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