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