0001145549-23-036135.txt : 20230606 0001145549-23-036135.hdr.sgml : 20230606 20230606113420 ACCESSION NUMBER: 0001145549-23-036135 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230606 DATE AS OF CHANGE: 20230606 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: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 23995259 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129164905 MAIL ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 0000777535 S000005087 Money Market Account C000154494 Class R1 QCMMRX C000154495 Class R2 QCMMPX C000154496 Class R3 QCMMIX C000234678 Class R4 QCMMFX N-MFP2 1 primary_doc.xml N-MFP2 0000777535 XXXXXXXX 2023-05-31 0000777535 S000005087 4 N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Baltimore MD Teachers Insurance and Annuity Association None N N Y Exempt Government Government/Agency N 41 67 3211667491.78 3102870187.58 3086044138.72 3283546817.88 4049107246.88 4103283042.38 4109677096.72 4022801874.79 0.00 0.3571 0.3432 0.3371 0.3594 0.4503 0.4539 0.4490 0.4404 0.0000 436.37 9153946494.06 9154162758.42 181657795.92 188744271.79 9147076718.92 333955859.6400 1.0000 0.0511 27.3095 27.3330 27.3575 27.3747 0.0000 C000154494 1.00 1781013218.78 65989422.8430 26.9109 26.9335 26.9566 26.9741 0.0000 18767616.37 12046052.69 26097352.96 15380724.49 21252318.87 17459597.24 44755207.17 10719734.45 0.00 0.00 132734405.98 63623578.98 0.0468 N C000154495 1.00 2554939770.67 93274335.1050 27.3091 27.3328 27.3571 27.3756 0.0000 29592444.94 18801075.47 23591078.38 12471929.74 18556640.37 17348643.07 28567201.22 19770304.28 0.00 0.00 109736239.65 75211151.29 0.0483 N C000154496 1.00 4755105432.92 172659664.0960 27.4559 27.4801 27.5049 27.5239 0.0000 58603908.91 27566208.53 58914735.25 40617633.76 50114567.39 35566026.21 49538362.34 37127640.04 0.00 0.00 231127843.46 165447412.66 0.0491 N C000234678 1.00 56018296.55 2032437.5960 27.4739 27.4992 27.5250 27.5450 0.0000 3064960.54 371816.74 473205.79 1768484.22 3952850.92 246304.36 1420507.54 1043019.17 0.00 0.00 10313626.85 3624136.05 0.0509 N Federal Home Loan Bank Federal Home Loan Banks 5.090000% 3130ANQ94 2549001DPIFGXC1TOL40 US3130ANQ949 U.S. Government Agency Debt Y 2023-06-01 2023-08-11 2023-08-11 N N N 0.0514 42497758.11 42497758.11 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Banks 0.530000% 3130APV36 2549001DPIFGXC1TOL40 US3130APV365 U.S. Government Agency Debt Y 2023-11-24 2023-11-24 2023-11-24 N N N 0.0543 9619634.80 9619634.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.120000% 3130ATJR9 2549001DPIFGXC1TOL40 US3130ATJR93 U.S. Government Agency Debt Y 2023-06-01 2023-07-03 2023-07-03 N N N 0.0513 41999951.70 41999951.70 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.150000% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 U.S. Government Agency Debt Y 2023-06-01 2023-08-15 2023-08-15 N N N 0.0514 41002913.87 41002913.87 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.800000% 3130AU5L4 2549001DPIFGXC1TOL40 US3130AU5L48 U.S. Government Agency Debt Y 2023-06-07 2023-06-07 2023-06-07 N N N 0.0534 40745991.83 40745991.83 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Banks 5.100000% 3130AUJ39 2549001DPIFGXC1TOL40 US3130AUJ394 U.S. Government Agency Debt Y 2023-06-01 2023-06-09 2023-06-09 N N N 0.0513 40399688.52 40399688.52 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.110000% 3130AUPE8 2549001DPIFGXC1TOL40 US3130AUPE89 U.S. Government Agency Debt Y 2023-06-01 2023-06-27 2023-06-27 N N N 0.0513 77999112.36 77999112.36 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.120000% 3130AUQQ0 2549001DPIFGXC1TOL40 US3130AUQQ01 U.S. Government Agency Debt Y 2023-06-01 2023-08-01 2023-08-01 N N N 0.0514 78499811.60 78499811.60 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.110000% 3130AURJ5 2549001DPIFGXC1TOL40 US3130AURJ58 U.S. Government Agency Debt Y 2023-06-01 2023-06-02 2023-06-02 N N N 0.0509 96000051.84 96000051.84 0.0105 N N Y N Federal Home Loan Bank Federal Home Loan Banks 5.140000% 3130AVEN8 2549001DPIFGXC1TOL40 US3130AVEN80 U.S. Government Agency Debt Y 2023-06-01 2023-06-14 2023-06-14 N N N 0.0517 142858894.26 142858894.26 0.0156 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.140000% 3130AVEU2 2549001DPIFGXC1TOL40 US3130AVEU24 U.S. Government Agency Debt Y 2023-06-01 2023-06-02 2023-06-02 N N N 0.0516 162999956.00 162999956.00 0.0178 N N Y N Federal Home Loan Bank Federal Home Loan Banks 5.145000% 3130AVEW8 2549001DPIFGXC1TOL40 US3130AVEW89 U.S. Government Agency Debt Y 2023-06-01 2023-07-03 2023-07-03 N N N 0.0516 81499356.16 81499356.16 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.160000% 3130AVFB3 2549001DPIFGXC1TOL40 US3130AVFB34 U.S. Government Agency Debt Y 2023-06-01 2023-06-22 2023-06-22 N N N 0.0519 81698901.95 81698901.95 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.115000% 3130AVGB2 2549001DPIFGXC1TOL40 US3130AVGB25 U.S. Government Agency Debt Y 2023-06-01 2023-06-21 2023-06-21 N N N 0.0514 41499531.88 41499531.88 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.095000% 3130AVHK1 2549001DPIFGXC1TOL40 US3130AVHK15 U.S. Government Agency Debt Y 2023-06-01 2023-06-27 2023-06-27 N N N 0.0512 40999408.37 40999408.37 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.110000% 3130AVJD5 2549001DPIFGXC1TOL40 US3130AVJD53 U.S. Government Agency Debt Y 2023-06-01 2023-08-01 2023-08-01 N N N 0.0513 81499523.23 81499523.23 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.085000% 3130AVTS1 2549001DPIFGXC1TOL40 US3130AVTS13 U.S. Government Agency Debt Y 2023-06-01 2023-10-27 2023-10-27 N N N 0.0509 81258282.63 81258282.63 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.085000% 3130AVTV4 2549001DPIFGXC1TOL40 US3130AVTV42 U.S. Government Agency Debt Y 2023-06-01 2023-11-01 2023-11-01 N N N 0.0501 41017648.45 41017648.45 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.080000% 3130AVUL4 2549001DPIFGXC1TOL40 US3130AVUL41 U.S. Government Agency Debt Y 2023-06-01 2023-10-03 2023-10-03 N N N 0.0492 204879164.49 204879164.49 0.0224 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.085000% 3130AVVK5 2549001DPIFGXC1TOL40 US3130AVVK58 U.S. Government Agency Debt Y 2023-06-01 2023-10-03 2023-10-03 N N N 0.0505 81768098.63 81768098.63 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.085000% 3130AVY48 2549001DPIFGXC1TOL40 US3130AVY482 U.S. Government Agency Debt Y 2023-06-01 2023-09-11 2023-09-11 N N N 0.0511 81500700.90 81500700.90 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.100000% 3130AW3B4 2549001DPIFGXC1TOL40 US3130AW3B48 U.S. Government Agency Debt Y 2023-06-01 2023-11-17 2023-11-17 N N N 0.0505 80530324.35 80530324.35 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.090000% 3130AW3F5 2549001DPIFGXC1TOL40 US3130AW3F51 U.S. Government Agency Debt Y 2023-06-01 2023-09-25 2023-09-25 N N N 0.0477 82091852.30 82091852.30 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.090000% 3130AW3S7 2549001DPIFGXC1TOL40 US3130AW3S72 U.S. Government Agency Debt Y 2023-06-01 2023-09-20 2023-09-20 N N N 0.0508 60007823.40 60007823.40 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.090000% 3130AW7D6 2549001DPIFGXC1TOL40 US3130AW7D67 U.S. Government Agency Debt Y 2023-06-01 2023-09-25 2023-09-25 N N N 0.0509 41503654.08 41503654.08 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.100000% 3130AWAP5 2549001DPIFGXC1TOL40 US3130AWAP57 U.S. Government Agency Debt Y 2023-06-01 2023-09-26 2023-09-26 N N N 0.0509 61008321.01 61008321.01 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.110000% 3130AWB33 2549001DPIFGXC1TOL40 US3130AWB330 U.S. Government Agency Debt Y 2023-06-01 2023-08-29 2023-08-29 N N N 0.0514 122449419.59 122449419.59 0.0134 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.140000% 3130AWB58 2549001DPIFGXC1TOL40 US3130AWB587 U.S. Government Agency Debt Y 2023-06-01 2023-11-29 2023-11-29 N N N 0.0517 40964748.07 40964748.07 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.120000% 3130AWC65 2549001DPIFGXC1TOL40 US3130AWC650 U.S. Government Agency Debt Y 2023-06-01 2023-09-05 2023-09-05 N N N 0.0510 121817027.64 121817027.64 0.0133 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.150000% 3130AWCV0 2549001DPIFGXC1TOL40 US3130AWCV08 U.S. Government Agency Debt Y 2023-06-05 2023-12-05 2023-12-05 N N N 0.0515 65500000.00 65500000.00 0.0072 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 313312NA4 US313312NA45 U.S. Government Agency Debt Y 2023-10-16 2023-10-16 2023-10-16 N N N 0.0520 41198265.78 41198265.78 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384GH6 2549001DPIFGXC1TOL40 US313384GH65 313384GH6 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0001 37167000.00 37167000.00 0.0041 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313384GP8 2549001DPIFGXC1TOL40 US313384GP81 U.S. Government Agency Debt Y 2023-06-07 2023-06-07 2023-06-07 N N N 0.0450 83688581.94 83688581.94 0.0091 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384GU7 2549001DPIFGXC1TOL40 US313384GU76 313384GU7 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-06-12 2023-06-12 2023-06-12 N N N 0.0450 81390459.11 81390459.11 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384HV4 2549001DPIFGXC1TOL40 US313384HV41 U.S. Government Agency Debt Y 2023-07-07 2023-07-07 2023-07-07 N N N 0.0512 203978938.05 203978938.05 0.0223 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y 2023-08-16 2023-08-16 2023-08-16 N N N 0.0515 81136081.62 81136081.62 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KP3 2549001DPIFGXC1TOL40 US313384KP36 313384KP3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-08-18 2023-08-18 2023-08-18 N N N 0.0515 80866172.96 80866172.96 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LB3 2549001DPIFGXC1TOL40 US313384LB31 313384LB3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-08-30 2023-08-30 2023-08-30 N N N 0.0515 20121041.72 20121041.72 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LD9 2549001DPIFGXC1TOL40 US313384LD96 U.S. Government Agency Debt Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0518 223595502.17 223595502.17 0.0244 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LL1 2549001DPIFGXC1TOL40 US313384LL13 313384LL1 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-09-08 2023-09-08 2023-09-08 N N N 0.0518 148424255.84 148424255.84 0.0162 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y 2023-09-13 2023-09-13 2023-09-13 N N N 0.0518 179856699.20 179856699.20 0.0197 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y 2023-09-20 2023-09-20 2023-09-20 N N N 0.0518 60549754.89 60549754.89 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MG1 2549001DPIFGXC1TOL40 US313384MG19 313384MG1 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-09-28 2023-09-28 2023-09-28 N N N 0.0518 162268347.45 162268347.45 0.0177 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 313384MV8 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-10-11 2023-10-11 2023-10-11 N N N 0.0520 144933433.43 144933433.43 0.0158 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384MX4 2549001DPIFGXC1TOL40 US313384MX42 313384MX4 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-10-13 2023-10-13 2023-10-13 N N N 0.0520 261474088.88 261474088.88 0.0286 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y 2023-10-18 2023-10-18 2023-10-18 N N N 0.0520 344006803.60 344006803.60 0.0376 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NE5 2549001DPIFGXC1TOL40 US313384NE51 313384NE5 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-10-20 2023-10-20 2023-10-20 N N N 0.0520 432485487.55 432485487.55 0.0473 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 313384NK1 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-10-25 2023-10-25 2023-10-25 N N N 0.0520 138133455.91 138133455.91 0.0151 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384NM7 2549001DPIFGXC1TOL40 US313384NM77 U.S. Government Agency Debt Y 2023-10-27 2023-10-27 2023-10-27 N N N 0.0520 158784300.89 158784300.89 0.0174 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384SV2 2549001DPIFGXC1TOL40 US313384SV22 313384SV2 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-02-08 2024-02-08 2024-02-08 N N N 0.0503 38383497.87 38383497.87 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384SW0 2549001DPIFGXC1TOL40 US313384SW05 313384SW0 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-02-09 2024-02-09 2024-02-09 N N N 0.0503 37074032.62 37074032.62 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384TC3 2549001DPIFGXC1TOL40 US313384TC32 313384TC3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-02-15 2024-02-15 2024-02-15 N N N 0.0503 48293379.00 48293379.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 U.S. Government Agency Debt Y 2024-03-06 2024-03-06 2024-03-06 N N N 0.0499 40471014.36 40471014.36 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.380000% 3133ELH72 US3133ELH724 U.S. Government Agency Debt Y 2023-06-01 2023-06-09 2023-06-09 N N N 0.0513 3075177.03 3075177.03 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.085000% 3133EM6F4 US3133EM6F48 U.S. Government Agency Debt Y 2023-06-01 2023-09-27 2023-09-27 N N N 0.0509 12850985.08 12850985.08 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.195000% 3133EMGG1 US3133EMGG16 U.S. Government Agency Debt Y 2023-06-01 2023-11-06 2023-11-06 N N N 0.0516 1700486.35 1700486.35 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.180000% 3133EMNE8 US3133EMNE84 U.S. Government Agency Debt Y 2023-06-01 2024-01-22 2024-01-22 N N N 0.0514 13531345.53 13531345.53 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.077500% 3133ENAJ9 US3133ENAJ91 U.S. Government Agency Debt Y 2023-06-01 2023-07-13 2023-07-13 N N N 0.0509 127599789.46 127599789.46 0.0139 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.085000% 3133ENBS8 US3133ENBS81 U.S. Government Agency Debt Y 2023-06-01 2023-10-27 2023-10-27 N N N 0.0514 13698715.21 13698715.21 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.085000% 3133ENCN8 US3133ENCN85 U.S. Government Agency Debt Y 2023-06-01 2023-11-30 2023-11-30 N N N 0.0518 4248573.91 4248573.91 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.110000% 3133ENHH6 US3133ENHH62 U.S. Government Agency Debt Y 2023-06-01 2023-09-15 2023-09-15 N N N 0.0511 25451899.33 25451899.33 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.095000% 3133ENKJ8 US3133ENKJ81 U.S. Government Agency Debt Y 2023-06-01 2023-07-12 2023-07-12 N N N 0.0511 21249973.23 21249973.23 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.105000% 3133ENKT6 US3133ENKT63 U.S. Government Agency Debt Y 2023-06-01 2023-10-16 2023-10-16 N N N 0.0511 14801321.64 14801321.64 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.100000% 3133ENLG3 US3133ENLG34 U.S. Government Agency Debt Y 2023-06-01 2023-09-20 2023-09-20 N N N 0.0515 10399192.23 10399192.23 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.090000% 3133ENMB3 US3133ENMB38 U.S. Government Agency Debt Y 2023-06-01 2023-08-28 2023-08-28 N N N 0.0512 39150402.07 39150402.07 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.100000% 3133ENNK2 US3133ENNK28 U.S. Government Agency Debt Y 2023-06-01 2024-02-09 2024-02-09 N N N 0.0509 41961470.81 41961470.81 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.100000% 3133ENQJ2 US3133ENQJ28 U.S. Government Agency Debt Y 2023-06-01 2024-03-04 2024-03-04 N N N 0.0510 4201138.33 4201138.33 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.100000% 3133ENSC5 US3133ENSC56 U.S. Government Agency Debt Y 2023-06-01 2023-08-17 2023-08-17 N N N 0.0510 63104047.87 63104047.87 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.110000% 3133ENUG3 US3133ENUG33 U.S. Government Agency Debt Y 2023-06-01 2024-04-12 2024-04-12 N N N 0.0511 14254203.32 14254203.32 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.105000% 3133ENUQ1 US3133ENUQ15 U.S. Government Agency Debt Y 2023-06-01 2024-02-20 2024-02-20 N N N 0.0520 12619188.84 12619188.84 0.0014 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.250000% 3135G05G4 B1V7KEBTPIMZEU4LTD58 US3135G05G45 U.S. Government Agency Debt Y 2023-07-10 2023-07-10 2023-07-10 N N N 0.0545 994392.67 994392.67 0.0001 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 5.160000% 31422XAL6 549300MS654K78GYF580 US31422XAL64 U.S. Government Agency Debt Y 2023-06-01 2024-02-12 2024-02-12 N N N 0.0514 16780931.98 16780931.98 0.0018 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.060000% 31422XWR9 549300MS654K78GYF580 US31422XWR96 U.S. Government Agency Debt Y 2023-07-12 2023-07-12 2023-07-12 N N N 0.0527 8133929.70 8133929.70 0.0009 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 5.120000% 31422XY71 549300MS654K78GYF580 US31422XY712 U.S. Government Agency Debt Y 2023-06-01 2023-09-15 2023-09-15 N N N 0.0514 20410260.43 20410260.43 0.0022 N N N N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 5.060000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_5.06_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 2027-07-31 2.750000 609180000.00 581338573.40 U.S. Treasuries (including strips) U.S. Treasury Note 2028-03-31 3.625000 1076228200.00 1072136294.00 U.S. Treasuries (including strips) U.S. Treasury Note 2027-11-30 3.875000 122000000.00 121938047.20 U.S. Treasuries (including strips) U.S. Treasury Note 2027-07-31 0.375000 50000000.00 43263326.50 U.S. Treasuries (including strips) U.S. Treasury Note 2027-08-31 3.125000 100000000.00 96847656.00 U.S. Treasuries (including strips) U.S. Treasury Note 2028-01-31 0.750000 33960700.00 29544013.50 U.S. Treasuries (including strips) U.S. Treasury Note 2027-11-30 0.625000 277943700.00 240638444.00 U.S. Treasuries (including strips) U.S. Treasury Note 2027-09-30 4.125000 10400000.00 10478000.00 U.S. Treasuries (including strips) U.S. Treasury Note 2027-08-15 2.250000 183000000.00 172356489.40 U.S. Treasuries (including strips) U.S. Treasury Note 2027-12-31 3.875000 259500200.00 259327876.30 U.S. Treasuries (including strips) U.S. Treasury Note 2027-10-15 1.625000 25077400.00 25466266.21 U.S. Treasuries (including strips) U.S. Treasury Note 2027-06-30 3.250000 286392400.00 278829850.70 U.S. Treasuries (including strips) U.S. Treasury Note 2028-06-30 1.250000 276302500.00 244813519.80 U.S. Treasuries (including strips) U.S. Treasury Note 2027-09-30 0.375000 150000000.00 129087891.00 U.S. Treasuries (including strips) U.S. Treasury Note 2027-08-31 0.500000 51911000.00 45059153.42 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 3285417000.00 3285417000.00 0.3592 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.407000% 91282CDE8 US91282CDE84 U.S. Treasury Debt Y 2023-06-06 2023-10-31 2023-10-31 N N N 0.0536 81913922.18 81913922.18 0.0090 N Y Y N CREF 2023-06-07 E. Scott Wickerham E. Scott Wickerham Principal Financial Officer, Principal Accounting Officer and Treasurer