0001145549-24-035812.txt : 20240606 0001145549-24-035812.hdr.sgml : 20240606 20240606141750 ACCESSION NUMBER: 0001145549-24-035812 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240606 DATE AS OF CHANGE: 20240606 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND CENTRAL INDEX KEY: 0000777535 ORGANIZATION NAME: IRS NUMBER: 136022042 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 241024599 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 2024-05-31 0000777535 S000005087 4 N N 033-00480 TIAA-CREF Investment Management, LLC 801-38029 PricewaterhouseCoopers LLP Charlotte NC Teachers Insurance and Annuity Association None N N Y Exempt Government Government/Agency N 54 66 3485292117.41 2953256638.66 2866496786.22 2550719551.32 2625598220.44 3634326051.16 3296592772.91 3210020240.96 2683873930.71 2758889996.67 0.3642 0.3084 0.2964 0.2657 0.2729 0.3798 0.3443 0.3320 0.2795 0.2868 838.94 9609829551.55 9610946438.74 9679314.53 1550132.92 9619076459.29 333897302.9980 1.0000 0.0532 28.6940 28.7217 28.7496 28.7771 28.8051 C000154494 1.00 1913651619.57 67510883.6780 28.2364 28.2628 28.2893 28.3159 28.3425 19505371.04 16088723.18 13295964.88 13442572.40 21057538.00 19307848.18 16758532.42 13058667.88 18059608.08 17004919.52 80750286.59 70591155.84 0.0494 N C000154495 1.00 2741254562.37 95143219.5080 28.6974 28.7251 28.7528 28.7807 28.8085 22704402.59 13020157.80 23097411.98 23883153.65 16326021.77 22175518.02 20322704.34 14846037.17 13666950.93 15295441.81 86325799.85 84873442.04 0.0509 N C000154496 1.00 4845785495.34 167169202.2260 28.8709 28.8991 28.9273 28.9556 28.9839 37670687.87 30249291.88 27842936.86 36016385.92 37405298.72 32270786.39 24181886.20 30642033.13 26979638.96 18397713.75 144505036.79 134027380.52 0.0514 N C000234678 1.00 118384782.01 4073997.5860 28.9382 28.9674 28.9966 29.0259 29.0553 6250002.32 2933788.38 7043176.11 1648945.52 6894980.30 2817607.46 3041145.52 2904075.22 3577480.53 1696621.94 24326020.40 11284630.46 0.0531 N Federal Home Loan Bank Federal Home Loan Bank 2.750000% 3130ASDS5 2549001DPIFGXC1TOL40 US3130ASDS57 U.S. Government Agency Debt Y 2024-06-28 2024-06-28 2024-06-28 N N N 0.0533 39926913.20 39926913.20 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.250000% 3130ASK81 2549001DPIFGXC1TOL40 US3130ASK818 U.S. Government Agency Debt Y 2024-06-28 2024-06-28 2024-06-28 N N N 0.0546 23961963.84 23961963.84 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130AYSZ0 2549001DPIFGXC1TOL40 US3130AYSZ04 U.S. Government Agency Debt Y 2024-06-03 2024-07-02 2024-07-02 N N N 0.0538 40603758.71 40603758.71 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130B14F1 2549001DPIFGXC1TOL40 US3130B14F11 U.S. Government Agency Debt Y 2024-06-03 2024-07-30 2024-07-30 N N N 0.0538 404982090.90 404982090.90 0.0421 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130B14V6 2549001DPIFGXC1TOL40 US3130B14V60 U.S. Government Agency Debt Y 2024-06-03 2024-07-29 2024-07-29 N N N 0.0538 161992695.42 161992695.42 0.0168 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130B15W3 2549001DPIFGXC1TOL40 US3130B15W35 U.S. Government Agency Debt Y 2024-06-03 2024-07-25 2024-07-25 N N N 0.0538 161992786.14 161992786.14 0.0168 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130B1EH6 2549001DPIFGXC1TOL40 US3130B1EH68 U.S. Government Agency Debt Y 2024-06-03 2024-08-14 2024-08-14 N N N 0.0538 364484279.12 364484279.12 0.0379 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.125000% 3130B1EU7 2549001DPIFGXC1TOL40 US3130B1EU79 U.S. Government Agency Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0519 18727455.07 18727455.07 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.330000% 3130B1GF8 2549001DPIFGXC1TOL40 US3130B1GF84 U.S. Government Agency Debt Y 2024-06-03 2024-08-20 2024-08-20 N N N 0.0536 242997740.10 242997740.10 0.0253 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.335000% 3130B1GQ4 2549001DPIFGXC1TOL40 US3130B1GQ40 U.S. Government Agency Debt Y 2024-06-03 2024-09-23 2024-09-23 N N N 0.0537 81000150.66 81000150.66 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.335000% 3130B1HV2 2549001DPIFGXC1TOL40 US3130B1HV26 U.S. Government Agency Debt Y 2024-06-03 2024-09-26 2024-09-26 N N N 0.0537 121000000.00 121000000.00 0.0126 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KV31 549300MS654K78GYF580 US31315KV315 U.S. Government Agency Debt Y 2024-12-30 2024-12-30 2024-12-30 N N N 0.0511 2375998.78 2375998.78 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312J27 US313312J272 U.S. Government Agency Debt Y 2024-10-02 2024-10-02 2024-10-02 N N N 0.0517 7857675.52 7857675.52 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312L24 US313312L245 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-10-18 2024-10-18 2024-10-18 N N N 0.0517 55659108.96 55659108.96 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312S76 US313312S760 U.S. Government Agency Debt Y 2024-12-10 2024-12-10 2024-12-10 N N N 0.0511 19452630.60 19452630.60 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312YW4 US313312YW46 U.S. Government Agency Debt Y 2024-07-02 2024-07-02 2024-07-02 N N N 0.0523 20205717.87 20205717.87 0.0021 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313CB2 US313313CB20 U.S. Government Agency Debt Y 2025-02-19 2025-02-19 2025-02-19 N N N 0.0501 19746830.00 19746830.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384B40 US313384B401 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-08-09 2024-08-09 2024-08-09 N N N 0.0524 6730715.55 6730715.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384B99 2549001DPIFGXC1TOL40 US313384B997 U.S. Government Agency Debt Y 2024-08-14 2024-08-14 2024-08-14 N N N 0.0524 76752866.41 76752866.41 0.0080 N N N N Federal Home Loan Bank Discount Note Federal Home Loan Bank Discount Note 313384K73 US313384K733 U.S. Government Agency Debt Y 2024-10-15 2024-10-15 2024-10-15 N N N 0.0517 187735935.37 187735935.37 0.0195 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384M71 2549001DPIFGXC1TOL40 US313384M713 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-10-31 2024-10-31 2024-10-31 N N N 0.0517 136061251.86 136061251.86 0.0141 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 U.S. Government Agency Debt Y 2024-07-02 2024-07-02 2024-07-02 N N N 0.0523 80827848.25 80827848.25 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384YX1 2549001DPIFGXC1TOL40 US313384YX14 U.S. Government Agency Debt Y 2024-07-03 2024-07-03 2024-07-03 N N N 0.0523 32244817.61 32244817.61 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AR7 2549001DPIFGXC1TOL40 US313385AR76 313385AR7 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+ 2025-01-16 2025-01-16 2025-01-16 N N N 0.0505 39193312.46 39193312.46 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AY2 2549001DPIFGXC1TOL40 US313385AY28 U.S. Government Agency Debt Y 2025-01-23 2025-01-23 2025-01-23 N N N 0.0505 58488627.29 58488627.29 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BF2 2549001DPIFGXC1TOL40 US313385BF20 U.S. Government Agency Debt Y 2025-01-30 2025-01-30 2025-01-30 N N N 0.0505 3380202.77 3380202.77 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BM7 2549001DPIFGXC1TOL40 US313385BM70 U.S. Government Agency Debt Y 2025-02-05 2025-02-05 2025-02-05 N N N 0.0501 70951499.13 70951499.13 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BN5 2549001DPIFGXC1TOL40 US313385BN53 U.S. Government Agency Debt Y 2025-02-06 2025-02-06 2025-02-06 N N N 0.0501 19533000.00 19533000.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BS4 US313385BS41 U.S. Government Agency Debt Y 2025-02-10 2025-02-10 2025-02-10 N N N 0.0501 59799775.00 59799775.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BW5 US313385BW52 U.S. Government Agency Debt Y 2025-02-14 2025-02-14 2025-02-14 N N N 0.0501 78080422.23 78080422.23 0.0081 N N N N Federal Home Loan Bank Discount Note Federal Home Loan Bank Discount Note 313385CA2 US313385CA24 U.S. Government Agency Debt Y 2025-02-18 2025-02-18 2025-02-18 N N N 0.0501 78998731.94 78998731.94 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385CJ3 2549001DPIFGXC1TOL40 US313385CJ33 313385CJ3 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+ 2025-02-26 2025-02-26 2025-02-26 N N N 0.0501 79869723.89 79869723.89 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DH6 US313385DH67 U.S. Government Agency Debt Y 2025-03-21 2025-03-21 2025-03-21 N N N 0.0496 6236706.65 6236706.65 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385DV5 2549001DPIFGXC1TOL40 US313385DV51 313385DV5 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+ 2025-04-02 2025-04-02 2025-04-02 N N N 0.0493 39139916.88 39139916.88 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FR2 2549001DPIFGXC1TOL40 US313385FR22 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+ 2025-05-16 2025-05-16 2025-05-16 N N N 0.0490 77145187.32 77145187.32 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GE0 2549001DPIFGXC1TOL40 US313385GE00 313385GE0 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+ 2025-05-29 2025-05-29 2025-05-29 N N N 0.0490 16160915.36 16160915.36 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.000000% 3133EP4M4 US3133EP4M44 U.S. Government Agency Debt Y 2025-03-28 2025-03-28 2025-03-28 N N N 0.0529 15962165.76 15962165.76 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.330000% 3133ERCE9 US3133ERCE90 U.S. Government Agency Debt Y 2024-06-03 2024-07-23 2024-07-23 N N N 0.0538 15999313.12 15999313.12 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.125000% 3133ERFD8 US3133ERFD80 U.S. Government Agency Debt Y 2025-05-22 2025-05-22 2025-05-22 N N N 0.0514 42932622.91 42932622.91 0.0045 N N N N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. 5.320000% 85748R009 0000093748 85748R009_5.32_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 2027-04-30 2.750000 865481900.00 820798255.20 U.S. Treasuries (including strips) Y 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 804704000.00 804704000.00 0.0837 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796Y45 254900HROIFWPRGM1V77 US912796Y452 U.S. Treasury Debt Y 2024-06-27 2024-06-27 2024-06-27 N N N 0.0535 204714677.09 204714677.09 0.0213 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796ZW2 254900HROIFWPRGM1V77 US912796ZW23 U.S. Treasury Debt Y 2024-06-20 2024-06-20 2024-06-20 N N N 0.0535 202295788.50 202295788.50 0.0210 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GB7 254900HROIFWPRGM1V77 US912797GB79 U.S. Treasury Debt Y 2024-07-11 2024-07-11 2024-07-11 N N N 0.0537 83532726.48 83532726.48 0.0087 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GK7 254900HROIFWPRGM1V77 US912797GK78 U.S. Treasury Debt Y 2024-08-08 2024-08-08 2024-08-08 N N N 0.0537 80171598.56 80171598.56 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GL5 254900HROIFWPRGM1V77 US912797GL51 U.S. Treasury Debt Y 2024-09-05 2024-09-05 2024-09-05 N N N 0.0537 159791940.00 159791940.00 0.0166 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GW1 254900HROIFWPRGM1V77 US912797GW17 U.S. Treasury Debt Y 2024-10-03 2024-10-03 2024-10-03 N N N 0.0536 79747267.31 79747267.31 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KA4 254900HROIFWPRGM1V77 US912797KA41 U.S. Treasury Debt Y 2025-02-20 2025-02-20 2025-02-20 N N N 0.0521 19514107.51 19514107.51 0.0020 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KB2 254900HROIFWPRGM1V77 US912797KB24 U.S. Treasury Debt Y 2024-08-15 2024-08-15 2024-08-15 N N N 0.0537 161268033.72 161268033.72 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KD8 254900HROIFWPRGM1V77 US912797KD89 U.S. Treasury Debt Y 2024-08-29 2024-08-29 2024-08-29 N N N 0.0538 40382069.80 40382069.80 0.0042 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KE6 254900HROIFWPRGM1V77 US912797KE62 U.S. Treasury Debt Y 2024-06-11 2024-06-11 2024-06-11 N N N 0.0535 496326120.73 496326120.73 0.0516 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KF3 254900HROIFWPRGM1V77 US912797KF38 U.S. Treasury Debt Y 2024-06-18 2024-06-18 2024-06-18 N N N 0.0535 161843936.94 161843936.94 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KJ5 254900HROIFWPRGM1V77 US912797KJ59 U.S. Treasury Debt Y 2025-03-20 2025-03-20 2025-03-20 N N N 0.0521 77508194.35 77508194.35 0.0081 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KN6 254900HROIFWPRGM1V77 US912797KN61 U.S. Treasury Debt Y 2024-07-09 2024-07-09 2024-07-09 N N N 0.0537 162141193.75 162141193.75 0.0169 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KS5 254900HROIFWPRGM1V77 US912797KS58 U.S. Treasury Debt Y 2025-04-17 2025-04-17 2025-04-17 N N N 0.0521 38671778.76 38671778.76 0.0040 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KT3 254900HROIFWPRGM1V77 US912797KT32 U.S. Treasury Debt Y 2024-10-10 2024-10-10 2024-10-10 N N N 0.0539 70625734.99 70625734.99 0.0073 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KU0 254900HROIFWPRGM1V77 US912797KU05 U.S. Treasury Debt Y 2024-10-17 2024-10-17 2024-10-17 N N N 0.0539 80386573.74 80386573.74 0.0084 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KX4 254900HROIFWPRGM1V77 US912797KX44 U.S. Treasury Debt Y 2024-08-13 2024-08-13 2024-08-13 N N N 0.0539 62346444.93 62346444.93 0.0065 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797KY2 254900HROIFWPRGM1V77 US912797KY27 U.S. Treasury Debt Y 2024-08-20 2024-08-20 2024-08-20 N N N 0.0538 107761305.47 107761305.47 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LB1 254900HROIFWPRGM1V77 US912797LB15 U.S. Treasury Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0517 137857618.86 137857618.86 0.0143 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.250000% 912828G38 US912828G385 U.S. Treasury Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0535 40441855.52 40441855.52 0.0042 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.125000% 912828XB1 US912828XB14 U.S. Treasury Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0522 20406709.05 20406709.05 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 91282CDH1 US91282CDH16 U.S. Treasury Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0535 39193359.20 39193359.20 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.362700% 91282CFD8 US91282CFD83 U.S. Treasury Debt Y 2024-06-04 2024-07-31 2024-07-31 N N N 0.0532 78995016.68 78995016.68 0.0082 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CGX3 US91282CGX39 U.S. Treasury Debt Y 2025-04-30 2025-04-30 2025-04-30 N N N 0.0524 20008146.96 20008146.96 0.0021 N Y Y N Fixed Income Clearing Corp. (FICC)/BNY Mellon Fixed Income Clearing Corp. 5.320000% 954GFG901 954GFG901_5.32_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 2025-04-30 3.875000 50000000.00 49560713.32 U.S. Treasuries (including strips) U.S. Treasury Note 2028-05-15 2.875000 50000000.00 46875550.00 U.S. Treasuries (including strips) U.S. Treasury Note 2029-10-31 4.000000 250000000.00 243742391.30 U.S. Treasuries (including strips) U.S. Treasury Note 2029-08-15 1.625000 295000000.00 256612577.14 U.S. Treasuries (including strips) U.S. Treasury Note 2026-08-31 1.375000 50000000.00 46470875.00 U.S. Treasuries (including strips) U.S. Treasury Note 2029-11-15 1.750000 150000000.00 130155880.43 U.S. Treasuries (including strips) U.S. Treasury Note 2030-08-15 0.625000 200000000.00 158095210.99 U.S. Treasuries (including strips) U.S. Treasury Note 2026-11-30 1.250000 125000000.00 114575750.00 U.S. Treasuries (including strips) U.S. Treasury Note 2029-12-31 3.875000 200000000.00 196204263.74 U.S. Treasuries (including strips) U.S. Treasury Note 2028-04-30 3.500000 65000000.00 62520794.02 U.S. Treasuries (including strips) U.S. Treasury Note 2028-05-31 3.625000 200000000.00 192602000.00 U.S. Treasuries (including strips) U.S. Treasury Note 2030-12-31 3.750000 295718600.00 286557042.79 U.S. Treasuries (including strips) U.S. Treasury Note 2029-01-31 4.000000 41231000.00 40745162.89 U.S. Treasuries (including strips) U.S. Treasury Note 2031-02-28 4.250000 200000000.00 198429000.00 U.S. Treasuries (including strips) U.S. Treasury Note 2031-03-31 4.125000 17447600.00 17114961.51 U.S. Treasuries (including strips) U.S. Treasury Note 2041-02-15 4.750000 50000000.00 50973270.88 U.S. Treasuries (including strips) U.S. Treasury Bond 2041-11-15 3.125000 25000000.00 20198192.39 U.S. Treasuries (including strips) U.S. Treasury Note 2028-10-31 1.375000 50000000.00 43631914.40 U.S. Treasuries (including strips) U.S. Treasury Note 2029-05-31 2.750000 100000000.00 91832000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 2041-08-15 3.750000 250000000.00 223869832.42 U.S. Treasuries (including strips) U.S. Treasury Bond 2047-05-15 3.000000 49999900.00 37539392.31 U.S. Treasuries (including strips) U.S. Treasury Bond 2049-08-15 2.250000 50000000.00 31898709.89 U.S. Treasuries (including strips) U.S. Treasury Bond 2049-11-15 2.375000 50000000.00 32477630.43 U.S. Treasuries (including strips) U.S. Treasury Bond 2050-05-15 1.250000 150000000.00 72317921.74 U.S. Treasuries (including strips) U.S. Treasury Bond 2041-02-15 1.875000 60455800.00 40771159.66 U.S. Treasuries (including strips) U.S. Treasury Bond 2042-02-15 2.375000 100000000.00 71966120.88 U.S. Treasuries (including strips) U.S. Treasury Bond 2053-02-15 3.625000 100000000.00 84071631.87 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Bonds 2043-02-15 0.625000 50000000.00 50348517.51 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Notes 2026-10-15 0.125000 50000000.00 54193956.86 U.S. Treasuries (including strips) U.S. Treasury Inflation Indexed Notes 2032-07-15 0.625000 300000000.00 287047580.82 U.S. Treasuries (including strips) Y 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 3170000000.00 3170000000.00 0.3296 N Y Y N CREF 2024-06-06 E. Scott Wickerham E. Scott Wickerham Principal Financial Officer, Principal Accounting Officer and Treasurer