# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-040792
**Filing Date:** 2023-2
**Character Count:** 101966
**Document Hash:** 2cb5c26b7465c956d26cc5f7adfccb65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040792.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040792

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 23670303

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

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

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

## Series and Classes Contracts Data

### TIAA-CREF Green Bond Fund (Series ID: S000063522)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000205811 | Institutional Class | TGRNX           |
| C000205812 | Premier Class       | TGRLX           |
| C000205813 | Retail Class        | TGROX           |
| C000205814 | Retirement Class    | TGRMX           |
| C000205815 | Advisor Class       | TGRKX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** TIAA-CREF Green Bond Fund

- **b. EDGAR series identifier (if any):** S000063522

- **c. LEI of Series:** 5493007M07OW1FP1NK32

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $142473501.00

**Total Liabilities:** $3507921.00

**Net Assets:** $138965580.00

**Delayed Delivery Securities:** $800000.00

**Cash Not Reported:** $14.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -449.24000000 | **1-Year:** -4255.04000000 | **5-Year:** -17188.34000000 | **10-Year:** -23565.52000000 | **30-Year:** -21455.67000000

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

- **3-Month:** -537.02000000 | **1-Year:** -482.48000000 | **5-Year:** -2893.89000000 | **10-Year:** -4157.27000000 | **30-Year:** -3358.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205813 | -1.07%               | 3.14%                | -0.55%               |
| Class ID C000205812 | -1.06%               | 3.15%                | -0.53%               |
| Class ID C000205814 | -1.06%               | 3.15%                | -0.54%               |
| Class ID C000205815 | -1.05%               | 3.15%                | -0.53%               |
| Class ID C000205811 | -1.04%               | 3.16%                | -0.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-87959.69               | $-1776297.17                               |
| Month 2  | $-514376.90              | $4351077.69                                |
| Month 3  | $-485474.23              | $-624589.88                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Manhattan West                        | Manhattan West Mortgage Trust                                               | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $855382.70    | 0.62%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC            | Sunrun Atlas Issuer LLC                                                     | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457726 | PA      | $402708.58    | 0.29%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                | Star Energy Geothermal Wayang Windu Ltd                                     | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    202700 | PA      | $191220.37    | 0.14%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                    | CPT Mortgage Trust                                                          | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $400069.85    | 0.29%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust, Inc                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    285000 | PA      | $249396.50    | 0.18%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST        | Grant County Public Utility District No 2                                   | CUSIP: 387883YU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $191424.70    | 0.14%             | 2040-01-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                    | Sonoco Products Co                                                          | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889185.02    | 0.64%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD DE TRANSMISION               | Sociedad de Transmision Austral S.A.                                        | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    250000 | PA      | $215954.80    | 0.16%             | 2032-01-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EXGEN RENEWABLES IV LLC               | Exgen Renewables IV LLC                                                     | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    461237 | PA      | $457538.03    | 0.33%             | 2027-12-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust                                                      | CUSIP: 88167HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247331.45    | 0.18%             | 2024-02-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)              | Nature Conservancy                                                          | CUSIP: 63902HAM1<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413447.03    | 0.30%             | 2029-07-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA REVENUE              | District of Columbia                                                        | CUSIP: 25483VA79<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    500000 | PA      | $481307.30    | 0.35%             | 2025-02-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292228 | PA      | $222637.11    | 0.16%             | 2048-07-20      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FINGA        | Pennsylvania Economic Development Financing Authority                       | CUSIP: 708686EL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $223401.84    | 0.16%             | 2029-12-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| VNO Mortgage Trust                    | VNDO Trust                                                                  | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $81492.85     | 0.06%             | 2035-01-10      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST              | Federal Realty Investment Trust                                             | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1144942.54   | 0.82%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                 | One Bryant Park Trust                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $410471.80    | 0.30%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                           | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    775000 | PA      | $739580.73    | 0.53%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                          | Avangrid, Inc                                                               | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955770.52    | 0.69%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL GAS CO              | Northwest Natural Gas Co                                                    | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $309641.17    | 0.22%             | 2051-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                | One Market Plaza Trust                                                      | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $471232.45    | 0.34%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust                                                      | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $282664.92    | 0.20%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust         | Alen Mortgage Trust                                                         | CUSIP: 01449NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $224253.25    | 0.16%             | 2034-04-15      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BFLD Trust                            | BFLD Trust                                                                  | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $222512.28    | 0.16%             | 2035-10-15      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| ERP OPERATING LP                      | ERP Operating LP                                                            | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    406000 | PA      | $378592.63    | 0.27%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust                                                      | CUSIP: 88161FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $242355.55    | 0.17%             | 2025-03-20      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $937427.13    | 0.67%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                     | USAA Capital Corp                                                           | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $819394.10    | 0.59%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BANK HAPOALIM                         | Bank Hapoalim BM                                                            | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    250000 | PA      | $214921.50    | 0.15%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Trust                                                                 | CUSIP: 05547HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92587.97     | 0.07%             | 2035-08-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                         | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1845893.04   | 1.33%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU        | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $133628.66    | 0.10%             | 2038-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2040000 | PA      | $2081756.25   | 1.50%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81730 | PA      | $58109.11     | 0.04%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T        | STWD Mortgage Trust                                                         | CUSIP: 78486EAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $373478.12    | 0.27%             | 2036-11-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                    | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1568909.02   | 1.13%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                        | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $196157.50    | 0.14%             | 2031-01-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &         | New York State Energy Research & Development Authority                      | CUSIP: 64985VAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1791142.66   | 1.29%             | 2026-04-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                 | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $688201.28    | 0.50%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425237 | PA      | $369131.73    | 0.27%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust                | One Market Plaza Trust                                                      | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $962641.90    | 0.69%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                   | Bank of Nova Scotia                                                         | CUSIP: 064159QD1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $999004.33    | 0.72%             | 2023-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT              | Interstate Power & Light Co                                                 | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1508610.81   | 1.09%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                      | ABN AMRO Bank NV                                                            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $970353.05    | 0.70%             | 2029-12-13      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                      | Georgia Power Co                                                            | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945430.04    | 0.68%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $842235.80    | 0.61%             | 2052-06-20      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963417.53    | 0.69%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FAMILY FOREST IMPACT                  | Family Forest Impact Foundation LLC                                         | CUSIP: 30701VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $744259.28    | 0.54%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                    | CUSIP: 29878TDB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $965079.52    | 0.69%             | 2025-06-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC              | Duke Energy Progress LLC                                                    | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920515.41    | 0.66%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                  | Sunrun Athena Issuer LLC                                                    | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    226697 | PA      | $207596.13    | 0.15%             | 2049-04-30      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV                                                                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $864144.19    | 0.62%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Corp II                                              | CUSIP: 36250SBD0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1102000 | PA      | $1020989.23   | 0.73%             | 2033-03-10      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                            | Pfizer, Inc                                                                 | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878422.23    | 0.63%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                          | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    227476 | PA      | $210079.93    | 0.15%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR         | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |   1865457 | NS      | $1865457.08   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA               | National Bank of Canada                                                     | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1722788.06   | 1.24%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 690353ZS9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1561587 | PA      | $1458130.65   | 1.05%             | 2033-06-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | United States International Development Finance Corp                        | CUSIP: 90376PAX9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    201048 | PA      | $175385.24    | 0.13%             | 2029-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                | India Cleantech Energy                                                      | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    284100 | PA      | $242704.68    | 0.17%             | 2026-08-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                               | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $837268.00    | 0.60%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944857.09    | 0.68%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                     | Union Electric Co                                                           | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $866055.00    | 0.62%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS               | New York State Electric & Gas Corp                                          | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $837632.93    | 0.60%             | 2031-10-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | SYSCO Corp                                                                  | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $831188.48    | 0.60%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP       | Brookfield Property Partners LP                                             | CUSIP: EP0585729<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     10000 | NS      | $135300.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV              | Southwestern Public Service Co                                              | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $689686.73    | 0.50%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC            | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474782 | PA      | $435530.83    | 0.31%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    529000 | PA      | $503377.86    | 0.36%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA               | Public Service Co of Oklahoma                                               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $796325.76    | 0.57%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY LEVANTE              | Continuum Energy Levanter Pte Ltd                                           | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |    241875 | PA      | $217057.20    | 0.16%             | 2027-02-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                         | CUSIP: 45905URL0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $475104.77    | 0.34%             | 2025-03-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $446243.75    | 0.32%             | 2036-07-15      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                          | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102434 | PA      | $97687.65     | 0.07%             | 2047-09-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA               | Atlantica Sustainable Infrastructure plc                                    | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $239350.78    | 0.17%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust                                                     | CUSIP: 61946NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232865 | PA      | $168361.71    | 0.12%             | 2046-04-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE         | Metropolitan Transportation Authority                                       | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    500000 | PA      | $433220.70    | 0.31%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   4448000 | PA      | $4448000.00   | 3.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LG CHEM LTD                           | LG Chem Ltd                                                                 | CUSIP: 501955AB4<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $456364.97    | 0.33%             | 2029-04-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND OH INCOME TAX REVENU        | City of Cleveland OH Income Tax Revenue                                     | CUSIP: 186387WU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $210489.15    | 0.15%             | 2041-10-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $875940.00    | 0.63%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | J.P. Morgan Chase Commercial Mortgage Securities Trust                      | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1255000 | PA      | $1190904.77   | 0.86%             | 2033-10-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                           | Vistra Corp                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $955429.87    | 0.69%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                 | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $758355.06    | 0.55%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC              | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $688943.35    | 0.50%             | 2046-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                           | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928996.30    | 0.67%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                         | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1637017.86   | 1.18%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC              | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    496605 | PA      | $397889.85    | 0.29%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING             | TerraForm Power Operating LLC                                               | CUSIP: 88103NAK6<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |    995000 | PA      | $989248.90    | 0.71%             | 2029-05-21      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                       | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $320127.68    | 0.23%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Renew Financial                       | Renew                                                                       | CUSIP: 75975BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    177526 | PA      | $151139.75    | 0.11%             | 2056-11-20      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup, Inc                                                              | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239539.72    | 0.17%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                    | Ameren Illinois Co                                                          | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    527000 | PA      | $350546.20    | 0.25%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                     | Southern Power Co                                                           | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470111.11   | 1.06%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &         | New York State Energy Research & Development Authority                      | CUSIP: 64986RAK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $62758.24     | 0.05%             | 2035-04-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99453.13     | 0.07%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                   | OMERS Finance Trust                                                         | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $795523.44    | 0.57%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A        | California Community Choice Financing Authority                             | CUSIP: 13013JBN5<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    800000 | PA      | $789123.44    | 0.57%             | 2029-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                    | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $213917.54    | 0.15%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                | HAT Holdings I LLC                                                          | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $242070.00    | 0.17%             | 2025-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KLICKITAT CNTY WA PUBLIC UTILI        | Klickitat County Public Utilities                                           | CUSIP: 498622KT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $82467.37     | 0.06%             | 2038-12-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC            | Sunrun Callisto Issuer LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363751 | PA      | $321745.16    | 0.23%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                 | BB Blue Financing DAC                                                       | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $976130.00    | 0.70%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust                                                     | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543913 | PA      | $428875.80    | 0.31%             | 2052-06-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252774 | PA      | $177964.56    | 0.13%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                    | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1250000 | PA      | $1060287.50   | 0.76%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC              | Duke Energy Progress LLC                                                    | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $799904.20    | 0.58%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                     | CDP Financial, Inc                                                          | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $222182.13    | 0.16%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | United States International Development Finance Corp                        | CUSIP: 90376PBH3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    239913 | PA      | $191658.96    | 0.14%             | 2038-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT              | Kaiser Foundation Hospitals                                                 | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $724567.00    | 0.52%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU        | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $100393.02    | 0.07%             | 2037-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                  | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $790486.27    | 0.57%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS C        | City of Los Angeles Department of Airports Customer Facility Charge Revenue | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $503298.90    | 0.36%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                  | Arab Petroleum Investments Corp                                             | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $267000.85    | 0.19%             | 2026-10-06      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust                                                     | CUSIP: 61947DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309803 | PA      | $269414.72    | 0.19%             | 2046-12-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust                | One Market Plaza Trust                                                      | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $924517.10    | 0.67%             | 2032-02-10      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| GALLATIN CNTY MT INDL DEV REVE        | County of Gallatin MT                                                       | CUSIP: 363671BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $260390.00    | 0.19%             | 2027-09-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| XYLEM INC                             | Xylem, Inc                                                                  | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $859966.48    | 0.62%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                       | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936219.10    | 0.67%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo, Inc                                                                | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942890.24    | 0.68%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                          | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112701 | PA      | $107082.19    | 0.08%             | 2041-09-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | J.P. Morgan Chase Commercial Mortgage Securities Trust                      | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $936374.60    | 0.67%             | 2033-10-15      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO              | Inter-American Investment Corp                                              | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $957634.95    | 0.69%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OHIO ST AIR QUALITY DEV AUTH E        | Ohio Air Quality Development Authority                                      | CUSIP: 67754AAE4<br>LEI: 549300DZUU80AYOR6M80 | Long             | DBT              | MUN               | US        |    500000 | PA      | $439238.30    | 0.32%             | 2048-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT               | Wisconsin Power and Light Co                                                | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915192.03    | 0.66%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note                                                 | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $298957.03    | 0.22%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                        | Mastercard, Inc                                                             | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $812315.95    | 0.58%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                  | CUSIP: 037833BU3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997247.14    | 0.72%             | 2023-02-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                            | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979959.30    | 0.71%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | Santander Holdings USA, Inc                                                 | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1811231.07   | 1.30%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                          | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48042 | PA      | $45498.88     | 0.03%             | 2047-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust         | GCT Commercial Mortgage Trust                                               | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $195301.81    | 0.14%             | 2038-02-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN VULCAN ISSUER LLC              | Sunrun Vulcan Issuer LLC                                                    | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234035 | PA      | $188092.87    | 0.14%             | 2052-01-30      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC              | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $781862.38    | 0.56%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 90376PAD3<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    201048 | PA      | $180336.29    | 0.13%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MFT Trust                             | MFT Trust                                                                   | CUSIP: 55316TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $176774.70    | 0.13%             | 2040-08-10      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83711.58     | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                            | PacifiCorp                                                                  | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $652789.11    | 0.47%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                     | Union Electric Co                                                           | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $790377.28    | 0.57%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST        | Grant County Public Utility District No 2                                   | CUSIP: 387883YY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $600000.00    | 0.43%             | 2023-01-01      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                | HAT Holdings I LLC                                                          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $217200.00    | 0.16%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $436365.60    | 0.31%             | 2054-11-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                         | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $483040.12    | 0.35%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                     | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $854615.66    | 0.61%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | Overseas Private Investment Corp (OPIC)                                     | CUSIP: 6903536P7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    201048 | PA      | $184114.12    | 0.13%             | 2029-10-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust                                                     | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144230 | PA      | $120316.81    | 0.09%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| LG CHEM LTD                           | LG Chem Ltd                                                                 | CUSIP: 501955AE8<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    570000 | PA      | $551681.69    | 0.40%             | 2025-07-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSALTA CORP                        | TransAlta Corp                                                              | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $510640.67    | 0.37%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934960.68    | 0.67%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.               | Loanpal Solar Loan Ltd                                                      | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171926 | PA      | $130752.79    | 0.09%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                   | Sunnova Energy Corp                                                         | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241215.30    | 0.17%             | 2026-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                 | Evergy, Inc                                                                 | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230269.36    | 0.17%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                        | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920375.69    | 0.66%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MORRIS CNTY NJ IMPT AUTH LEASE        | Morris County Improvement Authority                                         | CUSIP: 618027CL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $146784.41    | 0.11%             | 2027-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust         | NYC Commercial Mortgage Trust                                               | CUSIP: 67076XAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11470000 | PA      | $193120.39    | 0.14%             | 2043-04-10      | Variable      | 0.23%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV               | European Bank for Reconstruction & Development                              | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $237435.60    | 0.17%             | 2024-09-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | United States International Development Finance Corp                        | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $219119.64    | 0.16%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDING              | LTR Intermediate Holdings, Inc                                              | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |    492500 | PA      | $449406.25    | 0.32%             | 2028-05-05      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple, Inc                                                                  | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1506748.46   | 1.08%             | 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        |    124955 | PA      | $109396.65    | 0.08%             | 2057-09-20      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO        | California Municipal Finance Authority                                      | CUSIP: 13049SDK7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    180000 | PA      | $153436.54    | 0.11%             | 2048-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $709311.47    | 0.51%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP              | Host Hotels & Resorts LP                                                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $764964.11    | 0.55%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER               | Southwestern Electric Power Co                                              | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $657400.85    | 0.47%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                  | Stanford Health Care                                                        | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $164327.31    | 0.12%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP              | Toyota Motor Credit Corp                                                    | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841335.45    | 0.61%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                        | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $199738.63    | 0.14%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP | Brookfield Infrastructure Partners LP                                       | CUSIP: EP0593202<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |     20000 | NS      | $320998.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BB BLUE FINANCING DAC                 | BB Blue Financing DAC                                                       | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $986020.00    | 0.71%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                      | Kilroy Realty LP                                                            | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $693815.81    | 0.50%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                       | San Diego Gas & Electric Co                                                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $675368.26    | 0.49%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP               | Shinhan Financial Group Co Ltd                                              | CUSIP: 82460P2A2<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $183046.98    | 0.13%             | 2030-02-05      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN JUPITER ISSUER 2022-1,         | Sunrun Jupiter Issuer LLC                                                   | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472915 | PA      | $432579.62    | 0.31%             | 2057-07-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466252 | PA      | $357249.64    | 0.26%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                | Asian Development Bank                                                      | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    579000 | PA      | $529779.82    | 0.38%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO              | Korea East-West Power Co Ltd                                                | CUSIP: 5006EPAL5<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    625000 | PA      | $604284.63    | 0.43%             | 2025-05-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AFLAC INC                             | Aflac, Inc                                                                  | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885969.87    | 0.64%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                     | Union Electric Co                                                           | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $315048.51    | 0.23%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications, Inc                                                 | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1166151.17   | 0.84%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                   | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $444273.04    | 0.32%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223069.78    | 0.16%             | 2036-07-15      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM Mortgage Trust                                                         | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $462724.25    | 0.33%             | 2035-02-10      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust                                                     | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $947359.38    | 0.68%             | 2053-06-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                               | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $844566.44    | 0.61%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                           | Walmart, Inc                                                                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1281762.63   | 0.92%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Vivint Solar Financing LLC            | Vivint Solar Financing VII LLC                                              | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918852 | PA      | $703240.53    | 0.51%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU        | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $189084.96    | 0.14%             | 2036-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                 | Liberty Utilities Finance GP                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $751231.09    | 0.54%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C        | City & County of San Francisco CA Community Facilities District No 2014     | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505342.45    | 0.36%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust                                   | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975853 | PA      | $903155.33    | 0.65%             | 2049-07-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA              | Electricite de France S.A.                                                  | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $240966.55    | 0.17%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GREAT LAKES MI WTR AUTH SEWAGE        | Great Lakes Water Authority Sewage Disposal System Revenue                  | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $180906.62    | 0.13%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING Groep NV                                                                | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $899019.31    | 0.65%             | 2026-07-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                          | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874125.57    | 0.63%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| NATURE CONSERVANCY (THE)              | Nature Conservancy                                                          | CUSIP: 63902HAC3<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259759.87    | 0.19%             | 2024-02-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU        | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $135063.24    | 0.10%             | 2039-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NatWest Group plc                                                           | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246419.53    | 0.18%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                       | DTE Electric Co                                                             | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868982.25    | 0.63%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                | HAT Holdings I LLC                                                          | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $183703.93    | 0.13%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN              | Perusahaan Penerbit SBSN Indonesia III                                      | CUSIP: 71567PAJ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $299250.00    | 0.22%             | 2023-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLEAN ENERGYC        | Massachusetts Clean Energy Cooperative Corp                                 | CUSIP: 575625BD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $250905.56    | 0.18%             | 2032-07-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                | FMG Resources August 2006 Pty Ltd                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $932600.00    | 0.67%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                    | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1132376 | PA      | $969827.43    | 0.70%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| CONSERVATION FUND                     | Conservation Fund                                                           | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1074729.66   | 0.77%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST DEV FIN CORP               | Florida Development Finance Corp                                            | CUSIP: 340618DF1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997229.20    | 0.72%             | 2057-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORP                        | Whirlpool Corp                                                              | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198016.13    | 0.14%             | 2031-05-15      | Fixed         | 2.40%                 | 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        |    350586 | PA      | $335799.90    | 0.24%             | 2036-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923414.43    | 0.66%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                   | NBM US Holdings, Inc                                                        | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241444.86    | 0.17%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust                                                      | CUSIP: 88167HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249106.75    | 0.18%             | 2023-12-20      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                  | DBUBS Mortgage Trust                                                        | CUSIP: 23305JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $447530.75    | 0.32%             | 2034-10-10      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| WLB ASSET II C PTE LTD                | WLB Asset II C Pte Ltd                                                      | CUSIP: BS8095082<br>LEI: 549300QP5TA3PCYZ7Y92 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $460011.36    | 0.33%             | 2025-12-23      | Fixed         | 3.90%                 | Yes           |                  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        |   1152899 | PA      | $1074035.05   | 0.77%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| KFW                                   | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $780923.01    | 0.56%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1766784.96   | 1.27%             | 2026-09-24      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust                                                     | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    797024 | PA      | $601501.48    | 0.43%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Property Partners LP       | Brookfield Property Partners LP                                             | CUSIP: EP0575654<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     10000 | NS      | $152100.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES              | Hyundai Capital Services, Inc                                               | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    350000 | PA      | $303967.82    | 0.22%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                          | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421GAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $257250.60    | 0.19%             | 2039-07-10      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo, Inc                                                                | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $714439.83    | 0.51%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                    | UEP Penonome II S.A.                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    184656 | PA      | $135029.47    | 0.10%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MUNICH RE                             | Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen                  | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $995416.00    | 0.72%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY P        | City of San Francisco CA Public Utilities Commission Water Revenue          | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $186880.70    | 0.13%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                | Asian Development Bank                                                      | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $706031.78    | 0.51%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners LP      | Brookfield Renewable Partners LP                                            | CUSIP: EP0586206<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |     16000 | NS      | $301440.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                 | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $845924.21    | 0.61%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MOUNT SHASTA CA PUBLIC FING AU        | Mount Shasta Public Financing Authority                                     | CUSIP: 623094AR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $193039.27    | 0.14%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    830000 | PA      | $797801.09    | 0.57%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                          | CUSIP: 42770XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169552 | PA      | $159637.43    | 0.11%             | 2042-09-20      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| TRANSMANTARO                          | Consorcio Transmantaro SA                                                   | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    215000 | PA      | $195649.84    | 0.14%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  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        |    610000 | PA      | $601532.65    | 0.43%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PACIFICORP                            | PacifiCorp                                                                  | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371136.93    | 0.27%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                 | Topaz Solar Farms LLC                                                       | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323362 | PA      | $285366.97    | 0.21%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CityLine Commercial Mortgage T        | Cityline Commercial Mortgage Trust                                          | CUSIP: 178772AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240829.65    | 0.17%             | 2031-11-10      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust                                              | CUSIP: 61770YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $174265.78    | 0.13%             | 2042-04-05      | Variable      | 2.43%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                          | Hydro-Quebec                                                                | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1045283.29   | 0.75%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust                                                          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    112891 | PA      | $102881.06    | 0.07%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** E. Scott Wickerham

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

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