# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000271
**Filing Date:** 2026-2
**Character Count:** 118143
**Document Hash:** f94e1b517bc567e1fcb2ceab0c13976e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000271.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001084380-26-000271

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260225

**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:** 26680778

**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 Duration Impact Bond Fund (Series ID: S000063523)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000205816 | Class R6         | TSDJX           |
| C000205817 | Premier Class    | TSDFX           |
| C000205818 | Class A          | TSDBX           |
| C000205819 | Retirement Class | TSDDX           |
| C000205820 | Class I          | TSDHX           |

## 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 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:** 2026-03-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $227935759.00

**Total Liabilities:** $1059618.00

**Net Assets:** $226876141.00

**Cash Not Reported:** $437.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1264.45000000 | **1-Year:** -14156.35000000 | **5-Year:** -19566.45000000 | **10-Year:** -2560.64000000 | **30-Year:** -990.34000000

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

- **3-Month:** -285.69000000 | **1-Year:** -1099.86000000 | **5-Year:** -3062.20000000 | **10-Year:** -561.71000000 | **30-Year:** -1040.96000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205817 | 0.44%                | 0.41%                | 0.31%                |
| Class ID C000205819 | 0.43%                | 0.41%                | 0.30%                |
| Class ID C000205820 | 0.44%                | 0.42%                | 0.32%                |
| Class ID C000205818 | 0.42%                | 0.40%                | 0.30%                |
| Class ID C000205816 | 0.45%                | 0.43%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $54958.46                | $-15561.42                                 |
| Month 2  | $16387.23                | $265923.03                                 |
| Month 3  | $2422.76                 | $-105622.95                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALEXANDRIA REAL ESTATE E                                                    | Alexandria Real Estate Equities, Inc                                        | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1856664.09   | 0.82%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                        | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $363222.30    | 0.16%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                             | Inter-American Development Bank                                             | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $998386.25    | 0.44%             | 2029-02-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: 04522N2A7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1125000 | PA      | $1125301.44   | 0.50%             | 2026-04-15      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1250000 | PA      | $1260038.11   | 0.56%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                      | Solar Star Funding LLC                                                      | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2062646 | PA      | $1970221.63   | 0.87%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                       | Evergy Kansas Central, Inc                                                  | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1774190.77   | 0.78%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                               | Trustees of Dartmouth College                                               | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252200.10    | 0.11%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                  | Caisse d'Amortissement de la Dette Sociale                                  | CUSIP: ZM5029263<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    476000 | PA      | $476005.16    | 0.21%             | 2026-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                      | Private Export Funding Corp                                                 | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471828.96    | 0.21%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                  | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254711 | PA      | $243137.64    | 0.11%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                   | Korea Electric Power Corp                                                   | CUSIP: 500631BJ4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $996653.83    | 0.44%             | 2030-11-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp                                                        | Protective Life Corp                                                        | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504725.83   | 0.66%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| City of Oakland CA                                                          | City of Oakland CA                                                          | CUSIP: 672240ZH4<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |    750000 | PA      | $753156.45    | 0.33%             | 2027-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                              | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2030301.39   | 0.89%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                    | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $452577.78    | 0.20%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Finance Facility for Immunisation Co                          | International Finance Facility for Immunisation Co                          | CUSIP: YU6831645<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $503930.68    | 0.22%             | 2027-10-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                    | Equitable Financial Life Global Funding                                     | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1114018.47   | 0.49%             | 2026-07-12      | Fixed         | 1.30%                 | 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      | $269297.46    | 0.12%             | 2036-11-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                    | Arizona Industrial Development Authority                                    | CUSIP: 04052AEL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011876.00   | 0.45%             | 2029-10-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                      | Verizon Communications, Inc                                                 | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881677.70    | 0.39%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                                     | New York State Electric & Gas Corp                                          | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $1842571.69   | 0.81%             | 2031-10-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                       | Switch ABS Issuer LLC                                                       | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $728942.74    | 0.32%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DEERFIELD IL                                                                | Village of Deerfield IL                                                     | CUSIP: 244415JP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250011.00    | 0.11%             | 2028-12-01      | Fixed         | 4.00%                 | 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        |    216877 | PA      | $213955.13    | 0.09%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                               | KEB Hana Bank                                                               | CUSIP: 482466AH2<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1002150.00   | 0.44%             | 2028-10-21      | Variable      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Capital Impact Partners                                                     | Capital Impact Partners                                                     | CUSIP: 140192AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $512106.05    | 0.23%             | 2030-08-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                    | United States International Development Finance Corp                        | CUSIP: 90376PAX9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    125344 | PA      | $118569.75    | 0.05%             | 2029-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                                       | Low Income Investment Fund                                                  | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $722919.21    | 0.32%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                          | Sunnova Helios VII Issuer LLC                                               | CUSIP: 86745RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175657 | PA      | $149439.62    | 0.07%             | 2048-10-20      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| YMCA of Greater New York                                                    | YMCA of Greater New York                                                    | CUSIP: 98425BAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $503234.27    | 0.22%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                          | Metropolitan Life Global Funding I                                          | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    607000 | PA      | $611230.40    | 0.27%             | 2027-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Jersey City Municipal Utilities Authority                                   | Jersey City Municipal Utilities Authority                                   | CUSIP: 476624DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250860.25    | 0.11%             | 2026-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                        | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1356193.28   | 0.60%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                      | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203594 | PA      | $123154.20    | 0.05%             | 2052-06-20      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                     | Public Service Co of Colorado                                               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248780.25    | 0.11%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                    | Interstate Power and Light Co                                               | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2747908.57   | 1.21%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                           | Council Of Europe Development Bank                                          | CUSIP: 222213BC3<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $999833.93    | 0.44%             | 2026-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                 | Hertz Vehicle Financing III LLC                                             | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514862.00    | 0.23%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Montgomery County Housing Opportunities Commission                          | Montgomery County Housing Opportunities Commission                          | CUSIP: 61335AAB1<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251673.40    | 0.11%             | 2026-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WINDERMERE AVIATION LLC                                                     | Windermere Aviation LLC                                                     | CUSIP: 973204AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92556 | PA      | $91909.64     | 0.04%             | 2026-05-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                      | Mosaic Solar Loan Trust                                                     | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179571 | PA      | $152359.17    | 0.07%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                    | Arizona Industrial Development Authority                                    | CUSIP: 04052AEK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008885.90   | 0.44%             | 2028-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE S.A.                                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1665000 | PA      | $1637832.16   | 0.72%             | 2027-10-19      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                         | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $490391.76    | 0.22%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                 | CitiBank NA                                                                 | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007203.89   | 0.44%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                      | New York State Energy Research & Development Authority                      | CUSIP: 64985VAW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $819786.25    | 0.36%             | 2027-04-01      | Fixed         | 5.82%                 | 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        |    215399 | PA      | $217719.27    | 0.10%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                  | SYSCO Corp                                                                  | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516269.42    | 0.23%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THIRAX 1 LLC                                                                | Thirax  LLC                                                                 | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618033 | PA      | $551613.92    | 0.24%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $301688.25    | 0.13%             | 2027-08-16      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co Pjsc Masdar                                      | Abu Dhabi Future Energy Co Pjsc Masdar                                      | CUSIP: YO5079174<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1017235.51   | 0.45%             | 2030-05-21      | Fixed         | 4.88%                 | 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      | $232053.88    | 0.10%             | 2036-07-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                         | Frontier Issuer LLC                                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252290.50    | 0.11%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| CIF Capital Markets Mechanism PLC                                           | CIF Capital Markets Mechanism plc                                           | CUSIP: YS5628724<br>LEI: 21380087AGD9RSA4SK17 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2037416.40   | 0.90%             | 2028-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                               | Tesla Auto Lease Trust                                                      | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502042.25    | 0.22%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| STWD 2021-LIH Mortgage Trust                                                | STWD Mortgage Trust                                                         | CUSIP: 78486EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1497582.45   | 0.66%             | 2036-11-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                             | Inter-American Development Bank                                             | CUSIP: YJ9986359<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $998610.00    | 0.44%             | 2030-11-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42770XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102203 | PA      | $98161.42     | 0.04%             | 2042-09-20      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL WIND                                                            | Continental Wind LLC                                                        | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423073 | PA      | $433168.04    | 0.19%             | 2033-02-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                    | Asian Infrastructure Investment Bank                                        | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1995374.74   | 0.88%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust 2024-1                                       | Tesla Sustainable Energy Trust                                              | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1188728 | PA      | $1193417.25   | 0.53%             | 2050-06-21      | Fixed         | 5.08%                 | 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      | $498973.90    | 0.22%             | 2036-11-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                              | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278766.83    | 0.12%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                                       | International Finance Facility for Immunisation Co                          | CUSIP: BP0704505<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |   2000000 | PA      | $1983165.98   | 0.87%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                              | AutoNation, Inc                                                             | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1052889.24   | 0.46%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                  | International Finance Corp                                                  | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   1550000 | PA      | $1550698.76   | 0.68%             | 2027-07-30      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                 | CitiBank NA                                                                 | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1022098.22   | 0.45%             | 2027-11-19      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                   | Korea Electric Power Corp                                                   | CUSIP: 500631BG0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $998870.00    | 0.44%             | 2028-11-12      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                    | Prudential Financial, Inc                                                   | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990640.42   | 0.88%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5148000 | PA      | $5123466.59   | 2.26%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                | AES Corp                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2197450.49   | 0.97%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate & Investment Bank SA                              | Credit Agricole Corporate & Investment Bank S.A.                            | CUSIP: 22534W5E4<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $997513.62    | 0.44%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                      | New York State Energy Research & Development Authority                      | CUSIP: 64985VBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $361149.81    | 0.16%             | 2040-04-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                    | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1295189.45   | 0.57%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                  | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403477 | PA      | $388969.71    | 0.17%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Corp                                                           | Toyota Motor Corp                                                           | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202444.53    | 0.09%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                      | Iowa Finance Authority                                                      | CUSIP: 46246JNP6<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    350000 | PA      | $355152.98    | 0.16%             | 2027-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                               | Tesla Auto Lease Trust                                                      | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306432 | PA      | $307426.82    | 0.14%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Air Canada 2015-1 Class A Pass Through Trust                                | Air Canada 2015-1 Class A Pass Through Trust                                | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    554406 | PA      | $548132.15    | 0.24%             | 2027-03-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                               | TerraForm Power Operating, LLC, Term Loan B                                 | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |    643500 | PA      | $645111.97    | 0.28%             | 2029-05-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                         | Frontier Issuer LLC                                                         | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $309307.23    | 0.14%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                       | AvalonBay Communities, Inc                                                  | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944939.77    | 0.42%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                         | JPMorgan Chase & Co                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    925000 | PA      | $943400.59    | 0.42%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                                                     | Air Canada Pass Through Trust                                               | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    391376 | PA      | $374025.35    | 0.16%             | 2030-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                         | International Bank for Reconstruction & Development                         | CUSIP: 459058MA8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1001162.90   | 0.44%             | 2032-03-31      | Fixed         | 1.09%                 | No            |                  3 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: BO9842275<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1000320.00   | 0.44%             | 2026-04-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                      | Japan International Cooperation Agency                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $202453.72    | 0.09%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Henry J Kaiser Family Foundation/CA                                         | Henry J Kaiser Family Foundation                                            | CUSIP: 426767AC3<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000931.03   | 0.44%             | 2030-12-01      | Fixed         | 4.21%                 | 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        |    212214 | PA      | $201638.98    | 0.09%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust                                         | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     50000 | PA      | $51907.82     | 0.02%             | 2043-06-25      | Variable      | 7.46%                 | 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        |    164544 | PA      | $160801.57    | 0.07%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $621662.57    | 0.27%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                 | Starwood Property Trust, Inc                                                | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181308.96    | 0.08%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7568000 | PA      | $7553218.79   | 3.33%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                 | Starwood Property Trust, Inc                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    263000 | PA      | $274202.22    | 0.12%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                    | Japan Bank for International Cooperation                                    | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $505697.26    | 0.22%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                    | Kaiser Foundation Hospitals                                                 | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3069665.10   | 1.35%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D                                                              | WLB Asset II D Pte Ltd                                                      | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |    244631 | PA      | $237085.71    | 0.10%             | 2026-12-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corp                                                       | Unilever Capital Corp                                                       | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026669.63   | 0.45%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANDALWOOD 2013 LLC                                                         | Sandalwood LLC                                                              | CUSIP: 79977TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5612 | PA      | $5605.68      | 0.00%             | 2026-02-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                   | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256977.09    | 0.11%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                  | Pfizer, Inc                                                                 | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943566.87    | 0.42%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bridge Housing Corp                                                         | Bridge Housing Corp                                                         | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $705878.07    | 0.31%             | 2030-07-15      | Fixed         | 3.25%                 | 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      | $248982.10    | 0.11%             | 2026-08-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                           | USAA Capital Corp                                                           | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230594.94    | 0.10%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Illinois Housing Development Authority                                      | Illinois Housing Development Authority                                      | CUSIP: 45203MEF4<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    470000 | PA      | $469540.67    | 0.21%             | 2026-04-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                      | HAT Holdings I LLC                                                          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $272257.05    | 0.12%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                           | International Finance Corp                                                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $995564.31    | 0.44%             | 2026-04-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                    | Principal Life Global Funding II                                            | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2556939.58   | 1.13%             | 2026-08-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                      | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560973.01    | 0.25%             | 2028-05-26      | Fixed         | 5.50%                 | 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        |    117179 | PA      | $11.72        | 0.00%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                      | CHI Commercial Mortgage Trust                                               | CUSIP: 16706GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    975000 | PA      | $8819.36      | 0.00%             | 2042-04-15      | Variable      | 0.30%                 | 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        |     30000 | PA      | $30863.17     | 0.01%             | 2043-07-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                             | Inter-American Development Bank                                             | CUSIP: 4581X0DT2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1300000 | PA      | $1299957.26   | 0.57%             | 2026-02-10      | Variable      | 4.03%                 | 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        |    254142 | NS      | $254142.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WLB Asset VI Pte Ltd                                                        | WLB Asset VI Pte Ltd                                                        | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | CORP              | MU        |    246972 | PA      | $256808.91    | 0.11%             | 2027-12-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-609M                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501237.90    | 0.22%             | 2042-08-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                      | Asian Development Bank                                                      | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $987963.76    | 0.44%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                      | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79902 | PA      | $70759.29     | 0.03%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                       | Norfolk Southern Corp                                                       | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $679148.39    | 0.30%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Broomfield Urban Renewal Authority                                          | Broomfield Urban Renewal Authority                                          | CUSIP: 114778BE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $558495.85    | 0.25%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67579 | PA      | $65717.71     | 0.03%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                       | MidAmerican Energy Co                                                       | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494068.81    | 0.22%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                       | Province of Ontario Canada                                                  | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $440103.99    | 0.19%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ETHIOPIAN LEASING 2012                                                      | Ethiopian Leasing 2012 LLC                                                  | CUSIP: 29766DAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12383 | PA      | $12332.75     | 0.01%             | 2026-05-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Arab Energy Fund /The                                                       | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1033652.00   | 0.46%             | 2029-05-02      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                         | JPMorgan Chase & Co                                                         | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031444.12   | 0.90%             | 2027-10-22      | Fixed         | 6.07%                 | 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        |    218643 | PA      | $153636.45    | 0.07%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                          | New York State Electric & Gas Corp                                          | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520096.97    | 0.23%             | 2028-08-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                    | BX TRUST                                                                    | CUSIP: 05610FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749722.05    | 0.33%             | 2039-01-17      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                        | CUSIP: 780082AQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1009903.16   | 0.45%             | 2026-12-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WARM SPRINGS OR RESERVATION CO                                              | Warm Springs Reservation Confederated Tribe                                 | CUSIP: 934312AS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245519.33    | 0.11%             | 2026-11-01      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                        | Arab Petroleum Investments Corp                                             | CUSIP: BR6669963<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |   2200000 | PA      | $2155029.80   | 0.95%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                                                       | Liberty Utilities Finance GP                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $453377.00    | 0.20%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| California State Public Works Board                                         | California State Public Works Board                                         | CUSIP: 13068XRS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205076.03    | 0.09%             | 2026-11-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                     | Japan International Cooperation Agency                                      | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    250000 | PA      | $251120.58    | 0.11%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                             | DTE Electric Co                                                             | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958437.73    | 0.42%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Air Canada 2015-2 Class AA Pass Through Trust                               | Air Canada 2015-2 Class AA Pass Through Trust                               | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1029063 | PA      | $1014584.55   | 0.45%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| City & County of San Francisco CA                                           | City & County of San Francisco CA                                           | CUSIP: 79773KSJ4<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2501608.25   | 1.10%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                      | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31430WJB1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $734490.31    | 0.32%             | 2026-10-14      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                                                       | BB Blue Financing DAC                                                       | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $244177.55    | 0.11%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18413000 | PA      | $18377756.41  | 8.10%             | 2027-11-30      | Fixed         | 3.38%                 | 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        |    216113 | PA      | $177532.36    | 0.08%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                                                | ING Groep NV                                                                | CUSIP: AV5959425<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1150000 | PA      | $1150067.06   | 0.51%             | 2026-01-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                              | Starbucks Corp                                                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744797.19    | 0.33%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                         | Frontier Issuer LLC                                                         | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $257377.68    | 0.11%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                                                                | AES Corp                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    580000 | PA      | $525850.33    | 0.23%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                            | Comision Federal de Electricidad                                            | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $254537.50    | 0.11%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Iowa Finance Authority                                                      | Iowa Finance Authority                                                      | CUSIP: 46247SBC7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    250000 | PA      | $246319.93    | 0.11%             | 2026-08-01      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                   | Toronto-Dominion Bank                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1822065.55   | 0.80%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                              | Inter-American Investment Corp                                              | CUSIP: BN8953919<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $249110.35    | 0.11%             | 2026-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos, Inc                                                           | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250544.52    | 0.11%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                    | United States International Development Finance Corp                        | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    125344 | PA      | $120256.87    | 0.05%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                 | Private Export Funding Corp                                                 | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    668000 | PA      | $679741.20    | 0.30%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                 | BNP Paribas S.A.                                                            | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1430000 | PA      | $1412104.65   | 0.62%             | 2027-06-30      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                       | International Development Association                                       | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |    425000 | PA      | $435062.33    | 0.19%             | 2029-11-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| African Development Bank                                                    | African Development Bank                                                    | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $3015728.73   | 1.33%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Campbell's Company                                                      | Campbell Soup Co                                                            | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281714.66    | 0.12%             | 2029-03-21      | Fixed         | 5.20%                 | 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      | $174427.23    | 0.08%             | 2036-07-15      | Variable      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                    | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2986811.40   | 1.32%             | 2027-02-24      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| AFLAC INC                                                                   | Aflac, Inc                                                                  | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1750613.41   | 0.77%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| New York State Energy Research & Development Authority                      | New York State Energy Research & Development Authority                      | CUSIP: 64985VBE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250273.45    | 0.11%             | 2026-04-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Columbus Metropolitan Housing Authority                                     | Columbus Metropolitan Housing Authority                                     | CUSIP: 19951ABD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000348.00   | 0.44%             | 2028-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                                      | Air Canada 2020-2, Class A Pass Through Trust                               | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    398972 | PA      | $407793.42    | 0.18%             | 2029-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                     | Inter-American Development Bank                                             | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $991390.18    | 0.44%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MAC Trust 2025-801B                                                         | MAC Trust                                                                   | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $315942.98    | 0.14%             | 2040-10-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                    | BX TRUST                                                                    | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249945.25    | 0.11%             | 2039-01-17      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc                                                           | EOG Resources, Inc                                                          | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1028987.74   | 0.45%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  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      | $238398.25    | 0.11%             | 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        |    230070 | PA      | $193760.21    | 0.09%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                   | Maryland Health & Higher Educational Facilities Authority                   | CUSIP: 57421CMR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $300420.87    | 0.13%             | 2030-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                             | ContourGlobal Power Holdings S.A.                                           | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $257777.50    | 0.11%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                       | International Development Association                                       | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | N/A       |    450000 | PA      | $453551.50    | 0.20%             | 2030-06-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                               | Tesla Auto Lease Trust                                                      | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124523 | PA      | $124611.36    | 0.05%             | 2027-01-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                        | CUSIP: 780082AH6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245246.39    | 0.11%             | 2026-09-14      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                            | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2003720.74   | 0.88%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                   | PG&E Recovery Funding LLC                                                   | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433944 | PA      | $441161.31    | 0.19%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                  | International Finance Corp                                                  | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   2265000 | PA      | $2265379.30   | 1.00%             | 2026-03-16      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                       | Truist Financial Corp                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1740193.66   | 0.77%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                          | Sunnova Helios XI Issuer LLC                                                | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215627 | PA      | $197468.38    | 0.09%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC             | California Buyer Ltd                                                        | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1001649.00   | 0.44%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                   | Apple, Inc                                                                  | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487171.19   | 0.66%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                          | HERO Funding Trust                                                          | CUSIP: 42772BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     84465 | PA      | $73297.04     | 0.03%             | 2057-09-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM Mortgage Trust                                                         | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100470.88    | 0.04%             | 2040-08-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                      | OPEC Fund for International Development                                     | CUSIP: ZM4994749<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1500335.49   | 0.66%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                   | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $679289.00    | 0.30%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                         | Fifth Third Bancorp                                                         | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980909.62    | 0.43%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                        | Bank of America Corp                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520975.50    | 0.23%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| City of North Platte NE Combined Utilities Revenue                          | City of North Platte NE Combined Utilities Revenue                          | CUSIP: 66161PAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252957.60    | 0.11%             | 2027-12-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                            | WULF COMPUTE LLC                                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $509972.97    | 0.22%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                    | Asian Infrastructure Investment Bank                                        | CUSIP: BY3255019<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $201125.50    | 0.09%             | 2027-08-16      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                     | Bank of ,NV Scotia                                                          | CUSIP: 06418BAA6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1960178.00   | 0.86%             | 2026-10-13      | Fixed         | 1.19%                 | Yes           |                  2 | On Loan: No      |
| Canada Government International Bond                                        | Canada Government International Bond                                        | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $252607.06    | 0.11%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607GRZ9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2941655.79   | 1.30%             | 2027-01-19      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                    | Inter-American Investment Corp                                              | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $504370.10    | 0.22%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  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        |    150908 | PA      | $145315.66    | 0.06%             | 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      | $252170.80    | 0.11%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                                                | ING Groep NV                                                                | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1260000 | PA      | $1260073.47   | 0.56%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                   | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253062 | PA      | $230712.18    | 0.10%             | 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        |    200000 | PA      | $173816.42    | 0.08%             | 2034-04-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                    | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218473 | PA      | $211243.72    | 0.09%             | 2028-11-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Jersey City Redevelopment Agency                                            | Jersey City Redevelopment Agency                                            | CUSIP: 476637BN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1506580.50   | 0.66%             | 2026-12-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                | Deutsche Bank AG.                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    275000 | PA      | $293230.32    | 0.13%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                              | STWD Mortgage Trust                                                         | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997865.60    | 0.44%             | 2036-11-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                        | Royal Bank of Canada                                                        | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2008000 | PA      | $1979608.21   | 0.87%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                      | One Market Plaza Trust                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182612 | PA      | $174619.38    | 0.08%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $402608.14    | 0.18%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                            | Fixed Income Clearing Corporation                                           | CUSIP: RPER0WZK0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |   3443000 | PA      | $3443000.00   | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     27000 | PA      | $27931.49     | 0.01%             | 2042-07-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                    | Nature Conservancy                                                          | CUSIP: 63902HAT6<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299375.98    | 0.13%             | 2026-03-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                             | San Diego Gas & Electric Co                                                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281835.52    | 0.12%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Drain District No 1                                          | Hidalgo County Drain District No                                            | CUSIP: 429335NK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500497.90    | 0.22%             | 2026-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                 | BNG Bank NV                                                                 | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $249151.52    | 0.11%             | 2028-05-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                   | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    237000 | PA      | $242832.81    | 0.11%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Centersquare Issuer LLC                                                     | Centersquare Issuer LLC                                                     | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245156.33    | 0.11%             | 2055-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                          | Helios Issuer, LLC                                                          | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422427 | PA      | $390964.99    | 0.17%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                      | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233202 | PA      | $193649.50    | 0.09%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Green Bank                                                      | Connecticut Green Bank                                                      | CUSIP: 207580BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    398000 | PA      | $398096.48    | 0.18%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                     | International Bank for Reconstruction & Development                         | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $495415.00    | 0.22%             | 2028-03-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Denver City & County Housing Authority                                      | Denver City & County Housing Authority                                      | CUSIP: 24917QBQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500575.30    | 0.22%             | 2028-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                   | Toronto-Dominion Bank                                                       | CUSIP: ZK8284158<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2508418.90   | 1.11%             | 2026-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                            | Algonquin Power & Utilities Corp                                            | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $477240.52    | 0.21%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                    | Johnson Controls International plc                                          | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $445772.54    | 0.20%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Clearinghouse Community Development Financial Institution                   | Clearinghouse Community Development Financial Institution                   | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $267700.05    | 0.12%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                              | BBCMS Trust                                                                 | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985037.10    | 0.43%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VII Pte Ltd                                                       | WLB Asset VII Pte Ltd                                                       | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | CORP              | MU        |    250000 | PA      | $250523.75    | 0.11%             | 2029-07-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                               | Southern California Edison Co                                               | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276766.90    | 0.12%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                            | United States Treasury Note                                                 | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7475000 | PA      | $7466240.20   | 3.29%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                     | Centersquare Issuer LLC                                                     | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1446800.40   | 0.64%             | 2055-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp                                                  | International Finance Corp                                                  | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   1145000 | PA      | $1145148.93   | 0.50%             | 2028-08-28      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                            | Zions Bancorp NA                                                            | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999998.61    | 0.44%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                      | Solar Star Funding LLC                                                      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1880259 | PA      | $1916101.10   | 0.84%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corp                                      | New York City Housing Development Corp                                      | CUSIP: 64972KMP7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503537.35    | 0.22%             | 2030-02-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                          | Connecticut Light and Power Co                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509286.38    | 0.22%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                       | Brooklyn Union Gas Co                                                       | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603588.33    | 0.27%             | 2027-08-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                       | Switch ABS Issuer LLC                                                       | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245750.45    | 0.11%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                            | Deutsche Bank AG.                                                           | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $796130.01    | 0.35%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                               | M&T Bank Corp                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507948.08    | 0.22%             | 2029-01-16      | Fixed         | 4.83%                 | 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      | $216205.85    | 0.10%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust 2025-SFT                                      | CHI Commercial Mortgage Trust                                               | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $256515.70    | 0.11%             | 2042-04-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST EARTHQUAKE AUTH                                               | California Earthquake Authority                                             | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506334.35    | 0.22%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                    | New Hampshire Business Finance Authority                                    | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.44%             | 2029-02-01      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                            | Welltower OP LLC                                                            | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1386403.07   | 0.61%             | 2027-02-15      | Fixed         | 2.70%                 | 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        |    973143 | PA      | $929407.00    | 0.41%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Oakland CA                                                          | City of Oakland CA                                                          | CUSIP: 672240ZK7<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |    545000 | PA      | $549752.67    | 0.24%             | 2029-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                                | Constellation Renewables, LLC, Term Loan                                    | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   1397796 | PA      | $1405078.90   | 0.62%             | 2027-12-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                                    | Delta Air Lines Pass Through Trust                                          | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768456 | PA      | $759560.96    | 0.33%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                                   | Trinity Rail Leasing L.P.                                                   | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496931 | PA      | $494022.45    | 0.22%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Ardagh Metal Packaging Finance USA LLC                                      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1280000 | PA      | $1309152.03   | 0.58%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                            | SLG Office Trust                                                            | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27382754 | PA      | $310953.08    | 0.14%             | 2041-07-15      | Variable      | 0.26%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                                                             | Renew                                                                       | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     21117 | PA      | $19663.75     | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                                                        | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1469338.50   | 0.65%             | 2026-10-06      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting