# EDGAR Filing Document

**Accession Number:** 0000777535
**File Stem:** 0000777535-26-000069
**Filing Date:** 2026-5
**Character Count:** 93347
**Document Hash:** e97cc68f4bbecd0474af45a506883d41
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000777535-26-000069.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000777535-26-000069

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLLEGE RETIREMENT EQUITIES FUND
- **CENTRAL INDEX KEY:** 0000777535

**ORGANIZATION NAME:**
- **EIN:** 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:** 261028724

**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

## Series and Classes Contracts Data

### Inflation-Linked Bond Account (Series ID: S000005085)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000154488 | Class R1     | QCILRX          |
| C000154489 | Class R2     | QCILPX          |
| C000154490 | Class R3     | QCILIX          |
| C000234676 | Class R4     | QCILFX          |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** College Retirement Equities Fund

- **b. Investment Company Act file number:** 811-04415

- **c. CIK number of Registrant:** 0000777535

- **d. LEI of Registrant:** 549300W86TWR1A52Z652

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 212-490-9000

**Item A.2. Information about the Series.**

- **a. Name of Series:** College Retirement Equities Fund - Inflation-Linked Bond Account

- **b. EDGAR series identifier (if any):** S000005085

- **c. LEI of Series:** 549300UHFZ6YCGMQ2F56

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $8252479061.00

**Total Liabilities:** $13299175.00

**Net Assets:** $8239179886.00

**Delayed Delivery Securities:** $1600000.00

**Cash Not Reported:** $5332556.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -13206.37000000 | **1-Year:** -505101.27000000 | **5-Year:** -1712633.52000000 | **10-Year:** -1267702.65000000 | **30-Year:** -24776.45000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -1192.83000000 | **1-Year:** -4938.50000000 | **5-Year:** -18162.48000000 | **10-Year:** -3438.73000000 | **30-Year:** -731.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234676 | 0.57%                | 0.88%                | -0.75%               |
| Class ID C000154488 | 0.55%                | 0.86%                | -0.78%               |
| Class ID C000154490 | 0.56%                | 0.87%                | -0.76%               |
| Class ID C000154489 | 0.56%                | 0.87%                | -0.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1786685.60             | $71851615.24                               |
| Month 2  | $-1814432.22             | $63867150.00                               |
| Month 3  | $-3791287.68             | $-89849935.67                              |

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BX Trust                                                                     | BX TRUST                                                                    | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1967832 | PA      | $1968762.52   | 0.02%             | 2039-01-17      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   6324200 | PA      | $6590496.88   | 0.08%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                         | NYC Trust                                                                   | CUSIP: 62956HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2000708.40   | 0.02%             | 2029-08-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 299101099 | PA      | $286238570.05 | 3.47%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                         | Saudi Arabian Oil Co                                                        | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   2950000 | PA      | $2933417.76   | 0.04%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                        | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1829382.34   | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | CitiBank NA                                                                 | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007956.64   | 0.02%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                         | Petronas Capital Ltd                                                        | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   3480000 | PA      | $3556736.71   | 0.04%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp                                                        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3057155.82   | 0.04%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 151136016 | PA      | $153509087.73 | 1.86%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                     | Turk Telekomunikasyon AS.                                                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |   4500000 | PA      | $4382128.22   | 0.05%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                | ARDN Mortgage Trust                                                         | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2996943.00   | 0.04%             | 2035-06-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                               | Ginnie Mae I Pool                                                           | CUSIP: 3617Q8L67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  28783838 | PA      | $24702467.80  | 0.30%             | 2037-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $154148.04    | 0.00%             | 2042-05-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                               | PKHL Commercial Mortgage Trust                                              | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1895762.40   | 0.02%             | 2038-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |  17000000 | PA      | $17371716.90  | 0.21%             | 2042-05-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol S.A.                                                              | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   4000000 | PA      | $4039457.96   | 0.05%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 5YR NOTE (CBT) Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2246 | NC      | $242971579.25 | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM Mortgage Trust                                                         | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5130062 | PA      | $5082865.88   | 0.06%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS Health Corp                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1916327.88   | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                   | CNH Equipment Trust                                                         | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4925000 | PA      | $4916503.39   | 0.06%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad                                            | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1900000 | PA      | $1841290.00   | 0.02%             | 2034-01-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 161294821 | PA      | $148427810.50 | 1.80%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                                     | Israel Electric Corp Ltd                                                    | CUSIP: YI2581605<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   1500000 | PA      | $1480890.00   | 0.02%             | 2038-01-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                               | DBJPMortgage Trust                                                          | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2949000 | PA      | $2926808.78   | 0.04%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                  | Industrial DPR Funding Ltd                                                  | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |   2800663 | PA      | $2513482.97   | 0.03%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| ZURN LLC                                                                     | Zurn Holdings, Inc., Term Loan B                                            | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |   2620227 | PA      | $2639878.97   | 0.03%             | 2028-10-04      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                               | GM Financial Automobile Leasin                                              | CUSIP: 36273VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3979777.60   | 0.05%             | 2029-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY Mortgage Trust                                              | INTOWN Mortgage Trust                                                       | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5000555.00   | 0.06%             | 2042-03-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos, Inc                                                         | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3548893.47   | 0.04%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                             | United States Treasury Note                                                 | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70400000 | PA      | $69036000.00  | 0.84%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc                                                                 | Alphabet, Inc                                                               | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993051.04    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                     | DK Trust                                                                    | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3700000 | PA      | $3705720.94   | 0.04%             | 2037-08-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                       | Ford Credit Auto Owner Trust                                                | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18000000 | PA      | $18260532.00  | 0.22%             | 2036-08-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                          | Kinetik Holdings LP                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5018395.00   | 0.06%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                    | GM Financial Consumer Automobile Receivables Trust                          | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9900000 | PA      | $9923198.67   | 0.12%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 352733608 | PA      | $331603059.35 | 4.02%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                         | Petronas Capital Ltd                                                        | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   2000000 | PA      | $2053020.68   | 0.02%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                               | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46652BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $939940.00    | 0.01%             | 2037-01-16      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 215436501 | PA      | $216244525.76 | 2.62%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                     | Ferrellgas LP                                                               | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2389994.25   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2026-1                                            | LAD Auto Receivables Trust                                                  | CUSIP: 505708AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5430000 | PA      | $5385965.42   | 0.07%             | 2031-04-15      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    918000 | PA      | $939054.70    | 0.01%             | 2043-07-25      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA, Inc                                                                    | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039684.20   | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Connecticut Avenue Securities Trust                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   6235000 | PA      | $6446043.53   | 0.08%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2026-RISE                                                           | BX Trust                                                                    | CUSIP: 05595AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1602000.00   | 0.02%             | 2041-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                                               | Oak Street Investment Grade Net Lease Fund Series                           | CUSIP: 67181DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5434700 | PA      | $4718886.63   | 0.06%             | 2051-11-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-Mobile USA, Inc                                                           | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013851.32   | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    744054 | PA      | $744528.29    | 0.01%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                                               | World Omni Auto Receivables Tr                                              | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8655000 | PA      | $8581635.89   | 0.10%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                        | DB Master Finance LLC                                                       | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   5649250 | PA      | $5318771.13   | 0.06%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                 | Enbridge, Inc                                                               | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1037669.08   | 0.01%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                              | Gruma SAB de C.V.                                                           | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2981101.77   | 0.04%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |   4355000 | PA      | $4520395.06   | 0.05%             | 2042-06-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                               | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1978203 | PA      | $1957110.66   | 0.02%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 320194166 | PA      | $323378545.46 | 3.92%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 101B.C. Unlimited Liability Company, Term Loan B6                           | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   2764007 | PA      | $2761256.52   | 0.03%             | 2030-09-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP                             | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4400000 | PA      | $4400417.12   | 0.05%             | 2042-08-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2026-OPTM                                                           | BX Trust                                                                    | CUSIP: 05594XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1989194.60   | 0.02%             | 2039-03-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta PLC                                                              | Antofagasta plc                                                             | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1160839.18   | 0.01%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                             | Transnet SOC Ltd                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |   5460000 | PA      | $5650718.78   | 0.07%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 152806185 | PA      | $153104633.82 | 1.86%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148209750 | PA      | $150493662.25 | 1.83%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172808488 | PA      | $170721985.82 | 2.07%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 10YR NOTE (CBT)Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1001 | NC      | $111157921.88 | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                             | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4500000 | PA      | $4722327.90   | 0.06%             | 2042-09-25      | Variable      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019524.80   | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                          | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1602468.08   | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                              | Trans Union, LLC, Term Loan B9                                              | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1496031 | PA      | $1490330.77   | 0.02%             | 2031-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                      | EIG Pearl Holdings Sarl                                                     | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   2909748 | PA      | $2598853.07   | 0.03%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                       | Bimbo Bakeries USA, Inc                                                     | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3199005.00   | 0.04%             | 2034-01-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |  10855000 | PA      | $11293657.06  | 0.14%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC                                                            | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1537259.54   | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta PLC                                                              | Antofagasta plc                                                             | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   1575000 | PA      | $1644618.15   | 0.02%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DK Trust                                                                     | DK Trust                                                                    | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1152044.01   | 0.01%             | 2037-08-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2375000 | PA      | $2324365.67   | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FLUIDRA FINCO SL                                                             | Fluidra, S.A., Term Loan B                                                  | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |   1915000 | PA      | $1919308.75   | 0.02%             | 2029-01-29      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                           | Verizon Master Trust Series                                                 | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $25492245.00  | 0.31%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms, Inc                                                         | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    950000 | PA      | $931989.43    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                | UBS Commercial Mortgage Trust                                               | CUSIP: 90276EAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7165000 | PA      | $6909915.25   | 0.08%             | 2050-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115796837 | PA      | $115745790.28 | 1.40%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                   | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3031462.38   | 0.04%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 279781237 | PA      | $273473344.99 | 3.32%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                               | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2216460.75   | 0.03%             | 2036-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148293046 | PA      | $153814282.31 | 1.87%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                  | Petrobras Global Finance BV                                                 | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $3919400.00   | 0.05%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                   | Grupo Aeromexico SAB de C.V.                                                | CUSIP: 40054JAD1<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |   2500000 | PA      | $2400000.00   | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| MONTEFIORE MEDICAL CENT                                                      | Montefiore Medical Center                                                   | CUSIP: 61237WAC0<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |  10645000 | PA      | $9516435.41   | 0.12%             | 2032-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                | ARDN Mortgage Trust                                                         | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4988316.00   | 0.06%             | 2035-06-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121396783 | PA      | $121023479.39 | 1.47%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 166322808 | PA      | $165379267.03 | 2.01%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5749338 | PA      | $5092821.88   | 0.06%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2047077.30   | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                   | Verizon Communications, Inc                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002466.28   | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                     | Bidvest Group UK plc                                                        | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2240412.44   | 0.03%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Crocs Inc                                                                    | Crocs, Inc., Term Loan                                                      | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    680000 | PA      | $683277.60    | 0.01%             | 2029-02-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SCG Trust 2025-SNIP                                                          | SCG Trust                                                                   | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2103115.14   | 0.03%             | 2042-09-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                              | Gen Digital Inc., Term Loan B                                               | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1674200 | PA      | $1660145.09   | 0.02%             | 2029-09-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                             | Reinsurance Group of America, Inc                                           | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031638.66   | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 247921050 | PA      | $241098111.47 | 2.93%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                                                | Tesla Auto Lease Trust                                                      | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15186230 | PA      | $15214415.30  | 0.18%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust 2026-IND                                      | PLYM Commercial Mortgage Trust                                              | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11560000 | PA      | $11519287.99  | 0.14%             | 2043-03-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust                                                | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3387267 | PA      | $3384977.87   | 0.04%             | 2038-12-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                        | DB Master Finance LLC                                                       | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4213000 | PA      | $3724480.74   | 0.05%             | 2051-11-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                              | Antofagasta plc                                                             | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $608348.40    | 0.01%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| OCP SA                                                                       | OCP S.A.                                                                    | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2300000 | PA      | $2392729.24   | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                        | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2872500 | PA      | $2827682.97   | 0.03%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                          | MRCD Mortgage Trust                                                         | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1864687.50   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                               | BBCMS Trust                                                                 | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3285000 | PA      | $3185762.78   | 0.04%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50568444 | PA      | $55785122.61  | 0.68%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CHILE                                                               | Banco de Chile                                                              | CUSIP: 059520AC0<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | DBT              | CORP              | CL        |   1625000 | PA      | $1473235.89   | 0.02%             | 2031-12-09      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54085628 | PA      | $58335305.51  | 0.71%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | Amgen, Inc                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029309.22   | 0.02%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 381882690 | PA      | $388320873.18 | 4.71%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UnitedHealth Group, Inc                                                     | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979338.72   | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-1                                                | Sequoia Mortgage Trust                                                      | CUSIP: 81750KBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4878008 | PA      | $4887535.72   | 0.06%             | 2056-02-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                       | Indian Railway Finance Corp Ltd                                             | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |   1500000 | PA      | $1405188.17   | 0.02%             | 2032-01-21      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC                                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $278347.50    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Amcor Group Finance PLC                                                      | Amcor Group Finance plc                                                     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1793068.76   | 0.02%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136176012 | PA      | $143162096.06 | 1.74%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                             | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1500000 | PA      | $1563300.00   | 0.02%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA Mexico S.A. Institucion De Banca Multiple Grupo Financiero BBVA Mexico | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1825000 | PA      | $1884312.50   | 0.02%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4766378 | NS      | $4766378.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 271768468 | PA      | $256397015.16 | 3.11%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 390402760 | PA      | $400763186.67 | 4.86%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                 | Broadcom, Inc                                                               | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972500.70   | 0.02%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP                                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4866819.00   | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                     | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990357.10    | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 360584337 | PA      | $347273084.70 | 4.21%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                      | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |  10605000 | PA      | $11016214.18  | 0.13%             | 2043-04-25      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                      | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   1538322 | PA      | $1546013.29   | 0.02%             | 2028-05-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                | MTN Commercial Mortgage Trust                                               | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8497000 | PA      | $8494558.81   | 0.10%             | 2039-03-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 253799700 | PA      | $251791679.92 | 3.06%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 162466857 | PA      | $154636404.10 | 1.88%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                             | Fixed Income Clearing Corporation                                           | CUSIP: RPEP19139<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |  30727000 | PA      | $30727000.00  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main LP                                                               | Core & Main LP, Term Loan B                                                 | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   2060521 | PA      | $2064394.92   | 0.03%             | 2028-07-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4510000 | PA      | $4705187.39   | 0.06%             | 2043-10-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 347048586 | PA      | $348737480.09 | 4.23%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4000000 | PA      | $4120876.80   | 0.05%             | 2042-07-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5969656 | PA      | $6055846.25   | 0.07%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                            | TSMC Arizona Corp                                                           | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1553869.06   | 0.02%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                               | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2904219.04   | 0.04%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                               | Ginnie Mae I Pool                                                           | CUSIP: 3617A4PK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6292645 | PA      | $6149618.50   | 0.07%             | 2032-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                              | MVW LLC                                                                     | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1694300 | PA      | $1612231.03   | 0.02%             | 2039-05-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                             | Bank Hapoalim BM                                                            | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   3200000 | PA      | $3161654.56   | 0.04%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68590342 | PA      | $71003630.08  | 0.86%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                    | Boeing Co                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960496.76   | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                               | Ginnie Mae I Pool                                                           | CUSIP: 36181DYS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  12227226 | PA      | $11953831.61  | 0.15%             | 2031-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co                                                            | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034171.84   | 0.02%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                               | Sitios Latinoamerica SAB de C.V.                                            | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   3550000 | PA      | $3574850.00   | 0.04%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-XL5                                        | BX Commercial Mortgage Trust                                                | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4132292 | PA      | $4142037.96   | 0.05%             | 2041-03-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp                                                        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529670.98   | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2026-1 Owner Trust                                    | Honda Auto Receivables Owner Trust                                          | CUSIP: 43815CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12575000 | PA      | $12470760.80  | 0.15%             | 2030-09-23      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 109806154 | PA      | $110750795.80 | 1.34%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $365153.76    | 0.00%             | 2042-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad                                            | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1700000 | PA      | $1697450.00   | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                   | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4792150.00   | 0.06%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                   | Toyota Auto Receivables Owner Trust                                         | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18650000 | PA      | $18717997.90  | 0.23%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM Mortgage Trust                                                         | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699407 | PA      | $693108.81    | 0.01%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                     | Florida Power & Light Co                                                    | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001353.34   | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                     | Benchmark Mortgage Trust                                                    | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1304553.00   | 0.02%             | 2051-02-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol S.A.                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2275000 | PA      | $2021860.30   | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 291772973 | PA      | $272585847.88 | 3.31%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                          | Ford Credit Auto Owner Trust                                                | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14055000 | PA      | $14053985.23  | 0.17%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133785444 | PA      | $136131914.93 | 1.65%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM Mortgage Trust                                                         | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797682 | PA      | $782557.83    | 0.01%             | 2048-10-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM Mortgage Trust                                                         | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1756478 | PA      | $1737270.52   | 0.02%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4465000 | PA      | $4650755.61   | 0.06%             | 2043-05-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                  | SMR Mortgage Trust                                                          | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7283080 | PA      | $7290340.86   | 0.09%             | 2039-02-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                            | TX Trust                                                                    | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4999723.00   | 0.06%             | 2039-06-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 437025088 | PA      | $435157155.87 | 5.28%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                  | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   4700000 | PA      | $4647083.17   | 0.06%             | 2033-02-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                           | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3756245 | PA      | $3145501.62   | 0.04%             | 2049-02-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    975000 | PA      | $914545.09    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                          | Select Medical Corporation, Term Loan B                                     | CUSIP: BL4807634<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    525421 | PA      | $522793.68    | 0.01%             | 2031-12-03      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 2YR NOTE (CBT) Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       330 | NC      | $68456952.96  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                                | Coherent Corp, Term Loan B2                                                 | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    144643 | PA      | $145064.48    | 0.00%             | 2029-07-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                      | Ford Otomotiv Sanayi AS.                                                    | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |   2000000 | PA      | $2007081.34   | 0.02%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                              | GM Financial Revolving Receivables Trust                                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11204266.70  | 0.14%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 190008864 | PA      | $192712564.73 | 2.34%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 222711181 | PA      | $220712259.07 | 2.68%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T, Inc                                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1692474.72   | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                               | Ginnie Mae I Pool                                                           | CUSIP: 3617QULJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  19992201 | PA      | $15836325.99  | 0.19%             | 2042-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                            | MF1 LLC                                                                     | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5763285.38   | 0.07%             | 2042-05-18      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP                                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1935657.00   | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                     | Israel Electric Corp Ltd                                                    | CUSIP: BU3987486<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   1450000 | PA      | $1335173.04   | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                   | Eaton Corp                                                                  | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641740.24    | 0.01%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                | MTN Commercial Mortgage Trust                                               | CUSIP: 62475WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6555000 | PA      | $6547112.37   | 0.08%             | 2039-03-15      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3563549.61   | 0.04%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                               | Ginnie Mae I Pool                                                           | CUSIP: 3617A0A63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   2257586 | PA      | $2175700.16   | 0.03%             | 2036-10-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                               | Ginnie Mae I Pool                                                           | CUSIP: 3617LYQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  22655642 | PA      | $21449054.41  | 0.26%             | 2045-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK Hynix, Inc                                                               | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1715000 | PA      | $1865837.92   | 0.02%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| TSY INFL IX N/B                                                              | United States Treasury Inflation Indexed Bonds                              | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 295586820 | PA      | $293396876.37 | 3.56%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                               | Ginnie Mae I Pool                                                           | CUSIP: 36181PGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1655836 | PA      | $1572392.26   | 0.02%             | 2035-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars, Inc                                                                   | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2021048.10   | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                               | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 314040033 | PA      | $312496438.61 | 3.79%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                         | Flutter Financing B.V., Term Loan B                                         | CUSIP: BL4862100<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | IE        |   2394875 | PA      | $2374518.56   | 0.03%             | 2030-11-29      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                     | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1925168.94   | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** COLLEGE RETIREMENT EQUITIES FUND

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting