0001752724-23-043026.txt : 20230227 0001752724-23-043026.hdr.sgml : 20230227 20230227151857 ACCESSION NUMBER: 0001752724-23-043026 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230227 DATE AS OF CHANGE: 20230227 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: 23673937 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 C000234676 Class R4 QCILFX NPORT-P 1 primary_doc.xml NPORT-P false 0000777535 XXXXXXXX S000005085 C000234676 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 2022-12-31 N 7117346444.00 9818693.00 7107527751.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1.00000000 0.00000000 0.00000000 0.00000000 USD N BX Trust N/A 05610FAC1 2000000.00000000 PA USD 1899202.40000000 0.026720998728 Long ABS-MBS CORP US Y 2 2039-01-17 Variable 6.17561000 N N N N N N GRUPO AEROMEXICO SAB N/A 40054JAA7 5000000.00000000 PA USD 4416207.80000000 0.062134232249 Long DBT CORP MX Y 2 2027-03-17 Fixed 8.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128286N5 241017840.00000000 PA USD 234373759.05000000 3.297542651409 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 179513250.00000000 PA USD 161242732.49000000 2.268619105529 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181R5Z4 33465693.05000000 PA USD 33053078.79000000 0.465043260441 Long ABS-O USGSE US N 2 2038-09-15 Fixed 4.25000000 N N N N N N MRCD Mortgage Trust N/A 55348UAS7 2500000.00000000 PA USD 2211992.75000000 0.031121830649 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N COMM Mortgage Trust N/A 12592MBQ2 1000000.00000000 PA USD 926741.90000000 0.013038878390 Long ABS-MBS CORP US N 2 2047-10-10 Variable 4.54378100 N N N N N N ELP 2021-ELP N/A 26863LAL8 4500000.00000000 PA USD 4152343.05000000 0.058421763452 Long ABS-MBS CORP US Y 2 2038-11-15 Variable 6.43610000 N N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 C6901LAH0 2961832.02000000 PA USD 2916604.85000000 0.041035433869 Long LON CORP CA N 2 2026-11-19 Variable 6.16470000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617Q8L67 35915492.89000000 PA USD 30381293.63000000 0.427452339186 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 1.73000000 N N N N N N Freddie Mac - STACR N/A 35564KWT2 20000000.00000000 PA USD 20134570.00000000 0.283285140844 Long ABS-CBDO CORP US Y 2 2042-05-25 Variable 7.27768000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 190938273.12000000 PA USD 123500022.59000000 1.737594659023 Long DBT UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 6000000.00000000 PA USD 5734500.00000000 0.080682062749 Long DBT CORP US Y 2 2027-07-01 Fixed 6.50000000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722AAD5 5000000.00000000 PA USD 4291937.50000000 0.060385800103 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05350NAL8 2704025.08000000 PA USD 2695575.00000000 0.037925634544 Long LON CORP US N 2 2027-11-08 Variable 6.63360000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 97585155.20000000 PA USD 85472154.82000000 1.202558158256 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N ELP 2021-ELP N/A 26863LAG9 6000000.00000000 PA USD 5712366.60000000 0.080370654890 Long ABS-MBS CORP US Y 2 2038-11-15 Variable 5.63780000 N N N N N N SREIT Trust N/A 85236WCG9 2000000.00000000 PA USD 1913732.60000000 0.026925432682 Long ABS-MBS CORP US Y 2 2036-11-15 Variable 5.48910000 N N N N N N INDUSTRIAL DPR FUNDING LTD. 549300MBUJF25SSFY437 45605PAZ1 3000000.00000000 PA USD 2528310.00000000 0.035572284605 Long ABS-O CORP KY Y 3 2034-04-15 Fixed 5.38000000 N N N N N N ZURN LLC 549300XLZXRC2KJ6VK87 76168JAS5 2970000.00000000 PA USD 2967772.50000000 0.041755341716 Long LON CORP US N 2 2028-10-04 Variable 6.38360000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 2500000.00000000 PA USD 2361425.00000000 0.033224281110 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDN7 6000000.00000000 PA USD 5193390.00000000 0.073068867008 Long DBT CORP US Y 2 2030-01-15 Fixed 4.37500000 N N N N N N PARKLAND CORP 549300Q72GWZCL8MQC95 70137WAL2 3150000.00000000 PA USD 2606625.00000000 0.036674144531 Long DBT CORP CA Y 2 2030-05-01 Fixed 4.62500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828VM9 138283200.00000000 PA USD 136641087.00000000 1.922484044902 Long DBT UST US N 2 2023-07-15 Fixed 0.37500000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 N/A 2226129.86000000 PA USD 2209957.03000000 0.031093188903 Long LON CORP LU N 2 2028-05-05 Variable 7.88360000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBE3 1297250.54000000 PA USD 1277791.78000000 0.017978006203 Long LON CORP US N 2 2025-04-16 Variable 6.13357000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 45173JAQ7 367366.07000000 PA USD 364427.14000000 0.005127340374 Long LON CORP US N 2 2029-07-02 Variable 7.13360000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 173988320.00000000 PA USD 154512112.70000000 2.173922045935 Long DBT UST US N 2 2031-01-15 Fixed 0.12500000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 5000000.00000000 PA USD 4870425.00000000 0.068524881936 Long DBT CORP US Y 2 2026-02-15 Fixed 5.62500000 N N N N N N Freddie Mac - STACR N/A 35564KKY4 2305000.00000000 PA USD 2192560.95000000 0.030848433193 Long ABS-CBDO CORP US Y 2 2041-10-25 Variable 5.42768000 N N N N N N JP Morgan Chase Commercial Mor N/A 46652BBJ7 2000000.00000000 PA USD 1720078.40000000 0.024200797524 Long ABS-MBS CORP US Y 2 2037-01-16 Fixed 3.61960000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 2830000.00000000 PA USD 2275852.04000000 0.032020304664 Long DBT CORP CA Y 2 2029-12-01 Fixed 3.87500000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 2500000.00000000 PA USD 2056050.00000000 0.028927780123 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N N EQUS 2021-EQAZ Mortgage Trust N/A 29478JAN0 4999899.77000000 PA USD 4603752.21000000 0.064772905168 Long ABS-MBS USGSE US Y 2 2038-10-15 Variable 6.61800000 N N N N N N Oak Street Investment Grade Ne N/A 67181DAJ0 6870102.52000000 PA USD 6028661.29000000 0.084820791436 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 91282CCA7 164751900.00000000 PA USD 154885458.98000000 2.179174874951 Long DBT UST US N 2 2026-04-15 Fixed 0.12500000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AK4 2315000.00000000 PA USD 2268700.00000000 0.031919678395 Long DBT CORP US Y 2 2027-09-30 Fixed 6.75000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AQ4 5841000.00000000 PA USD 4800875.61000000 0.067546350548 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.49300000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 85748R009 10480000.00000000 PA USD 10480000.00000000 0.147449301179 Long RA CORP US N 2 Repurchase N 4.08000000 2023-01-03 12307800.00000000 USD 10689681.35000000 USD UST N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 5000000.00000000 PA USD 4738250.00000000 0.066665233904 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 3000000.00000000 PA USD 2349607.05000000 0.033058007401 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KRE1 5488084.02000000 PA USD 5399374.08000000 0.075966978521 Long ABS-CBDO CORP US Y 2 2042-02-25 Variable 1.34867000 N N N N N N Banc of America Merrill Lynch N/A 05530SAJ5 7500000.00000000 PA USD 7136924.25000000 0.100413596682 Long ABS-MBS CORP US Y 2 2039-01-15 Variable 6.48600000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643ABK8 2200000.00000000 PA USD 2048107.38000000 0.028816030717 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.48218000 N N N N N N Freddie Mac - STACR N/A 35564KNK1 9507642.22000000 PA USD 9030883.40000000 0.127060825034 Long ABS-CBDO CORP US Y 2 2041-12-25 Variable 4.87768000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828N71 266516105.04000000 PA USD 255823782.73000000 3.599335685942 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 35564KQC6 15000000.00000000 PA USD 13593030.00000000 0.191248356337 Long ABS-CBDO CORP US Y 2 2042-01-25 Variable 6.42768000 N N N N N N ORGANON & CO 549300AMCKY57OK2CO56 68621XAE3 2332915.62000000 PA USD 2316048.64000000 0.032585854338 Long LON CORP US N 2 2028-06-02 Variable 7.75000000 N N N N N N Verus Securitization Trust N/A 92537KAC8 1604064.59000000 PA USD 1527884.19000000 0.021496703826 Long ABS-CBDO CORP US Y 2 2059-11-25 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 3000000.00000000 PA USD 2347683.75000000 0.033030947359 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128284H0 140354370.00000000 PA USD 138920672.57000000 1.954556878802 Long DBT UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 5000000.00000000 PA USD 4139850.00000000 0.058245991363 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N TELEFONICA MOVILES CHILE 549300PDWJ2U6A15B785 87938XAB7 3000000.00000000 PA USD 2457570.00000000 0.034577001822 Long DBT CORP CL Y 2 2031-11-18 Fixed 3.53700000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 244857690.00000000 PA USD 230893436.35000000 3.248575938623 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 129759810.00000000 PA USD 129607660.13000000 1.823526613902 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N Citigroup Commercial Mortgage N/A 17291HAN4 7000000.00000000 PA USD 6555026.80000000 0.092226538251 Long ABS-MBS CORP US Y 2 2036-10-15 Variable 6.71800000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AE8 2500000.00000000 PA USD 2549730.00000000 0.035873655219 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 05530SAL0 2500000.00000000 PA USD 2346051.75000000 0.033007985789 Long ABS-MBS CORP US Y 2 2039-01-15 Variable 7.33600000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 5000000.00000000 PA USD 4185507.90000000 0.058888379287 Long DBT CORP LU Y 2 2036-08-31 Fixed 3.54500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 2500000.00000000 PA USD 2561750.00000000 0.036042771688 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 5000000.00000000 PA USD 4660350.00000000 0.065569212858 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N Banc of America Merrill Lynch N/A 05530SAA4 5000000.00000000 PA USD 4846824.00000000 0.068192825547 Long ABS-MBS CORP US Y 2 2039-01-15 Variable 5.48600000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 2375000.00000000 PA USD 1864961.63000000 0.026239245140 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N FLUIDRA FINCO SL 9598001EJ2RDDXG5CK22 98975VAM8 1980000.00000000 PA USD 1888920.00000000 0.026576329578 Long LON CORP ES N 2 2029-01-29 Variable 6.42300000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 140691705.00000000 PA USD 132591539.07000000 1.865508566622 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N Natixis Commercial Mortgage Se N/A 63875FAG1 2500000.00000000 PA USD 2274868.25000000 0.032006463142 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 6.51800000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828B25 204645660.00000000 PA USD 200297948.63000000 2.818109976451 Long DBT UST US N 2 2024-01-15 Fixed 0.62500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 163628694.00000000 PA USD 170597641.71000000 2.400238840938 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 22704NAD4 2278000.00000000 PA USD 2238135.00000000 0.031489641383 Long LON CORP US N 2 2029-02-20 Variable 7.48130000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291FDR6 5155252.09000000 PA USD 5141876.58000000 0.072344094319 Long ABS-O USGSE US N 2 2045-10-15 Fixed 4.93000000 N N N N N N MONTEFIORE MEDICAL CENT 549300LVC84TCICWUW24 61237WAC0 14875000.00000000 PA USD 13533629.32000000 0.190412613135 Long DBT CORP US N 2 2032-04-20 Fixed 2.89500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136G42Q5 9000000.00000000 PA USD 6254836.92000000 0.088002989775 Long DBT USGSE US N 2 2035-08-24 Fixed 1.62500000 N N N N N N Freddie Mac - STACR N/A 35564KBL2 6225000.00000000 PA USD 6100457.05000000 0.085830928330 Long ABS-CBDO CORP US Y 2 2033-08-25 Variable 6.17768000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 151944960.00000000 PA USD 144733784.39000000 2.036344977613 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 131918750.00000000 PA USD 122935199.21000000 1.729647825753 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAA9 5000000.00000000 PA USD 4452942.40000000 0.062651073003 Long DBT CORP US Y 2 2026-07-01 Fixed 3.75000000 N N N N N N Verus Securitization Trust N/A 92538QAC4 8170998.13000000 PA USD 6659980.39000000 0.093703192211 Long ABS-CBDO CORP US Y 2 2066-10-25 Variable 2.24000000 N N N N N N BX Commercial Mortgage Trust 2 N/A 056054AJ8 4675000.00000000 PA USD 4506033.35000000 0.063398040892 Long ABS-MBS CORP US Y 2 2036-10-15 Variable 2.11000000 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 40416VAE5 2487468.68000000 PA USD 2462593.99000000 0.034647687301 Long LON CORP US N 2 2028-07-27 Variable 7.41560000 N N N N N N Chicago Board of Trade N/A N/A -200.00000000 NC USD -26862500.00000000 -0.37794435619 N/A DIR US N 1 N/A N/A Short Chicago Board of Trade US ULTRA BOND CBT Mar23 2023-03-22 -27136805.60000000 USD 274305.60000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828YL8 211953675.00000000 PA USD 204111191.91000000 2.871760745236 Long DBT UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828WU0 203922875.00000000 PA USD 197343205.56000000 2.776537953471 Long DBT UST US N 2 2024-07-15 Fixed 0.12500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 5200000.00000000 PA USD 5161000.00000000 0.072613152995 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828H45 230223150.00000000 PA USD 220834152.66000000 3.107045943351 Long DBT UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 25000000.00000000 PA USD 25511718.75000000 0.358939418089 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FR4 121738218.69000000 PA USD 121835934.31000000 1.714181619521 Long DBT UST US N 2 2025-01-15 Fixed 2.37500000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 1595685.48000000 PA USD 1571750.20000000 0.022113880593 Long LON CORP US N 2 2025-04-16 Variable 6.13360000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 217836300.00000000 PA USD 199417835.66000000 2.805727147979 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N GCC SAB DE CV 254900WY9XL8033CKX68 36165RAC9 3275000.00000000 PA USD 2725575.78000000 0.038347733213 Long DBT CORP MX Y 2 2032-04-20 Fixed 3.61400000 N N N N N N BX Trust N/A 12434FAE7 6000000.00000000 PA USD 5771260.20000000 0.081199263684 Long ABS-MBS CORP US Y 2 2038-12-15 Variable 5.58900000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 3100000.00000000 PA USD 2457376.45000000 0.034574278653 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AS0 4356000.00000000 PA USD 3355627.18000000 0.047212297968 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 912828XL9 248788980.00000000 PA USD 238931594.89000000 3.361669532087 Long DBT UST US N 2 2025-07-15 Fixed 0.37500000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 5000000.00000000 PA USD 4811450.00000000 0.067695127877 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAB2 600000.00000000 PA USD 588476.88000000 0.008279628312 Long DBT CORP GB Y 2 2032-05-13 Fixed 5.62500000 N N N N N N NASCAR HOLDINGS LLC 254900HRWKQR5V0WN013 63108EAB4 2597951.05000000 PA USD 2595314.13000000 0.036515005229 Long LON CORP US N 2 2026-10-19 Variable 6.88360000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 2970000.00000000 PA USD 2535102.90000000 0.035667857922 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.04500000 N N N N N N MRCD Mortgage Trust N/A 55348UAQ1 2500000.00000000 PA USD 2231796.75000000 0.031400464805 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 912810FQ6 69834752.00000000 PA USD 79930571.45000000 1.124590353358 Long DBT UST US N 2 2032-04-15 Fixed 3.37500000 N N N N N N BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 059520AC0 3125000.00000000 PA USD 2658050.25000000 0.037397676704 Long DBT CORP CL Y 2 2031-12-09 Fixed 2.99000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 9225930.40000000 PA USD 10365977.42000000 0.145845050250 Long DBT UST US N 2 2029-04-15 Fixed 3.87500000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 2950000.00000000 PA USD 2705841.10000000 0.038070074360 Long DBT CORP ID Y 2 2032-04-14 Fixed 5.31500000 N N N N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 BL3678663 1.00000000 PA USD 0.99000000 0.000000013928 Long LON CORP US N 2 2029-08-17 Variable 7.17110000 N N N N N N Citigroup Commercial Mortgage N/A 17291HAL8 5650000.00000000 PA USD 5325662.88000000 0.074929892173 Long ABS-MBS CORP US Y 2 2036-10-15 Variable 6.21800000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 2900000.00000000 PA USD 2273082.61000000 0.031981339920 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2H6 1700000.00000000 PA USD 1448671.58000000 0.020382214895 Long DBT CORP IN Y 2 2032-01-21 Fixed 3.57000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 5000000.00000000 PA USD 4812500.00000000 0.067709900947 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 10000000.00000000 PA USD 9752450.00000000 0.137212971115 Long ABS-CBDO CORP US Y 2 2041-10-25 Variable 5.47768000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 3400000.00000000 PA USD 2855150.00000000 0.040170789338 Long DBT CORP US Y 2 2029-11-01 Fixed 3.87500000 N N N N N Morgan Stanley BAML Trust N/A 61690GAJ0 3479675.00000000 PA USD 3367829.55000000 0.047383980309 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.86911000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 130849357.50000000 PA USD 142601230.09000000 2.006340813371 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 857509301 8815771.47000000 NS USD 8815771.47000000 0.124034288417 Long STIV RF US N 1 N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 455000.00000000 PA USD 455000.00000000 0.006401663362 Long DBT CORP CA Y 2 2027-12-01 Fixed 6.90000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 153319725.00000000 PA USD 140428095.03000000 1.975765694481 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 12674CAA1 2435000.00000000 PA USD 2218840.30000000 0.031218172868 Long DBT CORP MU Y 2 2026-10-31 Fixed 5.37500000 N N N N N N United States Treasury Note/Bond - When Issued 254900HROIFWPRGM1V77 912810TL2 9000000.00000000 PA USD 9012656.25000000 0.126804376510 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 4340000.00000000 PA USD 3657057.60000000 0.051453300333 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 933MFSII9 2468749.98000000 PA USD 2438569.51000000 0.034309672722 Long LON CORP NL N 2 2025-07-10 Variable 6.97986000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470AW7 2302631.46000000 PA USD 2211227.61000000 0.031111065443 Long DBT CORP US N 2 2026-01-15 Fixed 2.44400000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAG3 3600000.00000000 PA USD 3218244.59000000 0.045279381280 Long DBT CORP NL Y 2 2027-01-19 Fixed 3.25700000 N N N N N N ILIAD HOLDING SAS N/A 449691AA2 4925000.00000000 PA USD 4567710.16000000 0.064265808309 Long DBT CORP FR Y 2 2026-10-15 Fixed 6.50000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36266CAL0 4000000.00000000 PA USD 3706346.00000000 0.052146767903 Long ABS-MBS CORP US Y 2 2036-11-15 Variable 7.66786100 N N N N N N Bayview Financial Acquisition N/A 07325NDB5 4214000.00000000 PA USD 4159321.24000000 0.058519943723 Long ABS-O CORP US N 2 2041-02-28 Variable 5.51371000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 680000.00000000 PA USD 665896.80000000 0.009368894829 Long DBT CORP US Y 2 2027-06-01 Fixed 7.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 248244000.00000000 PA USD 233431866.38000000 3.284290607900 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 142367050.00000000 PA USD 127466625.54000000 1.793403135458 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAA9 3949166.07000000 PA USD 3878837.74000000 0.054573655930 Long ABS-CBDO USGSE US Y 2 2041-11-25 Variable 4.82768000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 6000000.00000000 PA USD 5475000.00000000 0.077031004194 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828S50 183978800.00000000 PA USD 173358373.56000000 2.439081205635 Long DBT UST US N 2 2026-07-15 Fixed 0.12500000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AA9 1575000.00000000 PA USD 1405094.56000000 0.019769104099 Long DBT CORP US N 2 2026-10-25 Fixed 1.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A4PK8 9173065.12000000 PA USD 8812313.24000000 0.123985632539 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 3.65000000 N N N N N N MVW Owner Trust N/A 55400KAB1 5939973.95000000 PA USD 5322353.87000000 0.074883335759 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 912828UH1 94237160.00000000 PA USD 94115682.65000000 1.324169049311 Long DBT UST US N 2 2023-01-15 Fixed 0.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181DYS9 18326640.60000000 PA USD 17828443.89000000 0.250838892433 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 912828ZJ2 186881580.00000000 PA USD 178097020.71000000 2.505752027277 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDC2 308885228.80000000 PA USD 289521677.13000000 4.073451237517 Long DBT UST US N 2 2026-10-15 Fixed 0.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 3000000.00000000 PA USD 2371292.97000000 0.033363119400 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AH4 2000000.00000000 PA USD 1933775.86000000 0.027207433129 Long DBT CORP US N 2 2032-04-22 Fixed 4.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CS2 5000000.00000000 PA USD 4476550.00000000 0.062983222251 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N COMM Mortgage Trust N/A 12624XAP3 2000000.00000000 PA USD 1989214.60000000 0.027987433460 Long ABS-MBS CORP US Y 2 2046-03-10 Fixed 3.39700000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAD2 1000000.00000000 PA USD 859904.13000000 0.012098498382 Long DBT CORP US Y 2 2027-01-15 Fixed 3.75000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRU N/A 92937EAH7 1951000.00000000 PA USD 1884918.85000000 0.026520035039 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.19231700 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 62479WAJ0 3986816.15000000 PA USD 3786057.23000000 0.053268272212 Long ABS-MBS CORP US Y 2 2023-11-15 Variable 5.69480000 N N N N N N BENCHMARK Mortgage Trust N/A 08161CAL5 2000000.00000000 PA USD 1664938.80000000 0.023425005970 Long ABS-MBS CORP US N 2 2051-02-15 Variable 4.22672000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 2275000.00000000 PA USD 1737735.66000000 0.024449227929 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 261773766.75000000 PA USD 231293554.46000000 3.254205436306 Long DBT UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 122579207.20000000 PA USD 125028828.85000000 1.759104335996 Long DBT UST US N 2 2027-01-15 Fixed 2.37500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 5000000.00000000 PA USD 4439700.00000000 0.062464757867 Long DBT CORP US Y 2 2026-09-01 Fixed 3.12500000 N N N N N N COMM Mortgage Trust N/A 12593QBH2 2500000.00000000 PA USD 2327994.50000000 0.032753927688 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.46685600 N N N N N N BX Trust N/A 05609KAE9 26179700.45000000 PA USD 24889496.74000000 0.350185009639 Long ABS-MBS CORP US Y 2 2038-10-15 Variable 5.51520000 N N N N N N Fannie Mae - CAS N/A 20754AAB9 9000000.00000000 PA USD 8501734.80000000 0.119615921285 Long ABS-CBDO CORP US Y 2 2041-12-25 Variable 5.57768000 N N N N N N SMR 2022-IND Mortgage Trust N/A 78458MAC8 7716723.81000000 PA USD 7293329.55000000 0.102614155097 Long ABS-MBS CORP US Y 2 2039-02-15 Variable 6.73561000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CAQ4 323845980.00000000 PA USD 307763170.09000000 4.330101560935 Long DBT UST US N 2 2025-10-15 Fixed 0.12500000 N N N N N N BX Trust N/A 05609KAJ8 1390072.59000000 PA USD 1310241.97000000 0.018434567066 Long ABS-MBS CORP US Y 2 2038-10-15 Variable 6.16350000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816194AV6 3000000.00000000 PA USD 2948625.00000000 0.041485944245 Long LON CORP US N 2 2025-03-06 Variable 6.89000000 N N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 3485000.00000000 PA USD 3107957.85000000 0.043727692087 Long DBT CORP LU Y 2 2026-10-15 Fixed 6.12500000 N N N N N N Helios Issuer, LLC N/A 86745AAA4 4529505.21000000 PA USD 3879309.68000000 0.054580295932 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 912810PV4 245209692.00000000 PA USD 245039945.59000000 3.447611520834 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 2000000.00000000 PA USD 1865800.00000000 0.026251040662 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FS2 80056822.50000000 PA USD 79955902.87000000 1.124946756046 Long DBT UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617QULJ0 23282736.24000000 PA USD 19109918.57000000 0.268868715529 Long ABS-O USGSE US N 2 2042-07-15 Fixed 1.65000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 2000000.00000000 PA USD 1725831.60000000 0.024281742688 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 66877AAD0 2640000.00000000 PA USD 2600954.40000000 0.036594361515 Long LON CORP US N 2 2029-09-12 Variable 6.42300000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAB7 3260000.00000000 PA USD 2953826.31000000 0.041559124543 Long DBT CORP MY Y 2 2027-04-06 Fixed 3.75000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAZ7 2286111.10000000 PA USD 2267536.45000000 0.031903307724 Long LON CORP US N 2 2028-12-01 Variable 6.63360000 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAA1 7000000.00000000 PA USD 6774872.79000000 0.095319681151 Long DBT CORP KR Y 2 2025-08-04 Fixed 4.37500000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 BU3987486 1450000.00000000 PA USD 1268303.40000000 0.017844508589 Long DBT CORP IL Y 2 2032-02-22 Fixed 3.75000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 5000000.00000000 PA USD 4187500.00000000 0.058916407317 Long DBT CORP US Y 2 2029-02-01 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A0A63 2775500.46000000 PA USD 2673351.19000000 0.037612954653 Long ABS-O USGSE US N 2 2036-10-15 Fixed 3.87000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617LYQM5 25428174.23000000 PA USD 22641504.68000000 0.318556683465 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 9128285W6 223035120.00000000 PA USD 212475308.13000000 2.989440429551 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181PGX1 2112932.52000000 PA USD 2014453.89000000 0.028342539917 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 3.38000000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 3000000.00000000 PA USD 2602840.74000000 0.036620901545 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBX9 5000000.00000000 PA USD 4633221.50000000 0.065187525990 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.00000000 N N N N N N Chicago Board of Trade N/A N/A -19.00000000 NC USD -2381531.25000000 -0.03350716780 N/A DIR US N 1 N/A N/A Short Chicago Board of Trade US LONG BOND(CBT) Mar23 2023-03-22 -2403646.05000000 USD 22114.80000000 N N N 2022-12-31 COLLEGE RETIREMENT EQUITIES FUND E. Scott Wickerham E. Scott Wickerham Principal Financial Officer, Principal Accounting Officer and Treasurer