0001752724-22-044225.txt : 20220224
0001752724-22-044225.hdr.sgml : 20220224
20220224154118
ACCESSION NUMBER: 0001752724-22-044225
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220224
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND
CENTRAL INDEX KEY: 0000777535
IRS NUMBER: 136022042
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04415
FILM NUMBER: 22670572
BUSINESS ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2129164905
MAIL ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
0000777535
S000005085
Inflation-Linked Bond Account
C000154488
Class R1
QCILRX
C000154489
Class R2
QCILPX
C000154490
Class R3
QCILIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000777535
XXXXXXXX
S000005085
C000154488
C000154490
C000154489
College Retirement Equities Fund
811-04415
0000777535
549300W86TWR1A52Z652
730 Third Avenue
New York
10017
212-490-9000
College Retirement Equities Fund - Inflation-Linked Bond Account
S000005085
549300UHFZ6YCGMQ2F56
2021-12-31
2021-12-31
N
7859811576.00
37614812.00
7822196764.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
32859705.00000000
0.00000000
0.00000000
1211221.00000000
USD
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
223661520.00000000
PA
USD
238403567.44000000
3.047782798525
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
166586250.00000000
PA
USD
184882259.58000000
2.363559306394
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36181R5Z4
56603123.96000000
PA
USD
59729891.85000000
0.763594852598
Long
ABS-O
USGSE
US
N
2
2038-09-15
Fixed
4.25000000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD Mortgage Trust
55348UAS7
1500000.00000000
PA
USD
1461968.10000000
0.018689993925
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBQ2
1000000.00000000
PA
USD
1045937.90000000
0.013371408717
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Variable
4.55806300
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
7000000.00000000
PA
USD
6958600.60000000
0.088959672198
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
2.22786000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAH0
3000000.00000000
PA
USD
2955000.00000000
0.037777111585
Long
LON
CORP
CA
N
2
2026-11-19
Variable
1.85425000
N
N
N
N
N
N
PPD INC
N/A
PPD, Inc
69355HAB4
5000000.00000000
PA
USD
4989585.00000000
0.063787515841
Long
LON
CORP
US
N
2
2028-01-13
Variable
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US ULTRA BOND CBT Mar22
N/A
-480.00000000
NC
USD
-94620000.00000000
-1.20963461869
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US ULTRA BOND CBT Mar22
2022-03-22
-92695289.76000000
USD
-1924710.24000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617Q8L67
38019180.88000000
PA
USD
37987515.84000000
0.485637436465
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
1.73000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RKD3
3000000.00000000
PA
USD
2916421.38000000
0.037283917395
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc
86722AAD5
5000000.00000000
PA
USD
4975000.00000000
0.063601059268
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAG9
6000000.00000000
PA
USD
5964514.20000000
0.076251139928
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
1.42956000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust
85236WCG9
2000000.00000000
PA
USD
1989971.40000000
0.025440058081
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
1.27110000
N
N
N
N
N
N
ZURN LLC
549300XLZXRC2KJ6VK87
Rexnord LLC
76168JAS5
3000000.00000000
PA
USD
2999070.00000000
0.038340508305
Long
LON
CORP
US
N
2
2028-10-04
Variable
2.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
056059AQ1
3675000.00000000
PA
USD
3672783.98000000
0.046953357104
Long
ABS-MBS
USGSE
US
Y
2
2035-11-15
Variable
1.91000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
6000000.00000000
PA
USD
6078390.00000000
0.077706943246
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp
70137WAL2
3150000.00000000
PA
USD
3130312.50000000
0.040018329817
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
266750900.00000000
PA
USD
280459386.13000000
3.585429957742
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
Jazz Financing Lux Sarl
N/A
2500000.00000000
PA
USD
2507975.00000000
0.032062284747
Long
LON
CORP
LU
N
2
2028-05-05
Variable
4.00000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies, Inc
78466DBE3
1344161.73000000
PA
USD
1327870.49000000
0.016975672308
Long
LON
CORP
US
N
2
2025-04-16
Variable
1.85425000
N
N
N
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI, Inc
N/A
375000.00000000
PA
USD
374062.50000000
0.004782064569
Long
LON
CORP
US
N
2
2028-12-07
Variable
3.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
161458960.00000000
PA
USD
180763258.05000000
2.310901444999
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGK4
3000000.00000000
PA
USD
3140830.41000000
0.040152792172
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
5000000.00000000
PA
USD
5150000.00000000
0.065838282459
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46652BBJ7
2000000.00000000
PA
USD
1984002.00000000
0.025363744480
Long
ABS-MBS
USGSE
US
Y
2
2037-01-16
Fixed
3.61960000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
2830000.00000000
PA
USD
2865375.00000000
0.036631333709
Long
DBT
CORP
CA
Y
2
2029-12-01
Fixed
3.87500000
N
N
N
N
N
N
EQUS 2021-EQAZ Mortgage Trust
N/A
EQUS Mortgage Trust
29478JAN0
5000000.00000000
PA
USD
4976481.00000000
0.063619992569
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
2.41000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAJ0
6990007.89000000
PA
USD
7000933.27000000
0.089500858661
Long
ABS-O
CORP
US
Y
3
2051-11-20
Fixed
2.38000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCA7
152888000.00000000
PA
USD
164985444.94000000
2.109195791383
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
5900000.00000000
PA
USD
5873615.20000000
0.075089075066
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
31000000.00000000
PA
USD
31000000.00000000
0.396308108007
Long
RA
CORP
US
N
2
Repurchase
N
0.02000000
2022-01-03
31832700.00000000
USD
31620065.52000000
USD
UST
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
3000000.00000000
PA
USD
3014412.30000000
0.038536646302
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KNK1
10000000.00000000
PA
USD
9999996.00000000
0.127841274027
Long
ABS-CBDO
USGSE
US
Y
2
2041-12-25
Variable
1.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
247322881.98000000
PA
USD
271609776.29000000
3.472295372829
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Co
68621XAE3
2500000.00000000
PA
USD
2500525.00000000
0.031967042960
Long
LON
CORP
US
N
2
2028-06-02
Variable
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAC8
3342805.33000000
PA
USD
3373165.69000000
0.043122997180
Long
ABS-CBDO
USGSE
US
Y
2
2059-11-25
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
3000000.00000000
PA
USD
2996809.71000000
0.038311612458
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
263833140.00000000
PA
USD
275798384.48000000
3.525843094989
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
5000000.00000000
PA
USD
4943750.00000000
0.063201555127
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
TELEFONICA MOVILES CHILE
549300PDWJ2U6A15B785
Telefonica Moviles Chile S.A.
87938XAB7
3000000.00000000
PA
USD
2987250.00000000
0.038189399859
Long
DBT
CORP
CL
Y
2
2031-11-18
Fixed
3.53700000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828V49
227224935.00000000
PA
USD
249912654.00000000
3.194916486250
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291HAN4
7000000.00000000
PA
USD
6984364.10000000
0.089289036196
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
2.51000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
2500000.00000000
PA
USD
2662300.00000000
0.034035195998
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796R43
10000000.00000000
PA
USD
9992043.70000000
0.127739610770
Long
STIV
UST
US
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
130561200.00000000
PA
USD
144842179.90000000
1.851681621799
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
2970000.00000000
PA
USD
3016881.45000000
0.038568212242
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAG1
2500000.00000000
PA
USD
2496847.75000000
0.031920032509
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
2.31000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
189909070.00000000
PA
USD
202091368.42000000
2.583562834293
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PZ5
151845768.00000000
PA
USD
194099405.47000000
2.481392520874
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
990000.00000000
PA
USD
970506.90000000
0.012407088817
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAC0
14985000.00000000
PA
USD
15719495.02000000
0.200960107425
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
2.89500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KBL2
6225000.00000000
PA
USD
6290859.88000000
0.080423186347
Long
ABS-CBDO
USGSE
US
Y
2
2033-08-25
Variable
2.29967000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
141002240.00000000
PA
USD
161464822.06000000
2.064187681945
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
5000000.00000000
PA
USD
5027500.00000000
0.064272226225
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
9850334.24000000
PA
USD
9826158.56000000
0.125618913157
Long
ABS-CBDO
USGSE
US
Y
2
2066-10-25
Variable
2.24000000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core & Main LP
40416VAE5
2500000.00000000
PA
USD
2482300.00000000
0.031734052145
Long
LON
CORP
US
N
2
2028-07-27
Variable
2.60130000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
212857600.00000000
PA
USD
227339505.17000000
2.906338360296
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828WU0
189237750.00000000
PA
USD
201715915.03000000
2.578762988401
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
213643350.00000000
PA
USD
228875740.57000000
2.925977797226
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
1045000.00000000
PA
USD
1035459.15000000
0.013237446988
Long
DBT
CORP
IL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FR4
112971286.45000000
PA
USD
128644339.80000000
1.644606287482
Long
DBT
UST
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies, Inc
78466DBD5
1655838.27000000
PA
USD
1635769.51000000
0.020911894182
Long
LON
CORP
US
N
2
2025-04-16
Variable
1.85425000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
202148870.00000000
PA
USD
226487699.07000000
2.895448758235
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAE7
6000000.00000000
PA
USD
5998206.00000000
0.076681860364
Long
ABS-MBS
USGSE
US
Y
2
2028-12-15
Variable
1.37100000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
4400000.00000000
PA
USD
4388876.80000000
0.056107982609
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828XL9
230873940.00000000
PA
USD
250745181.52000000
3.205559628389
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
5000000.00000000
PA
USD
5162350.00000000
0.065996166495
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
NASCAR HOLDINGS LLC
254900HRWKQR5V0WN013
Nascar Holdings, Inc
63108EAB4
3150646.46000000
PA
USD
3143273.95000000
0.040184030712
Long
LON
CORP
US
N
2
2026-10-19
Variable
2.60425000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
3000000.00000000
PA
USD
2931300.00000000
0.037474127645
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FQ6
69479218.00000000
PA
USD
103329224.13000000
1.320974494090
Long
DBT
UST
US
N
2
2032-04-15
Fixed
3.37500000
N
N
N
N
N
N
BANCO DE CHILE
8B4EZFY8IHJC44TT2K84
Banco de Chile
059520AC0
3125000.00000000
PA
USD
3080500.00000000
0.039381520216
Long
DBT
CORP
CL
Y
2
2031-12-09
Fixed
2.99000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FH6
8561583.60000000
PA
USD
11923250.45000000
0.152428413778
Long
DBT
UST
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291HAL8
5650000.00000000
PA
USD
5637229.87000000
0.072067093683
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
2.01000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAC0
5000000.00000000
PA
USD
5368350.00000000
0.068629697794
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754RAB2
10000000.00000000
PA
USD
10012065.00000000
0.127995565722
Long
ABS-CBDO
USGSE
US
Y
2
2041-10-25
Variable
1.59967000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc
05352TAB5
3400000.00000000
PA
USD
3437094.00000000
0.043940265167
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FD5
121426470.75000000
PA
USD
161309607.06000000
2.062203392816
Long
DBT
UST
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
2033802.06000000
NS
USD
2033802.06000000
0.026000395047
Long
STIV
RF
US
N
1
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
2435000.00000000
PA
USD
2517181.25000000
0.032179978667
Long
DBT
CORP
MU
Y
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc
043436AW4
4340000.00000000
PA
USD
4421375.00000000
0.056523443904
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
933MFSII9
2500000.00000000
PA
USD
2489425.00000000
0.031825139089
Long
LON
CORP
NL
N
2
2026-07-21
Variable
2.38175000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AW7
2960526.22000000
PA
USD
3035514.13000000
0.038806414893
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.44400000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
Iliad Holding SASU
449691AA2
4925000.00000000
PA
USD
5174845.25000000
0.066155907427
Long
DBT
CORP
FR
Y
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36266CAL0
4000000.00000000
PA
USD
3991123.60000000
0.051023052991
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
3.45975100
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust
07325NDB5
4214000.00000000
PA
USD
4218370.34000000
0.053928205429
Long
ABS-O
CORP
US
N
2
2041-02-28
Variable
1.22688000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
230367555.00000000
PA
USD
257746920.90000000
3.295070792468
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZZ6
132115025.00000000
PA
USD
147803002.51000000
1.889533170403
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities
20754KAA9
7049703.79000000
PA
USD
7054116.20000000
0.090180756286
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
0.95000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAA5
5000000.00000000
PA
USD
4998492.50000000
0.063901390502
Long
ABS-MBS
USGSE
US
Y
2
2028-12-15
Variable
1.02100000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US LONG BOND(CBT) Mar22
N/A
-20.00000000
NC
USD
-3208750.00000000
-0.04102108521
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US LONG BOND(CBT) Mar22
2022-03-22
-3163710.00000000
USD
-45040.00000000
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SV1
66911670.00000000
PA
USD
79190482.69000000
1.012381624743
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828S50
170729840.00000000
PA
USD
185349478.88000000
2.369532299839
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AA9
1575000.00000000
PA
USD
1575712.09000000
0.020144112166
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PK8
9987599.91000000
PA
USD
10565148.46000000
0.135066257967
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
3.65000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAA3
2375000.00000000
PA
USD
2398750.00000000
0.030665937873
Long
DBT
CORP
MX
Y
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400KAB1
8000000.00000000
PA
USD
7947720.80000000
0.101604715910
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
1.83000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828UH1
364179840.00000000
PA
USD
376101041.27000000
4.808125551135
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36181DYS9
20055163.93000000
PA
USD
20853213.85000000
0.266590249250
Long
ABS-O
USGSE
US
N
2
2031-09-15
Fixed
3.60000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
173424240.00000000
PA
USD
185502196.04000000
2.371484656250
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RU2
7500000.00000000
PA
USD
7499977.05000000
0.095880700476
Long
STIV
USGSE
US
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDC2
279051106.88000000
PA
USD
303446586.22000000
3.879301369872
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
3000000.00000000
PA
USD
3016865.76000000
0.038568011659
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
5000000.00000000
PA
USD
5136500.00000000
0.065665696670
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624XAP3
2000000.00000000
PA
USD
2024858.20000000
0.025886055555
Long
ABS-MBS
USGSE
US
Y
2
2046-03-10
Fixed
3.39700000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937EAH7
1451000.00000000
PA
USD
1477169.22000000
0.018884327057
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Variable
4.18302400
N
Y
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Inc
62479WAJ0
3986816.15000000
PA
USD
3967718.50000000
0.050723839091
Long
ABS-MBS
CORP
US
Y
2
2023-11-15
Variable
1.48680000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAL5
2000000.00000000
PA
USD
2124317.40000000
0.027157555148
Long
ABS-MBS
USGSE
US
N
2
2051-02-15
Variable
4.19713100
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AP4
2275000.00000000
PA
USD
2211755.00000000
0.028275369013
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KHE2
2485000.00000000
PA
USD
2495640.27000000
0.031904595924
Long
ABS-CBDO
USGSE
US
Y
2
2034-01-25
Variable
1.69967000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
242922759.09000000
PA
USD
273038097.59000000
3.490555221604
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PS1
131906554.00000000
PA
USD
159300405.89000000
2.036517498807
Long
DBT
UST
US
N
2
2027-01-15
Fixed
2.37500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc
82967NBL1
5000000.00000000
PA
USD
5001450.00000000
0.063939199573
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBH2
2500000.00000000
PA
USD
2672943.25000000
0.034171260716
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.47837300
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828TE0
262249983.00000000
PA
USD
268719157.71000000
3.435341321848
Long
DBT
UST
US
N
2
2022-07-15
Fixed
0.12500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609KAE9
30250000.00000000
PA
USD
30062410.68000000
0.384321841894
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
1.30720000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754AAB9
9000000.00000000
PA
USD
9011262.60000000
0.115201175218
Long
ABS-CBDO
USGSE
US
Y
2
2041-12-25
Variable
1.70000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CAQ4
300524580.00000000
PA
USD
323956502.54000000
4.141502858007
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609KAJ8
1500000.00000000
PA
USD
1490692.95000000
0.019057216214
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
1.95550000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AV6
3000000.00000000
PA
USD
2977500.00000000
0.038064754567
Long
LON
CORP
US
N
2
2025-03-06
Variable
2.36000000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing SARL
013304AA8
3485000.00000000
PA
USD
3519849.97000000
0.044998228454
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
6.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PV4
227552484.00000000
PA
USD
272962086.30000000
3.489583483200
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FS2
74291323.50000000
PA
USD
85956860.63000000
1.098883896984
Long
DBT
UST
US
N
2
2026-01-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617QULJ0
24255035.69000000
PA
USD
23870884.43000000
0.305168549835
Long
ABS-O
USGSE
US
N
2
2042-07-15
Fixed
1.65000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAZ7
2500000.00000000
PA
USD
2491875.00000000
0.031856460214
Long
LON
CORP
US
N
2
2028-12-01
Variable
2.75000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp
44267DAE7
5000000.00000000
PA
USD
5066750.00000000
0.064774003427
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0A63
2921423.65000000
PA
USD
3083836.75000000
0.039424177670
Long
ABS-O
USGSE
US
N
2
2036-10-15
Fixed
3.87000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617LYQM5
26228351.44000000
PA
USD
27711274.63000000
0.354264607067
Long
ABS-O
USGSE
US
N
2
2045-01-15
Fixed
2.75000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
206973900.00000000
PA
USD
239328442.95000000
3.059606529606
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36181PGX1
2243083.59000000
PA
USD
2330996.36000000
0.029799766361
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Fixed
3.38000000
N
N
N
N
N
N
2021-12-31
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer