# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000627
**Filing Date:** 2026-5
**Character Count:** 130742
**Document Hash:** 6f013fbf9d734fc1c02aa9dce52d5cad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000627.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001084380-26-000627

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 261028717

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1761149786.00

**Total Liabilities:** $9103689.00

**Net Assets:** $1752046097.00

**Cash Not Reported:** $1804997.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11369.10000000 | **1-Year:** -119725.15000000 | **5-Year:** -152395.96000000 | **10-Year:** -48946.13000000 | **30-Year:** -38729.83000000

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

- **3-Month:** -2511.28000000 | **1-Year:** -5309.58000000 | **5-Year:** -9150.41000000 | **10-Year:** -586.80000000 | **30-Year:** -48.37000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000079571 | 0.34%                | 0.62%                | -0.54%               |
| Class ID C000033275 | 0.23%                | 0.62%                | -0.55%               |
| Class ID C000033274 | 0.33%                | 0.61%                | -0.55%               |
| Class ID C000202755 | 0.38%                | 0.65%                | -0.50%               |
| Class ID C000162566 | 0.38%                | 0.53%                | -0.53%               |
| Class ID C000033276 | 0.26%                | 0.64%                | -0.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-301175.18              | $203982.67                                 |
| Month 2  | $362226.39               | $4049264.54                                |
| Month 3  | $-650979.48              | $-13652579.65                              |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley Bank NA                                    | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8495532.36   | 0.48%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                          | Transnet SOC Ltd                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |   3170000 | PA      | $3280728.67   | 0.19%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                   | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   1546071 | PA      | $1553801.70   | 0.09%             | 2028-05-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                 | Hess Corp                                                                   | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2991000 | PA      | $2992735.56   | 0.17%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  12515000 | PA      | $13020738.66  | 0.74%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-1                             | Sequoia Mortgage Trust                                                      | CUSIP: 81750KBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22243716 | PA      | $22287162.83  | 1.27%             | 2056-02-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co, Inc                                            | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    850000 | PA      | $869019.87    | 0.05%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart, Inc                                                                | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10016425.40  | 0.57%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays plc                                                                | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1806924.62   | 0.10%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                                | FNA VI LLC                                                                  | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698206 | PA      | $649642.59    | 0.04%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                            | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248875 | PA      | $242716.43    | 0.01%             | 2038-12-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                            | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6649382.25   | 0.38%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                 | IP Mortgage Trust                                                           | CUSIP: 449843AC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1513711.20   | 0.09%             | 2042-06-10      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                            | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3942887.50   | 0.23%             | 2048-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 42 Ltd                 | Neuberger Berman Loan Advisers Clo 42 Ltd                                   | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4990000.00   | 0.28%             | 2036-07-16      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                    | Morgan Stanley Bank NA                                                      | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5053513.95   | 0.29%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |   1510000 | PA      | $1557437.41   | 0.09%             | 2042-07-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3042590.67   | 0.17%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                      | Petronas Capital Ltd                                                        | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   3000000 | PA      | $3066152.34   | 0.18%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note/Bond                                            | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    334100 | PA      | $334027.57    | 0.02%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-2              | GM Financial Automobile Leasing Trust                                       | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9558571 | PA      | $9580085.72   | 0.55%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                               | SMR Mortgage Trust                                                          | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3641540 | PA      | $3645170.43   | 0.21%             | 2039-02-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| KFC HOLDING CO                                            | KFC Holding Co., Term Loan B                                                | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    774013 | PA      | $777882.76    | 0.04%             | 2028-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                            | Qatar Government International Bond                                         | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   4000000 | PA      | $3943899.80   | 0.23%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LSTR Trust                                                | LSTR Trust                                                                  | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3990335.60   | 0.23%             | 2040-12-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                  | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAA8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10002840.40  | 0.57%             | 2026-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                       | S.A. Global Sukuk Ltd                                                       | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1930383.16   | 0.11%             | 2030-09-17      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                    | Itau Unibanco Holding S.A.                                                  | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1641728.00   | 0.09%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Note/Bond                          | United States Treasury Note                                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40446000 | PA      | $40472858.57  | 2.31%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4970063.85   | 0.28%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL Mortgage Trust                               | MCR Mortgage Trust                                                          | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1422047 | PA      | $1422480.42   | 0.08%             | 2037-02-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                | Eaton Corp                                                                  | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4950066.55   | 0.28%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62628000 | PA      | $62522804.37  | 3.57%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                             | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2517082 | PA      | $2178051.37   | 0.12%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20437314.00  | 1.17%             | 2042-05-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| MVW 2025-1 LLC                                            | MVW LLC                                                                     | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6101043 | PA      | $6134060.11   | 0.35%             | 2042-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                             | Deutsche Mortgage Securities, Inc Mortgage Loan Trust (Step Bond)           | CUSIP: 251563GB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3273 | PA      | $3249.52      | 0.00%             | 2034-07-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen, Inc                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9740684.26   | 0.56%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc                                                               | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1264042.05   | 0.07%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                        | PFS Financing Corp                                                          | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8425000 | PA      | $8475660.37   | 0.48%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc., Term Loan B                                               | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1268333 | PA      | $1257685.68   | 0.07%             | 2029-09-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       800 | NC      | $165956249.60 | 9.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                       | NatWest Markets plc                                                         | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4275000 | PA      | $4328775.35   | 0.25%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: —       |
| BP Capital Markets America Inc                            | BP Capital Markets America, Inc                                             | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5065629.60   | 0.29%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1063163.85   | 0.06%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                         | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10021328.20  | 0.57%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                               | Petrobras Global Finance BV                                                 | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2939550.00   | 0.17%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                | SERVPRO Master Issuer LLC                                                   | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5476875 | PA      | $5204599.28   | 0.30%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                              | US Foods, Inc., Term Loan B                                                 | CUSIP: BL4765113<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    730720 | PA      | $737961.38    | 0.04%             | 2028-11-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust                                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1277487 | PA      | $1169540.57   | 0.07%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust 2026-IND                   | PLYM Commercial Mortgage Trust                                              | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6950000 | PA      | $6925523.49   | 0.40%             | 2043-03-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-NYCH           | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6500000 | PA      | $6458947.95   | 0.37%             | 2042-06-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                             | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13701265.74  | 0.78%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Caixa Economica Federal                                   | Caixa Economica Federal                                                     | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |   2900000 | PA      | $2920590.00   | 0.17%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                   | Capital Automotive REIT                                                     | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1891715 | PA      | $1867524.25   | 0.11%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3             | Santander Drive Auto Receivables Trust                                      | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4005866.00   | 0.23%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraton Corp                                               | Kraton Corp                                                                 | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015500.18   | 0.12%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                             | New Residential Mortgage Loan Trust                                         | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1088222 | PA      | $1062479.25   | 0.06%             | 2057-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                    | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3995633.84   | 0.23%             | 2026-04-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                  | Baxter International, Inc                                                   | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962324.44   | 0.17%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                  | Mars, Inc                                                                   | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $10661028.73  | 0.61%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies, Inc                                                  | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5003098.50   | 0.29%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                          | Georgia Power Co                                                            | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4970710.40   | 0.28%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2025-AIP4                   | KRE Commercial Mortgage Trust                                               | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4671875 | PA      | $4660182.23   | 0.27%             | 2042-03-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |  10094000 | PA      | $10238505.70  | 0.58%             | 2042-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1002208.00   | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                             | Totalenergies Capital USA LLC                                               | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4953869.00   | 0.28%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MILE Trust 2025-STNE                                      | MILE Trust                                                                  | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4900000 | PA      | $4895051.98   | 0.28%             | 2042-07-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| IMC Home Equity Loan Trust                                | IMC Home Equity Loan Trust (Step Bond)                                      | CUSIP: 449670EP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234209 | PA      | $233003.41    | 0.01%             | 2029-08-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                         | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10306660.00  | 0.59%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25194772.25  | 1.44%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom, Inc                                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5919914.88   | 0.34%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                               | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3063429.75   | 0.17%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                     | BAMLL Trust                                                                 | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2496732.50   | 0.14%             | 2042-02-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms, Inc                                                         | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4951484.05   | 0.28%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                 | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9873617.30   | 0.56%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings plc                                                           | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14450000 | PA      | $14555341.08  | 0.83%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note                                                 | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8946000 | PA      | $8869819.26   | 0.51%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note/Bond                                            | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132057000 | PA      | $130937197.58 | 7.47%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                           | Trans Union, LLC, Term Loan B9                                              | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    693034 | PA      | $690393.23    | 0.04%             | 2031-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays plc                                                                | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5205378.15   | 0.30%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                   | HYT Commercial Mortgage Trust                                               | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5007188.00   | 0.29%             | 2041-09-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5053415.55   | 0.29%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                        | SCCU Auto Receivables Trust                                                 | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4482635 | PA      | $4503284.27   | 0.26%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                      | Kite Realty Group LP                                                        | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4786508.54   | 0.27%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                     | Novartis Capital Corp                                                       | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1549666.91   | 0.09%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | CitiBank NA                                                                 | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24095479.68  | 1.38%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International, Inc                                            | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4991711.30   | 0.28%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                  | Pertamina Hulu Energi PT                                                    | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   3600000 | PA      | $3608728.70   | 0.21%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                              | Orbia Advance Corp SAB de C.V.                                              | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    660000 | PA      | $648648.00    | 0.04%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1587647.66   | 0.09%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                           | DTE Electric Co                                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2676157.85   | 0.15%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                        | Public Service Electric and Gas Co                                          | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4933669.15   | 0.28%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                     | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   6511000 | PA      | $6409414.73   | 0.37%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                         | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10085168.50  | 0.58%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                            | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   2400000 | PA      | $2371240.92   | 0.14%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Inc                                            | AutoNation, Inc                                                             | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1537113.84   | 0.09%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                          | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2325782.94   | 0.13%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note                                                 | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59635000 | PA      | $59723521.00  | 3.41%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9197712.90   | 0.52%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd                                       | Galaxy XXII CLO Ltd                                                         | CUSIP: 36320TBP7<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-O            | CORP              | KY        |   4350000 | PA      | $4312655.25   | 0.25%             | 2034-04-16      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Thayer Park CLO Ltd                                       | Thayer Park CLO Ltd                                                         | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4992260.00   | 0.28%             | 2034-04-20      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SCG Trust 2025-SNIP                                       | SCG Trust                                                                   | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2253337.65   | 0.13%             | 2042-09-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267102 | PA      | $1255691.34   | 0.07%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Consumers 2023 Securitization Funding LLC                 | Consumers 2023 Securitization Funding LLC                                   | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488613 | PA      | $492445.58    | 0.03%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie, Inc                                                                 | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5045514.80   | 0.29%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC                                                            | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $614304.50    | 0.04%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   7277000 | PA      | $7523313.35   | 0.43%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                      | WEC Energy Group, Inc                                                       | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1384942.69   | 0.08%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust 2024-IND2                   | BLP Commercial Mortgage Trust                                               | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5139935 | PA      | $5145945.65   | 0.29%             | 2041-03-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                            | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559345 | PA      | $554171.77    | 0.03%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9906687.00   | 0.57%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                             | New Residential Mortgage Loan Trust                                         | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311607 | PA      | $300726.10    | 0.02%             | 2056-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                         | Fannie Mae REMICS                                                           | CUSIP: 3136BTBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  13403899 | PA      | $13486684.57  | 0.77%             | 2054-10-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                           | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5016522.90   | 0.29%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9055000 | PA      | $9305403.35   | 0.53%             | 2042-05-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                          | Banco Bradesco S.A.                                                         | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |   1125000 | PA      | $1162462.50   | 0.07%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                              | CSMC OA LLC                                                                 | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2523039 | PA      | $2314441.02   | 0.13%             | 2037-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                       | EQT Trust                                                                   | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1785095 | PA      | $1806841.13   | 0.10%             | 2041-07-05      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                               | CitiBank NA                                                                 | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5016214.95   | 0.29%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MVW 2024-1 LLC                                            | MVW LLC                                                                     | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6160630 | PA      | $6220107.56   | 0.36%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    425366 | NS      | $425365.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                  | SCE Recovery Funding LLC                                                    | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4519875 | PA      | $4088628.93   | 0.23%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                                    | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7509222.38   | 0.43%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                            | CarMax Auto Owner Trust                                                     | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16085000 | PA      | $16169407.65  | 0.92%             | 2029-10-15      | Fixed         | 4.60%                 | 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        |   8064144 | PA      | $7842172.12   | 0.45%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                               | PNC Bank NA                                                                 | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11200446.66  | 0.64%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                            | Sitios Latinoamerica SAB de C.V.                                            | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   2650000 | PA      | $2668550.00   | 0.15%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                        | Wendy's Funding LLC                                                         | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   5528726 | PA      | $5113359.19   | 0.29%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                               | United States Treasury Bill                                                 | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4965551.75   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                            | Ford Credit Auto Owner Trust                                                | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1498235.55   | 0.09%             | 2033-10-17      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                         | Fannie Mae REMICS                                                           | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |  17881250 | PA      | $18041637.28  | 1.03%             | 2054-08-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group, Inc                                                     | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4991113.35   | 0.28%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP                                                              | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5076140.00   | 0.29%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                       | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   1600000 | PA      | $1631942.91   | 0.09%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                         | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3088954.80   | 0.18%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2722485.60   | 0.16%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | JPMorgan Chase Bank NA                                                      | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10056015.00  | 0.57%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust 2024-IND                   | ARES Commercial Mortgage Trust                                              | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1185000 | PA      | $1186861.40   | 0.07%             | 2041-07-15      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                             | MTN Commercial Mortgage Trust                                               | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4275000 | PA      | $4273771.79   | 0.24%             | 2039-03-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                  | Embraer Netherlands Finance BV                                              | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3258345.00   | 0.19%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Centex Home Equity                                        | Centex Home Equity                                                          | CUSIP: 152314JV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31765 | PA      | $31338.75     | 0.00%             | 2034-03-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68411000 | PA      | $68336175.47  | 3.90%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                      | ServiceMaster Funding LLC                                                   | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2344900 | PA      | $2229344.02   | 0.13%             | 2051-10-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet, Inc                                                               | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4983793.40   | 0.28%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                      | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $1021571.69   | 0.06%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA, Inc                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7950478.32   | 0.45%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                            | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14999444.40  | 0.86%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| KKR CLO 18 Ltd                                            | KKR CLO 18 Ltd                                                              | CUSIP: 48251JAW3<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-O            | CORP              | KY        |   1135000 | PA      | $1134284.95   | 0.06%             | 2035-10-18      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                  | Rocket Mortgage LLC                                                         | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3956730.00   | 0.23%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                   | Ford Otomotiv Sanayi AS.                                                    | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |   2200000 | PA      | $2207789.47   | 0.13%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                    | Taco Bell Funding LLC                                                       | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12615300 | PA      | $12331040.71  | 0.70%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                       | DBWF Mortgage Trust                                                         | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1340573.50   | 0.08%             | 2034-06-10      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                   | HCA, Inc                                                                    | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8323369.08   | 0.48%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                             | MTN Commercial Mortgage Trust                                               | CUSIP: 62475WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5998955.40   | 0.34%             | 2039-03-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                    | BX Commercial Mortgage Trust                                                | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3282126 | PA      | $3286534.12   | 0.19%             | 2042-08-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                            | BBCMS Trust                                                                 | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4119000 | PA      | $4010194.14   | 0.23%             | 2037-07-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5500000 | PA      | $5559885.76   | 0.32%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4932362.85   | 0.28%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc             | American Builders & Contractors Supply Co., Inc., Term Loan B               | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    656845 | PA      | $657905.77    | 0.04%             | 2031-01-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM2                    | Imperial Fund Mortgage Trust                                                | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330724 | PA      | $315772.34    | 0.02%             | 2067-03-25      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10039384.40  | 0.57%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                       | Augusta SpinCo Corp                                                         | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4986314.70   | 0.28%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6170000 | PA      | $6415067.46   | 0.37%             | 2042-06-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4901241.90   | 0.28%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                   | CIP Commercial Mortgage Trust                                               | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $8006399.20   | 0.46%             | 2037-10-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI           | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1506945.75   | 0.09%             | 2035-07-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                   | ONNI Commerical Mortgage Trust                                              | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3343230.00   | 0.19%             | 2039-07-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                            | PKHL Commercial Mortgage Trust                                              | CUSIP: 69356GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1403250.20   | 0.08%             | 2038-07-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                              | Wyndham Hotels & Resorts, Inc., Term Loan                                   | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   1394438 | PA      | $1401117.03   | 0.08%             | 2030-05-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                           | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42074 | PA      | $39982.33     | 0.00%             | 2035-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                               | United States Treasury Bill                                                 | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1285000 | PA      | $1283315.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole S.A.                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2150000 | PA      | $2176115.73   | 0.12%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands    | Banco Nacional de Comercio Exterior SNC                                     | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1431080.00   | 0.08%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                        | PFS Financing Corp                                                          | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9630000 | PA      | $9736086.01   | 0.56%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                             | ARDN Mortgage Trust                                                         | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $2743573.80   | 0.16%             | 2035-06-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta LLC                                                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9397060 | PA      | $7873327.71   | 0.45%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                              | NiSource, Inc                                                               | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5078823.85   | 0.29%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4512127 | PA      | $4470615.13   | 0.26%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                       | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $1197393.24   | 0.07%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                       | Oportun Issuance Trust                                                      | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277691 | PA      | $273358.19    | 0.02%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                    | CUSIP: YI3062209<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |   4000000 | PA      | $3941839.84   | 0.22%             | 2031-01-28      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   8295000 | PA      | $8704824.43   | 0.50%             | 2042-09-25      | Variable      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                       | Hilton Grand Vacations Trust                                                | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3319895 | PA      | $3367450.56   | 0.19%             | 2038-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |   1097357 | PA      | $1139032.64   | 0.07%             | 2042-06-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                  | Turk Telekomunikasyon AS.                                                   | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |   2000000 | PA      | $2020541.48   | 0.12%             | 2029-05-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                         | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8138546.16   | 0.46%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International, Inc                                            | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3044677.14   | 0.17%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19963000 | PA      | $19714242.25  | 1.13%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                    | Bimbo Bakeries USA, Inc                                                     | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3099696.00   | 0.18%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                            | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2284567.69   | 0.13%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                    | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5029655.90   | 0.29%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                            | Core & Main LP, Term Loan B                                                 | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1242541 | PA      | $1244876.93   | 0.07%             | 2028-07-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                            | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1132741.44   | 0.06%             | 2048-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Alterna Funding III LLC                                   | Alterna Funding III LLC                                                     | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3208332 | PA      | $3211130.16   | 0.18%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                    | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $825783.53    | 0.05%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06              | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    460000 | PA      | $470550.28    | 0.03%             | 2043-07-25      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                  | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2603829.75   | 0.15%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                | Bangkok Bank PCL                                                            | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   5000000 | PA      | $4953892.95   | 0.28%             | 2030-11-26      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                           | Gen Digital, Inc                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    925000 | PA      | $925936.10    | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com, Inc                                                             | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7841774.31   | 0.45%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd           | Arbor Realty Collateralized Loan Obligation Ltd                             | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2003019.60   | 0.11%             | 2041-01-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                       | GSAT Trust                                                                  | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4300000 | PA      | $4302041.21   | 0.25%             | 2040-07-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                  | Banco do Brasil S.A.                                                        | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   2855000 | PA      | $2828198.97   | 0.16%             | 2026-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5955531.66   | 0.34%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note/Bond                                            | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16050000 | PA      | $15406746.17  | 0.88%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                   | Onemain Financial Issuance Trust                                            | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4258643.65   | 0.24%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust 2025-2CON                        | BHG Securitization Trust                                                    | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3154202 | PA      | $3159590.41   | 0.18%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 51 Ltd                 | Neuberger Berman Loan Advisers Clo 51 Ltd                                   | CUSIP: 64135BAY5<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-O            | CORP              | JE        |   5000000 | PA      | $5000345.00   | 0.29%             | 2036-10-23      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                         | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   5200000 | PA      | $5163186.55   | 0.29%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                       | Ford Credit Auto Owner Trust                                                | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3119044.85   | 0.18%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                | Avis Budget Car Rental, LLC, Term Loan B                                    | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   1731216 | PA      | $1705248.07   | 0.10%             | 2032-07-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Ginnie Mae I Pool                                                           | CUSIP: 3617Q8L67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  14391872 | PA      | $12351193.29  | 0.70%             | 2037-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust                                                                    | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5012152.50   | 0.29%             | 2042-12-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                         | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996429.45   | 0.29%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol S.A.                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $888729.80    | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                            | Chase Funding Mortgage Loan Asset-Backed Certificates                       | CUSIP: 161546JL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122341 | PA      | $109119.19    | 0.01%             | 2035-02-26      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN           | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1533537.30   | 0.09%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                            | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10697500 | PA      | $10122261.19  | 0.58%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                    | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   2200000 | PA      | $2114698.70   | 0.12%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                          | Comision Federal de Electricidad                                            | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   3400000 | PA      | $3394900.00   | 0.19%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Galaxy XXV CLO Ltd                                        | Galaxy XXV CLO Ltd                                                          | CUSIP: 36319XBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2001942.00   | 0.11%             | 2036-04-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                  | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   4986000 | PA      | $4937920.50   | 0.28%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                       | Wells Fargo Bank NA                                                         | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  21900000 | PA      | $21973419.53  | 1.25%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                    | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5020037.45   | 0.29%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2855875.80   | 0.16%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DENSO CORP                                                | Denso Corp                                                                  | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   2725000 | PA      | $2686232.11   | 0.15%             | 2026-09-16      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                   | Brazilian Government International Bond                                     | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2500000 | PA      | $2541625.00   | 0.15%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                          | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3065609.76   | 0.17%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                   | Capital Automotive REIT                                                     | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2081072 | PA      | $2056298.40   | 0.12%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC Trust                                                                  | CUSIP: 126401AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    884105 | PA      | $849978.14    | 0.05%             | 2065-05-25      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                         | Brown & Brown, Inc                                                          | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2055932.39   | 0.12%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                            | JPMCC Commercial Mortgage Securities Trust                                  | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1766484.20   | 0.10%             | 2050-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                   | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |   3830000 | PA      | $3978510.17   | 0.23%             | 2043-04-25      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2821470.45   | 0.16%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                        | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5157945.85   | 0.29%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                    | Colombia Government International Bond                                      | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1500000 | PA      | $1473750.00   | 0.08%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                            | Ginnie Mae I Pool                                                           | CUSIP: 3617X46C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   4550522 | PA      | $4278569.49   | 0.24%             | 2031-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                            | 101B.C. Unlimited Liability Company, Term Loan B6                           | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1371534 | PA      | $1370169.02   | 0.08%             | 2030-09-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                        | Essex Portfolio LP                                                          | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2846825.10   | 0.16%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                            | Asset Backed Securities Corp Home Equity Loan Trust Series                  | CUSIP: 04541GCG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135686 | PA      | $155997.81    | 0.01%             | 2032-03-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                | MIRA Trust                                                                  | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1797855.15   | 0.10%             | 2038-06-10      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5749338 | PA      | $5092821.88   | 0.29%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                           | General Motors Financial Co, Inc                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5044027.85   | 0.29%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note/Bond                                            | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10344296.82  | 0.59%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX TRUST                                                                    | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983916 | PA      | $984381.27    | 0.06%             | 2039-01-17      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT                                   | Montefiore Medical Center                                                   | CUSIP: 61237WAB2<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506041.22    | 0.03%             | 2026-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                                        | Centex Home Equity                                                          | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       366 | PA      | $364.97       | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                     | Accenture Capital, Inc                                                      | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4990815.65   | 0.28%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                | Grupo Aeromexico SAB de C.V.                                                | CUSIP: 40054JAC3<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1927500.00   | 0.11%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-LUNR                                        | BX Trust                                                                    | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5447820 | PA      | $5460456.53   | 0.31%             | 2040-06-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                    | OCP S.A.                                                                    | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1000000 | PA      | $1015674.36   | 0.06%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1123816 | PA      | $1157776.82   | 0.07%             | 2042-07-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                  | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   4275000 | PA      | $4297443.75   | 0.25%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                              | Southern Co Gas Capital Corp                                                | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4963224.00   | 0.28%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                       | Affirm Master Trust                                                         | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6971909.70   | 0.40%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                   | Honeywell Aerospace, Inc                                                    | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4945922.60   | 0.28%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM Mortgage Trust                                                         | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797682 | PA      | $782557.83    | 0.04%             | 2048-10-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10091678.60  | 0.58%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LSTR Trust                                                | LSTR Trust                                                                  | CUSIP: 50220QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994815.40   | 0.11%             | 2040-12-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co, Inc                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11001026.85  | 0.63%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group, Inc                                                       | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5036586.20   | 0.29%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                             | DTE Energy Co                                                               | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5099325.00   | 0.29%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04              | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   9091000 | PA      | $9469209.24   | 0.54%             | 2043-05-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings, Inc                                        | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3043603.26   | 0.17%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                             | DBSG Mortgage Trust                                                         | CUSIP: 239918AC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5043627.00   | 0.29%             | 2037-06-10      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                            | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46635TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511550 | PA      | $504471.94    | 0.03%             | 2046-02-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Banco BTG Pactual SA/Cayman Islands                       | Banco BTG Pactual S.A.                                                      | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |   1575000 | PA      | $1521450.00   | 0.09%             | 2031-01-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                       | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   4300000 | PA      | $4126097.08   | 0.24%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge, Inc                                                               | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4125000 | PA      | $4135777.06   | 0.24%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                     | Unilever Capital Corp                                                       | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5014848.95   | 0.29%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications, Inc                                                 | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5238392.50   | 0.30%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note                                                 | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74420000 | PA      | $73763011.31  | 4.21%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                          | Hilton Domestic Operating Company, Inc., Term Loan B4                       | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1943891 | PA      | $1949868.92   | 0.11%             | 2030-11-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03              | Connecticut Avenue Securities Trust                                         | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   7148262 | PA      | $7165032.05   | 0.41%             | 2045-03-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                       | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1000000 | PA      | $1023165.84   | 0.06%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                              | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1704863.64   | 0.10%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                           | SBA Tower Trust                                                             | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2459150.50   | 0.14%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                  | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | IL        |    633000 | PA      | $631543.72    | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 47 Ltd                 | Neuberger Berman Loan Advisers CLO 47 Ltd                                   | CUSIP: 64135DAL9<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2001010.00   | 0.11%             | 2035-04-16      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ICNQ 2024-MF Mortgage Trust                               | ICNQ Mortgage Trust                                                         | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1796875.15   | 0.10%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Asset Backed Funding Corporati                            | Asset Backed Funding Corp NIM Trust                                         | CUSIP: 045442AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     55677 | PA      | $0.56         | 0.00%             | 2035-07-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Connecticut Avenue Securities Trust                                         | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1175000 | PA      | $1219319.47   | 0.07%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                            | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4226161 | PA      | $4181100.04   | 0.24%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                       | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   8000000 | PA      | $8047480.64   | 0.46%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                    | Virginia Power Fuel Securitization LLC                                      | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   4473100 | PA      | $4494460.94   | 0.26%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                     | Amcor Finance USA, Inc                                                      | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   3401000 | PA      | $3399050.31   | 0.19%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                       | MRCD Mortgage Trust                                                         | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1864687.50   | 0.11%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                       | Momentive Performance Materials, Inc                                        | CUSIP: 60877UBH9<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984465.76   | 0.11%             | 2028-10-22      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                      | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4625000 | PA      | $4295931.25   | 0.25%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                  | Israel Electric Corp Ltd                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   2500000 | PA      | $2450061.50   | 0.14%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                 | South Bow USA Infrastructure Holdings LLC                                   | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2284142.36   | 0.13%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   6138000 | PA      | $6138000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting