0001752724-22-259712.txt : 20221122
0001752724-22-259712.hdr.sgml : 20221122
20221122091511
ACCESSION NUMBER: 0001752724-22-259712
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221122
DATE AS OF CHANGE: 20221122
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TIAA-CREF FUNDS
CENTRAL INDEX KEY: 0001084380
IRS NUMBER: 134055167
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09301
FILM NUMBER: 221407886
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
0001084380
S000063523
TIAA-CREF Short Duration Impact Bond Fund
C000205816
Institutional Class
TSDJX
C000205817
Premier Class
TSDFX
C000205818
Retail Class
TSDBX
C000205819
Retirement Class
TSDDX
C000205820
Advisor Class
TSDHX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001084380
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C000205819
C000205820
C000205818
C000205816
TIAA-CREF Funds
811-09301
0001084380
549300L8R42TEBN5NG46
730 Third Avenue
New York
10017
800-842-2733
TIAA-CREF Short Duration Impact Bond Fund
S000063523
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2023-03-31
2022-09-30
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59205097.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
955.00000000
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MORGAN STANLEY
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Morgan Stanley
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PA
USD
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Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BB2
300000.00000000
PA
USD
263985.20000000
0.445882556361
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Madison Avenue Trust
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MAD Mortgage Trust
55282MAA2
250000.00000000
PA
USD
235522.88000000
0.397808452201
Long
ABS-MBS
CORP
US
Y
2
2034-08-15
Variable
3.29437000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2M6
250000.00000000
PA
USD
236666.09000000
0.399739383925
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
0.55000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
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Korea Hydro & Nuclear Power Co Ltd
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300000.00000000
PA
USD
297504.00000000
0.502497276543
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
WARM SPRINGS OR RESERVATION CO
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Warm Springs Reservation Confederated Tribe
934312AH2
200000.00000000
PA
USD
193031.52000000
0.326038685486
Long
DBT
MUN
US
Y
2
2024-11-01
Fixed
3.05000000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
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Sunrun Callisto Issuer LLC
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374009.89000000
PA
USD
339935.20000000
0.574165430385
Long
ABS-O
CORP
US
Y
2
2054-06-30
Fixed
3.98000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BM0
250000.00000000
PA
USD
249030.12000000
0.420622771718
Long
DBT
CORP
GB
N
2
2023-11-22
Fixed
3.03300000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
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Siemens Financieringsmaatschappij NV
82620KBB8
250000.00000000
PA
USD
249064.74000000
0.420681246413
Long
DBT
CORP
NL
Y
2
2024-03-11
Variable
3.29648000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Mortgage Trust
78486EAL2
270000.00000000
PA
USD
254157.94000000
0.429283884122
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
4.77300000
N
N
N
N
N
N
INDIA CLEANTECH ENERGY
254900DGTS4HHR3Q6F66
India Cleantech Energy
45410BAA2
284100.00000000
PA
USD
215205.16000000
0.363490933897
Long
DBT
CORP
MU
Y
2
2026-08-10
Fixed
4.70000000
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV LLC
30204KAD8
461237.15000000
PA
USD
452761.92000000
0.764734698433
Long
LON
CORP
US
N
2
2027-12-15
Variable
5.57000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXS8
250000.00000000
PA
USD
223050.30000000
0.376741718707
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.85500000
N
N
N
N
N
N
HELIOS LEASING II LLC
N/A
Helios Leasing II LLC
42328EAA4
875341.90000000
PA
USD
853329.26000000
1.441310466901
Long
DBT
CORP
US
N
2
2025-03-18
Fixed
2.66800000
N
N
N
N
N
N
DIST OF COLUMBIA REVENUE
549300HWFOZXPKGOX654
District of Columbia
25483VA79
500000.00000000
PA
USD
480643.50000000
0.811827907316
Long
DBT
MUN
US
N
2
2025-02-28
Fixed
3.85000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
1587212.50000000
PA
USD
1549929.55000000
2.617898844080
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv plc
00217GAA1
200000.00000000
PA
USD
186629.76000000
0.315225832667
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BU3
250000.00000000
PA
USD
248890.74000000
0.420387352798
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
2.85000000
N
N
N
N
N
N
PURPLE CHEN 2011 LLC
N/A
Purple Chen 2011 LLC
746388AA5
299872.67000000
PA
USD
297674.06000000
0.502784515326
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
2.73500000
N
N
N
N
N
N
LTR INTERMEDIATE HOLDING
549300J0IFHJE2TQGX07
LTR Intermediate Holdings, Inc
50219UAB1
493750.00000000
PA
USD
451781.25000000
0.763078303883
Long
LON
CORP
US
N
2
2028-05-05
Variable
8.17410000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AD0
250000.00000000
PA
USD
248060.71000000
0.418985395801
Long
DBT
CORP
CH
Y
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PAX9
209932.65000000
PA
USD
183969.80000000
0.310733043812
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
1.05000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
250000.00000000
PA
USD
227040.27000000
0.383480952661
Long
DBT
CORP
NO
Y
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VII Issuer LLC
86745RAA7
214610.84000000
PA
USD
181686.83000000
0.306877007565
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.03000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAC3
260000.00000000
PA
USD
259532.55000000
0.438361835637
Long
DBT
CORP
US
N
2
2024-02-01
Variable
3.86229000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946TAC9
250000.00000000
PA
USD
214580.03000000
0.362435061967
Long
ABS-O
CORP
US
Y
2
2052-06-20
Fixed
1.77000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAA1
250000.00000000
PA
USD
243223.28000000
0.410814764816
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
425000.00000000
PA
USD
411147.32000000
0.694445817730
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
1000000.00000000
PA
USD
983500.00000000
1.661174543806
Long
DBT
NUSS
N/A
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
EURO STABILITY MECHANISM
222100W4EEAQ77386N50
European Stability Mechanism
29881WAC6
500000.00000000
PA
USD
472583.24000000
0.798213775411
Long
DBT
NUSS
N/A
Y
2
2024-09-11
Fixed
1.37500000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
250000.00000000
PA
USD
247656.83000000
0.418303224805
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946PAA1
299599.27000000
PA
USD
250166.50000000
0.422542167273
Long
ABS-O
CORP
US
Y
2
2046-08-20
Fixed
1.44000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAC0
250000.00000000
PA
USD
241090.08000000
0.407211696655
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
0.56000000
N
N
N
N
N
N
THIRAX 1 LLC
N/A
Thirax LLC
88410XAA4
220665.82000000
PA
USD
181530.48000000
0.306612925572
Long
DBT
CORP
US
N
2
2033-01-14
Fixed
0.96800000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAA1
500000.00000000
PA
USD
478012.56000000
0.807384134511
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
780097BN0
250000.00000000
PA
USD
244127.03000000
0.412341238120
Long
DBT
CORP
GB
N
2
2024-05-22
Fixed
2.35900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJV2
250000.00000000
PA
USD
241911.25000000
0.408598688724
Long
DBT
CORP
US
N
2
2027-07-22
Variable
3.44320000
N
Y
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MB4
500000.00000000
PA
USD
497627.64000000
0.840514863103
Long
DBT
CORP
US
N
2
2026-07-01
Variable
4.99286000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770XAC1
174753.85000000
PA
USD
165119.18000000
0.278893521616
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.91000000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD48
400000.00000000
PA
USD
393688.57000000
0.664957224882
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
1.50000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Mortgage Trust
78486EAJ7
500000.00000000
PA
USD
473927.75000000
0.800484711645
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
4.47400000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161KAC9
600000.00000000
PA
USD
562461.72000000
0.950022461748
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.60000000
N
N
N
N
N
N
DELTA AIRLINES 2015B
N/A
Delta Air Lines Pass Through Trust
24737AAA5
446677.58000000
PA
USD
436104.28000000
0.736599215435
Long
ABS-O
CORP
US
N
2
2023-07-30
Fixed
4.25000000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Atlas Issuer LLC
86772FAA9
462082.77000000
PA
USD
409038.63000000
0.690884148032
Long
ABS-O
CORP
US
Y
2
2055-02-01
Fixed
3.61000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814EJ8
500000.00000000
PA
USD
528932.31000000
0.893389820812
Long
DBT
NUSS
CA
N
2
2024-07-07
Fixed
8.05000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VLH7
750000.00000000
PA
USD
749496.49000000
1.265932374031
Long
DBT
NUSS
N/A
N
2
2022-10-24
Fixed
2.00000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines Pass Through Trust
24737BAA3
351000.00000000
PA
USD
339133.60000000
0.572811492902
Long
ABS-O
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
WLB ASSET II PTE LTD
549300IOAZLPOFTPUJ20
WLB Asset II Pte Ltd
ZP1776035
250000.00000000
PA
USD
244936.52000000
0.413708502158
Long
DBT
CORP
SG
Y
2
2024-01-14
Fixed
4.00000000
N
N
N
N
N
N
HARAR LEASING 2013 LLC
N/A
Harar Leasing 2013 LLC
41146CAA0
792499.70000000
PA
USD
760795.38000000
1.285016693748
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
2.58200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
250000.00000000
PA
USD
227458.36000000
0.384187124970
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
COUNCIL OF EUROPE
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213BA7
500000.00000000
PA
USD
482678.91000000
0.815265803888
Long
DBT
NUSS
N/A
N
2
2025-06-16
Fixed
3.00000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAC8
250000.00000000
PA
USD
239631.80000000
0.404748597912
Long
ABS-MBS
CORP
US
Y
2
2032-02-10
Fixed
3.84530000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179QWF4
31754.06000000
PA
USD
30132.93000000
0.050895837566
Long
ABS-MBS
USGSE
US
N
2
2044-12-20
Fixed
4.00000000
N
N
N
N
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64986RAM6
125000.00000000
PA
USD
125000.00000000
0.211130470743
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
1.62400000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAJ9
500000.00000000
PA
USD
497834.06000000
0.840863515517
Long
DBT
CORP
ID
Y
2
2023-03-01
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285U0
1500000.00000000
PA
USD
1469355.47000000
2.481805696560
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFK2
3000000.00000000
PA
USD
2938828.14000000
4.963809349049
Long
DBT
UST
US
N
2
2025-09-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418D6H0
60315.53000000
PA
USD
54792.61000000
0.092547116340
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
250000.00000000
PA
USD
246156.08000000
0.415768392373
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
4.31800000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67112FAD2
15977.48000000
PA
USD
15524.52000000
0.026221593725
Long
ABS-CBDO
CORP
US
Y
2
2057-06-25
Variable
3.73400000
N
Y
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Colar Financing V LLC
92854VAB1
549009.40000000
PA
USD
508461.60000000
0.858813895702
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
7.37000000
N
N
N
N
N
N
CityLine Commercial Mortgage T
N/A
Cityline Commercial Mortgage Trust
178772AA7
250000.00000000
PA
USD
240848.83000000
0.406804214846
Long
ABS-MBS
CORP
US
Y
2
2031-11-10
Variable
2.87070300
N
N
N
N
N
N
DETROIT MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935J5
200000.00000000
PA
USD
190867.86000000
0.322384169052
Long
DBT
MUN
US
N
2
2024-04-01
Fixed
2.18900000
N
N
N
N
N
N
SAFINA LTD
N/A
Safina Ltd
78657AAB5
587694.13000000
PA
USD
576734.62000000
0.974130014515
Long
DBT
CORP
KY
N
2
2023-12-30
Fixed
2.00000000
N
N
N
N
N
N
PHARR TX ECON DEV CORP SALES T
N/A
Pharr Economic Development Corp
717185AB8
250000.00000000
PA
USD
234735.93000000
0.396479259209
Long
DBT
MUN
US
N
2
2026-08-15
Fixed
3.01600000
N
N
N
N
N
N
WLB ASSET II C PTE LTD
549300QP5TA3PCYZ7Y92
WLB Asset II C Pte Ltd
BS8095082
250000.00000000
PA
USD
237439.75000000
0.401046129524
Long
DBT
CORP
SG
Y
2
2025-12-23
Fixed
3.90000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AE3
250000.00000000
PA
USD
200625.00000000
0.338864405542
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BN6
250000.00000000
PA
USD
232115.53000000
0.392053288925
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.62600000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH MO
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13049SDP6
440000.00000000
PA
USD
398524.85000000
0.673125913466
Long
DBT
MUN
US
N
2
2025-08-15
Fixed
1.62200000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
2426115.28000000
NS
USD
2426115.28000000
4.097814889147
Long
STIV
RF
US
N
1
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAA6
133717.09000000
PA
USD
115263.62000000
0.194685298801
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770VAA9
116666.61000000
PA
USD
112820.23000000
0.190558306153
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
4.05000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEP0
250000.00000000
PA
USD
234291.07000000
0.395727871200
Long
DBT
USGSE
US
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
LULWA LTD
N/A
Lulwa Ltd
55002RAB8
560891.30000000
PA
USD
540528.22000000
0.912975820308
Long
DBT
CORP
KY
N
2
2025-03-26
Fixed
1.83100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFN6
8065000.00000000
PA
USD
8068780.47000000
13.62852335162
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAB3
257179.01000000
PA
USD
207708.96000000
0.350829524018
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.56000000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VNB0
45000.00000000
PA
USD
44646.87000000
0.075410517442
Long
DBT
MUN
US
Y
2
2023-11-01
Fixed
4.25000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAJ1
250000.00000000
PA
USD
227312.13000000
0.383940136100
Long
ABS-MBS
CORP
US
Y
2
2034-10-10
Variable
3.64766700
N
Y
N
N
N
N
BX Trust
N/A
BX TRUST
05610FAD9
250000.00000000
PA
USD
239512.60000000
0.404547263895
Long
ABS-MBS
CORP
US
Y
2
2039-01-17
Variable
4.93538000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFH9
2300000.00000000
PA
USD
2206203.13000000
3.726373643134
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAB0
50000.00000000
PA
USD
47645.51000000
0.080475351640
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
5.78069000
N
Y
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31430WET7
395000.00000000
PA
USD
379185.27000000
0.640460516431
Long
DBT
CORP
CA
Y
2
2023-10-07
Fixed
0.45000000
N
N
N
N
N
N
PENTA AIRCRAFT LEASING 2
549300GE30W07HVKDT53
Penta Aircraft Leasing LLC
709604AA0
484156.80000000
PA
USD
465074.56000000
0.785531286267
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
1.69100000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MBA2
200000.00000000
PA
USD
195745.82000000
0.330623256980
Long
DBT
CORP
IE
N
2
2023-09-29
Variable
3.65129000
N
N
N
N
N
N
FLORIDA ST DEV FIN CORP
549300HC854CNBLMWC48
Florida Development Finance Corp
340618DF1
250000.00000000
PA
USD
244079.00000000
0.412260113348
Long
DBT
MUN
US
Y
2
2057-07-01
Fixed
7.25000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DR0
1000000.00000000
PA
USD
998291.98000000
1.686158845411
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64985VAA4
430000.00000000
PA
USD
427686.94000000
0.722381959782
Long
DBT
MUN
US
N
2
2023-04-01
Fixed
4.18600000
N
N
N
N
N
N
PHILADELPHIA PA REDEV AUTH
N/A
Redevelopment Authority of the City of Philadelphia
717868GM9
150000.00000000
PA
USD
136403.10000000
0.230390805710
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
1.37700000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89190GAB3
213409.38000000
PA
USD
212608.07000000
0.359104335223
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.14000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
3182800.00000000
PA
USD
3132695.76000000
5.291260244029
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
301015.16000000
PA
USD
241740.13000000
0.408309659555
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
INTL DEVELOPMENT ASSOC
P41R60HC414IWQA1XW02
International Development Association
45939EAA8
500000.00000000
PA
USD
495810.00000000
0.837444789593
Long
DBT
NUSS
N/A
Y
2
2023-04-24
Fixed
2.75000000
N
N
N
N
N
N
WLB ASSET II B
549300MGGSM9XCNTYR69
WLB Asset II B Pte Ltd
BM9352774
250000.00000000
PA
USD
236089.94000000
0.398766241359
Long
DBT
CORP
SG
Y
2
2024-12-10
Fixed
3.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAR2
250000.00000000
PA
USD
249496.71000000
0.421410862649
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.12500000
N
Y
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G05G4
500000.00000000
PA
USD
485037.24000000
0.819249126473
Long
DBT
USGSE
US
N
2
2023-07-10
Fixed
0.25000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
90376PAD3
209932.65000000
PA
USD
189186.39000000
0.319544092631
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAN6
250000.00000000
PA
USD
236423.73000000
0.399330027277
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.06800000
N
N
N
N
N
N
MORRIS CNTY NJ IMPT AUTH LEASE
N/A
Morris County Improvement Authority
618027CG9
650000.00000000
PA
USD
634170.36000000
1.071141493104
Long
DBT
MUN
US
N
2
2023-06-15
Fixed
0.46800000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AM5
250000.00000000
PA
USD
248741.05000000
0.420134519837
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.95000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M3A7
250000.00000000
PA
USD
223477.50000000
0.377463278203
Long
DBT
NUSS
N/A
N
2
2027-03-31
Fixed
0.00000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VIII Issuer LLC
86745AAA4
276429.52000000
PA
USD
243736.97000000
0.411682409708
Long
ABS-O
CORP
US
Y
2
2049-02-22
Fixed
2.79000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88103NAK6
997500.00000000
PA
USD
989395.31000000
1.671131980410
Long
LON
CORP
US
N
2
2029-05-21
Variable
6.40320000
N
N
N
N
N
N
WASHINGTON AIRCRAFT 2 CO
213800HU3KCKPYWP9238
Washington Aircraft 2 Co Ltd
937257AA1
502106.96000000
PA
USD
501174.47000000
0.846505614204
Long
DBT
CORP
IE
N
2
2024-06-26
Variable
4.07143000
N
Y
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAG9
250000.00000000
PA
USD
247406.60000000
0.417880575383
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.47700000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAF6
550000.00000000
PA
USD
533150.05000000
0.900513768265
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.46700000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
300000.00000000
PA
USD
294621.60000000
0.497628776792
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VQM1
250000.00000000
PA
USD
249939.92000000
0.422159463736
Long
DBT
NUSS
N/A
N
2
2024-04-03
Variable
3.06130000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42772BAA1
127445.67000000
PA
USD
115322.85000000
0.194785340863
Long
ABS-O
CORP
KY
Y
2
2057-09-20
Fixed
2.72000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167HAG1
250000.00000000
PA
USD
245197.80000000
0.414149815513
Long
ABS-O
CORP
US
Y
2
2024-02-20
Fixed
2.33000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759MW5
250000.00000000
PA
USD
247369.54000000
0.417817979421
Long
DBT
USGSE
US
N
2
2023-08-01
Fixed
2.61800000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
639832AG9
250000.00000000
PA
USD
235921.00000000
0.398480894305
Long
DBT
NUSS
NL
Y
2
2025-01-15
Fixed
1.75000000
N
N
N
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines Pass Through Trust
247361ZW1
245784.65000000
PA
USD
205974.50000000
0.347899945168
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Callisto Issuer LLC
86772HAA5
308674.08000000
PA
USD
237754.05000000
0.401576995980
Long
ABS-O
CORP
US
Y
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAE6
250000.00000000
PA
USD
233295.00000000
0.394045465376
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
5.06800000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAD8
470000.00000000
PA
USD
426531.10000000
0.720429695436
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
1.97700000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Mortgage Trust
78486EAG3
500000.00000000
PA
USD
476996.55000000
0.805668049154
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
4.07500000
N
N
N
N
N
N
INTER-AMERICAN INVEST CO
5493001X4LH60PFRL744
Inter-American Investment Corp
45828Q2A4
250000.00000000
PA
USD
238891.02000000
0.403497388071
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
2.62500000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
250000.00000000
PA
USD
241860.98000000
0.408513780494
Long
ABS-MBS
CORP
US
Y
2
2032-02-10
Fixed
3.61390000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG.
902674YL8
300000.00000000
PA
USD
298101.26000000
0.503506074823
Long
DBT
CORP
CH
Y
2
2024-08-09
Variable
3.07354000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755DAB2
27000.00000000
PA
USD
25634.67000000
0.043298079555
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
5.90473000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAT6
300000.00000000
PA
USD
281910.52000000
0.476159206360
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.66800000
N
N
N
N
N
N
NONGHYUP BANK
988400GSDJCW3LKJBD20
NongHyup Bank
65540JAE8
260000.00000000
PA
USD
233685.74000000
0.394705442337
Long
DBT
CORP
KR
Y
2
2025-07-20
Fixed
1.25000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946TAA3
356400.48000000
PA
USD
288283.12000000
0.486922806663
Long
ABS-O
CORP
US
Y
2
2052-06-20
Fixed
1.44000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AV6
600000.00000000
PA
USD
564718.26000000
0.953833856568
Long
DBT
CORP
US
Y
2
2027-08-05
Fixed
4.63200000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
440000.00000000
PA
USD
440000.00000000
0.743179257015
Long
RA
CORP
US
N
2
Repurchase
N
2.95000000
2022-10-03
375500.00000000
USD
448912.60000000
USD
UST
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAG1
250000.00000000
PA
USD
243834.13000000
0.411846517201
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
5.01800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGE8
250000.00000000
PA
USD
245180.39000000
0.414120409261
Long
DBT
CORP
US
N
2
2026-03-20
Variable
3.71680000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252TAS4
149030.65000000
PA
USD
143572.19000000
0.242499712482
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
2.92200000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines Pass Through Trust
247361ZV3
220103.03000000
PA
USD
186682.21000000
0.315314423013
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAC9
27382754.00000000
PA
USD
455495.68000000
0.769352138718
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Variable
0.25799900
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAER6
250000.00000000
PA
USD
244444.19000000
0.412876935240
Long
DBT
USGSE
US
N
2
2023-05-05
Fixed
0.37500000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75973LAA6
30068.70000000
PA
USD
26975.82000000
0.045563340602
Long
ABS-O
CORP
KY
Y
2
2052-09-20
Fixed
3.67000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
250000.00000000
PA
USD
227571.41000000
0.384378071367
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
2022-09-30
TIAA-CREF Funds
E. Scott Wickerham
E. Scott Wickerham
Principal Financial Officer, Principal Accounting Officer and Treasurer