# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-25-000401
**Filing Date:** 2025-11
**Character Count:** 137725
**Document Hash:** b94e7526c603fbcbe25d7282ab7e0c09
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-25-000401.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001084380-25-000401

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 251525437

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen Short Term Bond Fund (Series ID: S000012195)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000033274 | Class A          | TCTRX           |
| C000033275 | Retirement Class | TISRX           |
| C000033276 | Class R6         | TISIX           |
| C000079571 | Premier Class    | TSTPX           |
| C000162566 | Class I          | TCTHX           |
| C000202755 | Class W          | TCTWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nuveen Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000012195

- **c. LEI of Series:** LX9SPIO1NDXQFEVEXG44

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $1869937421.00

**Total Liabilities:** $8516013.00

**Net Assets:** $1861421408.00

**Cash Not Reported:** $180314.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12649.68000000 | **1-Year:** -100730.31000000 | **5-Year:** -133724.72000000 | **10-Year:** -44521.01000000 | **30-Year:** -42467.49000000

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

- **3-Month:** -2774.32000000 | **1-Year:** -15161.05000000 | **5-Year:** -54661.78000000 | **10-Year:** -1870.68000000 | **30-Year:** -122.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033274 | 0.04%                | 0.73%                | 0.43%                |
| Class ID C000033275 | 0.14%                | 0.74%                | 0.34%                |
| Class ID C000033276 | 0.16%                | 0.76%                | 0.36%                |
| Class ID C000079571 | 0.05%                | 0.85%                | 0.35%                |
| Class ID C000162566 | 0.06%                | 0.76%                | 0.46%                |
| Class ID C000202755 | 0.08%                | 0.88%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $660480.54               | $-5188489.42                               |
| Month 2  | $717158.10               | $8248198.58                                |
| Month 3  | $514706.91               | $-80071.94                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Chase Funding Mortgage Loan As                                                   | Chase Funding Mortgage Loan Asset-Backed Certificates                              | CUSIP: 161546JL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122341 | PA      | $108984.88    | 0.01%             | 2035-02-26      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| IMC Home Equity Loan Trust                                                       | IMC Home Equity Loan Trust (Step Bond)                                             | CUSIP: 449670EP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242683 | PA      | $241620.13    | 0.01%             | 2029-08-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                                                   | Asset Backed Securities Corp Home Equity Loan Trust Series                         | CUSIP: 04541GCG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239711 | PA      | $258771.96    | 0.01%             | 2032-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                                                               | Centex Home Equity                                                                 | CUSIP: 152314JV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34164 | PA      | $33936.86     | 0.00%             | 2034-03-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4564633.42   | 0.25%             | 2047-09-15      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                                                    | Deutsche Mortgage Securities, Inc Mortgage Loan Trust (Step Bond)                  | CUSIP: 251563GB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5702 | PA      | $5698.85      | 0.00%             | 2034-07-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                                   | Structured Adjustable Rate Mortgage Loan Trust                                     | CUSIP: 86359BVG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     50820 | PA      | $50757.56     | 0.00%             | 2034-07-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46635TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565815 | PA      | $551486.82    | 0.03%             | 2046-02-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                               | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10005687.00  | 0.54%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT                                                          | Montefiore Medical Center                                                          | CUSIP: 61237WAB2<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |    765000 | PA      | $754390.87    | 0.04%             | 2026-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 171759000 | PA      | $168441232.73 | 9.05%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                          | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2991000 | PA      | $3000877.03   | 0.16%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2263777.53   | 0.12%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                                | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   5200000 | PA      | $5146805.72   | 0.28%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                          | Reliance Industries Ltd                                                            | CUSIP: 759470AW7<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | US        |    657894 | PA      | $654241.41    | 0.04%             | 2026-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5948528.64   | 0.32%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Corporati                                                   | Asset Backed Funding Corp NIM Trust                                                | CUSIP: 045442AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     55677 | PA      | $0.56         | 0.00%             | 2035-07-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986569.40   | 0.11%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976745.41   | 0.16%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                          | Reliance Industries Ltd                                                            | CUSIP: 759470AV9<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    526316 | PA      | $521704.44    | 0.03%             | 2026-01-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1186500.00   | 0.06%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC OA LLC                                                                        | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2523039 | PA      | $2329474.80   | 0.13%             | 2037-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                                   | WFRBS Commercial Mortgage Trust                                                    | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2891025.00   | 0.16%             | 2045-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1046356.25   | 0.06%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                                    | New Residential Mortgage Loan Trust                                                | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1191691 | PA      | $1166502.27   | 0.06%             | 2057-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                                    | New Residential Mortgage Loan Trust                                                | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    344520 | PA      | $333964.43    | 0.02%             | 2056-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | Israel Electric Corp Ltd                                                           | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   2500000 | PA      | $2463220.00   | 0.13%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8755766.08   | 0.47%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP                                                                     | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5138650.00   | 0.28%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280024 | PA      | $1247758.59   | 0.07%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Centex Home Equity                                                               | Centex Home Equity                                                                 | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       452 | PA      | $451.54       | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881227 | PA      | $872776.22    | 0.05%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1138767.00   | 0.06%             | 2048-08-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                          | Reliance Industries Ltd                                                            | CUSIP: 759470AU1<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $495804.24    | 0.03%             | 2026-01-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3955475.00   | 0.21%             | 2048-08-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13611100 | PA      | $13597968.01  | 0.73%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1793034.40   | 0.10%             | 2050-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                               | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4787047.01   | 0.26%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2464121.50   | 0.13%             | 2048-10-10      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4512127 | PA      | $4391427.31   | 0.24%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                              | DBWF Mortgage Trust                                                                | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1351469.00   | 0.07%             | 2034-06-10      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $995738.45    | 0.05%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                   | Qatar Government International Bond                                                | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   4000000 | PA      | $4014356.68   | 0.22%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                             | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4625000 | PA      | $4333625.00   | 0.23%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6399615.00   | 0.34%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8064144 | PA      | $7761198.44   | 0.42%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274512 | PA      | $264676.26    | 0.01%             | 2038-12-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168866 | PA      | $167641.26    | 0.01%             | 2048-07-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                           | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $836906.45    | 0.04%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA, Inc                                                             | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   3401000 | PA      | $3384914.02   | 0.18%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16050000 | PA      | $15204240.27  | 0.82%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13365000 | PA      | $13263609.10  | 0.71%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9534854 | PA      | $8189897.26   | 0.44%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust                                                                        | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4119000 | PA      | $4025350.00   | 0.22%             | 2037-07-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 3617Q8L67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  14955492 | PA      | $12783086.89  | 0.69%             | 2037-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1017158.00   | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                             | ServiceMaster Funding LLC                                                          | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2344900 | PA      | $2209442.85   | 0.12%             | 2051-10-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                              | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   4300000 | PA      | $4120967.87   | 0.22%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1764750.00   | 0.09%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust                                          | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1471864 | PA      | $1346520.26   | 0.07%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| FNA VI LLC                                                                       | FNA VI LLC                                                                         | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    831897 | PA      | $781040.04    | 0.04%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9924263.50   | 0.53%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                         | SCE Recovery Funding LLC                                                           | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4908185 | PA      | $4363336.89   | 0.23%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                 | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2830236.72   | 0.15%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                       | SERVPRO Master Issuer LLC                                                          | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5505625 | PA      | $5187353.08   | 0.28%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500620 | PA      | $496427.40    | 0.03%             | 2037-11-20      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                   | KFC Holding Co., Term Loan B                                                       | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    776044 | PA      | $779924.45    | 0.04%             | 2028-03-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5246135.18   | 0.28%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5435291.62   | 0.29%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                                   | Ford Credit Auto Owner Trust                                                       | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1476522.15   | 0.08%             | 2033-10-17      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                         | United Overseas Bank Ltd                                                           | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3941061.12   | 0.21%             | 2026-04-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10697500 | PA      | $10112960.79  | 0.54%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                                              | Oportun Issuance Trust                                                             | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542525 | PA      | $532176.08    | 0.03%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                    | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2427006.25   | 0.13%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2612233 | PA      | $2254799.27   | 0.12%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7952438.96   | 0.43%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                                | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   5558836 | PA      | $5162440.43   | 0.28%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust                                                     | CUSIP: 69356GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1376929.80   | 0.07%             | 2038-07-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust                                                                | CUSIP: 12657WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2540000 | PA      | $2535796.30   | 0.14%             | 2029-01-16      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust                                                            | CUSIP: 14317DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6989729.60   | 0.38%             | 2027-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2086359 | PA      | $2021014.81   | 0.11%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1896788 | PA      | $1834286.51   | 0.10%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12615300 | PA      | $12182739.02  | 0.65%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| DENSO CORP                                                                       | Denso Corp                                                                         | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   2725000 | PA      | $2649258.08   | 0.14%             | 2026-09-16      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                         | Banco do Brasil S.A.                                                               | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   2855000 | PA      | $2810165.08   | 0.15%             | 2026-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust                                                                         | CUSIP: 126401AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1106624 | PA      | $1059119.50   | 0.06%             | 2065-05-25      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                         | Rocket Mortgage LLC                                                                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3918116.52   | 0.21%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust                                                       | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5005000 | PA      | $5002059.06   | 0.27%             | 2038-10-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust                                                       | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2502500 | PA      | $2501557.05   | 0.13%             | 2038-10-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   6545000 | PA      | $6370603.24   | 0.34%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings plc                                                     | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   2200000 | PA      | $2128339.75   | 0.11%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $896926.51    | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10278984.32  | 0.55%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                         | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | IL        |    633000 | PA      | $632115.89    | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust                                                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6096642 | PA      | $5397788.27   | 0.29%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2828570.40   | 0.15%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 3617X46C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   4963492 | PA      | $4645702.96   | 0.25%             | 2031-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                      | SMR Mortgage Trust                                                                 | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3662709 | PA      | $3668635.57   | 0.20%             | 2039-02-15      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                         | BX TRUST                                                                           | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999347.80    | 0.05%             | 2039-01-17      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                    | MTN Commercial Mortgage Trust                                                      | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4275000 | PA      | $4275772.49   | 0.23%             | 2039-03-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                    | MTN Commercial Mortgage Trust                                                      | CUSIP: 62475WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6000636.00   | 0.32%             | 2039-03-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1862550.00   | 0.10%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                         | Principal Life Global Funding II                                                   | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2474561.85   | 0.13%             | 2026-01-12      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |  10094000 | PA      | $10376672.38  | 0.56%             | 2042-03-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | Freeport Indonesia PT                                                              | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $1202496.00   | 0.06%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20768636.00  | 1.12%             | 2042-05-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290647 | PA      | $285708.64    | 0.02%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $171775.92    | 0.01%             | 2042-05-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |   1097357 | PA      | $1161443.97   | 0.06%             | 2042-06-25      | Variable      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6170000 | PA      | $6531068.40   | 0.35%             | 2042-06-25      | Variable      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                             | Bank Leumi Le-Israel BM                                                            | CUSIP: BX9184165<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   3000000 | PA      | $3019188.00   | 0.16%             | 2027-07-27      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |   1805000 | PA      | $1901467.68   | 0.10%             | 2042-07-25      | Variable      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1123816 | PA      | $1169761.87   | 0.06%             | 2042-07-25      | Variable      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                                            | Thayer Park CLO Ltd                                                                | CUSIP: 883310AL8<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $4007284.00   | 0.22%             | 2034-04-20      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | Gen Digital, Inc                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    925000 | PA      | $939176.55    | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                        | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3104371.50   | 0.17%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   8295000 | PA      | $8845414.73   | 0.48%             | 2042-09-25      | Variable      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3507008.37   | 0.19%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    850000 | PA      | $880392.39    | 0.05%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                              | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1000000 | PA      | $1043793.43   | 0.06%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                             | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $1040459.10   | 0.06%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                              | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   1600000 | PA      | $1650971.52   | 0.09%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group, Inc                                                              | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005480.10   | 0.27%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  12515000 | PA      | $13155062.15  | 0.71%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                           | OPEC Fund for International Development                                            | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |   3575000 | PA      | $3577143.75   | 0.19%             | 2026-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                                 | Transnet SOC Ltd                                                                   | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |   3170000 | PA      | $3343805.81   | 0.18%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings, LLC, Term Loan B6                                                    | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    993307 | PA      | $989388.58    | 0.05%             | 2028-01-18      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                            | Central American Bank for Economic Integration                                     | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |   6250000 | PA      | $6264030.25   | 0.34%             | 2026-02-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings, Inc                                               | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1602548.12   | 0.09%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen, Inc                                                                         | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9824111.52   | 0.53%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos, Inc                                                                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10045029.70  | 0.54%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5017436.45   | 0.27%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11060592.51  | 0.59%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Aames Mortgage Trust                                                             | Aames Mortgage Trust (Step Bond)                                                   | CUSIP: 00253CHQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45802 | PA      | $45234.35     | 0.00%             | 2032-06-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                      | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |   2800000 | PA      | $2895274.34   | 0.16%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3277259.49   | 0.18%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                                | CUSIP: 14913UAA8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10028891.20  | 0.54%             | 2026-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47312100 | PA      | $47247230.85  | 2.54%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5056353.55   | 0.27%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   8000000 | PA      | $8091196.32   | 0.43%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3085381.05   | 0.17%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                       | MIRA Trust                                                                         | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1823958.50   | 0.10%             | 2038-06-10      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1730793.65   | 0.09%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   7277000 | PA      | $7603690.00   | 0.41%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1175000 | PA      | $1222002.59   | 0.07%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                     | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3282465.00   | 0.18%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                  | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5047374.25   | 0.27%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                                | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  21900000 | PA      | $22139822.52  | 1.19%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC Energy Group, Inc                                                              | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1396200.56   | 0.08%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R01                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3079418 | PA      | $3152425.42   | 0.17%             | 2042-12-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5295749.70   | 0.28%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5228476.40   | 0.28%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5500000 | PA      | $5617878.31   | 0.30%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                             | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5097741.85   | 0.27%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                           | Bimbo Bakeries USA, Inc                                                            | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3138879.54   | 0.17%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2746545.17   | 0.15%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |   3830000 | PA      | $4013363.55   | 0.22%             | 2043-04-25      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | JPMorgan Chase Bank NA                                                             | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10125831.50  | 0.54%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Consumers 2023 Securitization Funding LLC                                        | Consumers 2023 Securitization Funding LLC                                          | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829285 | PA      | $839869.38    | 0.05%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | Avis Budget Rental Car Funding AESOP LLC                                           | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9308146.50   | 0.50%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | American Builders & Contractors Supply Co., Inc., Term Loan B                      | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    660196 | PA      | $662450.80    | 0.04%             | 2031-01-31      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings, Inc                                               | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3068425.26   | 0.16%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5084768.15   | 0.27%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | Virginia Power Fuel Securitization LLC                                             | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   6218393 | PA      | $6251512.93   | 0.34%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL Mortgage Trust                                                      | MCR Mortgage Trust                                                                 | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1422047 | PA      | $1423970.44   | 0.08%             | 2037-02-15      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   8880000 | PA      | $9374241.26   | 0.50%             | 2043-05-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International, Inc                                                   | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3064392.15   | 0.16%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust 2024-IND2                                          | BLP Commercial Mortgage Trust                                                      | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5692964 | PA      | $5709439.67   | 0.31%             | 2041-03-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding 2024-1 LLC                                    | Gracie Point International Funding LLC                                             | CUSIP: 38410KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1116801.73   | 0.06%             | 2028-03-01      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding 2024-1 LLC                                    | Gracie Point International Funding LLC                                             | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2915000 | PA      | $2920666.18   | 0.16%             | 2028-03-01      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| MVW 2024-1 LLC                                                                   | MVW LLC                                                                            | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7756273 | PA      | $7916046.79   | 0.43%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                               | Goldman Sachs Bank USA                                                             | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20090682.00  | 1.08%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                              | Avantor Funding, Inc., Term Loan                                                   | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     98046 | PA      | $98632.04     | 0.01%             | 2027-11-08      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp                                                                      | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3095434.11   | 0.17%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFS Financing Corp                                                                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8425000 | PA      | $8524222.91   | 0.46%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFS Financing Corp                                                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9630000 | PA      | $9808141.52   | 0.53%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10444866.10  | 0.56%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                          | Ford Otomotiv Sanayi AS.                                                           | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |   2200000 | PA      | $2252227.65   | 0.12%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                                | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3134786.31   | 0.17%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-2                                     | GM Financial Automobile Leasing Trust                                              | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18050000 | PA      | $18173564.89  | 0.98%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Alterna Funding III LLC                                                          | Alterna Funding III LLC                                                            | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650694 | PA      | $3658269.54   | 0.20%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                         | Turk Telekomunikasyon AS.                                                          | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |   2000000 | PA      | $2069897.00   | 0.11%             | 2029-05-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NatWest Markets plc                                                                | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4275000 | PA      | $4368204.02   | 0.23%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: —       |
| BP Capital Markets America Inc                                                   | BP Capital Markets America, Inc                                                    | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5105763.90   | 0.27%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                               | Goldman Sachs Bank USA                                                             | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10076764.80  | 0.54%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                    | DBSG Mortgage Trust                                                                | CUSIP: 239918AC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5089119.00   | 0.27%             | 2037-06-10      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, Term Loan B                                                        | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1249890 | PA      | $1252102.11   | 0.07%             | 2028-07-27      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                              | Hilton Grand Vacations Trust                                                       | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3949213 | PA      | $4027526.44   | 0.22%             | 2038-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                             | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8585132.89   | 0.46%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN                                  | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1562520.60   | 0.08%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc., Term Loan B                                                      | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1283333 | PA      | $1281170.92   | 0.07%             | 2029-09-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | Wyndham Hotels & Resorts, Inc., Term Loan                                          | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   1401534 | PA      | $1407791.90   | 0.08%             | 2030-05-28      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3087034.53   | 0.17%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                                  | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1440235 | PA      | $1437232.22   | 0.08%             | 2030-09-23      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | Hilton Domestic Operating Company, Inc., Term Loan B4                              | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1943891 | PA      | $1948022.22   | 0.10%             | 2030-11-08      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                                | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   1558666 | PA      | $1562211.76   | 0.08%             | 2028-05-05      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust 2024-IND                                          | ARES Commercial Mortgage Trust                                                     | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1185000 | PA      | $1189610.01   | 0.06%             | 2041-07-15      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Kraton Corp                                                                      | Kraton Corp                                                                        | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030260.60   | 0.11%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5974497.93   | 0.32%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3077230.08   | 0.17%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                             | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5073916.60   | 0.27%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                               | SCCU Auto Receivables Trust                                                        | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5090759.06   | 0.27%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                      | CitiBank NA                                                                        | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7303402.41   | 0.39%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                           | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7539910.73   | 0.41%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                              | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5037649.20   | 0.27%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1818211.63   | 0.10%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                   | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   3400000 | PA      | $3451000.00   | 0.19%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1804694.65   | 0.10%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US Foods, Inc., Term Loan B                                                        | CUSIP: BL4765113<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    730720 | PA      | $737800.63    | 0.04%             | 2028-11-22      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | Accenture Capital, Inc                                                             | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005237.25   | 0.27%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                          | HYT Commercial Mortgage Trust                                                      | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5014276.00   | 0.27%             | 2041-09-15      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10116917.10  | 0.54%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de C.V.                                                       | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1997300.00   | 0.11%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CarMax Auto Owner Trust                                                            | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16085000 | PA      | $16241663.07  | 0.87%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14450000 | PA      | $14707596.39  | 0.79%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CitiBank NA                                                                        | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5038949.60   | 0.27%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | Ford Credit Auto Owner Trust                                                       | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3136255.12   | 0.17%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de C.V.                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   2650000 | PA      | $2754145.00   | 0.15%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union, LLC, Term Loan B9                                                     | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    696543 | PA      | $696800.45    | 0.04%             | 2031-06-24      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $3121530.00   | 0.17%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | Arthur J Gallagher & Co                                                            | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5102163.15   | 0.27%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 466330AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001668.30   | 0.05%             | 2038-04-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2023-DELC                                                               | BX Trust                                                                           | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3100000 | PA      | $3125666.14   | 0.17%             | 2038-05-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                                 | Banco Bradesco S.A.                                                                | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |   1125000 | PA      | $1186875.00   | 0.06%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25462103.00  | 1.37%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-VIEW                                                               | BX Trust                                                                           | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3490000 | PA      | $3483385.75   | 0.19%             | 2036-06-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                                            | BAMLL Trust                                                                        | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2516294.50   | 0.14%             | 2042-02-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 42 Ltd                                        | Neuberger Berman Loan Advisers Clo 42 Ltd                                          | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $5001305.00   | 0.27%             | 2036-07-16      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2345676.38   | 0.13%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                      | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5152023.85   | 0.28%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie, Inc                                                                        | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5082364.20   | 0.27%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 6 Ltd                                          | Goldentree Loan Management US CLO 6 Ltd                                            | CUSIP: 38137WAY1<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4980525.00   | 0.27%             | 2035-04-20      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                                           | Itau Unibanco Holding S.A.                                                         | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1661920.00   | 0.09%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    460000 | PA      | $475786.19    | 0.03%             | 2043-07-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2025-AIP4                                          | KRE Commercial Mortgage Trust                                                      | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5000395.00   | 0.27%             | 2042-03-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $10748099.78  | 0.58%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                               | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   3000000 | PA      | $3096981.81   | 0.17%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10199736.60  | 0.55%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4991554.15   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   9074131 | PA      | $9135212.73   | 0.49%             | 2045-03-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP S.A.                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1000000 | PA      | $1047490.49   | 0.06%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10068008.70  | 0.54%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68411000 | PA      | $68843913.02  | 3.70%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MVW 2025-1 LLC                                                                   | MVW LLC                                                                            | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7213572 | PA      | $7298961.96   | 0.39%             | 2042-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International, Inc                                                   | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5008959.70   | 0.27%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | Banco Nacional de Comercio Exterior SNC                                            | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1449994.00   | 0.08%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                     | Orbia Advance Corp SAB de C.V.                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    660000 | PA      | $686400.95    | 0.04%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2688334.50   | 0.14%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                        | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11217385.09  | 0.60%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Caixa Economica Federal                                                          | Caixa Economica Federal                                                            | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |   2900000 | PA      | $2939585.00   | 0.16%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                           | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10090254.50  | 0.54%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                           | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   3600000 | PA      | $3676483.04   | 0.20%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BTBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  16723562 | PA      | $16745844.78  | 0.90%             | 2054-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  49580628 | PA      | $49980882.58  | 2.69%             | 2054-08-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                  | Arbor Realty Collateralized Loan Obligation Ltd                                    | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002222.20   | 0.11%             | 2041-01-20      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2150000 | PA      | $2205535.19   | 0.12%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                      | CitiBank NA                                                                        | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24212346.24  | 1.30%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37296000 | PA      | $37425661.78  | 2.01%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-LUNR                                                               | BX Trust                                                                           | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6689095 | PA      | $6711606.49   | 0.36%             | 2040-06-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $2754424.75   | 0.15%             | 2035-06-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                            | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2500000 | PA      | $2550000.00   | 0.14%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown, Inc                                                                 | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2069572.42   | 0.11%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4125000 | PA      | $4173449.78   | 0.22%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | Onemain Financial Issuance Trust                                                   | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4292143.43   | 0.23%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                              | GSAT Trust                                                                         | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4300000 | PA      | $4306449.57   | 0.23%             | 2040-07-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4984832.75   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP Mortgage Trust                                                                  | CUSIP: 449843AC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1528673.40   | 0.08%             | 2042-06-10      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 2YR NOTE (CBT) Dec25                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       798 | NC      | $166301953.52 | 8.93%             |  |  |  | No            |                  1 | On Loan: No      |
| MILE Trust 2025-STNE                                                             | MILE Trust                                                                         | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4900000 | PA      | $4909289.42   | 0.26%             | 2042-07-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental, LLC, Term Loan B                                           | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   1739938 | PA      | $1729063.20   | 0.09%             | 2032-07-16      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                     | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15084112.65  | 0.81%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                                | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5029499.55   | 0.27%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                    | Santander Drive Auto Receivables Trust                                             | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4024067.20   | 0.22%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                         | Eagle Funding Luxco Sarl                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   3100000 | PA      | $3145136.00   | 0.17%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62628000 | PA      | $63004746.25  | 3.38%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1514463.60   | 0.08%             | 2035-07-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                                           | BX Commercial Mortgage Trust                                                       | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3066511 | PA      | $3073793.52   | 0.17%             | 2042-08-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust 2025-2CON                                               | BHG Securitization Trust                                                           | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3939827 | PA      | $3968468.66   | 0.21%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                          | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2294475.32   | 0.12%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                        | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2965020.00   | 0.16%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | Southern Co Gas Capital Corp                                                       | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4994622.15   | 0.27%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SCG Trust 2025-SNIP                                                              | SCG Trust                                                                          | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2255069.70   | 0.12%             | 2030-09-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23518000 | PA      | $23358150.98  | 1.25%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                              | S.A. Global Sukuk Ltd                                                              | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1971649.40   | 0.11%             | 2030-09-17      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65251000 | PA      | $65110812.14  | 3.50%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91532000 | PA      | $91067189.52  | 4.89%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                  | Impac CMB Trust                                                                    | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43294 | PA      | $39992.23     | 0.00%             | 2035-03-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                  | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  11240000 | PA      | $11240000.00  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                    | State Street Navigator Securities Lending Government Money Market Portfolio        | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    636167 | NS      | $636166.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting