0001145549-23-046102.txt : 20230804 0001145549-23-046102.hdr.sgml : 20230804 20230804123304 ACCESSION NUMBER: 0001145549-23-046102 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230804 DATE AS OF CHANGE: 20230804 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: 231143003 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 2023-07-31 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 31 44 4922897330.65 4310387815.66 3936924501.71 4316572407.13 5660635573.72 4938279042.74 5421965482.76 5652589806.62 0.00 0.4862 0.4654 0.4275 0.4681 0.5591 0.5332 0.5888 0.6130 0.0000 806.87 9205048528.56 9205663740.87 15251456.02 123039439.47 9097876564.29 329493552.3020 1.0000 0.0522 27.5273 27.5518 27.5773 27.6031 0.0000 C000154494 1.00 1806918188.01 66423979.8030 27.1215 27.1451 27.1697 27.1945 0.0000 15116246.81 12093978.12 18014109.91 15870414.05 15908102.31 14047109.22 21258299.67 19653083.77 0.00 0.00 73917561.66 62695444.95 0.0481 N C000154495 1.00 2557379570.46 92606453.8010 27.5301 27.5549 27.5808 27.6068 0.0000 21430434.93 17745605.69 17948035.67 27207089.29 13301026.03 18183714.95 25296680.69 18447831.81 0.00 0.00 82067815.85 87809507.57 0.0496 N C000154496 1.00 4680133091.89 168540492.9170 27.6814 27.7068 27.7332 27.7596 0.0000 41195216.76 38583967.96 34208917.45 53389175.61 28474567.01 46159185.50 37584445.43 43966664.49 0.00 0.00 148535355.85 192899653.62 0.0502 N C000234678 1.00 53445713.93 1922625.7810 27.7084 27.7345 27.7616 27.7889 0.0000 447137.01 2168037.93 2012763.69 1834200.33 1043932.54 1323378.91 865392.45 467472.32 0.00 0.00 4689465.45 6436628.33 0.0518 N Federal Home Loan Bank Federal Home Loan Banks 5.330000% 3130ANQ94 2549001DPIFGXC1TOL40 US3130ANQ949 U.S. Government Agency Debt Y 2023-08-01 2023-08-11 2023-08-11 N N N 0.0538 42499414.35 42499414.35 0.0047 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 0.0553 9695100.57 9695100.57 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.340000% 3130ASMF3 2549001DPIFGXC1TOL40 US3130ASMF36 U.S. Government Agency Debt Y 2023-08-01 2023-10-06 2023-10-06 N N N 0.0536 4100025.38 4100025.38 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.370000% 3130ATCX3 2549001DPIFGXC1TOL40 US3130ATCX35 U.S. Government Agency Debt Y 2023-08-01 2023-12-14 2023-12-14 N N N 0.0537 30628573.94 30628573.94 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.390000% 3130ATWA1 2549001DPIFGXC1TOL40 US3130ATWA12 U.S. Government Agency Debt Y 2023-08-01 2023-08-15 2023-08-15 N N N 0.0538 41000233.29 41000233.29 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.360000% 3130AUQQ0 2549001DPIFGXC1TOL40 US3130AUQQ01 U.S. Government Agency Debt Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0536 78500000.00 78500000.00 0.0086 N Y Y N Federal Home Loan Bank Federal Home Loan Banks 5.350000% 3130AVJD5 2549001DPIFGXC1TOL40 US3130AVJD53 U.S. Government Agency Debt Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0535 81500000.00 81500000.00 0.0090 N Y Y N Federal Home Loan Bank Federal Home Loan Banks 5.325000% 3130AVTS1 2549001DPIFGXC1TOL40 US3130AVTS13 U.S. Government Agency Debt Y 2023-08-01 2023-10-27 2023-10-27 N N N 0.0532 81256574.75 81256574.75 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.325000% 3130AVTV4 2549001DPIFGXC1TOL40 US3130AVTV42 U.S. Government Agency Debt Y 2023-08-01 2023-11-01 2023-11-01 N N N 0.0532 41003947.89 41003947.89 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.320000% 3130AVUL4 2549001DPIFGXC1TOL40 US3130AVUL41 U.S. Government Agency Debt Y 2023-08-01 2023-10-03 2023-10-03 N N N 0.0533 204754494.26 204754494.26 0.0225 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.325000% 3130AVVK5 2549001DPIFGXC1TOL40 US3130AVVK58 U.S. Government Agency Debt Y 2023-08-01 2023-10-03 2023-10-03 N N N 0.0533 81752499.92 81752499.92 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.325000% 3130AVY48 2549001DPIFGXC1TOL40 US3130AVY482 U.S. Government Agency Debt Y 2023-08-01 2023-09-11 2023-09-11 N N N 0.0534 81500114.10 81500114.10 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.340000% 3130AW3B4 2549001DPIFGXC1TOL40 US3130AW3B48 U.S. Government Agency Debt Y 2023-08-01 2023-11-17 2023-11-17 N N N 0.0532 80512805.94 80512805.94 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.330000% 3130AW3F5 2549001DPIFGXC1TOL40 US3130AW3F51 U.S. Government Agency Debt Y 2023-08-01 2023-09-25 2023-09-25 N N N 0.0533 82001987.68 82001987.68 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.330000% 3130AW3S7 2549001DPIFGXC1TOL40 US3130AW3S72 U.S. Government Agency Debt Y 2023-08-01 2023-09-20 2023-09-20 N N N 0.0534 60000958.20 60000958.20 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.330000% 3130AW3X6 2549001DPIFGXC1TOL40 US3130AW3X67 U.S. Government Agency Debt Y 2023-08-01 2023-09-25 2023-09-25 N N N 0.0533 2250054.54 2250054.54 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.330000% 3130AW7D6 2549001DPIFGXC1TOL40 US3130AW7D67 U.S. Government Agency Debt Y 2023-08-01 2023-09-25 2023-09-25 N N N 0.0533 41501005.96 41501005.96 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.340000% 3130AWAP5 2549001DPIFGXC1TOL40 US3130AWAP57 U.S. Government Agency Debt Y 2023-08-01 2023-09-26 2023-09-26 N N N 0.0533 61002524.18 61002524.18 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.350000% 3130AWB33 2549001DPIFGXC1TOL40 US3130AWB330 U.S. Government Agency Debt Y 2023-08-01 2023-08-29 2023-08-29 N N N 0.0538 122447750.59 122447750.59 0.0135 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.380000% 3130AWB58 2549001DPIFGXC1TOL40 US3130AWB587 U.S. Government Agency Debt Y 2023-08-01 2023-11-29 2023-11-29 N N N 0.0531 40977953.13 40977953.13 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.360000% 3130AWC65 2549001DPIFGXC1TOL40 US3130AWC650 U.S. Government Agency Debt Y 2023-08-01 2023-09-05 2023-09-05 N N N 0.0534 121803695.41 121803695.41 0.0134 N N N N Federal Home Loan Bank Federal Home Loan Banks 5.390000% 3130AWCV0 2549001DPIFGXC1TOL40 US3130AWCV08 U.S. Government Agency Debt Y 2023-08-01 2023-12-05 2023-12-05 N N N 0.0531 65524587.39 65524587.39 0.0072 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KJW1 549300MS654K78GYF580 US31315KJW18 U.S. Government Agency Debt Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0001 1560000.00 1560000.00 0.0002 N Y Y 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 0.0525 41549166.12 41549166.12 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384KL2 2549001DPIFGXC1TOL40 US313384KL22 U.S. Government Agency Debt Y 2023-08-15 2023-08-15 2023-08-15 N N N 0.0520 2994091.62 2994091.62 0.0003 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 0.0520 81826981.64 81826981.64 0.0090 N N Y 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 0.0520 81554537.39 81554537.39 0.0090 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384KS7 2549001DPIFGXC1TOL40 US313384KS74 313384KS7 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+ 2023-08-21 2023-08-21 2023-08-21 N N N 0.0520 9792383.02 9792383.02 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384KW8 2549001DPIFGXC1TOL40 US313384KW86 U.S. Government Agency Debt Y 2023-08-25 2023-08-25 2023-08-25 N N N 0.0520 338852.89 338852.89 0.0000 N N Y 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 0.0520 20291965.97 20291965.97 0.0022 N N Y 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 0.0523 225507891.49 225507891.49 0.0248 N N Y 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 0.0523 149692328.20 149692328.20 0.0165 N N Y 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 0.0523 262894334.24 262894334.24 0.0289 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LT4 2549001DPIFGXC1TOL40 US313384LT49 313384LT4 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+ 2023-09-15 2023-09-15 2023-09-15 N N N 0.0523 34494489.63 34494489.63 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 313384LX5 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+ 2023-09-19 2023-09-19 2023-09-19 N N N 0.0523 243916648.42 243916648.42 0.0268 N N Y 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 0.0523 61066098.44 61066098.44 0.0067 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384LZ0 2549001DPIFGXC1TOL40 US313384LZ09 313384LZ0 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+ 2023-09-21 2023-09-21 2023-09-21 N N N 0.0523 595682.46 595682.46 0.0001 N N Y 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 0.0523 163650377.55 163650377.55 0.0180 N N Y 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 0.0525 230514165.23 230514165.23 0.0253 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 0.0525 263702205.07 263702205.07 0.0290 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 0.0525 346935920.47 346935920.47 0.0381 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 0.0525 436166818.13 436166818.13 0.0479 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 0.0525 139308334.17 139308334.17 0.0153 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 0.0525 160134398.45 160134398.45 0.0176 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 0.0524 38663016.88 38663016.88 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 0.0524 37343808.49 37343808.49 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 0.0524 48643686.00 48643686.00 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 0.0521 40753086.78 40753086.78 0.0045 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.325000% 3133EM6F4 US3133EM6F48 U.S. Government Agency Debt Y 2023-08-01 2023-09-27 2023-09-27 N N N 0.0533 12850374.06 12850374.06 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.435000% 3133EMGG1 US3133EMGG16 U.S. Government Agency Debt Y 2023-08-01 2023-11-06 2023-11-06 N N N 0.0540 1700323.05 1700323.05 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.420000% 3133EMNE8 US3133EMNE84 U.S. Government Agency Debt Y 2023-08-01 2024-01-22 2024-01-22 N N N 0.0538 13529552.79 13529552.79 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.325000% 3133ENBS8 US3133ENBS81 U.S. Government Agency Debt Y 2023-08-01 2023-10-27 2023-10-27 N N N 0.0538 13699441.73 13699441.73 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.325000% 3133ENCN8 US3133ENCN85 U.S. Government Agency Debt Y 2023-08-01 2023-11-30 2023-11-30 N N N 0.0544 4248644.85 4248644.85 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.350000% 3133ENHH6 US3133ENHH62 U.S. Government Agency Debt Y 2023-08-01 2023-09-15 2023-09-15 N N N 0.0535 25450446.90 25450446.90 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.345000% 3133ENKT6 US3133ENKT63 U.S. Government Agency Debt Y 2023-08-01 2023-10-16 2023-10-16 N N N 0.0535 14800816.37 14800816.37 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.340000% 3133ENLG3 US3133ENLG34 U.S. Government Agency Debt Y 2023-08-01 2023-09-20 2023-09-20 N N N 0.0536 10400059.38 10400059.38 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.330000% 3133ENMB3 US3133ENMB38 U.S. Government Agency Debt Y 2023-08-01 2023-08-28 2023-08-28 N N N 0.0536 39149500.05 39149500.05 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.340000% 3133ENNK2 US3133ENNK28 U.S. Government Agency Debt Y 2023-08-01 2024-02-09 2024-02-09 N N N 0.0533 41959595.64 41959595.64 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.340000% 3133ENQJ2 US3133ENQJ28 U.S. Government Agency Debt Y 2023-08-01 2024-03-04 2024-03-04 N N N 0.0539 4199658.88 4199658.88 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.340000% 3133ENSC5 US3133ENSC56 U.S. Government Agency Debt Y 2023-08-01 2023-08-17 2023-08-17 N N N 0.0534 63100244.83 63100244.83 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.350000% 3133ENUG3 US3133ENUG33 U.S. Government Agency Debt Y 2023-08-01 2024-04-12 2024-04-12 N N N 0.0539 14248938.52 14248938.52 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 5.345000% 3133ENUQ1 US3133ENUQ15 U.S. Government Agency Debt Y 2023-08-01 2024-02-20 2024-02-20 N N N 0.0539 12624483.89 12624483.89 0.0014 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 5.400000% 31422XAL6 549300MS654K78GYF580 US31422XAL64 U.S. Government Agency Debt Y 2023-08-01 2024-02-12 2024-02-12 N N N 0.0538 16779827.01 16779827.01 0.0018 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 5.360000% 31422XY71 549300MS654K78GYF580 US31422XY712 U.S. Government Agency Debt Y 2023-08-01 2023-09-15 2023-09-15 N N N 0.0538 20409811.21 20409811.21 0.0022 N N N N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 5.300000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_5.30_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 2029-04-15 3.875000 78000000.00 160453868.60 U.S. Treasuries (including strips) U.S. Treasury Note 2029-02-28 1.875000 100000000.00 89435802.00 U.S. Treasuries (including strips) U.S. Treasury Note 2029-07-15 0.250000 228024200.00 248624613.10 U.S. Treasuries (including strips) U.S. Treasury Note 2029-02-15 2.625000 26000000.00 24322344.54 U.S. Treasuries (including strips) U.S. Treasury Note 2029-01-15 2.500000 55580900.00 81348071.29 U.S. Treasuries (including strips) U.S. Treasury Note 2029-05-31 2.750000 201000000.00 187270234.70 U.S. Treasuries (including strips) U.S. Treasury Note 2029-01-31 1.750000 6000000.00 5290312.50 U.S. Treasuries (including strips) U.S. Treasury Note 2029-04-30 2.875000 405000000.00 381222069.30 U.S. Treasuries (including strips) U.S. Treasury Note 2029-06-30 3.250000 405951500.00 387716775.70 U.S. Treasuries (including strips) U.S. Treasury Note 2029-05-15 2.375000 21000000.00 19189748.55 U.S. Treasuries (including strips) U.S. Treasury Note 2029-03-31 2.375000 1000000000.00 917643230.00 U.S. Treasuries (including strips) Y 2023-08-01 2023-08-01 2023-08-01 N N N 0.0530 2453448000.00 2453448000.00 0.2697 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796CS6 N.A. US912796CS67 U.S. Treasury Debt Y 2023-09-28 2023-09-28 2023-09-28 N N N 0.0540 79789885.74 79789885.74 0.0088 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796Y37 N.A. US912796Y379 U.S. Treasury Debt Y 2023-08-03 2023-08-03 2023-08-03 N N N 0.0533 161452833.93 161452833.93 0.0177 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796YH6 N.A. US912796YH64 U.S. Treasury Debt Y 2023-09-07 2023-09-07 2023-09-07 N N N 0.0537 160850072.61 160850072.61 0.0177 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796Z44 N.A. US912796Z442 U.S. Treasury Debt Y 2023-08-24 2023-08-24 2023-08-24 N N N 0.0536 163049760.85 163049760.85 0.0179 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796Z51 N.A. US912796Z517 U.S. Treasury Debt Y 2023-08-31 2023-08-31 2023-08-31 N N N 0.0535 40571515.00 40571515.00 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797FB8 N.A. US912797FB88 U.S. Treasury Debt Y 2023-10-19 2023-10-19 2023-10-19 N N N 0.0540 80559263.44 80559263.44 0.0089 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797FC6 N.A. US912797FC61 U.S. Treasury Debt Y 2023-10-26 2023-10-26 2023-10-26 N N N 0.0540 39990828.74 39990828.74 0.0044 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GF8 N.A. US912797GF83 U.S. Treasury Debt Y 2023-08-08 2023-08-08 2023-08-08 N N N 0.0531 324958962.12 324958962.12 0.0357 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GG6 N.A. US912797GG66 U.S. Treasury Debt Y 2023-08-15 2023-08-15 2023-08-15 N N N 0.0536 81332930.71 81332930.71 0.0089 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GH4 N.A. US912797GH40 U.S. Treasury Debt Y 2023-08-22 2023-08-22 2023-08-22 N N N 0.0534 81698848.65 81698848.65 0.0090 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GJ0 254900HROIFWPRGM1V77 US912797GJ06 U.S. Treasury Debt Y 2023-08-29 2023-08-29 2023-08-29 N N N 0.0536 162084013.98 162084013.98 0.0178 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GR2 254900HROIFWPRGM1V77 US912797GR22 U.S. Treasury Debt Y 2023-09-05 2023-09-05 2023-09-05 N N N 0.0534 81084782.77 81084782.77 0.0089 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GS0 254900HROIFWPRGM1V77 US912797GS05 U.S. Treasury Debt Y 2023-09-12 2023-09-12 2023-09-12 N N N 0.0535 80504111.52 80504111.52 0.0088 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GT8 254900HROIFWPRGM1V77 US912797GT87 U.S. Treasury Debt Y 2023-09-19 2023-09-19 2023-09-19 N N N 0.0537 121126548.32 121126548.32 0.0133 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GU5 254900HROIFWPRGM1V77 US912797GU50 U.S. Treasury Debt Y 2023-09-26 2023-09-26 2023-09-26 N N N 0.0539 60995358.06 60995358.06 0.0067 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797HM2 N.A. US912797HM26 U.S. Treasury Debt Y 2023-11-28 2023-11-28 2023-11-28 N N N 0.0546 60375461.33 60375461.33 0.0066 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.376200% 91282CDE8 US91282CDE84 U.S. Treasury Debt Y 2023-08-01 2023-10-31 2023-10-31 N N N 0.0529 81918061.41 81918061.41 0.0090 N Y Y N CREF 2023-08-04 E. Scott Wickerham E. Scott Wickerham Principal Financial Officer, Principal Accounting Officer and Treasurer