# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-040791
**Filing Date:** 2023-2
**Character Count:** 58114
**Document Hash:** 17da57b4445b21fe566985b4ede2db39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040791.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040791

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 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:** 23670296

**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

### TIAA-CREF Short Duration Impact Bond Fund (Series ID: S000063523)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000205816 | Institutional Class | TSDJX           |
| C000205817 | Premier Class       | TSDFX           |
| C000205818 | Retail Class        | TSDBX           |
| C000205819 | Retirement Class    | TSDDX           |
| C000205820 | Advisor Class       | TSDHX           |

## Nport-Ex

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## 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:** TIAA-CREF Short Duration Impact Bond Fund

- **b. EDGAR series identifier (if any):** S000063523

- **c. LEI of Series:** 549300FJ7OSTTN0X2N74

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $85005864.00

**Total Liabilities:** $12302505.00

**Net Assets:** $72703359.00

**Cash Not Reported:** $3624.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -263.51000000 | **1-Year:** -4779.11000000 | **5-Year:** -5385.39000000 | **10-Year:** -432.30000000 | **30-Year:** -171.07000000

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

- **3-Month:** -592.44000000 | **1-Year:** -588.51000000 | **5-Year:** -1319.00000000 | **10-Year:** -526.68000000 | **30-Year:** -1115.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205817 | -0.18%               | 0.79%                | 0.08%                |
| Class ID C000205819 | -0.18%               | 0.79%                | 0.07%                |
| Class ID C000205820 | -0.17%               | 0.80%                | -0.05%               |
| Class ID C000205818 | -0.19%               | 0.78%                | 0.07%                |
| Class ID C000205816 | -0.16%               | 0.81%                | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-43381.05               | $-174686.36                                |
| Month 2  | $31657.23                | $295970.85                                 |
| Month 3  | $-26856.30               | $-157837.09                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY                 | Morgan Stanley                                                              | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473024.68    | 0.65%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST       | Federal Realty Investment Trust                                             | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264217.51    | 0.36%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust           | MAD Mortgage Trust                                                          | CUSIP: 55282MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $233415.90    | 0.32%             | 2034-08-15      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                     | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $239276.12    | 0.33%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO       | Korea Hydro & Nuclear Power Co Ltd                                          | CUSIP: 50064YAN3<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $298708.34    | 0.41%             | 2023-07-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARM SPRINGS OR RESERVATION CO | Warm Springs Reservation Confederated Tribe                                 | CUSIP: 934312AH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $192930.04    | 0.27%             | 2024-11-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC     | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363751 | PA      | $321745.16    | 0.44%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT       | Siemens Financieringsmaatschappij NV                                        | CUSIP: 82620KBB8<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249118.00    | 0.34%             | 2024-03-11      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD Mortgage Trust                                                         | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $254938.91    | 0.35%             | 2036-11-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY         | India Cleantech Energy                                                      | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    284100 | PA      | $242704.68    | 0.33%             | 2026-08-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EXGEN RENEWABLES IV LLC        | Exgen Renewables IV LLC                                                     | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    461237 | PA      | $457538.03    | 0.63%             | 2027-12-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226055.65    | 0.31%             | 2026-02-12      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HELIOS LEASING II LLC          | Helios Leasing II LLC                                                       | CUSIP: 42328EAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790530 | PA      | $766972.68    | 1.05%             | 2025-03-18      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA REVENUE       | District of Columbia                                                        | CUSIP: 25483VA79<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    500000 | PA      | $481307.30    | 0.66%             | 2025-02-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7150000 | PA      | $7104195.31   | 9.77%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1596300 | PA      | $1562386.49   | 2.15%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC                      | Apple, Inc                                                                  | CUSIP: 037833BU3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249311.79    | 0.34%             | 2023-02-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECON D | State of Hawaii Department of Business Economic Development & Tourism       | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    384300 | PA      | $358011.69    | 0.49%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PURPLE CHEN 2011 LLC           | Purple Chen 2011 LLC                                                        | CUSIP: 746388AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225582 | PA      | $223900.54    | 0.31%             | 2023-08-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDING       | LTR Intermediate Holdings, Inc                                              | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |    492500 | PA      | $449406.25    | 0.62%             | 2028-05-05      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | United States International Development Finance Corp                        | CUSIP: 90376PAX9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    201048 | PA      | $175385.24    | 0.24%             | 2029-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                 | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $230949.64    | 0.32%             | 2026-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC             | Sunnova Helios VII Issuer LLC                                               | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210978 | PA      | $172079.06    | 0.24%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy                                                          | CUSIP: 63902HAC3<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259759.87    | 0.36%             | 2024-02-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $210558.95    | 0.29%             | 2052-06-20      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group plc                                                    | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243966.04    | 0.34%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                            | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416482.70    | 0.57%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK       | African Development Bank                                                    | CUSIP: 008281BC0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $990357.49    | 1.36%             | 2023-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM       | European Stability Mechanism                                                | CUSIP: 29881WAC6<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $473281.00    | 0.65%             | 2024-09-11      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust                                                     | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288460 | PA      | $240633.61    | 0.33%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust         | Tesla Auto Lease Trust                                                      | CUSIP: 88161FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $254958.04    | 0.35%             | 2025-03-20      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| THIRAX 1 LLC                   | Thirax  LLC                                                                 | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215726 | PA      | $177426.55    | 0.24%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                   | Avangrid, Inc                                                               | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477885.26    | 0.66%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group plc                                                           | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246419.53    | 0.34%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $230118.38    | 0.32%             | 2036-07-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup, Inc                                                              | CUSIP: 172967MB4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497876.32    | 0.68%             | 2026-07-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust             | HERO Funding Trust                                                          | CUSIP: 42770XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169552 | PA      | $159637.43    | 0.22%             | 2042-09-20      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| USAA CAPITAL CORP              | USAA Capital Corp                                                           | CUSIP: 90327QD48<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395907.76    | 0.54%             | 2023-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD Mortgage Trust                                                         | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $476613.45    | 0.66%             | 2036-11-15      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust         | Tesla Auto Lease Trust                                                      | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $565329.84    | 0.78%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIRLINES 2015B           | Delta Air Lines Pass Through Trust                                          | CUSIP: 24737AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446678 | PA      | $437848.91    | 0.60%             | 2023-07-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC     | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457726 | PA      | $402708.58    | 0.55%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                   | Hydro-Quebec                                                                | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1045283.29   | 1.44%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11790000 | PA      | $11749011.36  | 16.16%            | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill    | United States Treasury Bill                                                 | CUSIP: 912796ZQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2500000 | PA      | $2446509.03   | 3.37%             |  |  |  | No            |                  2 | On Loan: —       |
| DELTA AIR LINES 2019-1AA       | Delta Air Lines Pass Through Trust                                          | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351000 | PA      | $342106.19    | 0.47%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II PTE LTD           | WLB Asset II Pte Ltd                                                        | CUSIP: ZP1776035<br>LEI: 549300IOAZLPOFTPUJ20 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $243993.58    | 0.34%             | 2024-01-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HARAR LEASING 2013 LLC         | Harar Leasing 2013 LLC                                                      | CUSIP: 41146CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    726458 | PA      | $694904.29    | 0.96%             | 2025-07-02      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE              | Council Of Europe Development Bank                                          | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $483009.16    | 0.66%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust         | One Market Plaza Trust                                                      | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $237826.80    | 0.33%             | 2032-02-10      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association (GNMA)                             | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     30682 | PA      | $29513.22     | 0.04%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN       | Perusahaan Penerbit SBSN Indonesia III                                      | CUSIP: 71567PAJ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $498750.00    | 0.69%             | 2023-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                                                 | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1469195.76   | 2.02%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418D6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58598 | PA      | $53762.68     | 0.07%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239456.15    | 0.33%             | 2036-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX Trust                                                                   | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15421 | PA      | $14573.37     | 0.02%             | 2057-06-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC     | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474782 | PA      | $435530.83    | 0.60%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| CityLine Commercial Mortgage T | Cityline Commercial Mortgage Trust                                          | CUSIP: 178772AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240829.65    | 0.33%             | 2031-11-10      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| DETROIT MI                     | City of Detroit MI                                                          | CUSIP: 2510935J5<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    200000 | PA      | $191754.16    | 0.26%             | 2024-04-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D                 | WLB Asset II D Pte Ltd                                                      | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $248355.83    | 0.34%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SAFINA LTD                     | Safina Ltd                                                                  | CUSIP: 78657AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    471348 | PA      | $461583.25    | 0.63%             | 2023-12-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHARR TX ECON DEV CORP SALES T | Pharr Economic Development Corp                                             | CUSIP: 717185AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $234682.05    | 0.32%             | 2026-08-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II C PTE LTD         | WLB Asset II C Pte Ltd                                                      | CUSIP: BS8095082<br>LEI: 549300QP5TA3PCYZ7Y92 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $230005.68    | 0.32%             | 2025-12-23      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | HAT Holdings I LLC                                                          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $217200.00    | 0.30%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP          | Unilever Capital Corp                                                       | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234162.11    | 0.32%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FORT WAYNE IN ECON DEV SOLID W | City of Fort Wayne IN                                                       | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $493059.55    | 0.68%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO | California Municipal Finance Authority                                      | CUSIP: 13049SDP6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    440000 | PA      | $402853.04    | 0.55%             | 2025-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR  | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |    239001 | NS      | $239000.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128083 | PA      | $111184.25    | 0.15%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust             | HERO Funding Trust                                                          | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112701 | PA      | $107082.19    | 0.15%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                    | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $235569.96    | 0.32%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| LULWA LTD                      | Lulwa Ltd                                                                   | CUSIP: 55002RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    505966 | PA      | $485701.30    | 0.67%             | 2025-03-26      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252774 | PA      | $177964.56    | 0.24%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE | California Municipal Finance Authority                                      | CUSIP: 13048VNB0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     45000 | PA      | $44335.67     | 0.06%             | 2023-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DBUBS Mortgage Trust           | DBUBS Mortgage Trust                                                        | CUSIP: 23305JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223765.38    | 0.31%             | 2034-10-10      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                       | BX TRUST                                                                    | CUSIP: 05610FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $237538.98    | 0.33%             | 2039-01-17      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50694.64     | 0.07%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31430WET7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $381262.31    | 0.52%             | 2023-10-07      | Fixed         | 0.45%                 | Yes           |                  2 | On Loan: No      |
| PENTA AIRCRAFT LEASING 2       | Penta Aircraft Leasing LLC                                                  | CUSIP: 709604AA0<br>LEI: 549300GE30W07HVKDT53 | Long             | DBT              | CORP              | US        |    440801 | PA      | $423351.72    | 0.58%             | 2025-04-29      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196338.17    | 0.27%             | 2023-09-29      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP        | Florida Development Finance Corp                                            | CUSIP: 340618DF1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    250000 | PA      | $249307.30    | 0.34%             | 2057-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA            | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $499753.12    | 0.69%             | 2023-01-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &  | New York State Energy Research & Development Authority                      | CUSIP: 64985VAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $428936.01    | 0.59%             | 2023-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH     | Redevelopment Authority of the City of Philadelphia                         | CUSIP: 717868GM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $137072.10    | 0.19%             | 2025-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables Owner Trust                                         | CUSIP: 89190GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27175 | PA      | $27127.16     | 0.04%             | 2024-01-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC          | BB Blue Financing DAC                                                       | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $244032.50    | 0.34%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3201000 | PA      | $3162988.13   | 4.35%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292228 | PA      | $222637.11    | 0.31%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC         | International Development Association                                       | CUSIP: 45939EAA8<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $496999.64    | 0.68%             | 2023-04-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WLB ASSET II B                 | WLB Asset II B Pte Ltd                                                      | CUSIP: BM9352774<br>LEI: 549300MGGSM9XCNTYR69 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $234439.25    | 0.32%             | 2024-12-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association (FNMA)                                | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $488274.79    | 0.67%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP       | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    201048 | PA      | $180336.29    | 0.25%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223069.78    | 0.31%             | 2036-07-15      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| MORRIS CNTY NJ IMPT AUTH LEASE | Morris County Improvement Authority                                         | CUSIP: 618027CG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $638749.93    | 0.88%             | 2023-06-15      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX TRUST                                                                    | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238959.58    | 0.33%             | 2039-01-17      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $218985.00    | 0.30%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC             | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273658 | PA      | $234374.97    | 0.32%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING      | TerraForm Power Operating LLC                                               | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |    995000 | PA      | $989248.90    | 1.36%             | 2029-05-21      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| WASHINGTON AIRCRAFT 2 CO       | Washington Aircraft 2 Co Ltd                                                | CUSIP: 937257AA1<br>LEI: 213800HU3KCKPYWP9238 | Long             | DBT              | CORP              | IE        |    426029 | PA      | $425363.81    | 0.59%             | 2024-06-26      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND          | Reinvestment Fund, Inc                                                      | CUSIP: 75936LAG9<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248885.37    | 0.34%             | 2023-02-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy                                                          | CUSIP: 63902HAF6<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    550000 | PA      | $536972.57    | 0.74%             | 2023-07-01      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                        | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298455.46    | 0.41%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP              | International Finance Corp                                                  | CUSIP: 45950VQM1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $249814.03    | 0.34%             | 2024-04-03      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust             | HERO Funding Trust                                                          | CUSIP: 42772BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    124955 | PA      | $109396.65    | 0.15%             | 2057-09-20      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5050000 | PA      | $5022382.81   | 6.91%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust         | Tesla Auto Lease Trust                                                      | CUSIP: 88167HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247331.45    | 0.34%             | 2024-02-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT       | US Department of Housing and Urban Development (HUD)                        | CUSIP: 911759MW5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    250000 | PA      | $246928.46    | 0.34%             | 2023-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK          | Nederlandse Waterschapsbank NV                                              | CUSIP: 639832AG9<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $236436.24    | 0.33%             | 2025-01-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A         | Delta Air Lines Pass Through Trust                                          | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232231 | PA      | $197204.75    | 0.27%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust                                                                    | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $246212.70    | 0.34%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC      | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304475 | PA      | $237472.57    | 0.33%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust  | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $214151.88    | 0.29%             | 2034-04-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC       | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450757 | PA      | $410211.41    | 0.56%             | 2028-11-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD Mortgage Trust                                                         | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $479693.00    | 0.66%             | 2036-11-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO       | Inter-American Investment Corp                                              | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $239408.74    | 0.33%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust         | One Market Plaza Trust                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240660.48    | 0.33%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON                  | UBS AG.                                                                     | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $297908.08    | 0.41%             | 2024-08-09      | Variable      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     27000 | PA      | $26818.68     | 0.04%             | 2042-07-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy                                                          | CUSIP: 63902HAT6<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283296.26    | 0.39%             | 2026-03-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                  | NongHyup Bank                                                               | CUSIP: 65540JAE8<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    260000 | PA      | $234906.93    | 0.32%             | 2025-07-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340961 | PA      | $268847.52    | 0.37%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO          | Brooklyn Union Gas Co                                                       | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572272.81    | 0.79%             | 2027-08-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp     | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  13700000 | PA      | $13700000.00  | 18.84%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC        | Magna International, Inc                                                    | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $488704.59    | 0.67%             | 2024-06-15      | Fixed         | 3.62%                 | 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        |    250000 | PA      | $227486.83    | 0.31%             | 2036-07-15      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications, Inc                                                 | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243701.92    | 0.34%             | 2026-03-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust                                                | CUSIP: 36252TAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134722 | PA      | $129144.91    | 0.18%             | 2049-05-10      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA        | Delta Air Lines Pass Through Trust                                          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212629 | PA      | $181064.81    | 0.25%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust                                                            | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27382754 | PA      | $440002.52    | 0.61%             | 2041-07-15      | Variable      | 0.26%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                    | Federal Home Loan Mortgage Corp (FHLMC)                                     | CUSIP: 3137EAER6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $246541.92    | 0.34%             | 2023-05-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Renew Financial                | Renew                                                                       | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     29374 | PA      | $26558.97     | 0.04%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP        | International Bank for Reconstruction & Development                         | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $229337.50    | 0.32%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer