0001752724-22-193826.txt : 20220825
0001752724-22-193826.hdr.sgml : 20220825
20220825144226
ACCESSION NUMBER: 0001752724-22-193826
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220825
DATE AS OF CHANGE: 20220825
PERIOD START: 20221231
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: 221196722
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
2022-12-31
2022-06-30
N
7498577536.00
9417684.00
7489159852.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2998051.00000000
0.00000000
0.00000000
0.00000000
USD
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610FAC1
2000000.00000000
PA
USD
1925018.20000000
0.025704060776
Long
ABS-MBS
CORP
US
Y
2
2039-01-17
Variable
3.11865000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de C.V.
40054JAA7
5000000.00000000
PA
USD
4808108.80000000
0.064200910315
Long
DBT
CORP
MX
Y
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
233804400.00000000
PA
USD
237037475.30000000
3.165074320542
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
174140950.00000000
PA
USD
166216176.73000000
2.219423540353
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
34188110.28000000
PA
USD
34579574.74000000
0.461728357030
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
2500000.00000000
PA
USD
2254111.25000000
0.030098319364
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
967336.60000000
0.012916490222
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
4.69611300
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
4500000.00000000
PA
USD
4252778.55000000
0.056785789515
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
3.44310000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAH0
2977099.20000000
PA
USD
2836431.26000000
0.037873824515
Long
LON
CORP
CA
N
2
2026-11-19
Variable
3.41610000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 10YR NOTE (CBT)Sep22
N/A
-115.00000000
NC
USD
-13631093.75000000
-0.18201098680
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US 10YR NOTE (CBT)Sep22
2022-09-21
-13827621.51000000
USD
196527.76000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617Q8L67
36972539.31000000
PA
USD
33734129.01000000
0.450439430812
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
1.73000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KWT2
20000000.00000000
PA
USD
19013890.00000000
0.253885487501
Long
ABS-CBDO
USGSE
US
Y
2
2042-05-25
Variable
4.27566000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810TE8
50992273.96000000
PA
USD
39564161.90000000
0.528285718049
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.12500000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc
86722AAD5
5000000.00000000
PA
USD
3995466.70000000
0.053349998917
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor, Inc
05350NAL8
3458667.62000000
PA
USD
3317623.15000000
0.044299003033
Long
LON
CORP
US
N
2
2027-11-08
Variable
3.91610000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDX6
84237072.53000000
PA
USD
79957763.54000000
1.067646640212
Long
DBT
UST
US
N
2
2032-01-15
Fixed
0.12500000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAG9
6000000.00000000
PA
USD
5721281.40000000
0.076394168545
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
2.64480000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust
85236WCG9
2000000.00000000
PA
USD
1912811.80000000
0.025541073201
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
2.49510000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd
45605PAZ1
3000000.00000000
PA
USD
2922900.00000000
0.039028409831
Long
ABS-O
CORP
KY
Y
3
2034-04-15
Fixed
5.38000000
N
Y
N
N
N
N
ZURN LLC
549300XLZXRC2KJ6VK87
Rexnord LLC
76168JAS5
2985000.00000000
PA
USD
2916434.55000000
0.038942079053
Long
LON
CORP
US
N
2
2028-10-04
Variable
3.91614000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
6000000.00000000
PA
USD
5076180.00000000
0.067780366560
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
2555382.38000000
0.034121082077
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
278849205.00000000
PA
USD
283750849.79000000
3.788820847697
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
2481203.02000000
PA
USD
2362179.71000000
0.031541317807
Long
LON
CORP
LU
N
2
2028-05-05
Variable
5.16610000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies, Inc
78466DBE3
1336842.25000000
PA
USD
1267500.24000000
0.016924465027
Long
LON
CORP
US
N
2
2025-04-16
Variable
3.41614000
N
N
N
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI, Inc
N/A
375000.00000000
PA
USD
358593.75000000
0.004788170597
Long
LON
CORP
US
N
2
2028-12-08
Variable
3.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
168780800.00000000
PA
USD
160535154.10000000
2.143566932372
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
5000000.00000000
PA
USD
4762500.00000000
0.063591912766
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
1848747.40000000
0.024685644805
Long
ABS-MBS
CORP
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
2381869.50000000
0.031804228338
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
4623358.50000000
0.061734007436
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
3.62400000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAJ0
6930055.20000000
PA
USD
6275658.40000000
0.083796560949
Long
ABS-O
CORP
US
Y
2
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
159820450.00000000
PA
USD
158324214.14000000
2.114045063382
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
5870500.00000000
PA
USD
5057107.00000000
0.067525691799
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
933MFSII9
2481249.98000000
PA
USD
2354979.17000000
0.031445171641
Long
LON
CORP
NL
N
2
2026-07-21
Variable
4.50040000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
30650000.00000000
PA
USD
30650000.00000000
0.409258189245
Long
RA
CORP
US
N
2
Repurchase
N
1.45000000
2022-07-01
34454400.00000000
USD
31263022.27000000
USD
UST
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
3000000.00000000
PA
USD
2474436.03000000
0.033040235205
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KRE1
6431388.31000000
PA
USD
6283683.12000000
0.083903712087
Long
ABS-CBDO
USGSE
US
Y
2
2042-02-25
Variable
1.34867000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust
05530SAJ5
7500000.00000000
PA
USD
7208630.25000000
0.096254191290
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Variable
3.42900000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KNK1
10000000.00000000
PA
USD
9672150.00000000
0.129148665419
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
1.87566000
N
Y
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
258540004.26000000
PA
USD
261435114.54000000
3.490847033665
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust
35564KQC6
15000000.00000000
PA
USD
12700168.50000000
0.169580683961
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
3.42566000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Co
68621XAE3
2332915.62000000
PA
USD
2240578.82000000
0.029917625798
Long
LON
CORP
US
N
2
2028-06-02
Variable
4.62500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAC8
2004699.45000000
PA
USD
1992374.96000000
0.026603450845
Long
ABS-CBDO
CORP
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
2478763.17000000
0.033098013915
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
205976670.00000000
PA
USD
209492755.61000000
2.797279798401
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
4000000.00000000
0.053410530407
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
2520000.00000000
0.033648634156
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
237529070.00000000
PA
USD
236644521.24000000
3.159827349349
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
6606119.10000000
0.088209081266
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Variable
3.72500000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
2500000.00000000
PA
USD
2517700.00000000
0.033617923101
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust
05530SAL0
2500000.00000000
PA
USD
2364398.50000000
0.031570944494
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Variable
4.27900000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
5000000.00000000
PA
USD
4250413.20000000
0.056754205865
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust
05530SAA4
5000000.00000000
PA
USD
4857507.00000000
0.064860506331
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Variable
2.42900000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
2375000.00000000
PA
USD
1810937.50000000
0.024180783102
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
FLUIDRA FINCO SL
9598001EJ2RDDXG5CK22
Fluidra Finco SL
98975VAM8
1990000.00000000
PA
USD
1926160.80000000
0.025719317494
Long
LON
CORP
ES
N
2
2029-01-29
Variable
3.62532000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
136481730.00000000
PA
USD
135985917.81000000
1.815769999537
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
2328004.80000000
0.031084992789
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
2442499.25000000
0.032613795115
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
3.52400000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
198520905.00000000
PA
USD
201917474.60000000
2.696129854219
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
158731128.00000000
PA
USD
176445769.51000000
2.356015534411
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc
N/A
2720000.00000000
PA
USD
2470113.60000000
0.032982519385
Long
LON
CORP
US
N
2
2029-02-20
Variable
4.44950000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FDR6
5213576.34000000
PA
USD
5220093.31000000
0.069701988115
Long
ABS-O
USGSE
US
N
2
2045-10-15
Fixed
4.93000000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAC0
14435000.00000000
PA
USD
14006180.75000000
0.187019385709
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
6114426.57000000
0.081643691559
Long
ABS-CBDO
CORP
US
Y
2
2033-08-25
Variable
3.17566000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
147397120.00000000
PA
USD
148450779.47000000
1.982208717715
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CEJ6
127970000.00000000
PA
USD
125995462.57000000
1.682371121192
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
5000000.00000000
PA
USD
4332843.55000000
0.057854868044
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
8612251.73000000
PA
USD
7616951.88000000
0.101706359999
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.24000000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core & Main LP
40416VAE5
2487468.68000000
PA
USD
2364139.98000000
0.031567492572
Long
LON
CORP
US
N
2
2028-07-27
Variable
4.31870000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
233777800.00000000
PA
USD
235208471.04000000
3.140652298631
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
197819375.00000000
PA
USD
199712567.74000000
2.666688542996
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
Y
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
223333200.00000000
PA
USD
224685413.29000000
3.000141774647
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CEP2
25000000.00000000
PA
USD
24718750.00000000
0.330060387126
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FR4
118094828.28000000
PA
USD
125136694.17000000
1.670904302257
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
1646788.73000000
PA
USD
1561369.80000000
0.020848397294
Long
LON
CORP
US
N
2
2025-04-16
Variable
3.41610000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
211315610.00000000
PA
USD
204897724.59000000
2.735924037397
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
GCC SAB DE CV
254900WY9XL8033CKX68
GCC SAB de C.V.
36165RAC9
3275000.00000000
PA
USD
2673284.25000000
0.035695382430
Long
DBT
CORP
MX
Y
2
2032-04-20
Fixed
3.61400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAE7
6000000.00000000
PA
USD
5728815.60000000
0.076494769950
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
2.59500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGN8
3100000.00000000
PA
USD
2570329.94000000
0.034320671354
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
4378000.00000000
PA
USD
3606872.21000000
0.048161239461
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
241342200.00000000
PA
USD
243758764.28000000
3.254821222902
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
4666250.00000000
0.062306721878
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
NASCAR HOLDINGS LLC
254900HRWKQR5V0WN013
Nascar Holdings, Inc
63108EAB4
2796245.01000000
PA
USD
2681598.96000000
0.035806405698
Long
LON
CORP
US
N
2
2026-10-19
Variable
4.16610000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
2985000.00000000
PA
USD
2650247.18000000
0.035387776898
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
Y
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD Mortgage Trust
55348UAQ1
2500000.00000000
PA
USD
2280175.50000000
0.030446345719
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FQ6
67744768.00000000
PA
USD
84623624.22000000
1.129948163643
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
2609375.00000000
0.034842025695
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
8949848.80000000
PA
USD
10805427.49000000
0.144280903379
Long
DBT
UST
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
2950000.00000000
PA
USD
2674175.00000000
0.035707276287
Long
DBT
CORP
ID
Y
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
MKS INSTRUMENTS INC
549300KEQATBHAGVF505
MKS Instruments, Inc
BL3678663
1.00000000
PA
USD
0.95000000
0.000000012685
Long
LON
CORP
US
N
2
2028-10-22
Variable
2.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291HAL8
5650000.00000000
PA
USD
5352987.41000000
0.071476474207
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Variable
3.22500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RKH4
2900000.00000000
PA
USD
2369252.50000000
0.031635758173
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
1700000.00000000
PA
USD
1456488.67000000
0.019447958099
Long
DBT
CORP
IN
Y
2
2032-01-21
Fixed
3.57000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAC0
5000000.00000000
PA
USD
4662500.00000000
0.062256649505
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
9275245.00000000
0.123848938776
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
2.47566000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc
05352TAB5
3400000.00000000
PA
USD
2973810.00000000
0.039708192357
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US ULTRA BOND CBT Sep22
N/A
-580.00000000
NC
USD
-89519375.00000000
-1.19531932511
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US ULTRA BOND CBT Sep22
2022-09-21
-91958404.92000000
USD
2439029.92000000
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FD5
126933039.00000000
PA
USD
148253822.89000000
1.979578828864
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
5090795.23000000
NS
USD
5090795.23000000
0.067975518357
Long
STIV
RF
US
N
1
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
2435000.00000000
PA
USD
2110123.40000000
0.028175702504
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
3585925.00000000
0.047881539062
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AW7
2631578.84000000
PA
USD
2588722.55000000
0.034566261118
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.44400000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAG3
3600000.00000000
PA
USD
3128684.26000000
0.041776171450
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
Iliad Holding SASU
449691AA2
4925000.00000000
PA
USD
4432352.25000000
0.059183571156
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
3788284.80000000
0.050583575125
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
4.67400100
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust
07325NDB5
4214000.00000000
PA
USD
4148305.43000000
0.055390798326
Long
ABS-O
CORP
US
N
2
2041-02-28
Variable
2.75771000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
680000.00000000
PA
USD
655894.00000000
0.008757911607
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
240815175.00000000
PA
USD
239168976.91000000
3.193535478430
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
138106500.00000000
PA
USD
131704687.82000000
1.758604308396
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
5147244.24000000
PA
USD
5029218.44000000
0.067153306103
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
1.82566000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SV1
42633600.00000000
PA
USD
32817879.54000000
0.438205088268
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
178473200.00000000
PA
USD
177027752.69000000
2.363786541994
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
1448328.07000000
0.019338992605
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
9584347.48000000
PA
USD
9603896.87000000
0.128237306450
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
3.65000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400KAB1
6832224.58000000
PA
USD
6231706.20000000
0.083209683371
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
311820210.00000000
PA
USD
317082176.04000000
4.233881801245
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
19199207.15000000
PA
USD
19138418.04000000
0.255548264668
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
181287720.00000000
PA
USD
181376239.17000000
2.421850284335
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDC2
299639491.84000000
PA
USD
296908403.72000000
3.964508831263
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
2492517.75000000
0.033281673769
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AH4
2000000.00000000
PA
USD
1972149.30000000
0.026333385038
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
4.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
5000000.00000000
PA
USD
4466400.00000000
0.059638198252
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624XAP3
2000000.00000000
PA
USD
1973252.60000000
0.026348116998
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Fixed
3.39700000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US LONG BOND(CBT) Sep22
N/A
-19.00000000
NC
USD
-2633875.00000000
-0.03516916519
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US LONG BOND(CBT) Sep22
2022-09-21
-2672891.67000000
USD
39016.67000000
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937EAH7
1951000.00000000
PA
USD
1927876.94000000
0.025742232481
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
4.31467800
N
Y
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Inc
62479WAJ0
3986816.15000000
PA
USD
3765162.73000000
0.050274834619
Long
ABS-MBS
USGSE
US
Y
2
2023-11-15
Variable
2.70180000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAL5
2000000.00000000
PA
USD
1816555.20000000
0.024255794186
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.33405900
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AP4
2275000.00000000
PA
USD
1723289.75000000
0.023010454898
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
2347859.42000000
PA
USD
2263833.99000000
0.030228143539
Long
ABS-CBDO
CORP
US
Y
2
2034-01-25
Variable
2.57566000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
253939979.28000000
PA
USD
241444677.22000000
3.223922068581
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
118910716.00000000
PA
USD
129134250.31000000
1.724282200699
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
4461150.00000000
0.059568096931
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
2451600.75000000
0.032735324101
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.62076700
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828TE0
148446976.00000000
PA
USD
148942765.15000000
1.988778021745
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
26370302.86000000
PA
USD
24847330.85000000
0.331777279975
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
2.52120000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754AAB9
9000000.00000000
PA
USD
8014221.00000000
0.107010948602
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
2.57566000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR Mortgage Trust
78458MAC8
7716723.81000000
PA
USD
7442124.96000000
0.099371960367
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
3.67865000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CAQ4
314153640.00000000
PA
USD
313908207.47000000
4.191500965040
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
1400193.07000000
PA
USD
1314059.35000000
0.017546151717
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
3.16950000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AV6
3000000.00000000
PA
USD
2865000.00000000
0.038255292404
Long
LON
CORP
US
N
2
2025-03-06
Variable
4.17000000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing SARL
013304AA8
3485000.00000000
PA
USD
2982557.90000000
0.039824999852
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
6.12500000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VIII Issuer LLC
86745AAA4
4632619.18000000
PA
USD
4196202.83000000
0.056030354711
Long
ABS-O
CORP
US
Y
2
2049-02-22
Fixed
2.79000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PV4
237870624.00000000
PA
USD
252489755.31000000
3.371402938375
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
77660397.00000000
PA
USD
82247214.20000000
1.098216833735
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
23771193.35000000
PA
USD
21311880.12000000
0.284569705296
Long
ABS-O
USGSE
US
N
2
2042-07-15
Fixed
1.65000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc
N/A
2640000.00000000
PA
USD
2497440.00000000
0.033347398765
Long
LON
CORP
US
N
2
2029-01-28
Variable
2.50000000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAB7
3260000.00000000
PA
USD
3062411.40000000
0.040891254299
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAZ7
2485648.14000000
PA
USD
2364994.78000000
0.031578906402
Long
LON
CORP
US
N
2
2028-12-01
Variable
3.91610000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
BU3987486
1450000.00000000
PA
USD
1297004.70000000
0.017318427241
Long
DBT
CORP
IL
Y
2
2032-02-22
Fixed
3.75000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp
44267DAE7
5000000.00000000
PA
USD
3856438.30000000
0.051493603771
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
2849212.23000000
PA
USD
2852911.39000000
0.038093877636
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
25831259.75000000
PA
USD
25039733.38000000
0.334346360270
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
216359640.00000000
PA
USD
218376743.61000000
2.915904426204
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
2178597.72000000
PA
USD
2151411.22000000
0.028727003596
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Fixed
3.38000000
N
N
N
N
N
N
2022-06-30
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Principal Financial Officer, Principal Accounting Officer and Treasurer