0001752724-24-047382.txt : 20240229
0001752724-24-047382.hdr.sgml : 20240229
20240229093947
ACCESSION NUMBER: 0001752724-24-047382
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240229
DATE AS OF CHANGE: 20240229
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND
CENTRAL INDEX KEY: 0000777535
ORGANIZATION NAME:
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: 24699346
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
2023-12-31
N
6993542328.00
7290574.00
6986251754.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610FAC1
2000000.00000000
PA
USD
1953407.40000000
0.027960735867
Long
ABS-MBS
CORP
US
Y
2
2039-01-17
Variable
7.20181000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de C.V.
40054JAA7
3000000.00000000
PA
USD
2895683.49000000
0.041448312943
Long
DBT
CORP
MX
Y
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754EAF2
5824200.00000000
PA
USD
5956758.79000000
0.085264015666
Long
ABS-CBDO
USGSE
US
Y
2
2043-07-25
Variable
9.18758000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
52761540.00000000
PA
USD
52095837.63000000
0.745690814823
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
271221048.00000000
PA
USD
245796879.18000000
3.518294041425
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD Mortgage Trust
55348UAS7
2500000.00000000
PA
USD
1485500.75000000
0.021263200959
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
934550.70000000
0.013376997178
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
4.53759400
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 5YR NOTE (CBT) Mar24
N/A
982.00000000
NC
USD
106815516.12000000
1.528938834173
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US 5YR NOTE (CBT) Mar24
2024-03-28
104469806.82000000
USD
2345709.30000000
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
2497093.45000000
PA
USD
2427017.27000000
0.034739905681
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
7.59458000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AX2
2985000.00000000
PA
USD
2990596.88000000
0.042806886801
Long
LON
CORP
US
N
2
2027-03-06
Variable
8.35600000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAH0
2946564.84000000
PA
USD
2951294.08000000
0.042244313315
Long
LON
CORP
CA
N
2
2026-11-19
Variable
7.19554000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617Q8L67
33769771.43000000
PA
USD
28355263.05000000
0.405872333955
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
1.73000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de C.V.
020564AE0
3300000.00000000
PA
USD
2826875.37000000
0.040463405407
Long
DBT
CORP
MX
Y
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754NAK1
150000.00000000
PA
USD
157973.37000000
0.002261203511
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
9.18743000
N
N
N
N
N
N
CENTRAL AMERICAN BANK
549300OLDAMXBPSHIC05
Central American Bank for Economic Integration
15238PAH9
6250000.00000000
PA
USD
6250056.88000000
0.089462233828
Long
DBT
NUSS
N/A
Y
2
2026-02-09
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4CDPWRMWB65
Structured Agency Credit Risk Debt Note (STACR)
35564KWT2
20000000.00000000
PA
USD
20838340.00000000
0.298276396754
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.68743000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12631DBE2
6821700.00000000
PA
USD
6253264.11000000
0.089508141564
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.37700000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
6000000.00000000
PA
USD
6109392.00000000
0.087448781050
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc
86722AAD5
5000000.00000000
PA
USD
4497088.60000000
0.064370548877
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
1430937.36000000
PA
USD
1435909.87000000
0.020553365675
Long
LON
CORP
US
N
2
2027-11-08
Variable
7.70600000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDX6
104536315.20000000
PA
USD
91797706.95000000
1.313976509613
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
5993024.27000000
PA
USD
5866320.95000000
0.083969504056
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
6.79628000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
300000.00000000
PA
USD
305001.00000000
0.004365731593
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
10000000.00000000
PA
USD
11702039.90000000
0.167500976375
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust
85236WCG9
2000000.00000000
PA
USD
1967366.20000000
0.028160539718
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
6.64758000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd
45605PAZ1
3000000.00000000
PA
USD
2594280.00000000
0.037134075486
Long
ABS-O
CORP
KY
Y
3
2034-04-15
Fixed
5.38000000
N
N
N
N
N
N
ZURN LLC
549300XLZXRC2KJ6VK87
Rexnord LLC
76168JAS5
2620227.27000000
PA
USD
2636734.70000000
0.037741764723
Long
LON
CORP
US
N
2
2028-10-04
Variable
7.47040000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP
37185LAM4
2500000.00000000
PA
USD
2541437.50000000
0.036377697075
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos, Inc
01309QAA6
3505000.00000000
PA
USD
3546877.74000000
0.050769394875
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.50000000
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp
70137WAL2
3150000.00000000
PA
USD
2898000.00000000
0.041481471066
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Structured Agency Credit Risk Debt Note (STACR)
35564KUX5
918017.00000000
PA
USD
944442.58000000
0.013518587838
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.23743000
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
Jazz Financing Lux Sarl
N/A
2201067.22000000
PA
USD
2215275.11000000
0.031709065003
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.96980000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
5000000.00000000
PA
USD
4905260.00000000
0.070213043742
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies, Inc
78466DBE3
1253067.52000000
PA
USD
1256319.23000000
0.017982736297
Long
LON
CORP
US
N
2
2025-04-16
Variable
7.22044000
N
N
N
N
N
N
COHERENT CORP
549300O5C25A0MMHHU33
Coherent Corp
45173JAQ7
332494.42000000
PA
USD
334364.70000000
0.004786038519
Long
LON
CORP
US
N
2
2029-07-02
Variable
8.22040000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
187926870.00000000
PA
USD
167718826.81000000
2.400698295963
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Structured Agency Credit Risk Debt Note (STACR)
35564KKY4
9465000.00000000
PA
USD
9393477.73000000
0.134456616520
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
6.83743000
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
1061230.20000000
0.015190265644
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
United States Treasury Inflation Indexed Bonds
91282CGW5
142478064.00000000
PA
USD
138756554.07000000
1.986137330229
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP
315289AC2
2500000.00000000
PA
USD
2361644.50000000
0.033804171151
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755AAC6
3485000.00000000
PA
USD
3660451.63000000
0.052395071905
Long
ABS-CBDO
CORP
US
Y
2
2043-01-25
Variable
8.68743000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAJ0
6750197.16000000
PA
USD
5958140.50000000
0.085283793224
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.38000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAN2
1025000.00000000
PA
USD
1026216.68000000
0.014689088171
Long
DBT
CORP
CL
Y
2
2033-05-10
Fixed
6.15000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCA7
204842466.00000000
PA
USD
194968579.81000000
2.790746550156
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
5782000.00000000
PA
USD
5142291.08000000
0.073605865649
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
3000000.00000000
PA
USD
2487215.28000000
0.035601569590
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
BAMLL Commercial Mortgage Securities Trust
05530SAJ5
7500000.00000000
PA
USD
7258131.75000000
0.103891643266
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Variable
7.51200000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAD4
1150000.00000000
PA
USD
1206345.40000000
0.017267419533
Long
DBT
CORP
NL
Y
2
2030-07-28
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Structured Agency Credit Risk Debt Note (STACR)
35564KYP8
4355000.00000000
PA
USD
4698160.06000000
0.067248650999
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.83743000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46643ABK8
2200000.00000000
PA
USD
2123557.26000000
0.030396231552
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.48237500
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
225341046.62000000
PA
USD
217411869.81000000
3.111995923787
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Structured Agency Credit Risk Debt Note (STACR)
35564KQC6
9000000.00000000
PA
USD
9001078.20000000
0.128839877475
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
7.83743000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
3000000.00000000
PA
USD
3222902.67000000
0.046132071724
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Co
68621XAE3
2124060.15000000
PA
USD
2132036.00000000
0.030517594771
Long
LON
CORP
US
N
2
2028-06-02
Variable
8.47190000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAC8
1402308.26000000
PA
USD
1358659.17000000
0.019447612508
Long
ABS-CBDO
CORP
US
Y
2
2059-11-25
Fixed
4.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
1000000.00000000
PA
USD
867473.40000000
0.012416864300
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJJ1
20000000.00000000
PA
USD
20996875.00000000
0.300545639340
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAJ6
3000000.00000000
PA
USD
3074663.37000000
0.044010200008
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
3000000.00000000
PA
USD
2484115.26000000
0.035557196440
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
3900000.00000000
PA
USD
3924570.00000000
0.056175616599
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
TELEFONICA MOVILES CHILE
549300PDWJ2U6A15B785
Telefonica Moviles Chile S.A.
87938XAB7
3000000.00000000
PA
USD
2215325.10000000
0.031709780551
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
240092450.00000000
PA
USD
228145514.51000000
3.265635458661
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CFR7
151641440.00000000
PA
USD
150480702.11000000
2.153954758699
Long
DBT
UST
US
N
2
2027-10-15
Fixed
1.62500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291HAN4
7500000.00000000
PA
USD
7253070.00000000
0.103819190252
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
7.87648000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust
36266CAJ5
3000000.00000000
PA
USD
2826977.70000000
0.040464870141
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
8.22629000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust
05530SAL0
2500000.00000000
PA
USD
2427177.50000000
0.034742199185
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Variable
8.36200000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAT7
3000000.00000000
PA
USD
3207597.00000000
0.045912989009
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
6.40000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
5000000.00000000
PA
USD
4350000.00000000
0.062265148081
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
Bimbo Bakeries USA Inc
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc
09031WAD5
4200000.00000000
PA
USD
4660866.00000000
0.066714830271
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
6.40000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
207932AB0
10855000.00000000
PA
USD
11490147.76000000
0.164467988910
Long
ABS-CBDO
USGSE
US
Y
2
2042-12-25
Variable
9.08743000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC
1248EPBT9
5000000.00000000
PA
USD
4830848.00000000
0.069147923237
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
BAMLL Commercial Mortgage Securities Trust
05530SAA4
5000000.00000000
PA
USD
4893984.00000000
0.070051641027
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Variable
6.51200000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
2375000.00000000
PA
USD
1970726.31000000
0.028208635751
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
1960000.00000000
PA
USD
1960823.20000000
0.028066884347
Long
LON
CORP
ES
N
2
2029-01-29
Variable
7.38100000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276EAJ6
7165000.00000000
PA
USD
6272513.27000000
0.089783670713
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
United States Treasury Inflation Indexed Bonds
9128282L3
170427835.00000000
PA
USD
161931562.61000000
2.317860396560
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
218719654.00000000
PA
USD
212030747.67000000
3.034971471627
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAG1
2500000.00000000
PA
USD
2013120.50000000
0.028815458859
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.64100000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PZ5
168956595.00000000
PA
USD
174640757.80000000
2.499777619665
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs, Inc
22704NAD4
1360000.00000000
PA
USD
1367146.80000000
0.019569102977
Long
LON
CORP
US
N
2
2029-02-20
Variable
8.49810000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FDR6
5033982.68000000
PA
USD
5006163.99000000
0.071657366013
Long
ABS-O
USGSE
US
N
2
2045-10-15
Fixed
4.93000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Structured Agency Credit Risk Debt Note (STACR)
35564KH44
2815000.00000000
PA
USD
2966366.49000000
0.042460057187
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
9.03743000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
4680000.00000000
PA
USD
5043921.48000000
0.072197820198
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAC0
13510000.00000000
PA
USD
11502660.83000000
0.164647098831
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
2.89500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136G42Q5
9000000.00000000
PA
USD
6702244.38000000
0.095934767540
Long
DBT
USGSE
US
N
2
2035-08-24
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISMYB8CLVZD05
Structured Agency Credit Risk Debt Note (STACR)
35564KBL2
4801677.21000000
PA
USD
4834593.67000000
0.069201538109
Long
ABS-CBDO
CORP
US
Y
2
2033-08-25
Variable
7.58743000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
130048892.00000000
PA
USD
124446973.55000000
1.781312468144
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
135777866.00000000
PA
USD
127577169.38000000
1.826117550186
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
BBCMS Trust 2018-BXH
N/A
BBCMS Trust
05491RAJ4
2014164.88000000
PA
USD
1975088.27000000
0.028271072093
Long
ABS-MBS
CORP
US
Y
2
2037-10-15
Variable
7.03381000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
7425442.89000000
PA
USD
6185661.24000000
0.088540485768
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
BX Commercial Mortgage Trust
056054AJ8
4675000.00000000
PA
USD
4641998.71000000
0.066444767143
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Variable
2.11000000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core & Main LP
40416VAE5
2467933.58000000
PA
USD
2472560.96000000
0.035391810187
Long
LON
CORP
US
N
2
2028-07-27
Variable
8.05580000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
62358920.00000000
PA
USD
60999690.10000000
0.873139020005
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
45416738.50000000
PA
USD
44637912.28000000
0.638939360501
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175CJ1
3000000.00000000
PA
USD
2768649.69000000
0.039629973088
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
224728730.00000000
PA
USD
218128959.58000000
3.122260222802
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FR4
125701974.86000000
PA
USD
124714843.54000000
1.785146712879
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
1327087.37000000
PA
USD
1330531.16000000
0.019044993035
Long
LON
CORP
US
N
2
2025-04-16
Variable
7.22040000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 10YR NOTE (CBT)Mar24
N/A
1174.00000000
NC
USD
132533593.75000000
1.897062951877
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US 10YR NOTE (CBT)Mar24
2024-03-19
128271077.99000000
USD
4262515.76000000
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
224927340.00000000
PA
USD
207849513.53000000
2.975122008894
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322VAW6
7144000.00000000
PA
USD
6814002.21000000
0.097534449801
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.17500000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
1000000.00000000
PA
USD
1019627.27000000
0.014594768495
Long
DBT
CORP
US
Y
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAE7
6000000.00000000
PA
USD
5880515.40000000
0.084172680960
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
6.74748000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGN8
3100000.00000000
PA
USD
2578491.37000000
0.036908079765
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
4312000.00000000
PA
USD
3557874.32000000
0.050926798021
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
201100100.00000000
PA
USD
194830900.91000000
2.788775838180
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta plc
03718NAB2
600000.00000000
PA
USD
603095.40000000
0.008632603307
Long
DBT
CORP
GB
Y
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
NASCAR HOLDINGS LLC
254900HRWKQR5V0WN013
Nascar Holdings LLC
63108EAB4
1307952.22000000
PA
USD
1314563.92000000
0.018816440722
Long
LON
CORP
US
N
2
2026-10-19
Variable
7.97040000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
2940000.00000000
PA
USD
2671786.74000000
0.038243493565
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD Mortgage Trust
55348UAQ1
2500000.00000000
PA
USD
1562500.75000000
0.022365365649
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
72108608.00000000
PA
USD
80659976.48000000
1.154552960875
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
2692924.06000000
0.038546049510
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
28242142.20000000
PA
USD
31128557.48000000
0.445568791049
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
2892711.00000000
0.041405765235
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
0.99000000
0.000000014170
Long
LON
CORP
US
N
2
2028-10-22
Variable
7.17110000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291HAL8
5650000.00000000
PA
USD
5463178.80000000
0.078198997006
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
7.37648000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RKH4
2900000.00000000
PA
USD
2398119.56000000
0.034326268855
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
1700000.00000000
PA
USD
1522588.00000000
0.021794061445
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
5027090.00000000
0.071956897303
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690GAJ0
3479675.00000000
PA
USD
3459920.54000000
0.049524704545
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.84702500
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FD5
135109437.00000000
PA
USD
144723956.94000000
2.071553703416
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
5771581.95000000
NS
USD
5771581.95000000
0.082613426386
Long
STIV
RF
US
N
1
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
455000.00000000
PA
USD
473041.21000000
0.006771030112
Long
DBT
CORP
CA
Y
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CEZ0
254624527.50000000
PA
USD
232579629.88000000
3.329104619610
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.62500000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AW7
1644736.71000000
PA
USD
1599924.58000000
0.022901043883
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
3325766.36000000
0.047604444802
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP
431318AY0
5000000.00000000
PA
USD
4849057.50000000
0.069408570872
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGK1
391391632.50000000
PA
USD
370216515.43000000
5.299215208184
Long
DBT
UST
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36266CAL0
5000000.00000000
PA
USD
4693601.00000000
0.067183393402
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
8.82629000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14318DAB5
5854646.02000000
PA
USD
5844395.12000000
0.083655661516
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.23000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
680000.00000000
PA
USD
700669.96000000
0.010029268693
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
MTN Commercial Mortgage Trust
N/A
MTN Commercial Mortgage Trust
62475WAA3
9565000.00000000
PA
USD
9339582.60000000
0.133685170945
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
6.76690000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
240112950.00000000
PA
USD
227190772.16000000
3.251969441695
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
147002450.00000000
PA
USD
132787554.17000000
1.900698097430
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828S50
179701200.00000000
PA
USD
171217849.58000000
2.450782703070
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
1451632.52000000
0.020778416969
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12630DBA1
5550000.00000000
PA
USD
5321742.38000000
0.076174500538
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.52600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PK8
8325767.17000000
PA
USD
7953364.60000000
0.113843086107
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
3976077.62000000
PA
USD
3637270.08000000
0.052063255205
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
1.83000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CJH5
31742516.00000000
PA
USD
32689873.93000000
0.467917204834
Long
DBT
UST
US
N
2
2028-10-15
Fixed
2.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36181DYS9
16530381.79000000
PA
USD
16365421.64000000
0.234251816514
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
192966300.00000000
PA
USD
186072530.69000000
2.663410040777
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
FLUTTER FINANCING BV
635400VFWPBIKJK6GN11
FLUTTER FINANCING BV
N/A
2450000.00000000
PA
USD
2459187.50000000
0.035200384792
Long
LON
CORP
NL
N
2
2030-11-25
Variable
7.69810000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDC2
314437300.80000000
PA
USD
298572442.25000000
4.273714328703
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust
20753YCK6
360000.00000000
PA
USD
372147.01000000
0.005326847973
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.43743000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
3000000.00000000
PA
USD
2503134.90000000
0.035829440279
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
1970874.90000000
0.028210762643
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
4433000.00000000
0.063453195734
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624XAP3
929644.60000000
PA
USD
813610.36000000
0.011645878056
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Fixed
3.39700000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GQ4
3000000.00000000
PA
USD
3033626.52000000
0.043422805630
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937EAH7
1951000.00000000
PA
USD
1620562.25000000
0.023196447924
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
3.99816700
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAL5
2000000.00000000
PA
USD
1555757.20000000
0.022268839640
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.28576200
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AP4
2275000.00000000
PA
USD
1929998.98000000
0.027625671790
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AQ2
3250000.00000000
PA
USD
3379168.20000000
0.048368829509
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
270297454.95000000
PA
USD
240264453.35000000
3.439103854401
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
126570412.80000000
PA
USD
127687890.32000000
1.827702390582
Long
DBT
UST
US
N
2
2027-01-15
Fixed
2.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBH2
2500000.00000000
PA
USD
2355623.00000000
0.033717980441
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.46457400
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12630DBB9
5180000.00000000
PA
USD
4688084.93000000
0.067104437330
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.58467200
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609KAE9
22089527.03000000
PA
USD
21593175.36000000
0.309080979620
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
6.67368000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754AAB9
9000000.00000000
PA
USD
8888400.90000000
0.127227034080
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
6.98743000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR Mortgage Trust
78458MAC8
7421798.10000000
PA
USD
6964462.45000000
0.099688111668
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
7.76181000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CAQ4
304152570.00000000
PA
USD
292453675.96000000
4.186131365686
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile US, Inc
87264ADC6
3000000.00000000
PA
USD
3181926.03000000
0.045545539182
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBF4
8700000.00000000
PA
USD
8414492.10000000
0.120443585434
Long
DBT
CORP
CL
Y
2
2033-02-02
Fixed
5.12500000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VIII Issuer LLC
86745AAA4
4237889.77000000
PA
USD
3745547.84000000
0.053613124346
Long
ABS-O
CORP
US
Y
2
2049-02-22
Fixed
2.79000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
N/A
Fixed Income Clearing Corp (FICC)
85748R009
7110000.00000000
PA
USD
7110000.00000000
0.101771311002
Long
RA
CORP
US
N
2
Repurchase
N
5.32000000
2024-01-02
7038400.00000000
USD
7252241.65000000
USD
UST
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile S.A.
833636AN3
1275000.00000000
PA
USD
1353412.50000000
0.019372512581
Long
DBT
CORP
CL
Y
2
2033-11-07
Fixed
6.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PV4
253193536.00000000
PA
USD
251613041.18000000
3.601545578942
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
71812088.50000000
PA
USD
71247175.12000000
1.019819749255
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
22291801.51000000
PA
USD
18029708.71000000
0.258074133954
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
Hilcorp Energy I LP
431318AZ7
2000000.00000000
PA
USD
1923821.80000000
0.027537252703
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
2500000.00000000
PA
USD
2477032.05000000
0.035455808596
Long
DBT
CORP
AU
Y
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc
66877AAD0
2184331.70000000
PA
USD
2190131.10000000
0.031349157990
Long
LON
CORP
US
N
2
2029-09-12
Variable
7.45600000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAB7
3260000.00000000
PA
USD
3138397.01000000
0.044922472314
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CHT1
23200000.00000000
PA
USD
23171000.00000000
0.331665688782
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
475737.00000000
NS
USD
10076109.66000000
0.144227691969
Long
EC
RF
US
N
1
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAZ7
1771296.28000000
PA
USD
1779382.25000000
0.025469769951
Long
LON
CORP
US
N
2
2028-12-01
Variable
7.72040000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAA1
2800000.00000000
PA
USD
2759167.46000000
0.039494246087
Long
DBT
CORP
KR
Y
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
BU3987486
1450000.00000000
PA
USD
1225830.00000000
0.017546318729
Long
DBT
CORP
IL
Y
2
2032-02-22
Fixed
3.75000000
N
N
N
N
N
N
MTN Commercial Mortgage Trust
N/A
MTN Commercial Mortgage Trust
62475WAG0
6555000.00000000
PA
USD
6258323.98000000
0.089580567668
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
7.77280000
N
N
N
N
N
N
DUMMY SECURITY FOR PERF
N/A
US 2YR NOTE (CBT) Mar24
N/A
267.00000000
NC
USD
54979054.55000000
0.786960683438
N/A
DIR
US
N
1
N/A
N/A
Long
DUMMY SECURITY FOR PERF
US 2YR NOTE (CBT) Mar24
2024-03-28
54437223.44000000
USD
541831.11000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0A63
2623450.37000000
PA
USD
2490258.56000000
0.035645130574
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
24603658.64000000
PA
USD
21269061.06000000
0.304441663554
Long
ABS-O
USGSE
US
N
2
2045-01-15
Fixed
2.75000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix, Inc
78392BAF4
1715000.00000000
PA
USD
1809893.13000000
0.025906497414
Long
DBT
CORP
KR
Y
2
2033-01-17
Fixed
6.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
261977500.00000000
PA
USD
250688789.97000000
3.588316006884
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
1977977.55000000
PA
USD
1878226.68000000
0.026884612037
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Fixed
3.38000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
3000000.00000000
PA
USD
2850311.10000000
0.040798860395
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBX9
5000000.00000000
PA
USD
4762832.00000000
0.068174353969
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAW5
3000000.00000000
PA
USD
2738965.50000000
0.039205078723
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
2023-12-31
COLLEGE RETIREMENT EQUITIES FUND
Gina Spunder
Gina Spunder
Director, Fund Financial Reporting