0001752724-23-193986.txt : 20230828 0001752724-23-193986.hdr.sgml : 20230828 20230828121424 ACCESSION NUMBER: 0001752724-23-193986 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230828 DATE AS OF CHANGE: 20230828 PERIOD START: 20231231 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: 231212786 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 2023-12-31 2023-06-30 N 7061555256.00 16547630.00 7045007626.00 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 6639643.00000000 USD UST BX Trust N/A 05610FAC1 2000000.00000000 PA USD 1959578.40000000 0.027815135256 Long ABS-MBS CORP US Y 2 2039-01-17 Variable 6.98699000 N N N N N N GRUPO AEROMEXICO SAB N/A 40054JAA7 4000000.00000000 PA USD 3579678.72000000 0.050811566289 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 244733170.00000000 PA USD 238810818.18000000 3.389787930089 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 182729500.00000000 PA USD 163878382.90000000 2.326163314503 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181R5Z4 32726868.35000000 PA USD 32441227.26000000 0.460485339153 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 2151112.75000000 0.030533859779 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 935352.80000000 0.013276817423 Long ABS-MBS CORP US N 2 2047-10-10 Variable 4.69436100 N N N N N N ELP 2021-ELP N/A 26863LAL8 4500000.00000000 PA USD 4327318.35000000 0.061423898734 Long ABS-MBS CORP US Y 2 2038-11-15 Variable 7.31210000 N N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 C6901LAH0 2954198.43000000 PA USD 2938186.67000000 0.041705940234 Long LON CORP CA N 2 2026-11-19 Variable 6.94300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617Q8L67 34847938.52000000 PA USD 29442248.93000000 0.417916494814 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 1.73000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AE0 3300000.00000000 PA USD 2666730.00000000 0.037852762432 Long DBT CORP MX Y 2 2031-02-25 Fixed 3.25000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 10000000.00000000 PA USD 8978482.00000000 0.127444602996 Long DBT CORP US N 2 2030-02-01 Fixed 4.30000000 N N N N N N CENTRAL AMERICAN BANK 549300OLDAMXBPSHIC05 15238PAH9 6250000.00000000 PA USD 6178726.56000000 0.087703617767 Long DBT NUSS N/A Y 2 2026-02-09 Fixed 5.00000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWT2 20000000.00000000 PA USD 20248772.00000000 0.287420157293 Long ABS-CBDO CORP US Y 2 2042-05-25 Variable 8.41655000 N N N N N N COMM Mortgage Trust N/A 12631DBE2 6821700.00000000 PA USD 6156672.25000000 0.087390568993 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.37700000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 6000000.00000000 PA USD 5917626.60000000 0.083997447755 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 4199285.10000000 0.059606537323 Long DBT CORP US Y 2 2029-06-30 Fixed 4.87500000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05350NAL8 1976636.09000000 PA USD 1978286.58000000 0.028080687559 Long LON CORP US N 2 2027-11-08 Variable 7.45249000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 99333631.93000000 PA USD 87421356.04000000 1.240897961804 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 5807247.60000000 0.082430678691 Long ABS-MBS CORP US Y 2 2038-11-15 Variable 6.51380000 N N N N N N MAGYAR EXPORT-IMPORT BAN 529900O4UGETQ9Q3AA63 55977YAA6 300000.00000000 PA USD 297001.10000000 0.004215766905 Long DBT NUSS HU Y 2 2027-12-04 Fixed 6.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 10000000.00000000 PA USD 11493800.00000000 0.163148155547 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N SREIT Trust N/A 85236WCG9 2000000.00000000 PA USD 1945379.60000000 0.027613591116 Long ABS-MBS CORP US Y 2 2036-11-15 Variable 6.36410000 N N N N N N INDUSTRIAL DPR FUNDING LTD. 549300MBUJF25SSFY437 45605PAZ1 3000000.00000000 PA USD 2546850.00000000 0.036151131910 Long ABS-O CORP KY Y 3 2034-04-15 Fixed 5.38000000 N N N N N N ZURN LLC 549300XLZXRC2KJ6VK87 76168JAS5 2962500.00000000 PA USD 2964040.50000000 0.042072921100 Long LON CORP US N 2 2028-10-04 Variable 7.19300000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAM4 2500000.00000000 PA USD 2437753.75000000 0.034602570776 Long DBT CORP US N 2 2027-01-15 Fixed 8.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAA6 3505000.00000000 PA USD 3510818.30000000 0.049834130584 Long DBT CORP US Y 2 2028-02-15 Fixed 6.50000000 N N N N N N PARKLAND CORP 549300Q72GWZCL8MQC95 70137WAL2 3150000.00000000 PA USD 2731223.25000000 0.038768208566 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 114694800.00000000 PA USD 114614155.79000000 1.626884765418 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 2213598.54000000 PA USD 2213000.87000000 0.031412327530 Long LON CORP LU N 2 2028-05-05 Variable 8.86410000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 5000000.00000000 PA USD 4752450.00000000 0.067458408170 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBE3 1289931.06000000 PA USD 1290563.13000000 0.018318832264 Long LON CORP US N 2 2025-04-16 Variable 6.96697000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 45173JAQ7 358392.86000000 PA USD 358281.76000000 0.005085612096 Long LON CORP US N 2 2029-07-02 Variable 7.96700000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 177105840.00000000 PA USD 157359576.68000000 2.233632453416 Long DBT UST US N 2 2031-01-15 Fixed 0.12500000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 2305000.00000000 PA USD 2267543.75000000 0.032186533647 Long DBT CORP US Y 2 2026-02-15 Fixed 5.62500000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 9465000.00000000 PA USD 9235461.45000000 0.131092284640 Long ABS-CBDO CORP US Y 2 2041-10-25 Variable 6.56655000 N N N N N N JP Morgan Chase Commercial Mor N/A 46652BBJ7 2000000.00000000 PA USD 1689550.20000000 0.023982233798 Long ABS-MBS CORP US Y 2 2037-01-16 Fixed 3.61960000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 87520225.50000000 PA USD 84675818.17000000 1.201926565096 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AD8 2830000.00000000 PA USD 2365491.44000000 0.033576847117 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 2094488.75000000 0.029730113311 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N N Oak Street Investment Grade Ne N/A 67181DAJ0 6810149.84000000 PA USD 5914380.19000000 0.083951366754 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.38000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAN2 1025000.00000000 PA USD 1023718.75000000 0.014531123376 Long DBT CORP CL Y 2 2033-05-10 Fixed 6.15000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCA7 167702650.00000000 PA USD 157242524.23000000 2.231970958408 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 2308482.12000000 0.032767631244 Long DBT CORP US Y 2 2027-09-30 Fixed 6.75000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AQ4 5811500.00000000 PA USD 4913076.97000000 0.069738419471 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 4130000.00000000 PA USD 4130000.00000000 0.058623073518 Long RA CORP US N 2 Repurchase N 5.05000000 2023-07-03 5493800.00000000 USD 4212628.70000000 USD UST N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 3000000.00000000 PA USD 2443501.26000000 0.034684153512 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Banc of America Merrill Lynch N/A 05530SAJ5 7500000.00000000 PA USD 7219445.25000000 0.102476045921 Long ABS-MBS CORP US Y 2 2039-01-15 Variable 7.29700000 N N N N N N Chicago Board of Trade N/A N/A 1302.00000000 NC USD 146169843.75000000 2.074800362323 N/A DIR US N 1 N/A N/A Long Chicago Board of Trade US 10YR NOTE (CBT)Sep23 2023-09-20 148840492.85000000 USD -2670649.10000000 N N N JPMBB Commercial Mortgage Secu N/A 46643ABK8 2200000.00000000 PA USD 2072353.14000000 0.029415910528 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.62905200 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNK1 8817191.52000000 PA USD 8559208.43000000 0.121493245776 Long ABS-CBDO CORP US Y 2 2041-12-25 Variable 6.01655000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828N71 271291564.26000000 PA USD 258667499.64000000 3.671642578290 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 15000000.00000000 PA USD 14536036.50000000 0.206331025765 Long ABS-CBDO CORP US Y 2 2042-01-25 Variable 7.56655000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 20000000.00000000 PA USD 20424840.00000000 0.289919345503 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N ORGANON & CO 549300AMCKY57OK2CO56 68621XAE3 2124060.15000000 PA USD 2126386.00000000 0.030182877193 Long LON CORP US N 2 2028-06-02 Variable 8.25000000 N N N N N N Verus Securitization Trust N/A 92537KAC8 1445146.87000000 PA USD 1384328.30000000 0.019649777168 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 2423150.31000000 0.034395282995 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 5000000.00000000 PA USD 4289700.00000000 0.060889926991 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 89378TAD5 3900000.00000000 PA USD 3787875.00000000 0.053766797725 Long DBT CORP ZA Y 2 2028-02-06 Fixed 8.25000000 N N N N N N TELEFONICA MOVILES CHILE 549300PDWJ2U6A15B785 87938XAB7 3000000.00000000 PA USD 2385000.00000000 0.033853760373 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 249244540.00000000 PA USD 233844440.19000000 3.319292932018 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N Chicago Board of Trade N/A N/A 894.00000000 NC USD 181789312.50000000 2.580399087562 N/A DIR US N 1 N/A N/A Long Chicago Board of Trade US 2YR NOTE (CBT) Sep23 2023-09-29 184304681.63000000 USD -2515369.13000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 149490860.00000000 PA USD 147279154.69000000 2.090546419658 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N Citigroup Commercial Mortgage N/A 17291HAN4 7500000.00000000 PA USD 7160312.25000000 0.101636685581 Long ABS-MBS CORP US Y 2 2038-10-15 Variable 7.59400000 N N N N N N GS Mortgage Securities Trust N/A 36266CAJ5 3000000.00000000 PA USD 2856686.25000000 0.040549086695 Long ABS-MBS USGSE US Y 2 2036-11-15 Variable 7.94329100 N N N N N N Banc of America Merrill Lynch N/A 05530SAL0 2500000.00000000 PA USD 2410318.75000000 0.034213146073 Long ABS-MBS CORP US Y 2 2039-01-15 Variable 8.14700000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAA9 5000000.00000000 PA USD 4256850.00000000 0.060423639348 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 2552800.00000000 0.036235588881 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 4656224.50000000 0.066092540238 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 4867591.00000000 0.069092771199 Long ABS-MBS CORP US Y 2 2039-01-15 Variable 6.29700000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 2375000.00000000 PA USD 1805841.94000000 0.025632930947 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N FLUIDRA FINCO SL 9598001EJ2RDDXG5CK22 98975VAM8 1975000.00000000 PA USD 1966971.63000000 0.027920078081 Long LON CORP ES N 2 2029-01-29 Variable 7.20250000 N N N N N N UBS Commercial Mortgage Trust N/A 90276EAJ6 7165000.00000000 PA USD 6137361.31000000 0.087116460844 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 4.03600000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 168011870.00000000 PA USD 157479953.52000000 2.235341136307 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 2251329.25000000 0.031956377757 Long ABS-MBS CORP US Y 2 2036-07-15 Variable 7.42600000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828B25 56221540.00000000 PA USD 55268409.49000000 0.784504608426 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 166560867.00000000 PA USD 171505642.74000000 2.434428063740 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N CROCS INC 549300B0J6YCXD63OG72 22704NAD4 1604800.00000000 PA USD 1610360.63000000 0.022858181502 Long LON CORP US N 2 2029-02-20 Variable 8.89187000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291FDR6 5095400.90000000 PA USD 5076229.81000000 0.072054284104 Long ABS-O USGSE US N 2 2045-10-15 Fixed 4.93000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAS0 5830000.00000000 PA USD 6008001.56000000 0.085280270497 Long DBT CORP NL N 2 2029-09-15 Fixed 7.87500000 N N N N N MONTEFIORE MEDICAL CENT 549300LVC84TCICWUW24 61237WAC0 14200000.00000000 PA USD 12757555.20000000 0.181086464021 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 6431483.88000000 0.091291368603 Long DBT USGSE US N 2 2035-08-24 Fixed 1.62500000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KBL2 5749021.71000000 PA USD 5754044.06000000 0.081675483767 Long ABS-CBDO CORP US Y 2 2033-08-25 Variable 7.31655000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 154666240.00000000 PA USD 146543241.77000000 2.080100541398 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 134282500.00000000 PA USD 124279502.50000000 1.764079034369 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 4587500.00000000 0.065117033842 Long DBT CORP US Y 2 2026-07-01 Fixed 3.75000000 N N N N N N Verus Securitization Trust N/A 92538QAC4 7754398.97000000 PA USD 6329763.12000000 0.089847498484 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 4602892.80000000 0.065335526153 Long ABS-MBS CORP US Y 2 2036-10-15 Variable 2.11000000 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 40416VAE5 2480956.98000000 PA USD 2473985.49000000 0.035116860354 Long LON CORP US N 2 2028-07-27 Variable 7.69070000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828YL8 206293900.00000000 PA USD 198978928.73000000 2.824396214926 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 114709622.00000000 PA USD 111270573.62000000 1.579424459518 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 4979559.52000000 0.070682102622 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828H45 234347970.00000000 PA USD 224646788.95000000 3.188737342468 Long DBT UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FR4 123919170.21000000 PA USD 122620680.71000000 1.740532973413 Long DBT UST US N 2 2025-01-15 Fixed 2.37500000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 1110000.00000000 PA USD 1126650.00000000 0.015992175733 Long DBT CORP KY Y 2 2030-02-15 Fixed 8.75000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 1454619.24000000 PA USD 1455332.00000000 0.020657635552 Long LON CORP US N 2 2025-04-16 Variable 6.96697000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 221738990.00000000 PA USD 202436437.96000000 2.873473652645 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N Citigroup Commercial Mortgage N/A 17322VAW6 7144000.00000000 PA USD 6582600.90000000 0.093436391405 Long ABS-MBS CORP US N 2 2047-07-10 Variable 4.17500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 1000000.00000000 PA USD 974142.00000000 0.013827408737 Long DBT CORP US Y 2 2029-05-03 Fixed 8.75000000 N N N N N N BX Trust N/A 12434FAE7 6000000.00000000 PA USD 5836682.40000000 0.082848489453 Long ABS-MBS CORP US Y 2 2038-12-15 Variable 6.46400000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 3100000.00000000 PA USD 2493281.61000000 0.035390758141 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AS0 4334000.00000000 PA USD 3432445.65000000 0.048721674016 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 253245960.00000000 PA USD 242337093.98000000 3.439841471365 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 4857423.00000000 0.068948442043 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 596340.66000000 0.008464726962 Long DBT CORP GB Y 2 2032-05-13 Fixed 5.62500000 N N N N N N NASCAR HOLDINGS LLC 254900HRWKQR5V0WN013 63108EAB4 2059988.59000000 PA USD 2065303.36000000 0.029315842787 Long LON CORP US N 2 2026-10-19 Variable 7.71697000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AN1 2955000.00000000 PA USD 2571600.57000000 0.036502452609 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 2204387.00000000 0.031290058393 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N Chicago Board of Trade N/A N/A 1045.00000000 NC USD 111912968.75000000 1.588542904296 N/A DIR US N 1 N/A N/A Long Chicago Board of Trade US 5YR NOTE (CBT) Sep23 2023-09-29 113217279.59000000 USD -1304310.84000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FQ6 71086080.00000000 PA USD 80815987.20000000 1.147138392040 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 2668062.31000000 0.037871673838 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 9391253.60000000 PA USD 10373850.23000000 0.147251085885 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 2782105.18000000 0.039490449516 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 0.000000014052 Long LON CORP US N 2 2028-10-22 Variable 7.17110000 N N N N N N Citigroup Commercial Mortgage N/A 17291HAL8 5650000.00000000 PA USD 5394003.59000000 0.076564907752 Long ABS-MBS CORP US Y 2 2038-10-15 Variable 7.09400000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 2900000.00000000 PA USD 2303468.49000000 0.032696465529 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 1480785.00000000 0.021018926857 Long DBT CORP IN Y 2 2032-01-21 Fixed 3.57000000 N N N N N N SPDR Bloomberg High Yield Bond ETF 549300NCLW2248PN7J24 78468R622 52966.00000000 NS USD 4874460.98000000 0.069190286778 Long EC RF US N 1 N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 5000000.00000000 PA USD 4908138.00000000 0.069668313514 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 8511000.00000000 PA USD 8345757.23000000 0.118463423647 Long ABS-CBDO CORP US Y 2 2041-10-25 Variable 6.61655000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 3400000.00000000 PA USD 2976796.90000000 0.042253991166 Long DBT CORP US Y 2 2029-11-01 Fixed 3.87500000 N N N N N N Morgan Stanley BAML Trust N/A 61690GAJ0 3479675.00000000 PA USD 3410464.96000000 0.048409670238 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.03691100 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 133193892.75000000 PA USD 142945836.78000000 2.029037360477 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 8850267.24000000 NS USD 8850267.24000000 0.125624665150 Long STIV RF US N 1 N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 455000.00000000 PA USD 463203.65000000 0.006574920491 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 156067535.00000000 PA USD 143405337.34000000 2.035559717646 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 2180208.59000000 0.030946859190 Long DBT CORP MU Y 2 2026-10-31 Fixed 5.37500000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAE3 4360000.00000000 PA USD 4323979.42000000 0.061376504463 Long DBT CORP US Y 2 2028-04-15 Fixed 6.75000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 4340000.00000000 PA USD 3852285.99000000 0.054681076224 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 933MFSII9 2462484.08000000 PA USD 2465266.69000000 0.034993101794 Long LON CORP NL N 2 2026-07-21 Variable 7.75348000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470AW7 1973684.09000000 PA USD 1887632.29000000 0.026793899882 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 3253622.76000000 0.046183381661 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 4648327.78000000 0.065980450650 Long DBT CORP FR Y 2 2026-10-15 Fixed 6.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 5000000.00000000 PA USD 4552870.50000000 0.064625487177 Long DBT CORP US Y 2 2030-04-15 Fixed 6.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 209708587.50000000 PA USD 200871746.54000000 2.851263720406 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36266CAL0 5000000.00000000 PA USD 4737396.00000000 0.067244724938 Long ABS-MBS USGSE US Y 2 2036-11-15 Variable 8.54329100 N N N N N N CarMax Auto Owner Trust N/A 14318DAB5 9250000.00000000 PA USD 9215934.10000000 0.130815104670 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.23000000 N N N N N N Bayview Financial Acquisition N/A 07325NDB5 4214000.00000000 PA USD 4180606.16000000 0.059341400065 Long ABS-O CORP US N 2 2041-02-28 Variable 6.30286000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 680000.00000000 PA USD 686507.60000000 0.009744596974 Long DBT CORP US Y 2 2027-06-01 Fixed 7.50000000 N N N N N N MTN Commercial Mortgage Trust N/A 62475WAA3 9565000.00000000 PA USD 9400658.00000000 0.133437158610 Long ABS-MBS CORP US Y 2 2039-03-15 Variable 6.54389000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 252693075.00000000 PA USD 236332186.42000000 3.354605118492 Long DBT UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 6000000.00000000 PA USD 5414372.40000000 0.076854031782 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 144917500.00000000 PA USD 129930426.33000000 1.844290783312 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAA9 3121904.16000000 PA USD 3099270.98000000 0.043992443224 Long ABS-CBDO USGSE US Y 2 2041-11-25 Variable 5.96655000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 6000000.00000000 PA USD 5544600.00000000 0.078702540782 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 1785000.00000000 PA USD 1773412.57000000 0.025172613915 Long DBT CORP US Y 2 2026-08-15 Fixed 7.87500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828S50 187276240.00000000 PA USD 175902500.74000000 2.496839039475 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 1412612.03000000 0.020051249125 Long DBT CORP US N 2 2026-10-25 Fixed 1.75000000 N N N N N N COMM Mortgage Trust N/A 12630DBA1 5550000.00000000 PA USD 5392443.27000000 0.076542759870 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.52600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A4PK8 8753592.59000000 PA USD 8368593.04000000 0.118787565383 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 4880159.67000000 PA USD 4304408.68000000 0.061098708596 Long ABS-O CORP US Y 2 2039-05-20 Fixed 1.83000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181DYS9 17437141.37000000 PA USD 17050624.99000000 0.242024223324 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 190230120.00000000 PA USD 180960116.84000000 2.568629112226 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 314420207.36000000 PA USD 293915343.84000000 4.171966297882 Long DBT UST US N 2 2026-10-15 Fixed 0.12500000 N N N N N N iShares iBoxx High Yield Corporate Bond ETF N/A 464288513 64943.00000000 NS USD 4875271.01000000 0.069201784707 Long EC RF US N 1 N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 3000000.00000000 PA USD 2457972.84000000 0.034889569614 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 1938460.86000000 0.027515383416 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 4294950.00000000 0.060964447847 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N COMM Mortgage Trust N/A 12624XAP3 937573.97000000 PA USD 832917.28000000 0.011822801680 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 838310.60000000 0.011899356885 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 1584907.34000000 0.022496886080 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.14078400 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 62479WAJ0 3986816.15000000 PA USD 3849088.00000000 0.054635682519 Long ABS-MBS CORP US Y 2 2023-11-15 Variable 6.57080000 N N N N N N BENCHMARK Mortgage Trust N/A 08161CAL5 2000000.00000000 PA USD 1591152.20000000 0.022585528426 Long ABS-MBS CORP US N 2 2051-02-15 Variable 4.43462800 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 2275000.00000000 PA USD 1756140.30000000 0.024927443563 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 266464149.87000000 PA USD 236224111.42000000 3.353071053439 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 124775158.40000000 PA USD 125394160.47000000 1.779900989847 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 4476233.75000000 0.063537670753 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 2302489.75000000 0.032682572854 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.61457500 N N N N N N COMM Mortgage Trust N/A 12630DBB9 5180000.00000000 PA USD 4922543.12000000 0.069872786252 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.72935700 N N N N N N BX Trust N/A 05609KAE9 26179700.45000000 PA USD 25255525.61000000 0.358488265034 Long ABS-MBS CORP US Y 2 2038-10-15 Variable 6.39020000 N N N N N N Fannie Mae - CAS N/A 20754AAB9 9000000.00000000 PA USD 8717115.60000000 0.123734651014 Long ABS-CBDO CORP US Y 2 2041-12-25 Variable 6.71655000 N N N N N N SMR 2022-IND Mortgage Trust N/A 78458MAC8 7421798.10000000 PA USD 7085765.06000000 0.100578529309 Long ABS-MBS CORP US Y 2 2039-02-15 Variable 7.54699000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CAQ4 329649540.00000000 PA USD 312510338.48000000 4.435911997123 Long DBT UST US N 2 2025-10-15 Fixed 0.12500000 N N N N N N BX Trust N/A 05609KAJ8 4476960.45000000 PA USD 4293232.26000000 0.060940065474 Long ABS-MBS CORP US Y 2 2038-10-15 Variable 7.03850000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816194AV6 3000000.00000000 PA USD 2997375.00000000 0.042546085953 Long LON CORP US N 2 2025-03-06 Variable 7.70249000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 40815200.00000000 PA USD 39665279.49000000 0.563026778617 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N ALBION FINANCING 1SARL / N/A 013304AA8 3485000.00000000 PA USD 3275900.00000000 0.046499594803 Long DBT CORP LU Y 2 2026-10-15 Fixed 6.12500000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBF4 8700000.00000000 PA USD 8565704.36000000 0.121585451921 Long DBT CORP CL Y 2 2033-02-02 Fixed 5.12500000 N N N N N N Helios Issuer, LLC N/A 86745AAA4 4372663.90000000 PA USD 3722900.04000000 0.052844513982 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 249602444.00000000 PA USD 246679853.98000000 3.501484555809 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 1886574.00000000 0.026778878038 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 81490731.75000000 PA USD 80400474.58000000 1.141240419432 Long DBT UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617QULJ0 22789620.50000000 PA USD 18723162.54000000 0.265764971934 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 1782749.80000000 0.025305150748 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBD8 5000000.00000000 PA USD 4761271.00000000 0.067583617403 Long DBT CORP AU Y 2 2030-04-15 Fixed 5.87500000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 66877AAD0 2347221.14000000 PA USD 2338430.80000000 0.033192736248 Long LON CORP US N 2 2029-09-12 Variable 7.20249000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAB7 3260000.00000000 PA USD 3050844.07000000 0.043305049929 Long DBT CORP MY Y 2 2027-04-06 Fixed 3.75000000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 475737.00000000 NS USD 10009506.48000000 0.142079427182 Long EC RF US N 1 N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAZ7 2132870.36000000 PA USD 2130310.92000000 0.030238589269 Long LON CORP US N 2 2028-12-01 Variable 7.46697000 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAA1 7000000.00000000 PA USD 6795767.37000000 0.096462171948 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 1236850.00000000 0.017556403990 Long DBT CORP IL Y 2 2032-02-22 Fixed 3.75000000 N N N N N N MTN Commercial Mortgage Trust N/A 62475WAG0 6555000.00000000 PA USD 6348455.88000000 0.090112831909 Long ABS-MBS CORP US Y 2 2039-03-15 Variable 7.77280000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617A0A63 2700257.08000000 PA USD 2586882.03000000 0.036719364510 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 25019004.33000000 PA USD 22215916.62000000 0.315342690872 Long ABS-O USGSE US N 2 2045-01-15 Fixed 2.75000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAF4 1715000.00000000 PA USD 1731397.54000000 0.024576233723 Long DBT CORP KR Y 2 2033-01-17 Fixed 6.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 227030580.00000000 PA USD 214863159.85000000 3.049864120189 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181PGX1 2046066.45000000 PA USD 1946374.56000000 0.027627714025 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 2609116.50000000 0.037034970556 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 4637430.00000000 0.065825762670 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.00000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AQ5 645000.00000000 PA USD 650073.57000000 0.009227436001 Long DBT CORP US Y 2 2031-02-15 Fixed 9.00000000 N N N N N 2023-06-30 COLLEGE RETIREMENT EQUITIES FUND E. Scott Wickerham E. Scott Wickerham Principal Financial Officer, Principal Accounting Officer and Treasurer