0001752724-20-174271.txt : 20200826
0001752724-20-174271.hdr.sgml : 20200826
20200826160910
ACCESSION NUMBER: 0001752724-20-174271
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200826
PERIOD START: 20201231
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: 201137303
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
S000005085
Inflation-Linked Bond Account
C000154488
Class R1
QCILRX
C000154489
Class R2
QCILPX
C000154490
Class R3
QCILIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000777535
XXXXXXXX
S000005085
C000154489
C000154490
C000154488
College Retirement Equities Fund
811-04415
0000777535
549300W86TWR1A52Z652
730 Third Avenue
New York
10017
212-490-9000
College Retirement Equities Fund - Inflation-Linked Bond Account
S000005085
549300UHFZ6YCGMQ2F56
2020-12-31
2020-06-30
N
6945241868.00
42402390.00
6902839478.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
40864839.00000000
0.00000000
0.00000000
1756.00000000
USD
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZW3
70000000.00000000
PA
USD
69863281.60000000
1.012094831737
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FS2
214257507.75000000
PA
USD
249249947.50000000
3.610832155294
Long
DBT
UST
US
N
2
2026-01-15
Fixed
2.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828XL9
127605200.00000000
PA
USD
136436515.99000000
1.976527433744
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DW9
3000000.00000000
PA
USD
3366161.70000000
0.048764884519
Long
DBT
USGSE
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617LYQM5
27384549.05000000
PA
USD
29691515.47000000
0.430134809952
Long
ABS-O
USGSE
US
N
2
2045-01-15
Fixed
2.75000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
130768640.00000000
PA
USD
147527113.29000000
2.137194610423
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
121084425.00000000
PA
USD
131742435.92000000
1.908525271953
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
213648075.00000000
PA
USD
234133167.32000000
3.391838504519
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796UB3
50000000.00000000
PA
USD
49999868.00000000
0.724337689719
Long
STIV
UST
US
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FH6
202935196.40000000
PA
USD
286971767.23000000
4.157300313075
Long
DBT
UST
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PK8
11150729.31000000
PA
USD
12286092.55000000
0.177986067750
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
3.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZX1
80000000.00000000
PA
USD
79953124.80000000
1.158264291887
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae Discount Notes
N/A
Federal National Mortgage Association (FNMA)
313588K87
5250000.00000000
PA
USD
5247659.39000000
0.076021750277
Long
STIV
USGSE
US
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FD5
112613688.75000000
PA
USD
151629927.58000000
2.196631227819
Long
DBT
UST
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828X39
278912605.00000000
PA
USD
283252948.13000000
4.103426554141
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828SA9
324026779.20000000
PA
USD
328720520.95000000
4.762105826126
Long
DBT
UST
US
N
2
2022-01-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828WU0
138782570.00000000
PA
USD
145112617.88000000
2.102216317538
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
234361610.00000000
PA
USD
243921627.86000000
3.533641896749
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0A63
3129357.95000000
PA
USD
3483171.83000000
0.050459985939
Long
ABS-O
USGSE
US
N
2
2036-10-15
Fixed
3.87000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PZ5
140824476.00000000
PA
USD
180618248.04000000
2.616578997898
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
158652690.00000000
PA
USD
171962276.76000000
2.491181742065
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36181R5Z4
59890170.38000000
PA
USD
65397037.41000000
0.947393280959
Long
ABS-O
USGSE
US
N
2
2038-09-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36181PGX1
2429675.34000000
PA
USD
2651806.68000000
0.038416171902
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Fixed
3.38000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZQ6
10000000.00000000
PA
USD
9969531.20000000
0.144426525225
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
66518940.00000000
PA
USD
69749836.09000000
1.010451370226
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FQ6
51289335.00000000
PA
USD
76371067.68000000
1.106371775316
Long
DBT
UST
US
N
2
2032-04-15
Fixed
3.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PV4
211036564.00000000
PA
USD
251904885.68000000
3.649293692586
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
176483360.00000000
PA
USD
185876956.86000000
2.692760818970
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAC0
16740000.00000000
PA
USD
18017632.79000000
0.261017699273
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
2.89500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZS2
30000000.00000000
PA
USD
30031640.70000000
0.435062133426
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
24918750.00000000
PA
USD
26941825.07000000
0.390300616954
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828QV5
136802374.24000000
PA
USD
139316625.40000000
2.018250979818
Long
DBT
UST
US
N
2
2021-07-15
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
N/A
40761000.00000000
PA
USD
40869273.44000000
0.592064665131
Long
ABS-O
USGSE
US
N
2
2037-07-20
Fixed
1.730
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
212264580.00000000
PA
USD
241987600.69000000
3.505624047339
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828UH1
332191990.00000000
PA
USD
340612631.74000000
4.934384362052
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
277706350.00000000
PA
USD
303986890.48000000
4.403794865125
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828S50
147640680.00000000
PA
USD
156949526.75000000
2.273695154728
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEP0
10000000.00000000
PA
USD
10471716.30000000
0.151701576334
Long
DBT
USGSE
US
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PS1
122332730.00000000
PA
USD
148671933.20000000
2.153779378382
Long
DBT
UST
US
N
2
2027-01-15
Fixed
2.37500000
N
N
N
N
N
N
United States Treasury Bill- When Issued
254900HROIFWPRGM1V77
United States Treasury Bill
9999B02M2
29235000.00000000
PA
USD
29234403.02000000
0.423512716950
Long
STIV
UST
US
N
2
N
N
N
INT DEVELOPMENT FIN CORP
N/A
United States International Development Finance Corp
90376PAL5
5000000.00000000
PA
USD
5153350.00000000
0.074655509756
Long
DBT
USGSE
US
N
2
2031-08-15
Fixed
1.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36181DYS9
22526506.91000000
PA
USD
24862191.88000000
0.360173403412
Long
ABS-O
USGSE
US
N
2
2031-09-15
Fixed
3.60000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
29700000.00000000
PA
USD
29700000.00000000
0.430257723573
Long
RA
CORP
US
N
2
Repurchase
N
0.07
2020-07-01
29700000
USD
30294085.37
USD
UST
N
N
N
CROWLEY CONRO LLC
5493002RTOQUGXZXJJ02
Crowley Conro LLC
228023AB3
4112500.00000000
PA
USD
5167017.87000000
0.074853513347
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.18100000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828TE0
325626720.00000000
PA
USD
333599582.78000000
4.832787780205
Long
DBT
UST
US
N
2
2022-07-15
Fixed
0.12500000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AW7
3947368.36000000
PA
USD
4097457.37000000
0.059359012810
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.44400000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
172420650.00000000
PA
USD
180775918.48000000
2.618863136773
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796WW5
14920000.00000000
PA
USD
14919577.32000000
0.216136813952
Long
STIV
UST
US
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
207427200.00000000
PA
USD
218226088.20000000
3.161395957352
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
AID-UKRAINE
N/A
Ukraine Government AID International Bonds
903724BL5
15000000.00000000
PA
USD
15221640.30000000
0.220512737526
Long
DBT
NUSS
UA
N
2
2021-09-29
Fixed
1.47100000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FR4
268368284.80000000
PA
USD
309299498.92000000
4.480757518782
Long
DBT
UST
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
236370420.00000000
PA
USD
246375419.68000000
3.569189468554
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
153045497.50000000
PA
USD
161335303.29000000
2.337230987395
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828V49
223473115.00000000
PA
USD
241060813.41000000
3.492197872749
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828PP9
39788201.40000000
PA
USD
40188787.82000000
0.582206611468
Long
DBT
UST
US
N
2
2021-01-15
Fixed
1.12500000
N
N
N
N
N
N
2020-06-30
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer