# EDGAR Filing Document

**Accession Number:** 0000777535
**File Stem:** 0001752724-23-043026
**Filing Date:** 2023-2
**Character Count:** 77795
**Document Hash:** 3c51a568fe8e6179a96fa1516043a47e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043026.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043026

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLLEGE RETIREMENT EQUITIES FUND
- **CENTRAL INDEX KEY:** 0000777535
- **IRS NUMBER:** 136022042
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04415
- **FILM NUMBER:** 23673937

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129164905

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## 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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $7117346444.00

**Total Liabilities:** $9818693.00

**Net Assets:** $7107527751.00

**Delayed Delivery Securities:** $1.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9384.63000000 | **1-Year:** -449429.45000000 | **5-Year:** -1441708.17000000 | **10-Year:** -741897.16000000 | **30-Year:** -378406.46000000

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

- **3-Month:** -3499.28000000 | **1-Year:** -8408.87000000 | **5-Year:** -44852.29000000 | **10-Year:** -16912.69000000 | **30-Year:** -1676.50000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234676 | 1.00%                | 1.19%                | -0.65%               |
| Class ID C000154488 | 0.97%                | 1.16%                | -0.68%               |
| Class ID C000154490 | 0.99%                | 1.18%                | -0.66%               |
| Class ID C000154489 | 0.99%                | 1.17%                | -0.66%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1916448.29             | $71268047.33                               |
| Month 2  | $-951168.78              | $71475351.10                               |
| Month 3  | $-839933.32              | $-75897426.63                              |

### 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 Commercial Mortgage Trust                                                | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1899202.40   | 0.03%             | 2039-01-17      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                           | Grupo Aeromexico SAB de C.V.                                                | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   5000000 | PA      | $4416207.80   | 0.06%             | 2027-03-17      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 241017840 | PA      | $234373759.05 | 3.30%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 179513250 | PA      | $161242732.49 | 2.27%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 36181R5Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  33465693 | PA      | $33053078.79  | 0.47%             | 2038-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                            | MRCD Mortgage Trust                                                         | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2211992.75   | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM Mortgage Trust                                                         | CUSIP: 12592MBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $926741.90    | 0.01%             | 2047-10-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                   | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4152343.05   | 0.06%             | 2038-11-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                 | 1011778 BC ULC                                                              | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   2961832 | PA      | $2916604.85   | 0.04%             | 2026-11-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 3617Q8L67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  35915493 | PA      | $30381293.63  | 0.43%             | 2037-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20134570.00  | 0.28%             | 2042-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 190938273 | PA      | $123500022.59 | 1.74%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                   | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5734500.00   | 0.08%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                             | SunCoke Energy, Inc                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4291937.50   | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                            | Avantor, Inc                                                                | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   2704025 | PA      | $2695575.00   | 0.04%             | 2027-11-08      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97585155 | PA      | $85472154.82  | 1.20%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                   | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5712366.60   | 0.08%             | 2038-11-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust                                    | SREIT Trust                                                                 | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1913732.60   | 0.03%             | 2036-11-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                    | Industrial DPR Funding Ltd                                                  | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2528310.00   | 0.04%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| ZURN LLC                                       | Rexnord LLC                                                                 | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |   2970000 | PA      | $2967772.50   | 0.04%             | 2028-10-04      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP                                                           | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2361425.00   | 0.03%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                       | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5193390.00   | 0.07%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                  | Parkland Corp                                                               | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |   3150000 | PA      | $2606625.00   | 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: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 138283200 | PA      | $136641087.00 | 1.92%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                        | Jazz Financing Lux Sarl                                                     | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   2226130 | PA      | $2209957.03   | 0.03%             | 2028-05-05      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C Technologies, Inc                                                      | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1297251 | PA      | $1277791.78   | 0.02%             | 2025-04-16      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| II-VI INC                                      | Coherent Corp                                                               | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    367366 | PA      | $364427.14    | 0.01%             | 2029-07-02      | Variable      | 7.13%                 | 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        | 173988320 | PA      | $154512112.70 | 2.17%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4870425.00   | 0.07%             | 2026-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2305000 | PA      | $2192560.95   | 0.03%             | 2041-10-25      | Variable      | 5.43%                 | 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      | $1720078.40   | 0.02%             | 2037-01-16      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2830000 | PA      | $2275852.04   | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                       | Ferrellgas Escrow LLC                                                       | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2056050.00   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                  | EQUS Mortgage Trust                                                         | CUSIP: 29478JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4999900 | PA      | $4603752.21   | 0.06%             | 2038-10-15      | Variable      | 6.62%                 | 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        |   6870103 | PA      | $6028661.29   | 0.08%             | 2051-11-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 164751900 | PA      | $154885458.98 | 2.18%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                | NortonLifeLock, Inc                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2268700.00   | 0.03%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                       | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   5841000 | PA      | $4800875.61   | 0.07%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                     | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  10480000 | PA      | $10480000.00  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America, Inc                                           | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4738250.00   | 0.07%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2349607.05   | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Structured Agency Credit Risk Debt Notes                        | CUSIP: 35564KRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |   5488084 | PA      | $5399374.08   | 0.08%             | 2042-02-25      | Variable      | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                  | BAMLL Commercial Mortgage Securities Trust                                  | CUSIP: 05530SAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7136924.25   | 0.10%             | 2039-01-15      | Variable      | 6.49%                 | 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        |   2200000 | PA      | $2048107.38   | 0.03%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9507642 | PA      | $9030883.40   | 0.13%             | 2041-12-25      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 266516105 | PA      | $255823782.73 | 3.60%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $13593030.00  | 0.19%             | 2042-01-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO                                   | Organon & Co                                                                | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   2332916 | PA      | $2316048.64   | 0.03%             | 2028-06-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust                                                  | CUSIP: 92537KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1604065 | PA      | $1527884.19   | 0.02%             | 2059-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2347683.75   | 0.03%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140354370 | PA      | $138920672.57 | 1.95%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4139850.00   | 0.06%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                       | Telefonica Moviles Chile S.A.                                               | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |   3000000 | PA      | $2457570.00   | 0.03%             | 2031-11-18      | Fixed         | 3.54%                 | 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        | 244857690 | PA      | $230893436.35 | 3.25%             | 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        | 129759810 | PA      | $129607660.13 | 1.82%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17291HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6555026.80   | 0.09%             | 2036-10-15      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| MEG ENERGY CORP                                | MEG Energy Corp                                                             | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2549730.00   | 0.04%             | 2027-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                  | BAMLL Commercial Mortgage Securities Trust                                  | CUSIP: 05530SAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2346051.75   | 0.03%             | 2039-01-15      | Variable      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                     | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $4185507.90   | 0.06%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2561750.00   | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC                                                            | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4660350.00   | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                  | BAMLL Commercial Mortgage Securities Trust                                  | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4846824.00   | 0.07%             | 2039-01-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2375000 | PA      | $1864961.63   | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FLUIDRA FINCO SL                               | Fluidra Finco SL                                                            | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |   1980000 | PA      | $1888920.00   | 0.03%             | 2029-01-29      | Variable      | 6.42%                 | 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        | 140691705 | PA      | $132591539.07 | 1.87%             | 2027-07-15      | Fixed         | 0.38%                 | 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      | $2274868.25   | 0.03%             | 2036-07-15      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 204645660 | PA      | $200297948.63 | 2.82%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 163628694 | PA      | $170597641.71 | 2.40%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                      | Crocs, Inc                                                                  | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |   2278000 | PA      | $2238135.00   | 0.03%             | 2029-02-20      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 36291FDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   5155252 | PA      | $5141876.58   | 0.07%             | 2045-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENT                        | Montefiore Medical Center                                                   | CUSIP: 61237WAC0<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |  14875000 | PA      | $13533629.32  | 0.19%             | 2032-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                     | Federal National Mortgage Association (FNMA)                                | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $6254836.92   | 0.09%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KBL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6225000 | PA      | $6100457.05   | 0.09%             | 2033-08-25      | Variable      | 6.18%                 | 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        | 151944960 | PA      | $144733784.39 | 2.04%             | 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        | 131918750 | PA      | $122935199.21 | 1.73%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                           | RLJ Lodging Trust LP                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4452942.40   | 0.06%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8170998 | PA      | $6659980.39   | 0.09%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                 | BX Commercial Mortgage Trust                                                | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4675000 | PA      | $4506033.35   | 0.06%             | 2036-10-15      | Variable      | 2.11%                 | Yes           |                  2 | On Loan: No      |
| CORE & MAIN LP                                 | Core & Main LP                                                              | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   2487469 | PA      | $2462593.99   | 0.03%             | 2028-07-27      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT Mar23                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -200 | NC      | $-26862500.00 | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 211953675 | PA      | $204111191.91 | 2.87%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 203922875 | PA      | $197343205.56 | 2.78%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands, Inc                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5161000.00   | 0.07%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 230223150 | PA      | $220834152.66 | 3.11%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25511718.75  | 0.36%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 121738219 | PA      | $121835934.31 | 1.71%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C Technologies, Inc                                                      | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1595685 | PA      | $1571750.20   | 0.02%             | 2025-04-16      | Variable      | 6.13%                 | 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        | 217836300 | PA      | $199417835.66 | 2.81%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                  | GCC SAB de C.V.                                                             | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |   3275000 | PA      | $2725575.78   | 0.04%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5771260.20   | 0.08%             | 2038-12-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc                                                 | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2457376.45   | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                       | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4356000 | PA      | $3355627.18   | 0.05%             | 2051-11-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 248788980 | PA      | $238931594.89 | 3.36%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                             | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4811450.00   | 0.07%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                | Antofagasta plc                                                             | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $588476.88    | 0.01%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NASCAR HOLDINGS LLC                            | Nascar Holdings, Inc                                                        | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |   2597951 | PA      | $2595314.13   | 0.04%             | 2026-10-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2970000 | PA      | $2535102.90   | 0.04%             | 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      | $2231796.75   | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | 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        |  69834752 | PA      | $79930571.45  | 1.12%             | 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        |   3125000 | PA      | $2658050.25   | 0.04%             | 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        |   9225930 | PA      | $10365977.42  | 0.15%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                       | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   2950000 | PA      | $2705841.10   | 0.04%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                            | MKS Instruments, Inc                                                        | CUSIP: BL3678663<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |         1 | PA      | $0.99         | 0.00%             | 2029-08-17      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17291HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $5325662.88   | 0.07%             | 2036-10-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T, Inc                                                                   | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2273082.61   | 0.03%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                         | Indian Railway Finance Corp Ltd                                             | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |   1700000 | PA      | $1448671.58   | 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        |   5000000 | PA      | $4812500.00   | 0.07%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9752450.00   | 0.14%             | 2041-10-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                            | Avantor Funding, Inc                                                        | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2855150.00   | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust                          | CUSIP: 61690GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3479675 | PA      | $3367829.55   | 0.05%             | 2047-02-15      | Variable      | 4.87%                 | 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        | 130849358 | PA      | $142601230.09 | 2.01%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                  | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |   8815771 | NS      | $8815771.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $455000.00    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 153319725 | PA      | $140428095.03 | 1.98%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                             | CA Magnum Holdings                                                          | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   2435000 | PA      | $2218840.30   | 0.03%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued | United States Treasury Note                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9012656.25   | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group, Inc                                                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $3657057.60   | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| STARS GROUP HOLDINGS BV                        | Stars Group Holdings BV                                                     | CUSIP: 933MFSII9<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |   2468750 | PA      | $2438569.51   | 0.03%             | 2025-07-10      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                        | Reliance Industries Ltd                                                     | CUSIP: 759470AW7<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | US        |   2302631 | PA      | $2211227.61   | 0.03%             | 2026-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                   | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   3600000 | PA      | $3218244.59   | 0.05%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                          | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4925000 | PA      | $4567710.16   | 0.06%             | 2026-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp II                                              | CUSIP: 36266CAL0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3706346.00   | 0.05%             | 2036-11-15      | Variable      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Acquisition                  | Bayview Financial Mortgage Pass-Through Trust                               | CUSIP: 07325NDB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4214000 | PA      | $4159321.24   | 0.06%             | 2041-02-28      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                   | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    680000 | PA      | $665896.80    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | 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        | 248244000 | PA      | $233431866.38 | 3.28%             | 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        | 142367050 | PA      | $127466625.54 | 1.79%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   3949166 | PA      | $3878837.74   | 0.05%             | 2041-11-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                   | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5475000.00   | 0.08%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 183978800 | PA      | $173358373.56 | 2.44%             | 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      | $1405094.56   | 0.02%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 3617A4PK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9173065 | PA      | $8812313.24   | 0.12%             | 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        |   5939974 | PA      | $5322353.87   | 0.07%             | 2039-05-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828UH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94237160 | PA      | $94115682.65  | 1.32%             | 2023-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 36181DYS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  18326641 | PA      | $17828443.89  | 0.25%             | 2031-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 186881580 | PA      | $178097020.71 | 2.51%             | 2025-04-15      | Fixed         | 0.12%                 | 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        | 308885229 | PA      | $289521677.13 | 4.07%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                         | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2371292.97   | 0.03%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                           | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1933775.86   | 0.03%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                   | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4476550.00   | 0.06%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                            | COMM Mortgage Trust                                                         | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989214.60   | 0.03%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                         | Blackstone Mortgage Trust, Inc                                              | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $859904.13    | 0.01%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                 | WFRBS Commercial Mortgage Trust                                             | CUSIP: 92937EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1951000 | PA      | $1884918.85   | 0.03%             | 2045-03-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Inc                                                | CUSIP: 62479WAJ0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   3986816 | PA      | $3786057.23   | 0.05%             | 2023-11-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | BENCHMARK Mortgage Trust                                                    | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1664938.80   | 0.02%             | 2051-02-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol S.A.                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2275000 | PA      | $1737735.66   | 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        | 261773767 | PA      | $231293554.46 | 3.25%             | 2031-07-15      | Fixed         | 0.12%                 | 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        | 122579207 | PA      | $125028828.85 | 1.76%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio, Inc                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4439700.00   | 0.06%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM Mortgage Trust                                                         | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2327994.50   | 0.03%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26179700 | PA      | $24889496.74  | 0.35%             | 2038-10-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust                                         | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8501734.80   | 0.12%             | 2041-12-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                    | SMR Mortgage Trust                                                          | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7716724 | PA      | $7293329.55   | 0.10%             | 2039-02-15      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 323845980 | PA      | $307763170.09 | 4.33%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust                                                | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390073 | PA      | $1310241.97   | 0.02%             | 2038-10-15      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                            | Select Medical Corp                                                         | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2948625.00   | 0.04%             | 2025-03-06      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                       | Albion Financing 1 SARL                                                     | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3485000 | PA      | $3107957.85   | 0.04%             | 2026-10-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, LLC                             | Sunnova Helios VIII Issuer LLC                                              | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4529505 | PA      | $3879309.68   | 0.05%             | 2049-02-22      | Fixed         | 2.79%                 | 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        | 245209692 | PA      | $245039945.59 | 3.45%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1865800.00   | 0.03%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80056822 | PA      | $79955902.87  | 1.12%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 3617QULJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  23282736 | PA      | $19109918.57  | 0.27%             | 2042-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP                                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1725831.60   | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                             | NortonLifeLock, Inc                                                         | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   2640000 | PA      | $2600954.40   | 0.04%             | 2029-09-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | Misc Capital Two Labuan Ltd                                                 | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   3260000 | PA      | $2953826.31   | 0.04%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TRANS UNION LLC                                | Trans Union LLC                                                             | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2286111 | PA      | $2267536.45   | 0.03%             | 2028-12-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| POSCO                                          | POSCO                                                                       | CUSIP: 73730EAA1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   7000000 | PA      | $6774872.79   | 0.10%             | 2025-08-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                       | Israel Electric Corp Ltd                                                    | CUSIP: BU3987486<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   1450000 | PA      | $1268303.40   | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4187500.00   | 0.06%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 3617A0A63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   2775500 | PA      | $2673351.19   | 0.04%             | 2036-10-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 3617LYQM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  25428174 | PA      | $22641504.68  | 0.32%             | 2045-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                              | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 223035120 | PA      | $212475308.13 | 2.99%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association (GNMA)                             | CUSIP: 36181PGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2112933 | PA      | $2014453.89   | 0.03%             | 2035-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                              | Imola Merger Corp                                                           | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2602840.74   | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                 | CUSIP: 61764PBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4633221.50   | 0.07%             | 2047-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US LONG BOND(CBT) Mar23                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -19 | NC      | $-2381531.25  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer