financial Officer